CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,977
COMMITMENTS
9,839 8,732 700 23,416 24,545 33,955 33,977 22 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,773)
2,340 1,800 0 -567 -27 1,773 1,773 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 25.7 2.1 68.9 72.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 2 1 20 12 33 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 95,994
COMMITMENTS
46,441 23,961 5,601 42,455 64,957 94,497 94,519 1,497 1,475
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -3,595)
1,080 -1,264 332 -5,013 -2,658 -3,601 -3,590 6 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 25.0 5.8 44.2 67.7 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 10 6 26 21 50 33
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 71,895
COMMITMENTS
29,114 18,014 8,920 33,744 44,886 71,778 71,820 117 75
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,494)
-36 2,471 672 1,858 -650 2,494 2,494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 25.1 12.4 46.9 62.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 9 16 21 19 48 39
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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 12/17/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 123,821
COMMITMENTS
18,047 15,298 3,687 102,087 104,836 123,821 123,821 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 456)
-147 -38,900 0 603 39,356 456 456 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 12.4 3.0 82.4 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 2 3 18 11 26 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,174
COMMITMENTS
12,289 5,337 3,448 19,436 26,389 35,174 35,174 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 416)
576 -100 -210 92 726 458 416 -42 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 15.2 9.8 55.3 75.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 4 5 11 13 25 19
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 53,232
COMMITMENTS
7,655 3,485 505 45,072 49,242 53,232 53,232 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -2,425)
225 500 -210 -2,440 -2,715 -2,425 -2,425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 6.5 0.9 84.7 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 2 3 17 13 25 18
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 18,973
COMMITMENTS
10,594 1,233 1,906 6,473 15,834 18,973 18,973 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,400)
2,725 0 0 -1,325 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 6.5 10.0 34.1 83.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 3 2 7 11 19 15
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 13,465
COMMITMENTS
1,016 500 0 12,449 12,965 13,465 13,465 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.7 0.0 92.5 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 11 10 14 11
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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 2,500 214 11,100 9,481 12,195 12,195 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 0)
0 -300 0 0 300 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 20.5 1.8 91.0 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 2 11 9 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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: 19,809
COMMITMENTS
2,298 5,625 850 16,634 13,334 19,782 19,809 27 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -2)
0 -800 0 -2 798 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 28.4 4.3 84.0 67.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 6 4 12 10 18 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,335
COMMITMENTS
21,345 10,200 2,237 20,753 31,898 44,335 44,335 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 250)
-250 0 250 250 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 23.0 5.0 46.8 71.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 4 15 10 23 16
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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 12/17/19 (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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,669
COMMITMENTS
3,773 518 3,445 27,198 30,675 34,416 34,638 253 31
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 362)
-454 -10 -164 1,029 518 411 344 -49 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 1.5 9.9 78.5 88.5 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 4 26 25 33 29
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,301
COMMITMENTS
1,940 2,333 3,830 29,572 30,085 35,342 36,248 959 53
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 32)
-130 -138 -143 310 312 37 31 -5 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.4 10.6 81.5 82.9 97.4 99.9 2.6 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,115,701
COMMITMENTS
221,240 133,134 413,491 4451989 4542740 5086720 5089365 28,981 26,336
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 11,503)
-41,554 -32,311 45,052 7,279 -3,928 10,777 8,813 726 2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.6 8.1 87.0 88.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
35 34 52 148 120 209 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,270,892
COMMITMENTS
65,708 78,919 409,993 793,181 779,891 1268882 1268803 2,010 2,089
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 71,277)
30,985 13,085 28,642 11,254 29,122 70,881 70,850 396 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.2 32.3 62.4 61.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 13 28 44 47 76 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,943
COMMITMENTS
5,454 5,776 331 240,430 259,721 246,215 265,828 24,728 5,115
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 8,331)
1,817 430 -33 6,582 7,721 8,366 8,118 -35 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.1 0.1 88.7 95.9 90.9 98.1 9.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 26 22 29 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,649
COMMITMENTS
1,417 1,786 713 137,480 126,547 139,610 129,046 4,039 14,603
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -28)
-206 -134 -279 1,928 364 1,443 -49 -1,471 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 0.5 95.7 88.1 97.2 89.8 2.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 20 21 22 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,389
COMMITMENTS
6,352 7,716 5,054 315,431 324,870 326,837 337,640 13,552 2,749
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 9,910)
2,708 750 -1,450 8,576 11,897 9,834 11,197 76 -1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.3 1.5 92.7 95.4 96.0 99.2 4.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 4 31 33 36 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 862,171
COMMITMENTS
8,047 10,908 2,742 842,283 846,972 853,072 860,622 9,099 1,549
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 8,656)
228 -27 250 8,362 8,284 8,840 8,507 -184 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.3 0.3 97.7 98.2 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 5 38 29 44 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 380,776
COMMITMENTS
4,020 4,707 1,480 368,796 366,003 374,296 372,190 6,480 8,586
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -25)
1,025 357 31 -605 -339 451 49 -476 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.2 0.4 96.9 96.1 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 4 3 42 39 48 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 514,440
COMMITMENTS
1,022 968 120 504,319 505,735 505,461 506,823 8,979 7,617
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 3,607)
242 0 0 3,625 3,288 3,867 3,288 -260 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 98.0 98.3 98.3 98.5 1.7 1.5
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,676
COMMITMENTS
0 4,641 62 380,336 375,150 380,398 379,853 9,278 9,823
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 10,675)
0 1,425 60 9,149 7,578 9,209 9,063 1,466 1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 97.6 96.3 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 5 2 38 30 40 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,577
COMMITMENTS
0 4,888 403 105,008 101,934 105,411 107,225 5,166 3,352
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 710)
0 -102 -31 673 1,028 642 895 68 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.4 95.0 92.2 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 18 21 20 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,758
COMMITMENTS
217 893 0 31,007 30,817 31,224 31,710 1,534 1,048
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,333)
217 -217 0 992 1,116 1,209 899 124 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.7 0.0 94.7 94.1 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 15 17 16 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,306
COMMITMENTS
0 1,211 85 246,033 240,178 246,118 241,474 4,188 8,832
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,431)
0 368 -187 2,202 715 2,015 896 -584 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.3 96.0 98.3 96.5 1.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 2 25 22 27 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,600
COMMITMENTS
0 0 0 179,538 183,544 179,538 183,544 7,062 3,056
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 6,853)
0 0 0 7,720 7,333 7,720 7,333 -867 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 98.4 96.2 98.4 3.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 25 21 25 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 278,188
COMMITMENTS
0 2,736 0 271,391 272,724 271,391 275,460 6,797 2,728
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 719)
0 0 0 804 711 804 711 -85 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.6 98.0 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 23 22 23 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,237
COMMITMENTS
5,487 217 0 30,479 36,391 35,966 36,608 2,271 1,629
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 4,681)
1,302 0 0 3,565 4,619 4,867 4,619 -186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.6 0.0 79.7 95.2 94.1 95.7 5.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 14 16 18 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 580,229
COMMITMENTS
30,116 1,552 6,552 532,196 562,417 568,864 570,521 11,365 9,708
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 5,869)
1,130 -871 -273 4,700 7,603 5,557 6,459 312 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.3 1.1 91.7 96.9 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 4 5 48 39 55 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,241
COMMITMENTS
1,045 2,623 2,070 184,180 179,302 187,295 183,995 3,946 7,246
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -5,133)
-90 1,798 96 -4,481 -6,205 -4,475 -4,311 -658 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.4 1.1 96.3 93.8 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 23 19 27 22
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,777
COMMITMENTS
410 372 660 43,847 43,511 44,917 44,543 860 1,234
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 5,315)
-490 93 0 5,772 5,374 5,282 5,467 33 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 1.4 95.8 95.0 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 10 19 12
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,417
COMMITMENTS
215 0 31 87,920 85,954 88,166 85,985 3,251 5,432
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 6,060)
215 0 31 7,310 8,438 7,556 8,469 -1,496 -2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.2 94.0 96.4 94.1 3.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 18 16 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 292,274
COMMITMENTS
5,846 5,363 0 280,910 286,388 286,756 291,751 5,518 523
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 8,711)
2,790 4,619 0 5,797 3,937 8,587 8,556 124 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.8 0.0 96.1 98.0 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 0 27 23 33 25
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,898
COMMITMENTS
23,963 13,206 744 251,934 264,685 276,641 278,635 3,257 1,263
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 10,447)
2,431 3,875 744 7,314 5,983 10,489 10,602 -42 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 4.7 0.3 90.0 94.6 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 5 1 38 37 50 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,897
COMMITMENTS
620 744 0 127,419 128,921 128,039 129,665 2,858 1,232
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,294)
0 496 0 1,767 1,705 1,767 2,201 527 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 97.3 98.5 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 21 18 22 19
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 31,863
COMMITMENTS
383 0 0 30,474 31,522 30,857 31,522 1,006 341
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 744)
-372 0 0 1,054 806 682 806 62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.6 98.9 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 15 21 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,691
COMMITMENTS
1,774 762 1,579 263,959 259,901 267,312 262,242 3,379 8,449
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,948)
375 285 -290 3,625 7,155 3,710 7,150 -762 -4,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.6 97.5 96.0 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 3 37 35 40 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,327
COMMITMENTS
0 0 0 109,017 107,963 109,017 107,963 310 1,364
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 5,177)
0 0 0 5,611 5,014 5,611 5,014 -434 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.8 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 13 19 13 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,851
COMMITMENTS
0 248 62 89,626 87,368 89,688 87,678 12,163 14,173
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 947)
0 248 62 1,249 1 1,311 311 -364 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 88.0 85.8 88.1 86.1 11.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 16 16 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,475
COMMITMENTS
0 1,098 203 223,325 219,964 223,528 221,265 3,947 6,210
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 4,282)
0 -296 203 3,711 3,162 3,914 3,069 368 1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.1 98.2 96.7 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 1 24 28 25 30
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,331
COMMITMENTS
0 0 0 42,725 42,531 42,725 42,531 2,606 2,800
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 924)
0 0 0 922 707 922 707 2 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 93.8 94.3 93.8 5.7 6.2
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,295
COMMITMENTS
0 0 0 187,112 187,155 187,112 187,155 4,183 4,140
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 5,253)
0 0 0 4,981 5,269 4,981 5,269 272 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 97.8 97.8 97.8 2.2 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,019
COMMITMENTS
0 0 0 76,659 83,559 76,659 83,559 8,360 1,460
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,763)
0 0 0 1,732 1,763 1,732 1,763 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 98.3 90.2 98.3 9.8 1.7
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,271
COMMITMENTS
3,526 0 109 177,929 177,700 181,564 177,809 7,707 11,462
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,112)
203 0 -234 2,077 2,137 2,046 1,903 66 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 94.0 93.9 95.9 93.9 4.1 6.1
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,277
COMMITMENTS
0 8,320 6,591 144,507 135,705 151,098 150,616 11,179 11,661
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 970)
0 -102 604 -539 836 65 1,338 905 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 4.1 89.0 83.6 93.1 92.8 6.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 2 27 26 29 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,215
COMMITMENTS
1,220 310 0 45,137 47,192 46,357 47,502 1,858 713
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,363)
-310 310 -248 1,952 1,301 1,394 1,363 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 0.0 93.6 97.9 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 11 18 14 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 232,842
COMMITMENTS
0 2,912 3,196 223,964 221,104 227,160 227,212 5,682 5,630
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -204)
-767 2,262 -1,483 4,152 -1,336 1,902 -557 -2,106 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 1.4 96.2 95.0 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 4 4 35 37 39 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 138,641
COMMITMENTS
1,158 0 176 132,368 134,116 133,702 134,292 4,939 4,349
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 3,178)
220 0 -55 3,136 2,914 3,301 2,859 -123 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 95.5 96.7 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 25 26 27 27
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 25,070
COMMITMENTS
713 0 0 23,449 24,212 24,162 24,212 908 858
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,131)
0 0 0 895 1,195 895 1,195 236 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 93.5 96.6 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 13 11 15 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,593
COMMITMENTS
910 0 0 151,416 157,392 152,326 157,392 8,267 3,201
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -3,491)
0 0 0 -3,553 -2,842 -3,553 -2,842 62 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.3 98.0 94.9 98.0 5.1 2.0
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,878
COMMITMENTS
341 1,753 387 28,146 28,210 28,874 30,350 3,004 1,528
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 372)
0 0 0 403 620 403 620 -31 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.5 1.2 88.3 88.5 90.6 95.2 9.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 11 16 13 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 286,162
COMMITMENTS
0 217 0 271,293 285,476 271,293 285,693 14,869 469
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -3,615)
0 217 0 -3,708 -3,832 -3,708 -3,615 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 94.8 99.8 94.8 99.8 5.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 27 16 27 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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 88,183 94,613 97,200 103,387 8,904 2,717
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -31 -428 -31 -428 31 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 8.3 0.0 83.1 89.2 91.6 97.4 8.4 2.6
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 207,848
COMMITMENTS
0 697 360 204,778 205,209 205,138 206,266 2,710 1,582
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,716)
0 697 360 2,719 2,355 3,079 3,412 -363 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.2 98.5 98.7 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 22 24 23 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 29,716
COMMITMENTS
3,584 2,731 4,082 21,445 22,518 29,111 29,331 605 385
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,092)
18 354 367 1,692 1,085 2,078 1,806 14 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.2 13.7 72.2 75.8 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 9 16 25 26 42 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,948
COMMITMENTS
7,825 498 750 33,223 40,700 41,798 41,948 150 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,476)
-275 35 340 1,411 1,101 1,476 1,476 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 1.2 1.8 79.2 97.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 6 27 25 36 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 32,276
COMMITMENTS
6,234 228 222 25,820 31,826 32,276 32,276 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 351)
381 -25 0 -30 376 351 351 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.7 0.7 80.0 98.6 100.0 100.0 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 135,795
COMMITMENTS
4,368 7,745 10,649 120,445 116,934 135,462 135,328 333 467
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -178)
-934 205 174 658 -608 -102 -229 -76 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.7 7.8 88.7 86.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 11 9 33 35 47 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,716
COMMITMENTS
1,275 132 2,863 68,578 69,641 72,716 72,636 0 80
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 194)
-349 -313 100 444 348 194 134 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.2 3.9 94.3 95.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 5 22 25 31 30
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,962
COMMITMENTS
475 75 275 33,212 33,612 33,962 33,962 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 100)
25 0 0 75 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.8 97.8 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 61,280
COMMITMENTS
16,273 126 6,113 38,449 55,032 60,835 61,271 445 9
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -2,499)
-21 13 68 -2,666 -2,580 -2,619 -2,499 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 0.2 10.0 62.7 89.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 3 3 26 26 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 82,847
COMMITMENTS
25,532 1,598 5,423 51,528 75,643 82,483 82,664 364 183
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -150)
-89 -88 163 -204 -245 -130 -170 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 1.9 6.5 62.2 91.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 9 8 26 27 36 41
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 78,608
COMMITMENTS
3,048 1,372 1,294 73,339 75,860 77,681 78,526 927 82
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 3,550)
0 -4 0 3,550 3,550 3,550 3,546 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.7 1.6 93.3 96.5 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,987
COMMITMENTS
3,602 1,293 1,891 93,774 96,791 99,267 99,975 720 12
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 3,365)
77 -60 0 3,288 3,425 3,365 3,365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.3 1.9 93.8 96.8 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,444
COMMITMENTS
450 420 0 38,852 38,699 39,302 39,119 142 325
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,630)
0 0 0 1,630 1,570 1,630 1,570 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.1 0.0 98.5 98.1 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 19 20 21 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,132
COMMITMENTS
355 805 65 24,441 24,162 24,861 25,032 271 100
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -351)
0 55 0 -351 -396 -351 -341 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.2 0.3 97.3 96.1 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 19 20 21 25
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,130
COMMITMENTS
625 600 0 17,415 17,530 18,040 18,130 90 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.3 0.0 96.1 96.7 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 85,180
COMMITMENTS
20,086 629 2,296 62,493 82,139 84,876 85,065 304 115
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 510)
-52 46 -91 658 575 515 530 -5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 0.7 2.7 73.4 96.4 99.6 99.9 0.4 0.1
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,340
COMMITMENTS
9,021 355 600 26,438 35,043 36,059 35,998 281 342
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 260)
0 0 0 260 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 1.0 1.7 72.8 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,030
COMMITMENTS
600 395 25 44,257 44,345 44,882 44,765 148 265
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,825)
100 0 0 1,725 1,765 1,825 1,765 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.9 0.1 98.3 98.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 23 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,565
COMMITMENTS
535 2,033 5 39,030 38,427 39,570 40,465 995 100
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 109)
0 128 0 109 -16 109 112 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.0 0.0 96.2 94.7 97.5 99.8 2.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 1 21 20 25 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,072
COMMITMENTS
2,736 1,775 0 61,718 62,952 64,454 64,727 618 345
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 3,804)
-28 200 0 3,832 3,604 3,804 3,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.7 0.0 94.8 96.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 24 15 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,309
COMMITMENTS
3,971 4,375 60 64,943 64,694 68,974 69,129 335 180
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 4,744)
581 0 0 4,163 4,744 4,744 4,744 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.3 0.1 93.7 93.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 26 16 30 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,789
COMMITMENTS
1,601 1,602 49 79,878 80,133 81,528 81,784 261 5
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,386)
50 116 14 2,322 2,276 2,386 2,406 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.0 0.1 97.7 98.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 1 27 30 30 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,831
COMMITMENTS
2,606 7,758 440 98,440 93,559 101,487 101,758 344 73
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -70)
-44 230 -17 -17 -259 -78 -45 8 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.6 0.4 96.7 91.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 15 5 29 33 36 49
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,352
COMMITMENTS
75 3,665 275 54,982 51,412 55,332 55,352 20 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 540)
50 -207 25 465 727 540 545 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.6 0.5 99.3 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 3 17 15 20 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,630
COMMITMENTS
650 1,060 150 48,830 48,420 49,630 49,630 0 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 275)
0 25 0 275 250 275 275 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 65,066
COMMITMENTS
1,676 2,613 761 62,565 61,555 65,002 64,929 64 137
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -388)
130 92 28 -577 -513 -419 -393 31 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.0 1.2 96.2 94.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 1 3 23 24 31 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 70,094
COMMITMENTS
2,026 3,017 4,732 63,243 62,267 70,001 70,016 93 78
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -1,069)
-398 270 50 -784 -1,373 -1,132 -1,053 63 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.3 6.8 90.2 88.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 5 3 24 25 34 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,094
COMMITMENTS
1,000 540 50 26,815 27,470 27,865 28,060 229 34
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 27,324
COMMITMENTS
810 60 0 26,305 27,157 27,115 27,217 209 107
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 35,690
COMMITMENTS
0 2,887 1,213 34,067 31,185 35,280 35,285 410 405
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 54)
0 142 0 7 -88 7 54 47 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 3.4 95.5 87.4 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 5 18 21 23 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,805
COMMITMENTS
293 3,185 407 21,441 19,203 22,141 22,795 664 10
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 120)
-80 -20 80 140 60 140 120 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 14.0 1.8 94.0 84.2 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 15 17 16 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,942
COMMITMENTS
2,364 3,215 1,477 51,980 51,250 55,821 55,942 121 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 84)
55 30 6 -18 48 43 84 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.7 2.6 92.9 91.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 8 30 28 40 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,888
COMMITMENTS
547 1,077 963 38,269 37,789 39,779 39,829 109 59
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 348)
15 -125 0 332 487 347 362 1 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 2.4 95.9 94.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 4 24 23 29 28
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,158
COMMITMENTS
2,020 300 100 18,903 20,743 21,023 21,143 135 15
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 190)
-25 0 0 215 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.4 0.5 89.3 98.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 1 17 15 21 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| 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 12/17/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 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 12/24/19 |
--------------------------------------------------------------| 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 12/17/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,990
COMMITMENTS
1,280 255 825 13,710 14,859 15,815 15,939 175 51
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 45)
0 0 0 79 0 79 0 -34 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.6 5.2 85.7 92.9 98.9 99.7 1.1 0.3
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,684
COMMITMENTS
1,365 255 655 13,457 14,724 15,477 15,634 207 50
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 45)
0 0 0 193 0 193 0 -148 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.6 4.2 85.8 93.9 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 17 16 20 20
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,057
COMMITMENTS
365 1,130 3,125 36,510 35,742 40,000 39,997 57 60
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 330)
0 30 0 330 300 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.8 7.8 91.1 89.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 23 15 27 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,917
COMMITMENTS
480 840 3,150 36,227 35,927 39,857 39,917 60 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 275)
-30 0 30 275 245 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 7.9 90.8 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,365
COMMITMENTS
1,535 8,692 1,426 105,336 98,212 108,297 108,330 68 35
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 544)
180 -86 0 353 630 533 544 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.0 1.3 97.2 90.6 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 118,620
COMMITMENTS
1,851 7,583 2,382 114,355 108,615 118,588 118,580 32 40
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,549)
549 -359 125 883 1,801 1,557 1,567 -8 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.4 2.0 96.4 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 9 8 42 36 56 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 424,294
COMMITMENTS
23,853 28,864 42,985 356,643 352,100 423,482 423,949 812 345
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -93,366)
-550 1,894 -21,344 -71,715 -74,074 -93,609 -93,525 243 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.8 10.1 84.1 83.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 19 22 43 40 72 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,681
COMMITMENTS
3,830 25 0 11,844 15,656 15,674 15,681 7 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 140)
20 0 0 120 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.2 0.0 75.5 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,419
COMMITMENTS
3,515 115 80 11,642 15,224 15,237 15,419 182 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 140)
0 -20 20 120 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 0.7 0.5 75.5 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,589
COMMITMENTS
1,605 450 0 2,983 4,139 4,588 4,589 1 0
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 9.8 0.0 65.0 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 13 12 16 13
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,208
COMMITMENTS
255 0 162 1,430 1,514 1,847 1,676 361 532
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 61)
10 0 26 -6 20 30 46 31 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 7.3 64.8 68.6 83.7 75.9 16.3 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 15 17 18 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,091
COMMITMENTS
138 446 148 4,125 3,703 4,411 4,297 680 794
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 132)
0 -6 17 46 183 63 194 69 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.8 2.9 81.0 72.7 86.6 84.4 13.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 5 24 25 30 32
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,710
COMMITMENTS
3,909 78 0 30,659 34,525 34,568 34,603 142 107
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 153)
0 -73 0 151 219 151 146 2 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.2 0.0 88.3 99.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 0 38 39 40 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,707
COMMITMENTS
115 0 25 17,511 16,964 17,651 16,989 56 718
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,843)
15 0 25 2,838 2,778 2,878 2,803 -35 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 98.9 95.8 99.7 95.9 0.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 22 27 24 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,148
COMMITMENTS
204 53 147 8,942 9,610 9,293 9,810 855 338
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 346)
25 -20 0 237 366 262 346 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.5 1.4 88.1 94.7 91.6 96.7 8.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 31 34 35 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 44,509
COMMITMENTS
3,649 1,982 187 40,088 42,320 43,924 44,489 585 20
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 2,468)
146 940 75 2,396 1,766 2,617 2,781 -149 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.5 0.4 90.1 95.1 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 2 3 30 41 40 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,091
COMMITMENTS
2,117 1,784 2,709 51,863 52,094 56,689 56,587 402 504
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 413)
396 -446 25 122 805 543 384 -130 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.1 4.7 90.8 91.2 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
7 13 13 64 66 80 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,112
COMMITMENTS
219 0 116 1,310 1,467 1,645 1,583 467 529
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 147)
-10 -27 16 219 190 225 179 -78 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 5.5 62.0 69.5 77.9 75.0 22.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 4 15 17 20 21
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 271,730
COMMITMENTS
2,385 213,105 501 261,909 19,180 264,795 232,786 6,935 38,944
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,080)
0 -150 75 930 730 1,005 655 75 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 78.4 0.2 96.4 7.1 97.4 85.7 2.6 14.3
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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 24,243
COMMITMENTS
0 0 0 24,123 23,771 24,123 23,771 120 472
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 635)
0 0 0 635 598 635 598 0 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 98.1 99.5 98.1 0.5 1.9
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 12/24/19 |
--------------------------------------------------------------| 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 12/17/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 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 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 219,274
COMMITMENTS
0 0 0 199,409 204,266 199,409 204,266 19,865 15,008
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: 1,398)
0 0 0 1,458 1,566 1,458 1,566 -60 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 93.2 90.9 93.2 9.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 17 10 17
Updated December 30, 2019