CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,204
COMMITMENTS
7,499 6,932 700 23,983 24,572 32,182 32,204 22 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -368)
420 0 0 -807 -368 -387 -368 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 21.5 2.2 74.5 76.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 2 1 20 13 33 16
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 99,589
COMMITMENTS
45,362 25,225 5,268 47,468 67,615 98,098 98,109 1,491 1,480
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -17,454)
-1,458 -1,057 -9,122 -7,928 -8,317 -18,508 -18,497 1,054 1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 25.3 5.3 47.7 67.9 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 10 6 26 21 49 33
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 69,401
COMMITMENTS
29,150 15,542 8,248 31,886 45,536 69,284 69,326 117 75
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 4,124)
1,858 2,562 460 1,930 1,169 4,248 4,191 -123 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 22.4 11.9 45.9 65.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 8 16 21 19 48 39
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 154,133
COMMITMENTS
41,935 24,401 3,984 108,214 125,748 154,133 154,133 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 0)
301 100 -201 -100 101 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 15.8 2.6 70.2 81.6 100.0 100.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 123,364
COMMITMENTS
18,194 54,198 3,687 101,483 65,479 123,364 123,364 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,650)
-402 1,000 500 3,552 2,150 3,650 3,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 43.9 3.0 82.3 53.1 100.0 100.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,758
COMMITMENTS
11,714 5,437 3,658 19,344 25,663 34,716 34,758 42 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,201)
1,408 -386 -333 1,084 2,920 2,160 2,201 42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 15.6 10.5 55.7 73.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 3 5 10 12 23 18
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 55,657
COMMITMENTS
7,430 2,985 715 47,512 51,957 55,657 55,657 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,689)
1,000 0 -1,000 -1,689 -689 -1,689 -1,689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.4 1.3 85.4 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 2 3 17 14 25 19
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 17,573
COMMITMENTS
7,869 1,233 1,906 7,798 14,434 17,573 17,573 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,171)
225 -593 1,098 -152 666 1,171 1,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 7.0 10.8 44.4 82.1 100.0 100.0 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 12/17/19 |
--------------------------------------------------------------| 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: 12,195
COMMITMENTS
881 2,800 214 11,100 9,181 12,195 12,195 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 150)
-150 50 50 250 50 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 23.0 1.8 91.0 75.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 2 11 8 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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: 19,811
COMMITMENTS
2,298 6,425 850 16,636 12,536 19,784 19,811 27 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 48)
0 100 0 46 -52 46 48 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 32.4 4.3 84.0 63.3 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,085
COMMITMENTS
21,595 10,200 1,987 20,503 31,898 44,085 44,085 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,146)
-886 0 -500 240 -646 -1,146 -1,146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 23.1 4.5 46.5 72.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 4 15 10 23 16
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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 12/10/19 (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 51.3 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,307
COMMITMENTS
4,227 528 3,609 26,169 30,157 34,005 34,294 302 13
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 933)
83 0 220 490 713 793 933 140 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.5 10.5 76.3 87.9 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,269
COMMITMENTS
2,070 2,471 3,973 29,262 29,773 35,305 36,217 964 52
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 842)
68 -97 -222 996 1,161 842 842 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.8 11.0 80.7 82.1 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,104,198
COMMITMENTS
262,794 165,445 368,439 4444710 4546668 5075943 5080552 28,255 23,646
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 91,036)
-21,258 -13,129 18,924 99,762 93,703 97,428 99,498 -6,392 -8,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.2 7.2 87.1 89.1 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
37 27 47 148 120 207 172
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,199,615
COMMITMENTS
34,724 65,834 381,350 781,927 750,769 1198001 1197953 1,614 1,662
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -14,141)
-6,953 2,934 -9,830 2,712 -7,159 -14,072 -14,055 -69 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.5 31.8 65.2 62.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 16 26 45 46 73 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,612
COMMITMENTS
3,637 5,346 364 233,848 252,000 237,849 257,710 24,763 4,902
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 5,540)
1,442 0 0 5,150 5,319 6,592 5,319 -1,052 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.0 0.1 89.0 96.0 90.6 98.1 9.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 26 23 29 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,677
COMMITMENTS
1,623 1,920 992 135,552 126,183 138,167 129,095 5,510 14,582
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 406)
527 -770 -278 1,556 491 1,805 -557 -1,399 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 0.7 94.3 87.8 96.2 89.9 3.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 18 19 21 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,479
COMMITMENTS
3,644 6,966 6,504 306,855 312,973 317,003 326,443 13,476 4,036
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,794)
-71 766 -65 2,938 1,811 2,802 2,512 -1,008 -718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 2.0 92.9 94.7 95.9 98.8 4.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 5 31 32 36 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,515
COMMITMENTS
7,819 10,935 2,492 833,921 838,688 844,232 852,115 9,283 1,400
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 7,131)
950 313 -632 5,862 7,006 6,180 6,687 951 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.3 0.3 97.7 98.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 4 37 28 43 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 380,801
COMMITMENTS
2,995 4,350 1,449 369,401 366,342 373,845 372,141 6,956 8,660
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,023)
35 -727 81 2,062 2,121 2,178 1,475 -155 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 0.4 97.0 96.2 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 3 41 37 44 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 510,833
COMMITMENTS
780 968 120 500,694 502,447 501,594 503,535 9,239 7,298
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 9,805)
-370 0 0 10,111 9,654 9,741 9,654 64 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 98.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,001
COMMITMENTS
0 3,216 2 371,187 367,572 371,189 370,790 7,812 8,211
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 5,679)
0 -1,960 -913 6,791 7,993 5,878 5,120 -199 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 97.9 97.0 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 1 38 28 39 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,867
COMMITMENTS
0 4,990 434 104,335 100,906 104,769 106,330 5,098 3,537
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,571)
0 457 -31 1,029 1,068 998 1,494 573 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.4 95.0 91.8 95.4 96.8 4.6 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,425
COMMITMENTS
0 1,110 0 30,015 29,701 30,015 30,811 1,410 614
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,689)
0 0 0 3,689 3,906 3,689 3,906 0 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 95.5 94.5 95.5 98.0 4.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 15 18 15 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,875
COMMITMENTS
0 843 272 243,831 239,463 244,103 240,578 4,772 8,297
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 4,319)
0 -723 -156 3,701 5,470 3,545 4,591 774 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 98.0 96.2 98.1 96.7 1.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 26 22 27 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 179,747
COMMITMENTS
0 0 0 171,818 176,211 171,818 176,211 7,929 3,536
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 283)
0 0 0 1,190 271 1,190 271 -907 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 98.0 95.6 98.0 4.4 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,469
COMMITMENTS
0 2,736 0 270,587 272,013 270,587 274,749 6,882 2,720
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,125)
0 0 0 3,308 3,156 3,308 3,156 -183 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.5 98.0 97.5 99.0 2.5 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,556
COMMITMENTS
4,185 217 0 26,914 31,772 31,099 31,989 2,457 1,567
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,139)
1,364 217 0 868 2,046 2,232 2,263 -93 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.6 0.0 80.2 94.7 92.7 95.3 7.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 0 10 15 14 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 574,360
COMMITMENTS
28,986 2,423 6,825 527,496 554,814 563,307 564,062 11,053 10,298
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -944)
793 -151 83 209 -1,294 1,085 -1,362 -2,029 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.4 1.2 91.8 96.6 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 3 6 46 36 54 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,374
COMMITMENTS
1,135 825 1,974 188,661 185,507 191,770 188,306 4,604 8,068
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -2,943)
1,135 -160 -2,806 -1,395 -81 -3,066 -3,047 123 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 1.0 96.1 94.5 97.7 95.9 2.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 22 17 24 19
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,462
COMMITMENTS
900 279 660 38,075 38,137 39,635 39,076 827 1,386
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,453)
0 0 0 1,546 2,427 1,546 2,427 -93 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 1.6 94.1 94.3 98.0 96.6 2.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 8 17 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,357
COMMITMENTS
0 0 0 80,610 77,516 80,610 77,516 4,747 7,841
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,655)
0 0 0 2,747 4,355 2,747 4,355 908 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 90.8 94.4 90.8 5.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 15 14 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 283,563
COMMITMENTS
3,056 744 0 275,113 282,451 278,169 283,195 5,394 368
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 16,281)
1,054 0 0 15,072 16,591 16,126 16,591 155 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.0 97.0 99.6 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 24 20 26 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,451
COMMITMENTS
21,532 9,331 0 244,620 258,702 266,152 268,033 3,299 1,418
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 16,405)
1,054 0 0 15,351 16,529 16,405 16,529 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.5 0.0 90.8 96.0 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
9 4 0 36 36 45 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,603
COMMITMENTS
620 248 0 125,652 127,216 126,272 127,464 2,331 1,139
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 8,184)
0 0 0 8,122 8,308 8,122 8,308 62 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.0 97.7 98.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 21 17 22 18
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 31,119
COMMITMENTS
755 0 0 29,420 30,716 30,175 30,716 944 403
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 4,701)
0 0 0 4,732 5,005 4,732 5,005 -31 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 94.5 98.7 97.0 98.7 3.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 20 14 22 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 267,743
COMMITMENTS
1,399 477 1,869 260,334 252,746 263,602 255,092 4,141 12,651
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 7,110)
-924 0 -736 8,794 7,396 7,134 6,660 -24 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.7 97.2 94.4 98.5 95.3 1.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 3 36 34 39 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,150
COMMITMENTS
0 0 0 103,406 102,949 103,406 102,949 744 1,201
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,263)
0 0 0 2,201 2,015 2,201 2,015 62 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 98.8 99.3 98.8 0.7 1.2
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,904
COMMITMENTS
0 0 0 88,377 87,367 88,377 87,367 12,527 13,537
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 809)
0 0 0 -188 688 -188 688 997 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 86.6 87.6 86.6 12.4 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 223,193
COMMITMENTS
0 1,394 0 219,614 216,802 219,614 218,196 3,579 4,997
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 5,097)
-910 0 0 5,930 5,536 5,020 5,536 77 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.4 97.1 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 26 30 26 31
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,407
COMMITMENTS
0 0 0 41,803 41,824 41,803 41,824 2,604 2,583
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 94.2 94.1 94.2 5.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 16 11 16
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,042
COMMITMENTS
0 0 0 182,131 181,886 182,131 181,886 3,911 4,156
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,641)
0 0 0 1,500 1,981 1,500 1,981 141 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 97.8 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 20 25 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,256
COMMITMENTS
0 0 0 74,927 81,796 74,927 81,796 8,329 1,460
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 924)
0 0 0 736 973 736 973 188 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 98.2 90.0 98.2 10.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 15 19 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,159
COMMITMENTS
3,323 0 343 175,852 175,563 179,518 175,906 7,641 11,253
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 151)
122 -80 -596 -5 -1,166 -479 -1,842 630 1,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 94.0 93.8 95.9 94.0 4.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 18 19 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,307
COMMITMENTS
0 8,422 5,987 145,046 134,869 151,033 149,278 10,274 12,029
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,764)
0 1,566 -497 3,830 2,907 3,333 3,976 431 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 3.7 89.9 83.6 93.6 92.5 6.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 2 26 26 28 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,852
COMMITMENTS
1,530 0 248 43,185 45,891 44,963 46,139 1,889 713
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,395)
755 -248 248 1,749 1,457 2,752 1,457 -1,357 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.5 92.2 97.9 96.0 98.5 4.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 1 10 18 14 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,046
COMMITMENTS
767 650 4,679 219,812 222,440 225,258 227,769 7,788 5,277
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 449)
122 -127 368 -850 -84 -360 157 809 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 2.0 94.3 95.4 96.7 97.7 3.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 4 35 35 39 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 135,463
COMMITMENTS
938 0 231 129,232 131,202 130,401 131,433 5,062 4,030
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,801)
159 -245 -5 1,752 1,811 1,906 1,561 -105 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 95.4 96.9 96.3 97.0 3.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 24 24 26 25
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,939
COMMITMENTS
713 0 0 22,554 23,017 23,267 23,017 672 922
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 94.2 96.1 97.2 96.1 2.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 9 13 9
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,084
COMMITMENTS
910 0 0 154,969 160,234 155,879 160,234 8,205 3,850
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 609)
0 -910 0 609 1,519 609 609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.4 97.7 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 18 19 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,506
COMMITMENTS
341 1,753 387 27,743 27,590 28,471 29,730 3,035 1,776
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.6 1.2 88.1 87.6 90.4 94.4 9.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 11 16 13 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 289,777
COMMITMENTS
0 0 0 275,001 289,308 275,001 289,308 14,776 469
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,064)
0 0 0 1,966 2,064 1,966 2,064 98 0
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 106,104
COMMITMENTS
9,017 8,774 0 88,214 95,041 97,231 103,815 8,873 2,289
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2)
0 0 0 -825 2 -825 2 827 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 8.3 0.0 83.1 89.6 91.6 97.8 8.4 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 205,132
COMMITMENTS
0 0 0 202,059 202,854 202,059 202,854 3,073 2,278
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,105)
0 0 0 734 1,400 734 1,400 371 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 98.9 98.5 98.9 1.5 1.1
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 27,624
COMMITMENTS
3,566 2,377 3,715 19,753 21,433 27,033 27,525 591 99
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 96)
18 -55 -58 151 223 111 111 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.6 13.4 71.5 77.6 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 8 15 24 26 40 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,472
COMMITMENTS
8,100 463 410 31,812 39,599 40,322 40,472 150 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 750)
-90 105 78 760 567 748 750 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 1.1 1.0 78.6 97.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 5 27 25 36 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,925
COMMITMENTS
5,853 253 222 25,850 31,450 31,925 31,925 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,436)
178 -25 50 1,208 1,411 1,436 1,436 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.8 0.7 81.0 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 4 18 20 24 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 135,973
COMMITMENTS
5,302 7,540 10,475 119,787 117,542 135,564 135,557 409 416
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 272)
609 -44 -324 -30 657 255 289 17 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.5 7.7 88.1 86.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 11 8 33 35 47 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,522
COMMITMENTS
1,624 445 2,763 68,135 69,294 72,522 72,502 0 20
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,306)
-171 -140 155 1,321 1,291 1,306 1,306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 3.8 93.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 3 5 21 24 30 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,862
COMMITMENTS
450 75 275 33,137 33,512 33,862 33,862 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -85)
125 -325 75 -285 165 -85 -85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.2 0.8 97.9 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 11 16 15 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 63,779
COMMITMENTS
16,294 113 6,045 41,115 57,612 63,454 63,770 325 9
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -782)
4 0 -4 -731 -787 -731 -791 -51 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 0.2 9.5 64.5 90.3 99.5 100.0 0.5 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 82,997
COMMITMENTS
25,621 1,686 5,260 51,732 75,888 82,613 82,834 384 163
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,088)
-202 40 90 -956 -1,218 -1,068 -1,088 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 2.0 6.3 62.3 91.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 8 8 25 26 35 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,058
COMMITMENTS
3,048 1,376 1,294 69,789 72,310 74,131 74,980 927 78
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 471)
0 0 0 456 456 456 456 15 15
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,622
COMMITMENTS
3,525 1,353 1,891 90,486 93,366 95,902 96,610 720 12
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 598)
0 0 25 565 573 590 598 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.4 2.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,814
COMMITMENTS
450 420 0 37,222 37,129 37,672 37,549 142 265
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -620)
0 0 0 -620 -620 -620 -620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.1 0.0 98.4 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,483
COMMITMENTS
355 750 65 24,792 24,558 25,212 25,373 271 110
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -321)
0 0 0 -321 -331 -321 -331 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.9 0.3 97.3 96.4 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,530
COMMITMENTS
625 600 0 16,815 16,930 17,440 17,530 90 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,800)
0 -1,200 0 1,800 3,000 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.4 0.0 95.9 96.6 99.5 100.0 0.5 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 84,670
COMMITMENTS
20,138 583 2,387 61,835 81,565 84,361 84,535 309 135
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 830)
-1,541 -1 79 2,345 751 884 830 -54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.7 2.8 73.0 96.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
21 2 10 32 31 54 42
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,080
COMMITMENTS
9,021 355 600 26,178 34,783 35,799 35,738 281 342
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,274)
-1,200 0 0 2,474 1,274 1,274 1,274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 1.0 1.7 72.6 96.4 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 2 19 22 26 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,205
COMMITMENTS
500 395 25 42,532 42,580 43,057 43,000 148 205
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -450)
0 0 0 -450 -450 -450 -450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 0.1 98.4 98.6 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 21 23 24 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,456
COMMITMENTS
535 1,905 5 38,921 38,443 39,461 40,353 995 103
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -463)
0 35 0 -463 -501 -463 -466 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.7 0.0 96.2 95.0 97.5 99.7 2.5 0.3
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,268
COMMITMENTS
2,764 1,575 0 57,886 59,348 60,650 60,923 618 345
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,255)
70 0 0 1,185 1,255 1,255 1,255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.6 0.0 94.5 96.9 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,565
COMMITMENTS
3,390 4,375 60 60,780 59,950 64,230 64,385 335 180
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,500)
95 0 0 1,405 1,500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.8 0.1 94.1 92.9 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 79,403
COMMITMENTS
1,551 1,486 35 77,556 77,857 79,142 79,378 261 25
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,253)
-52 135 0 1,305 1,098 1,253 1,233 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.9 0.0 97.7 98.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 1 27 30 30 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,901
COMMITMENTS
2,650 7,528 457 98,458 93,818 101,565 101,803 336 98
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,540)
547 880 -99 1,100 721 1,549 1,503 -9 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.4 0.4 96.6 92.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 14 5 29 33 36 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,812
COMMITMENTS
25 3,872 250 54,517 50,685 54,792 54,807 20 5
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,349)
-75 103 -25 1,449 1,266 1,349 1,344 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.5 99.5 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 2 17 15 19 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,355
COMMITMENTS
650 1,035 150 48,555 48,170 49,355 49,355 0 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 425)
75 500 -75 425 0 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.1 0.3 98.4 97.6 100.0 100.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 65,454
COMMITMENTS
1,546 2,521 733 63,142 62,068 65,421 65,322 33 132
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,273)
-120 0 0 2,398 2,293 2,278 2,293 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.9 1.1 96.5 94.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 3 24 25 32 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 71,163
COMMITMENTS
2,424 2,747 4,682 64,027 63,640 71,133 71,069 30 94
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,887)
-55 -50 50 2,215 1,905 2,210 1,905 -323 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.9 6.6 90.0 89.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 4 3 24 25 34 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,944
COMMITMENTS
1,000 540 50 26,665 27,320 27,715 27,910 229 34
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 504)
25 0 0 445 504 470 504 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.9 0.2 95.4 97.8 99.2 99.9 0.8 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 12/17/19 |
--------------------------------------------------------------| 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 12/10/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,636
COMMITMENTS
0 2,745 1,213 34,060 31,273 35,273 35,231 363 405
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 950)
-24 -234 264 660 816 900 846 50 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 3.4 95.6 87.8 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 5 5 17 22 22 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,685
COMMITMENTS
373 3,205 327 21,301 19,143 22,001 22,675 684 10
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,135)
-35 5 35 1,025 1,155 1,025 1,195 110 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 14.1 1.4 93.9 84.4 97.0 100.0 3.0 0.0
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,858
COMMITMENTS
2,309 3,185 1,471 51,998 51,202 55,778 55,858 80 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 626)
131 301 16 461 333 608 650 18 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.7 2.6 93.1 91.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 7 30 27 39 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,540
COMMITMENTS
532 1,202 963 37,937 37,302 39,432 39,467 108 73
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 232)
-50 -690 47 235 875 232 232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.0 2.4 95.9 94.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 24 22 28 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,968
COMMITMENTS
2,045 300 100 18,688 20,553 20,833 20,953 135 15
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,557)
300 0 0 -1,857 -1,557 -1,557 -1,557 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 1.4 0.5 89.1 98.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,639
COMMITMENTS
100 1,305 265 11,084 10,069 11,449 11,639 190 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 50)
50 0 0 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.2 2.3 95.2 86.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 1 14 13 17 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,791
COMMITMENTS
100 1,685 190 11,381 9,916 11,671 11,791 120 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 50)
50 0 0 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 14.3 1.6 96.5 84.1 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 1 15 13 18 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,945
COMMITMENTS
1,280 255 825 13,631 14,859 15,736 15,939 209 6
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 320)
-600 0 320 600 0 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.6 5.2 85.5 93.2 98.7 100.0 1.3 0.0
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,639
COMMITMENTS
1,365 255 655 13,264 14,724 15,284 15,634 355 5
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 185)
-600 0 185 600 0 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.6 4.2 84.8 94.1 97.7 100.0 2.3 0.0
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,727
COMMITMENTS
365 1,100 3,125 36,180 35,442 39,670 39,667 57 60
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 300)
0 100 0 300 200 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.8 7.9 91.1 89.2 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,642
COMMITMENTS
510 840 3,120 35,952 35,682 39,582 39,642 60 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 300)
-100 0 100 300 200 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.1 7.9 90.7 90.0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,821
COMMITMENTS
1,355 8,778 1,426 104,983 97,582 107,764 107,786 57 35
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,101)
0 -706 250 1,851 2,552 2,101 2,096 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.1 1.3 97.4 90.5 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 117,071
COMMITMENTS
1,302 7,942 2,257 113,472 106,814 117,031 117,013 40 58
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,969)
27 -294 405 1,519 1,856 1,951 1,967 18 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.8 1.9 96.9 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 10 7 42 37 53 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 517,660
COMMITMENTS
24,404 26,971 64,329 428,358 426,174 517,091 517,474 569 186
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -2,762)
1,238 -446 353 -4,377 -2,589 -2,786 -2,682 24 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.2 12.4 82.7 82.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 19 22 45 43 75 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,541
COMMITMENTS
3,810 25 0 11,724 15,516 15,534 15,541 7 0
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 50)
50 0 0 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.2 0.0 75.4 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 0 20 11 25 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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 12/10/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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: 28)
3 2 1 20 10 24 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| 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 12/10/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,147
COMMITMENTS
245 0 136 1,436 1,494 1,817 1,630 330 517
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 58)
9 0 -2 26 46 33 44 25 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 6.3 66.9 69.6 84.6 75.9 15.4 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 2 15 17 18 19
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,959
COMMITMENTS
138 452 131 4,079 3,520 4,348 4,103 611 856
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 81)
-2 -7 -6 129 88 121 75 -40 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 9.1 2.6 82.3 71.0 87.7 82.7 12.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 4 23 25 28 32
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,557
COMMITMENTS
3,909 151 0 30,508 34,306 34,417 34,457 140 100
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,020)
-556 -13 0 1,576 1,033 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.4 0.0 88.3 99.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 0 37 39 39 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,864
COMMITMENTS
100 0 0 14,673 14,186 14,773 14,186 91 678
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 515)
55 0 0 465 510 520 510 -5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.7 95.4 99.4 95.4 0.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 26 22 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,802
COMMITMENTS
179 73 147 8,705 9,244 9,031 9,464 771 338
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 185)
-15 -10 -25 240 215 200 180 -15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.7 1.5 88.8 94.3 92.1 96.6 7.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 30 34 33 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 42,041
COMMITMENTS
3,503 1,042 112 37,692 40,554 41,307 41,708 734 333
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,155)
850 299 -26 1,306 2,037 2,130 2,310 25 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.5 0.3 89.7 96.5 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 1 2 29 41 38 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 56,678
COMMITMENTS
1,721 2,230 2,684 51,741 51,289 56,146 56,203 532 475
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 561)
-375 284 374 618 -240 617 418 -56 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.9 4.7 91.3 90.5 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
6 15 12 64 66 80 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,965
COMMITMENTS
229 27 100 1,091 1,277 1,420 1,404 545 561
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.4 5.1 55.5 65.0 72.3 71.5 27.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 5 13 16 18 21
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 270,650
COMMITMENTS
2,385 213,255 426 260,979 18,450 263,790 232,131 6,860 38,519
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 6,631)
0 7,065 1 6,630 0 6,631 7,066 0 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 78.8 0.2 96.4 6.8 97.5 85.8 2.5 14.2
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 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 23,608
COMMITMENTS
0 0 0 23,488 23,173 23,488 23,173 120 435
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -1,813)
0 0 0 -1,888 -1,843 -1,888 -1,843 75 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 98.2 99.5 98.2 0.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 22 25 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,225
COMMITMENTS
15 240 40 10,995 10,660 11,050 10,940 175 285
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 0.4 98.0 95.0 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 10 16 12 18
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 217,876
COMMITMENTS
0 0 0 197,951 202,700 197,951 202,700 19,925 15,176
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 93.0 90.9 93.0 9.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 16 10 16
Updated December 20, 2019