CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,922
COMMITMENTS
6,479 6,932 975 25,465 25,015 32,919 32,922 3 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 254)
195 -135 130 -74 259 251 254 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 21.1 3.0 77.3 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 2 2 19 12 31 16
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 116,136
COMMITMENTS
48,425 24,980 14,135 53,361 76,801 115,921 115,916 215 220
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -733)
-101 245 692 -919 885 -328 1,822 -405 -2,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 21.5 12.2 45.9 66.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 10 17 28 23 56 46
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 63,053
COMMITMENTS
25,418 12,533 7,786 29,600 42,563 62,803 62,881 250 172
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 444)
1,251 367 -65 -768 64 418 366 26 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 19.9 12.3 46.9 67.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 8 14 18 18 41 36
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 153,608
COMMITMENTS
40,528 25,735 4,743 108,337 123,130 153,608 153,608 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 16.8 3.1 70.5 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 7 4 16 15 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 118,840
COMMITMENTS
18,111 51,498 3,337 97,392 64,005 118,840 118,840 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 46)
-15 0 0 61 46 46 46 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 43.3 2.8 82.0 53.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 3 3 18 10 26 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,382
COMMITMENTS
9,805 5,823 4,304 18,273 22,255 32,382 32,382 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2)
-2 0 50 -50 -52 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 18.0 13.3 56.4 68.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 4 11 12 23 17
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,013
COMMITMENTS
6,355 2,985 1,790 52,868 56,238 61,013 61,013 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -404)
265 -10 -265 -404 -129 -404 -404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.9 2.9 86.7 92.2 100.0 100.0 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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,752
COMMITMENTS
6,494 1,801 1,058 6,200 10,893 13,752 13,752 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 3,400)
900 500 0 2,850 3,250 3,750 3,750 -350 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 13.1 7.7 45.1 79.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 2 6 11 15 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| 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: 11,947
COMMITMENTS
1,146 2,550 115 10,686 9,282 11,947 11,947 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 26)
100 0 -99 25 125 26 26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 21.3 1.0 89.4 77.7 100.0 100.0 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 12/03/19 |
--------------------------------------------------------------| 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: 19,453
COMMITMENTS
2,398 6,000 850 16,180 12,603 19,428 19,453 25 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 100)
-100 100 0 200 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 30.8 4.4 83.2 64.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 6 4 12 9 18 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,194
COMMITMENTS
22,444 10,200 2,487 20,263 32,507 45,194 45,194 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 500)
0 500 0 500 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 22.6 5.5 44.8 71.9 100.0 100.0 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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,435
COMMITMENTS
550 7,450 1,450 12,435 5,535 14,435 14,435 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 51.6 10.0 86.1 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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,179
COMMITMENTS
3,462 518 3,265 24,301 27,374 31,028 31,157 151 22
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -7,275)
-646 -1,128 -261 -6,347 -5,898 -7,254 -7,287 -21 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.7 10.5 77.9 87.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 4 23 24 30 28
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,742
COMMITMENTS
1,794 1,447 4,140 26,844 28,103 32,778 33,690 964 52
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -4,360)
-1,171 -754 -130 -3,235 -3,312 -4,536 -4,196 176 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.3 12.3 79.6 83.3 97.1 99.8 2.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 3 23 22 28 28
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,943,402
COMMITMENTS
291,427 146,724 320,125 4301527 4452211 4913079 4919060 30,323 24,342
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -233,101)
-77,128 4,922 -9,748 -136,088 -222,571 -222,964 -227,397 -10,137 -5,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.0 6.5 87.0 90.1 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
42 21 41 147 117 201 167
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,202,161
COMMITMENTS
26,057 41,685 393,468 781,082 765,251 1200607 1200404 1,554 1,756
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 146,084)
4,919 8,970 94,338 46,698 41,569 145,955 144,878 129 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.5 32.7 65.0 63.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 12 25 44 46 72 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,241
COMMITMENTS
815 5,776 244 241,007 253,597 242,066 259,617 25,175 7,624
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 3,829)
431 0 -31 2,817 766 3,217 735 612 3,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.2 0.1 90.2 94.9 90.6 97.1 9.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 29 25 31 28
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,885
COMMITMENTS
3,404 5,194 1,504 139,903 126,452 144,811 133,150 4,074 15,735
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,171)
-62 58 62 1,258 -1,383 1,258 -1,263 -87 2,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.5 1.0 94.0 84.9 97.3 89.4 2.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 5 20 21 25 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 320,079
COMMITMENTS
3,791 3,912 6,520 296,439 303,397 306,750 313,829 13,329 6,250
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,848)
-222 -299 1,834 -252 1,855 1,360 3,390 1,488 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 2.0 92.6 94.8 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 4 31 31 38 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 842,225
COMMITMENTS
3,318 11,266 3,297 825,834 826,581 832,449 841,144 9,776 1,081
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -21,295)
-2,464 -775 156 -20,953 -20,579 -23,261 -21,198 1,966 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 0.4 98.1 98.1 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 39 28 43 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,611
COMMITMENTS
4,077 5,396 1,457 373,316 377,098 378,850 383,951 14,761 9,660
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 3,604)
-996 819 -31 2,616 2,441 1,589 3,229 2,015 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.4 0.4 94.8 95.8 96.2 97.5 3.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 5 3 42 41 47 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 536,969
COMMITMENTS
1,801 906 182 520,292 530,494 522,275 531,582 14,694 5,387
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 4,875)
-1,240 0 0 1,735 5,302 495 5,302 4,380 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 96.9 98.8 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 1 44 40 47 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,284
COMMITMENTS
0 4,411 1,922 382,150 383,049 384,072 389,382 13,212 7,902
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,071)
0 0 0 -4,916 294 -4,916 294 5,987 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.5 96.2 96.4 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 5 3 39 29 42 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,106
COMMITMENTS
0 4,146 434 108,766 105,994 109,200 110,574 5,906 4,532
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,501)
0 89 31 894 1,073 925 1,193 576 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.4 94.5 92.1 94.9 96.1 5.1 3.9
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,085
COMMITMENTS
300 1,466 300 30,607 31,133 31,207 32,899 2,878 1,186
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -900 0 -900 0 900 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.3 0.9 89.8 91.3 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 2 16 17 19 21
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 256,467
COMMITMENTS
0 2,218 246 246,784 244,485 247,030 246,949 9,437 9,518
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,032)
0 137 -108 -3,456 -1,603 -3,564 -1,574 4,596 2,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 96.2 95.3 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 1 26 24 27 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,540
COMMITMENTS
0 0 0 180,285 185,531 180,285 185,531 8,255 3,009
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -332)
0 0 0 -1,289 -1,384 -1,289 -1,384 957 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 98.4 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 25 22 25 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 286,571
COMMITMENTS
0 2,736 0 275,083 281,506 275,083 284,242 11,488 2,329
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 403)
0 0 0 -5,022 403 -5,022 403 5,425 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.0 98.2 96.0 99.2 4.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 22 23 22 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,394
COMMITMENTS
9,783 0 0 31,290 41,282 41,073 41,282 2,321 2,112
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 31)
0 0 0 -186 0 -186 0 217 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 0.0 0.0 72.1 95.1 94.7 95.1 5.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 0 0 16 17 24 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 612,093
COMMITMENTS
21,234 5,214 6,428 573,535 588,213 601,197 599,855 10,896 12,238
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -686)
857 -34 -711 -2,122 36 -1,976 -709 1,290 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.9 1.1 93.7 96.1 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 3 6 45 36 53 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,948
COMMITMENTS
962 2,758 3,423 204,296 198,710 208,681 204,891 4,267 8,057
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,781)
31 558 62 424 1,378 517 1,998 1,264 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 1.6 95.9 93.3 98.0 96.2 2.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 24 21 28 25
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,293
COMMITMENTS
497 249 1,031 44,643 43,997 46,171 45,277 1,122 2,016
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -240 -330 -240 -330 240 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 2.2 94.4 93.0 97.6 95.7 2.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 8 17 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,744
COMMITMENTS
0 0 0 74,828 71,221 74,828 71,221 3,916 7,523
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 3,949)
0 0 0 2,974 3,991 2,974 3,991 975 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 90.4 95.0 90.4 5.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 15 18 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,861
COMMITMENTS
18,959 5,983 0 252,094 267,058 271,053 273,041 8,808 6,820
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 13,792)
-1,519 -2,604 0 10,229 10,847 8,710 8,243 5,082 5,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.1 0.0 90.1 95.4 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 2 0 32 30 39 32
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,572
COMMITMENTS
36,030 10,045 6,708 227,363 252,007 270,101 268,760 4,471 5,812
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 13,699)
30 -1,860 -30 10,845 11,059 10,845 9,169 2,854 4,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 3.7 2.4 82.8 91.8 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 7 4 38 43 49 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,188
COMMITMENTS
2,255 248 0 142,621 143,551 144,876 143,799 2,312 3,389
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -600 -1,410 -600 -1,410 600 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.0 96.9 97.5 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 25 22 27 23
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,119
COMMITMENTS
240 3,449 31 25,233 22,540 25,504 26,020 1,615 1,099
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 31)
0 0 0 -29 -150 -29 -150 60 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 12.7 0.1 93.0 83.1 94.0 95.9 6.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 19 12 21 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 271,483
COMMITMENTS
1,726 1,532 3,515 261,191 251,455 266,432 256,502 5,051 14,981
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,241)
-2 121 -153 885 -2,290 730 -2,322 511 3,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 1.3 96.2 92.6 98.1 94.5 1.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 2 37 34 40 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,293
COMMITMENTS
178 0 62 98,154 100,750 98,394 100,812 4,899 2,481
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 124)
0 0 0 -3,836 -656 -3,836 -656 3,960 780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 95.0 97.5 95.3 97.6 4.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 12 17 13 18
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,524
COMMITMENTS
0 682 62 98,589 93,702 98,651 94,446 9,873 14,078
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 3,036)
0 -62 0 1,215 2,526 1,215 2,464 1,821 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.1 90.8 86.3 90.9 87.0 9.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 20 21 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,960
COMMITMENTS
1,220 1,860 444 225,967 223,865 227,631 226,169 4,329 5,791
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 310)
0 -655 -182 -372 -1,705 -554 -2,542 864 2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.2 97.4 96.5 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 2 25 33 28 36
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,239
COMMITMENTS
0 0 0 47,156 48,709 47,156 48,709 5,083 3,530
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 632)
0 0 0 -942 -441 -942 -441 1,574 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 93.2 90.3 93.2 9.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 16 10 16
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,138
COMMITMENTS
0 0 0 187,851 185,336 187,851 185,336 4,287 6,802
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,486)
0 0 0 1,844 672 1,844 672 642 1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 96.5 97.8 96.5 2.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 20 24 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,441
COMMITMENTS
0 0 0 76,189 83,848 76,189 83,848 9,252 1,593
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 48)
0 0 0 -1,291 48 -1,291 48 1,339 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 98.1 89.2 98.1 10.8 1.9
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,981
COMMITMENTS
3,049 0 0 26,996 30,794 30,045 30,794 3,936 3,187
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
-1,290 0 0 -540 -2,490 -1,830 -2,490 1,830 2,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 79.4 90.6 88.4 90.6 11.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 13 12 16 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,623
COMMITMENTS
3,331 1,029 846 180,619 178,597 184,796 180,472 5,827 10,151
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 378)
0 -182 124 316 -3,532 440 -3,590 -62 3,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.4 94.8 93.7 96.9 94.7 3.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 19 20 22 23
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,625
COMMITMENTS
0 6,318 5,725 146,455 138,583 152,180 150,626 12,445 13,999
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,121)
0 -310 151 2,041 806 2,192 647 -71 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 3.5 89.0 84.2 92.4 91.5 7.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 2 27 28 29 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,609
COMMITMENTS
1,375 383 175 41,462 45,026 43,012 45,584 4,597 2,025
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 329)
-31 0 0 -3,002 -337 -3,033 -337 3,362 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 0.4 87.1 94.6 90.3 95.7 9.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 15 16 18 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,021
COMMITMENTS
93 1,091 4,425 225,179 231,290 229,697 236,806 13,324 6,215
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,394)
-143 31 217 -4,016 2,293 -3,942 2,541 6,336 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.8 92.7 95.2 94.5 97.4 5.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 3 4 35 36 39 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 139,855
COMMITMENTS
1,470 388 261 132,467 131,119 134,198 131,768 5,657 8,087
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 4,031)
-178 388 228 5,011 470 5,061 1,086 -1,030 2,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.2 94.7 93.8 96.0 94.2 4.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 3 29 28 33 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 32,324
COMMITMENTS
1,673 0 0 28,361 29,838 30,034 29,838 2,290 2,486
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 248)
0 0 0 -952 -832 -952 -832 1,200 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 87.7 92.3 92.9 92.3 7.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 12 9 14 9
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 166,209
COMMITMENTS
1,220 1,220 0 154,773 158,473 155,993 159,693 10,216 6,516
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 31)
0 0 0 -1,271 -2,139 -1,271 -2,139 1,302 2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 93.1 95.3 93.9 96.1 6.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 18 19 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,219
COMMITMENTS
766 1,739 401 33,671 31,754 34,838 33,894 2,381 3,325
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -1,470 0 -1,470 0 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.7 1.1 90.5 85.3 93.6 91.1 6.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 9 18 12 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 284,066
COMMITMENTS
0 0 0 268,220 282,706 268,220 282,706 15,846 1,360
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -63)
0 0 0 -590 -691 -590 -691 527 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 99.5 94.4 99.5 5.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 16 27 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,622
COMMITMENTS
10,536 8,774 0 93,061 102,020 103,597 110,794 8,025 828
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -155)
-117 0 -142 1,375 1,622 1,116 1,480 -1,271 -1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 7.9 0.0 83.4 91.4 92.8 99.3 7.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 13 15 14 16
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 216,010
COMMITMENTS
0 0 0 212,651 211,980 212,651 211,980 3,359 4,030
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,385)
0 0 0 1,765 1,114 1,765 1,114 620 1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.1 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 22 24 22 24
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 27,558
COMMITMENTS
4,103 2,335 3,614 19,504 20,922 27,221 26,871 337 687
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -3,495)
-52 -199 -819 -1,371 -1,917 -2,242 -2,934 -1,254 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.5 13.1 70.8 75.9 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 10 14 22 26 38 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,294
COMMITMENTS
8,015 358 282 30,864 38,654 39,161 39,294 133 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,213)
-236 -38 -187 -1,803 -1,988 -2,226 -2,213 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.9 0.7 78.5 98.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 4 3 26 23 35 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,509
COMMITMENTS
4,722 200 150 23,637 28,159 28,509 28,509 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,661)
75 -75 -450 -2,286 -2,136 -2,661 -2,661 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.7 0.5 82.9 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 3 18 19 23 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 138,882
COMMITMENTS
5,124 7,230 11,430 121,306 118,714 137,860 137,374 1,022 1,508
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,030)
-839 -762 732 477 -7 370 -37 660 1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.2 8.2 87.3 85.5 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 10 8 33 36 47 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 75,059
COMMITMENTS
1,838 842 2,816 70,405 71,381 75,059 75,039 0 20
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -311)
100 -20 -1 -396 -290 -296 -311 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 3.8 93.8 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 6 22 23 31 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,182
COMMITMENTS
325 400 200 34,657 34,582 35,182 35,182 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 0.6 98.5 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 3 11 15 15 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,306
COMMITMENTS
16,065 788 5,824 45,090 60,464 66,979 67,076 327 230
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -282)
0 0 0 -282 -482 -282 -482 0 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.2 8.7 67.0 89.8 99.5 99.7 0.5 0.3
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 86,491
COMMITMENTS
26,270 1,951 4,823 54,523 79,441 85,616 86,215 875 276
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 537)
16 25 60 450 412 526 497 11 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 2.3 5.6 63.0 91.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 7 4 27 27 35 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,769
COMMITMENTS
3,631 1,051 1,294 70,044 73,651 74,969 75,996 1,800 773
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -100)
-50 0 0 -927 -800 -977 -800 877 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.4 1.7 91.2 95.9 97.7 99.0 2.3 1.0
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 98,979
COMMITMENTS
4,084 1,054 1,891 91,190 95,217 97,165 98,162 1,814 817
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 156)
-90 0 0 -836 -639 -926 -639 1,082 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.1 1.9 92.1 96.2 98.2 99.2 1.8 0.8
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,188
COMMITMENTS
450 420 0 42,592 42,498 43,042 42,918 146 270
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 400)
50 0 0 350 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.0 0.0 98.6 98.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 19 22 21 23
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,103
COMMITMENTS
350 747 73 26,414 26,163 26,837 26,983 266 120
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 555)
0 60 0 555 495 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.8 0.3 97.5 96.5 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 19 19 21 23
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 83,463
COMMITMENTS
23,377 866 2,269 57,506 80,193 83,152 83,328 311 135
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 131)
-26 89 88 78 -46 141 131 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 1.0 2.7 68.9 96.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 2 11 32 32 53 44
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,566
COMMITMENTS
11,136 110 950 20,194 31,164 32,280 32,224 286 342
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 990)
1,200 0 0 -210 990 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 0.3 2.9 62.0 95.7 99.1 98.9 0.9 1.1
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,935
COMMITMENTS
500 370 50 48,233 48,305 48,783 48,725 152 210
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 60)
100 0 0 -40 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 0.1 98.6 98.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 22 23 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,122
COMMITMENTS
695 1,510 120 39,395 39,418 40,210 41,048 912 74
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 444)
0 100 0 444 344 444 444 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.7 0.3 95.8 95.9 97.8 99.8 2.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 2 22 22 27 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,925
COMMITMENTS
2,862 1,075 0 59,200 62,505 62,062 63,580 1,863 345
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,037)
0 600 0 -253 437 -253 1,037 1,290 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.7 0.0 92.6 97.8 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 25 17 27 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,336
COMMITMENTS
3,512 4,175 60 62,359 62,921 65,931 67,156 1,405 180
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 595)
0 600 0 -530 -5 -530 595 1,125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.2 0.1 92.6 93.4 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 26 18 29 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,439
COMMITMENTS
1,446 1,407 241 80,487 80,786 82,174 82,434 265 5
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 95)
30 161 59 6 -125 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.7 0.3 97.6 98.0 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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,885
COMMITMENTS
2,007 6,162 713 101,834 97,948 104,553 104,822 332 63
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -250)
15 353 -6 -260 -645 -250 -297 0 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.9 0.7 97.1 93.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 15 6 31 32 40 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,773
COMMITMENTS
125 4,319 275 56,353 52,179 56,753 56,773 20 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 25)
25 0 0 0 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.6 0.5 99.3 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 2 17 16 19 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 51,690
COMMITMENTS
575 520 240 50,875 50,930 51,690 51,690 0 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.5 98.4 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 13 9 16 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 65,220
COMMITMENTS
1,720 2,021 1,391 62,017 61,493 65,128 64,905 92 315
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 898)
53 0 0 805 735 858 735 40 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.1 2.1 95.1 94.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 1 3 23 24 31 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 66,286
COMMITMENTS
2,368 2,233 5,305 58,233 58,476 65,906 66,014 380 272
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,165)
52 314 72 1,001 623 1,125 1,009 40 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.4 8.0 87.9 88.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 4 3 24 26 34 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,943
COMMITMENTS
1,061 450 100 27,454 28,008 28,615 28,558 328 385
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -10)
15 0 20 -205 -343 -170 -323 160 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 0.3 94.9 96.8 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 18 13 21 15
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,547
COMMITMENTS
875 20 25 27,280 28,113 28,180 28,158 367 389
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 9)
0 20 25 -176 -290 -151 -245 160 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.1 0.1 95.6 98.5 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 12 21 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,911
COMMITMENTS
429 1,894 958 32,180 30,983 33,567 33,835 344 76
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 86)
-25 -25 39 -107 41 -93 55 179 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.6 2.8 94.9 91.4 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 20 24 24 29
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,935
COMMITMENTS
448 3,206 252 20,830 18,382 21,530 21,840 1,405 1,095
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 72)
-2 31 2 -762 -956 -762 -923 834 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 14.0 1.1 90.8 80.1 93.9 95.2 6.1 4.8
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,123
COMMITMENTS
1,761 3,193 1,279 55,787 54,401 58,827 58,873 296 250
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 190)
-170 7 165 5 -222 0 -50 190 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.4 2.2 94.4 92.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 6 29 27 38 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 40,137
COMMITMENTS
408 1,941 1,142 38,500 36,868 40,050 39,951 87 186
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 80)
0 0 0 115 -43 115 -43 -35 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.8 2.8 95.9 91.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 4 25 21 29 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,175
COMMITMENTS
1,745 300 100 20,195 21,760 22,040 22,160 135 15
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -952)
55 0 0 -992 -952 -937 -952 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.4 0.5 91.1 98.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 1 17 14 21 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,551
COMMITMENTS
50 1,270 280 11,959 10,799 12,289 12,349 262 202
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -45 -180 -45 -180 45 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.1 2.2 95.3 86.0 97.9 98.4 2.1 1.6
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,701
COMMITMENTS
50 1,670 205 12,256 10,101 12,511 11,976 190 725
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -70 -725 -70 -725 70 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 13.1 1.6 96.5 79.5 98.5 94.3 1.5 5.7
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,253
COMMITMENTS
2,160 375 505 14,335 15,834 17,000 16,714 253 539
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -74 -514 -74 -514 74 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 2.2 2.9 83.1 91.8 98.5 96.9 1.5 3.1
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,981
COMMITMENTS
2,230 375 470 13,861 15,594 16,561 16,439 420 542
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -66 -509 -66 -509 66 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.2 2.8 81.6 91.8 97.5 96.8 2.5 3.2
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 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,398
COMMITMENTS
355 1,065 3,235 38,306 37,623 41,896 41,923 502 475
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 5)
0 5 0 -432 -415 -432 -410 437 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.5 7.6 90.3 88.7 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 3 23 15 28 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,351
COMMITMENTS
725 930 3,140 37,936 37,876 41,801 41,946 550 405
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 5)
0 5 0 -477 -405 -477 -400 482 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.2 7.4 89.6 89.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 4 24 17 30 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,281
COMMITMENTS
1,915 10,913 1,385 107,153 98,527 110,453 110,825 1,828 1,456
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 74)
55 -145 15 -1,764 -1,222 -1,694 -1,352 1,768 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 9.7 1.2 95.4 87.8 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 8 6 41 33 52 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,829
COMMITMENTS
1,930 9,511 2,152 120,283 112,180 124,365 123,843 1,464 1,986
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 206)
70 -182 135 -1,448 -1,733 -1,243 -1,780 1,449 1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.6 1.7 95.6 89.2 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 9 7 42 38 57 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 518,302
COMMITMENTS
24,234 28,954 61,331 429,654 427,529 515,219 517,814 3,083 488
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 285)
208 95 138 -2,359 20 -2,014 253 2,299 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.6 11.8 82.9 82.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 19 20 43 43 72 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,426
COMMITMENTS
3,915 25 0 12,202 15,596 16,117 15,621 309 805
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -295 -805 -295 -805 295 805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.2 0.0 74.3 94.9 98.1 95.1 1.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 19 12 24 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,053
COMMITMENTS
3,575 235 60 12,085 15,181 15,720 15,476 333 577
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -119 -577 -119 -577 119 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.5 0.4 75.3 94.6 97.9 96.4 2.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 19 11 23 13
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,495
COMMITMENTS
1,605 450 0 2,883 4,045 4,488 4,495 7 0
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 10.0 0.0 64.1 90.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 14 14 17 15
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,780
COMMITMENTS
140 451 147 3,862 3,389 4,149 3,987 631 793
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -648)
-533 -127 -96 26 -275 -603 -498 -45 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 9.4 3.1 80.8 70.9 86.8 83.4 13.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 5 5 20 23 26 30
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,512
COMMITMENTS
4,456 92 0 27,894 32,248 32,350 32,340 162 172
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -3,373)
-911 92 -35 -2,429 -3,451 -3,375 -3,394 2 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.3 0.0 85.8 99.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 0 36 38 39 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,167
COMMITMENTS
45 0 0 14,026 13,655 14,071 13,655 96 512
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -1,483)
-48 0 -137 -1,266 -1,290 -1,451 -1,427 -32 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.0 96.4 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 23 21 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,668
COMMITMENTS
194 48 172 8,516 9,115 8,882 9,335 786 333
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -2,491)
-347 -509 -378 -1,701 -1,618 -2,426 -2,505 -65 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 1.8 88.1 94.3 91.9 96.6 8.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 2 29 32 32 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,066
COMMITMENTS
2,405 742 50 34,962 36,966 37,417 37,758 649 308
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -3,478)
-1,450 -185 -479 -1,538 -3,082 -3,467 -3,746 -11 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.9 0.1 91.8 97.1 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 2 1 28 40 34 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 56,162
COMMITMENTS
1,981 1,524 2,378 51,413 51,830 55,772 55,732 390 430
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -5,809)
-1,450 300 -1,284 -3,179 -4,813 -5,913 -5,797 104 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.7 4.2 91.5 92.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 10 13 62 64 78 81
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 260,879
COMMITMENTS
2,385 203,350 425 251,409 18,450 254,219 222,225 6,660 38,654
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -12,666)
0 -9,967 -841 -11,273 -1,714 -12,114 -12,522 -552 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 77.9 0.2 96.4 7.1 97.4 85.2 2.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 6 2 12 5 14 12
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 24,256
COMMITMENTS
0 0 0 24,211 23,831 24,211 23,831 45 425
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 675)
0 0 0 675 655 675 655 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 98.2 99.8 98.2 0.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 23 26 23
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,641
COMMITMENTS
135 0 0 10,296 10,286 10,431 10,286 210 355
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.8 96.7 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 12 11 12
Updated December 06, 2019