CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,572
COMMITMENTS
7,079 6,932 700 24,790 24,940 32,569 32,572 3 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -350)
600 0 -275 -675 -75 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 21.3 2.1 76.1 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 2 1 19 12 32 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 117,042
COMMITMENTS
46,820 26,282 14,391 55,395 75,932 116,605 116,605 437 437
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 906)
-1,606 1,302 255 2,035 -868 684 689 222 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 22.5 12.3 47.3 64.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 10 17 28 22 56 45
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 65,277
COMMITMENTS
27,292 12,980 7,788 29,956 44,367 65,036 65,135 240 141
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,223)
1,875 448 3 356 1,804 2,233 2,254 -9 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 19.9 11.9 45.9 68.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 8 15 19 19 43 38
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 154,133
COMMITMENTS
41,634 24,301 4,185 108,314 125,647 154,133 154,133 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 525)
1,106 -1,434 -558 -23 2,517 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 15.8 2.7 70.3 81.5 100.0 100.0 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 119,714
COMMITMENTS
18,596 53,198 3,187 97,931 63,329 119,714 119,714 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 874)
485 1,700 -150 539 -676 874 874 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 44.4 2.7 81.8 52.9 100.0 100.0 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,557
COMMITMENTS
10,306 5,823 3,991 18,260 22,743 32,557 32,557 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 175)
501 0 -313 -13 488 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 17.9 12.3 56.1 69.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 3 4 10 12 23 17
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 57,346
COMMITMENTS
6,430 2,985 1,715 49,201 52,646 57,346 57,346 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,666)
75 0 -75 -3,666 -3,591 -3,666 -3,666 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 5.2 3.0 85.8 91.8 100.0 100.0 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,402
COMMITMENTS
7,644 1,826 808 7,950 13,768 16,402 16,402 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,650)
1,150 25 -250 1,750 2,875 2,650 2,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 11.1 4.9 48.5 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 3 2 7 11 18 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| 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: 12,045
COMMITMENTS
1,031 2,750 164 10,850 9,131 12,045 12,045 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 98)
-115 200 49 164 -151 98 98 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 22.8 1.4 90.1 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 2 11 8 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| 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: 19,763
COMMITMENTS
2,298 6,325 850 16,590 12,588 19,738 19,763 25 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 310)
-100 325 0 410 -15 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 32.0 4.3 83.9 63.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 4 12 9 18 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,231
COMMITMENTS
22,481 10,200 2,487 20,263 32,544 45,231 45,231 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 37)
37 0 0 0 37 37 37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 22.6 5.5 44.8 72.0 100.0 100.0 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,435
COMMITMENTS
550 7,400 1,450 12,435 5,585 14,435 14,435 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 0)
0 -50 0 0 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 51.3 10.0 86.1 38.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 11 7 14 11
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,374
COMMITMENTS
4,144 528 3,389 25,679 29,444 33,212 33,361 162 13
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,195)
682 10 124 1,378 2,070 2,184 2,204 11 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.6 10.2 76.9 88.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 4 24 24 31 28
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,427
COMMITMENTS
2,002 2,568 4,195 28,266 28,612 34,463 35,375 964 52
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,685)
208 1,121 55 1,422 509 1,685 1,685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.2 11.8 79.8 80.8 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,013,162
COMMITMENTS
284,052 178,574 349,515 4344948 4452965 4978515 4981054 34,647 32,108
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 69,760)
-7,375 31,850 29,390 43,421 754 65,436 61,994 4,324 7,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.6 7.0 86.7 88.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
40 26 49 147 116 206 172
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,213,756
COMMITMENTS
41,677 62,900 391,181 779,215 757,928 1212073 1212009 1,683 1,747
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 11,595)
15,621 21,215 -2,287 -1,867 -7,323 11,466 11,604 129 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.2 32.2 64.2 62.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 13 25 45 46 72 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,072
COMMITMENTS
2,195 5,346 364 228,698 246,681 231,257 252,391 25,815 4,681
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -10,169)
1,380 -430 120 -12,309 -6,916 -10,809 -7,226 640 -2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.1 0.1 89.0 96.0 90.0 98.2 10.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 26 22 28 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,271
COMMITMENTS
1,096 2,690 1,270 133,996 125,692 136,362 129,652 6,909 13,619
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -5,614)
-2,308 -2,504 -234 -5,907 -760 -8,449 -3,498 2,835 -2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.9 0.9 93.5 87.7 95.2 90.5 4.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 17 19 20 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,685
COMMITMENTS
3,715 6,200 6,569 303,917 311,162 314,201 323,931 14,484 4,754
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 8,606)
-76 2,288 49 7,478 7,765 7,451 10,102 1,155 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.9 2.0 92.5 94.7 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 4 28 30 33 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 846,384
COMMITMENTS
6,869 10,622 3,124 828,059 831,682 838,052 845,428 8,332 956
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 4,159)
3,551 -644 -173 2,225 5,101 5,603 4,284 -1,444 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 0.4 97.8 98.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 1 5 39 28 45 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,778
COMMITMENTS
2,960 5,077 1,368 367,339 364,221 371,667 370,666 7,111 8,112
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -14,833)
-1,117 -319 -89 -5,977 -12,877 -7,183 -13,285 -7,650 -1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 0.4 97.0 96.2 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 4 3 41 39 44 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 501,028
COMMITMENTS
1,150 968 120 490,583 492,793 491,853 493,881 9,175 7,147
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -35,941)
-651 62 -62 -29,709 -37,701 -30,422 -37,701 -5,519 1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 97.9 98.4 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 2 1 42 35 44 37
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,322
COMMITMENTS
0 5,176 915 364,396 359,579 365,311 365,670 8,011 7,652
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -23,962)
0 765 -1,007 -17,754 -23,470 -18,761 -23,712 -5,201 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.2 97.6 96.3 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 1 38 27 39 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,296
COMMITMENTS
0 4,533 465 103,306 99,838 103,771 104,836 4,525 3,460
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -6,810)
0 387 31 -5,460 -6,156 -5,429 -5,738 -1,381 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.4 95.4 92.2 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 2 16 20 18 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,736
COMMITMENTS
0 1,110 0 26,326 25,795 26,326 26,905 1,410 831
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -6,349)
-300 -356 -300 -4,281 -5,338 -4,881 -5,994 -1,468 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 94.9 93.0 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 14 12 14 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 244,556
COMMITMENTS
0 1,566 428 240,130 233,993 240,558 235,987 3,998 8,569
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -11,911)
0 -652 182 -6,654 -10,492 -6,472 -10,962 -5,439 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 98.2 95.7 98.4 96.5 1.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 26 23 27 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 179,464
COMMITMENTS
0 0 0 170,628 175,940 170,628 175,940 8,836 3,524
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -9,076)
0 0 0 -9,657 -9,591 -9,657 -9,591 581 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 98.0 95.1 98.0 4.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 20 24 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,344
COMMITMENTS
0 2,736 0 267,279 268,857 267,279 271,593 7,065 2,751
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -12,227)
0 0 0 -7,804 -12,649 -7,804 -12,649 -4,423 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.4 98.0 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 22 22 22 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,417
COMMITMENTS
2,821 0 0 26,046 29,726 28,867 29,726 2,550 1,691
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -11,977)
-6,962 0 0 -5,244 -11,556 -12,206 -11,556 229 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 0.0 82.9 94.6 91.9 94.6 8.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 9 14 13 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 575,304
COMMITMENTS
28,193 2,574 6,742 527,287 556,108 562,222 565,424 13,082 9,880
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -36,789)
6,959 -2,640 314 -46,248 -32,105 -38,975 -34,431 2,186 -2,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.4 1.2 91.7 96.7 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 2 6 43 34 51 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,317
COMMITMENTS
0 985 4,780 190,056 185,588 194,836 191,353 4,481 7,964
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -13,631)
-962 -1,773 1,357 -14,240 -13,122 -13,845 -13,538 214 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 2.4 95.4 93.1 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 22 17 24 19
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,009
COMMITMENTS
900 279 660 36,529 35,710 38,089 36,649 920 2,360
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -8,284)
403 30 -371 -8,114 -8,287 -8,082 -8,628 -202 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 1.7 93.6 91.5 97.6 94.0 2.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 7 16 9
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,702
COMMITMENTS
0 0 0 77,863 73,161 77,863 73,161 3,839 8,541
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,958)
0 0 0 3,035 1,940 3,035 1,940 -77 1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 89.5 95.3 89.5 4.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 13 16 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 267,282
COMMITMENTS
2,002 744 0 260,041 265,860 262,043 266,604 5,239 678
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -12,579)
-16,957 -5,239 0 7,947 -1,198 -9,010 -6,437 -3,569 -6,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.0 97.3 99.5 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 24 17 25 18
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,046
COMMITMENTS
20,478 9,331 0 229,269 242,173 249,747 251,504 3,299 1,542
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -21,526)
-15,552 -714 -6,708 1,906 -9,834 -20,354 -17,256 -1,172 -4,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.7 0.0 90.6 95.7 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 4 0 36 34 45 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,419
COMMITMENTS
620 248 0 117,530 118,908 118,150 119,156 2,269 1,263
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -26,769)
-1,635 0 0 -25,091 -24,643 -26,726 -24,643 -43 -2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.0 97.6 98.7 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 20 17 21 18
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 26,418
COMMITMENTS
755 0 0 24,688 25,711 25,443 25,711 975 707
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -701)
515 -3,449 -31 -545 3,171 -61 -309 -640 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 93.5 97.3 96.3 97.3 3.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 17 11 19 11
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 260,633
COMMITMENTS
2,323 477 2,605 251,540 245,350 256,468 248,432 4,165 12,201
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -10,850)
597 -1,055 -910 -9,651 -6,105 -9,964 -8,070 -886 -2,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 1.0 96.5 94.1 98.4 95.3 1.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 4 36 33 40 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,887
COMMITMENTS
0 0 0 101,205 100,934 101,205 100,934 682 953
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,406)
-178 0 -62 3,051 184 2,811 122 -4,217 -1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 14 10 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,095
COMMITMENTS
0 0 0 88,565 86,679 88,565 86,679 11,530 13,416
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -8,429)
0 -682 -62 -10,024 -7,023 -10,086 -7,767 1,657 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 86.6 88.5 86.6 11.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 16 15 16
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,096
COMMITMENTS
910 1,394 0 213,684 211,266 214,594 212,660 3,502 5,436
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -13,864)
-310 -466 -444 -12,283 -12,599 -13,037 -13,509 -827 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.0 98.0 96.9 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 26 30 27 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,401
COMMITMENTS
0 0 0 180,631 179,905 180,631 179,905 3,770 4,496
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -7,737)
0 0 0 -7,220 -5,431 -7,220 -5,431 -517 -2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.6 98.0 97.6 2.0 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,332
COMMITMENTS
0 0 0 74,191 80,823 74,191 80,823 8,141 1,509
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,109)
0 0 0 -1,998 -3,025 -1,998 -3,025 -1,111 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 98.2 90.1 98.2 9.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 16 19 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,008
COMMITMENTS
3,201 80 939 175,857 176,729 179,997 177,748 7,011 9,260
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,615)
-130 -949 93 -4,762 -1,868 -4,799 -2,724 1,184 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.5 94.0 94.5 96.3 95.0 3.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 17 18 20 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,543
COMMITMENTS
0 6,856 6,484 141,216 131,962 147,700 145,302 9,843 12,241
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -7,082)
0 538 759 -5,239 -6,621 -4,480 -5,324 -2,602 -1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 4.1 89.6 83.8 93.8 92.2 6.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 2 26 26 28 29
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,457
COMMITMENTS
775 248 0 41,436 44,434 42,211 44,682 3,246 775
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,152)
-600 -135 -175 -26 -592 -801 -902 -1,351 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.0 91.2 97.7 92.9 98.3 7.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 9 17 11 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 232,597
COMMITMENTS
645 777 4,311 220,662 222,524 225,618 227,612 6,979 4,985
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -10,424)
552 -314 -114 -4,517 -8,766 -4,079 -9,194 -6,345 -1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 1.9 94.9 95.7 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 4 34 34 38 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 133,662
COMMITMENTS
779 245 236 127,480 129,391 128,495 129,872 5,167 3,790
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -6,193)
-691 -143 -25 -4,987 -1,728 -5,703 -1,896 -490 -4,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.2 95.4 96.8 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 25 25 28 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,475
COMMITMENTS
910 910 0 154,360 158,715 155,270 159,625 8,205 3,850
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,734)
-310 -310 0 -413 242 -723 -68 -2,011 -2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.0 94.4 97.1 95.0 97.6 5.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 18 19 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 287,713
COMMITMENTS
0 0 0 273,035 287,244 273,035 287,244 14,678 469
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 3,647)
0 0 0 4,815 4,538 4,815 4,538 -1,168 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 99.8 94.9 99.8 5.1 0.2
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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 106,102
COMMITMENTS
9,017 8,774 0 89,039 95,039 98,056 103,813 8,046 2,289
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -5,520)
-1,519 0 0 -4,022 -6,981 -5,541 -6,981 21 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 8.3 0.0 83.9 89.6 92.4 97.8 7.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 13 14 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 204,027
COMMITMENTS
0 0 0 201,325 201,454 201,325 201,454 2,702 2,573
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -11,983)
0 0 0 -11,326 -10,526 -11,326 -10,526 -657 -1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 98.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 21 23 21 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 27,528
COMMITMENTS
3,548 2,432 3,772 19,602 21,210 26,922 27,414 606 115
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -29)
-555 97 159 98 287 -299 543 270 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.8 13.7 71.2 77.0 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 9 15 23 25 39 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,722
COMMITMENTS
8,190 358 332 31,052 39,032 39,574 39,722 148 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 428)
175 0 50 188 378 413 428 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.9 0.8 78.2 98.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 3 27 23 36 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 30,489
COMMITMENTS
5,675 278 172 24,642 30,039 30,489 30,489 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,980)
953 78 22 1,005 1,880 1,980 1,980 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.9 0.6 80.8 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 3 18 18 24 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 135,701
COMMITMENTS
4,693 7,584 10,799 119,817 116,885 135,309 135,268 392 433
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,181)
-431 354 -631 -1,489 -1,829 -2,551 -2,106 -630 -1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.6 8.0 88.3 86.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 11 8 33 35 48 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,216
COMMITMENTS
1,795 585 2,609 66,813 68,003 71,216 71,196 0 20
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,842)
-43 -257 -207 -3,592 -3,378 -3,842 -3,842 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.8 3.7 93.8 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 3 4 21 24 29 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,947
COMMITMENTS
325 400 200 33,422 33,347 33,947 33,947 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,235)
0 0 0 -1,235 -1,235 -1,235 -1,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 0.6 98.5 98.2 100.0 100.0 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 64,561
COMMITMENTS
16,290 113 6,049 41,846 58,399 64,185 64,561 376 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,745)
225 -675 225 -3,244 -2,065 -2,794 -2,515 49 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 0.2 9.4 64.8 90.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 2 26 26 32 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 84,085
COMMITMENTS
25,823 1,646 5,170 52,688 77,106 83,681 83,922 404 163
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,406)
-447 -305 347 -1,835 -2,335 -1,935 -2,293 -471 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 2.0 6.1 62.7 91.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 7 5 25 26 34 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,587
COMMITMENTS
3,048 1,376 1,294 69,333 71,854 73,675 74,524 912 63
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,182)
-583 325 0 -711 -1,797 -1,294 -1,472 -888 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.8 1.7 93.0 96.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 28 27 32 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,024
COMMITMENTS
3,525 1,353 1,866 89,921 92,793 95,312 96,012 712 12
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,955)
-559 299 -25 -1,269 -2,424 -1,853 -2,150 -1,102 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.4 1.9 93.6 96.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 3 30 29 36 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,434
COMMITMENTS
450 420 0 37,842 37,749 38,292 38,169 142 265
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -4,754)
0 0 0 -4,750 -4,749 -4,750 -4,749 -4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.1 0.0 98.5 98.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 18 21 20 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,804
COMMITMENTS
355 750 65 25,113 24,889 25,533 25,704 271 100
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,299)
5 3 -8 -1,301 -1,274 -1,304 -1,279 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.9 0.3 97.3 96.5 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 19 19 21 23
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 15,730
COMMITMENTS
625 1,800 0 15,015 13,930 15,640 15,730 90 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.4 0.0 95.5 88.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 14 7 17 8
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 83,840
COMMITMENTS
21,679 584 2,308 59,491 80,814 83,477 83,705 363 135
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 377)
-1,698 -282 39 1,985 621 325 377 52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 0.7 2.8 71.0 96.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 2 10 30 32 51 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,806
COMMITMENTS
10,221 355 600 23,704 33,509 34,525 34,464 281 342
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,240)
-915 245 -350 3,510 2,345 2,245 2,240 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 1.0 1.7 68.1 96.3 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 2 18 22 25 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,655
COMMITMENTS
500 395 25 42,982 43,030 43,507 43,450 148 205
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -5,280)
0 25 -25 -5,251 -5,275 -5,276 -5,275 -4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 0.1 98.5 98.6 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 21 22 24 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,919
COMMITMENTS
535 1,870 5 39,384 38,944 39,924 40,819 995 100
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -203)
-160 360 -115 -11 -474 -286 -229 83 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.6 0.0 96.2 95.2 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 6 1 21 20 25 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,013
COMMITMENTS
2,694 1,575 0 56,701 58,093 59,395 59,668 618 345
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,912)
-168 500 0 -2,499 -4,412 -2,667 -3,912 -1,245 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.6 0.0 94.5 96.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 24 16 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,065
COMMITMENTS
3,295 4,375 60 59,375 58,450 62,730 62,885 335 180
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -4,271)
-217 200 0 -2,984 -4,471 -3,201 -4,271 -1,070 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.9 0.1 94.1 92.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 26 17 29 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,150
COMMITMENTS
1,603 1,351 35 76,251 76,759 77,889 78,145 261 5
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -4,289)
157 -56 -206 -4,236 -4,027 -4,285 -4,289 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.7 0.0 97.6 98.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 1 27 27 30 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 100,361
COMMITMENTS
2,103 6,648 556 97,357 93,097 100,016 100,300 345 61
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -4,524)
96 486 -157 -4,476 -4,851 -4,537 -4,522 13 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.6 0.6 97.0 92.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 15 6 28 32 36 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,463
COMMITMENTS
100 3,769 275 53,068 49,419 53,443 53,463 20 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,310)
-25 -550 0 -3,285 -2,760 -3,310 -3,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.0 0.5 99.3 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 2 16 15 18 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 48,930
COMMITMENTS
575 535 225 48,130 48,170 48,930 48,930 0 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,760)
0 15 -15 -2,745 -2,760 -2,760 -2,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.1 0.5 98.4 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 12 9 14 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,181
COMMITMENTS
1,666 2,521 733 60,744 59,775 63,143 63,029 38 152
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,039)
-54 500 -658 -1,273 -1,718 -1,985 -1,876 -54 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.0 1.2 96.1 94.6 99.9 99.8 0.1 0.2
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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 69,276
COMMITMENTS
2,479 2,797 4,632 61,812 61,735 68,923 69,164 353 112
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,990)
111 564 -673 3,579 3,259 3,017 3,150 -27 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.0 6.7 89.2 89.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 4 2 23 23 32 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,440
COMMITMENTS
975 540 50 26,220 26,816 27,245 27,406 195 34
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,503)
-86 90 -50 -1,234 -1,192 -1,370 -1,152 -133 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.0 0.2 95.6 97.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 17 13 20 15
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 27,174
COMMITMENTS
810 60 0 26,155 27,007 26,965 27,067 209 107
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,373)
-65 40 -25 -1,125 -1,106 -1,215 -1,091 -158 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.2 0.0 96.3 99.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 19 11 20 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,686
COMMITMENTS
24 2,979 949 33,400 30,457 34,373 34,385 313 301
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 775)
-405 1,085 -9 1,220 -526 806 550 -31 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.6 2.7 96.3 87.8 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 4 18 23 22 28
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,550
COMMITMENTS
408 3,200 292 20,276 17,988 20,976 21,480 574 70
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,385)
-40 -6 40 -554 -394 -554 -360 -831 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 14.8 1.4 94.1 83.5 97.3 99.7 2.7 0.3
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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,232
COMMITMENTS
2,178 2,884 1,455 51,537 50,869 55,170 55,208 62 24
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,891)
417 -309 176 -4,250 -3,532 -3,657 -3,665 -234 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.2 2.6 93.3 92.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 5 6 29 25 38 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,308
COMMITMENTS
582 1,892 916 37,702 36,427 39,200 39,235 108 73
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -829)
174 -49 -226 -798 -441 -850 -716 21 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.8 2.3 95.9 92.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 24 20 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,525
COMMITMENTS
1,745 300 100 20,545 22,110 22,390 22,510 135 15
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.3 0.4 91.2 98.2 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,589
COMMITMENTS
50 1,305 265 11,084 10,019 11,399 11,589 190 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -962)
0 35 -15 -875 -780 -890 -760 -72 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.3 2.3 95.6 86.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 14 12 16 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,741
COMMITMENTS
50 1,685 190 11,381 9,866 11,621 11,741 120 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -960)
0 15 -15 -875 -235 -890 -235 -70 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.4 1.6 96.9 84.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 15 12 17 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,625
COMMITMENTS
1,880 255 505 13,031 14,859 15,416 15,619 209 6
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,628)
-280 -120 0 -1,304 -975 -1,584 -1,095 -44 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.6 3.2 83.4 95.1 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 17 15 20 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,454
COMMITMENTS
1,965 255 470 12,664 14,724 15,099 15,449 355 5
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,527)
-265 -120 0 -1,197 -870 -1,462 -990 -65 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.7 3.0 81.9 95.3 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 16 15 19 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,427
COMMITMENTS
365 1,000 3,125 35,880 35,242 39,370 39,367 57 60
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,971)
10 -65 -110 -2,426 -2,381 -2,526 -2,556 -445 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.5 7.9 91.0 89.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 24 15 28 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,342
COMMITMENTS
610 840 3,020 35,652 35,482 39,282 39,342 60 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,009)
-115 -90 -120 -2,284 -2,394 -2,519 -2,604 -490 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 7.7 90.6 90.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 4 24 17 29 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 105,720
COMMITMENTS
1,355 9,484 1,176 103,132 95,030 105,663 105,690 57 30
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -6,561)
-560 -1,429 -209 -4,021 -3,497 -4,790 -5,135 -1,771 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 9.0 1.1 97.6 89.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 9 6 41 33 51 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 115,102
COMMITMENTS
1,275 8,236 1,852 111,953 104,958 115,080 115,046 22 56
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -10,727)
-655 -1,275 -300 -8,330 -7,222 -9,285 -8,797 -1,442 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.2 1.6 97.3 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 10 6 42 37 53 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 520,422
COMMITMENTS
23,166 27,417 63,976 432,735 428,763 519,877 520,156 545 266
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 2,120)
-1,068 -1,537 2,645 3,081 1,234 4,658 2,342 -2,538 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.3 12.3 83.2 82.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 17 21 45 41 75 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,491
COMMITMENTS
3,760 25 0 11,724 15,466 15,484 15,491 7 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -935)
-155 0 0 -478 -130 -633 -130 -302 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.2 0.0 75.7 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 0 19 11 24 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,279
COMMITMENTS
3,515 135 60 11,522 15,084 15,097 15,279 182 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -774)
-60 -100 0 -563 -97 -623 -197 -151 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.9 0.4 75.4 98.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 19 10 23 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,389
COMMITMENTS
1,605 450 0 2,783 3,939 4,388 4,389 1 0
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -106)
0 0 0 -100 -106 -100 -106 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 10.3 0.0 63.4 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 13 11 16 12
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,089
COMMITMENTS
236 0 138 1,410 1,448 1,784 1,586 305 503
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 6.6 67.5 69.3 85.4 75.9 14.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 14 17 17 19
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,878
COMMITMENTS
140 459 137 3,950 3,432 4,227 4,028 651 850
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 98)
0 8 -10 88 43 78 41 20 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 9.4 2.8 81.0 70.4 86.7 82.6 13.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 5 5 21 24 27 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,537
COMMITMENTS
4,465 164 0 28,932 33,273 33,397 33,437 140 100
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,025)
9 72 0 1,038 1,025 1,047 1,097 -22 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.5 0.0 86.3 99.2 99.6 99.7 0.4 0.3
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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,349
COMMITMENTS
45 0 0 14,208 13,676 14,253 13,676 96 673
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 182)
0 0 0 182 21 182 21 0 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.0 95.3 99.3 95.3 0.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 24 22 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,617
COMMITMENTS
194 83 172 8,465 9,029 8,831 9,284 786 333
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -51)
0 35 0 -51 -86 -51 -51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.9 1.8 88.0 93.9 91.8 96.5 8.2 3.5
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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,886
COMMITMENTS
2,653 743 138 36,386 38,517 39,177 39,398 709 488
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,820)
248 1 88 1,424 1,551 1,760 1,640 60 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.9 0.3 91.2 96.6 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 1 3 28 40 37 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 56,117
COMMITMENTS
2,096 1,946 2,310 51,123 51,529 55,529 55,785 588 332
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -45)
115 422 -68 -290 -301 -243 53 198 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.5 4.1 91.1 91.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
7 12 12 62 65 77 81
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 264,019
COMMITMENTS
2,385 206,190 425 254,349 18,450 257,159 225,065 6,860 38,954
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 3,140)
0 2,840 0 2,940 0 2,940 2,840 200 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 78.1 0.2 96.3 7.0 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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 25,421
COMMITMENTS
0 0 0 25,376 25,016 25,376 25,016 45 405
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 1,165)
0 0 0 1,165 1,185 1,165 1,185 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 98.4 99.8 98.4 0.2 1.6
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 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,731
COMMITMENTS
135 0 0 10,386 10,376 10,521 10,376 210 355
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
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 13, 2019