CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,905
COMMITMENTS
8,258 7,107 1,014 25,632 26,784 34,904 34,905 1 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 125)
-500 0 0 630 125 130 125 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 20.4 2.9 73.4 76.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 3 3 18 13 32 18
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 113,368
COMMITMENTS
45,182 24,947 15,002 52,940 73,224 113,124 113,173 244 195
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,963)
-1,208 -395 72 4,911 4,101 3,775 3,778 188 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 22.0 13.2 46.7 64.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 11 18 27 22 58 45
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 50,878
COMMITMENTS
19,371 7,177 6,605 24,720 36,996 50,696 50,778 182 100
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,242)
1,914 19 130 192 2,093 2,236 2,242 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 14.1 13.0 48.6 72.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 9 12 18 16 38 32
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,093
COMMITMENTS
39,618 97,168 2,625 103,850 46,300 146,093 146,093 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 66.5 1.8 71.1 31.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 3 17 14 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 104,333
COMMITMENTS
16,938 40,900 2,437 84,942 60,996 104,318 104,333 15 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,673)
1,609 5,050 200 3,864 423 5,673 5,673 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 39.2 2.3 81.4 58.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 3 15 10 22 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 30,981
COMMITMENTS
9,432 5,898 4,249 17,300 20,834 30,981 30,981 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,278)
3 1,500 0 2,275 778 2,278 2,278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 19.0 13.7 55.8 67.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 4 12 11 24 16
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 47,520
COMMITMENTS
6,235 2,885 1,865 39,420 42,770 47,520 47,520 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -114)
-135 0 50 -29 -164 -114 -114 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 6.1 3.9 83.0 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 2 4 19 16 29 21
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,536
COMMITMENTS
5,586 2,009 800 3,150 6,727 9,536 9,536 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 21.1 8.4 33.0 70.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 2 4 10 12 14
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 11,556
COMMITMENTS
810 2,400 300 10,446 8,856 11,556 11,556 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 20.8 2.6 90.4 76.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 3 10 6 13 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| 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: 20,107
COMMITMENTS
3,095 5,500 850 16,137 13,757 20,082 20,107 25 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 14)
150 500 -175 39 -311 14 14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 27.4 4.2 80.3 68.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 4 12 8 18 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 43,631
COMMITMENTS
24,974 8,900 887 17,770 33,844 43,631 43,631 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 135)
-500 550 -100 735 -315 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 20.4 2.0 40.7 77.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 14 10 21 14
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,108
COMMITMENTS
4,126 3,651 1,683 33,047 33,741 38,856 39,075 252 33
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,255)
-38 95 -83 2,284 2,243 2,163 2,255 92 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 9.3 4.3 84.5 86.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 5 32 28 40 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,689
COMMITMENTS
5,078 1,961 2,148 29,007 32,468 36,233 36,577 456 112
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,948)
222 207 75 1,659 1,666 1,956 1,948 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.3 5.9 79.1 88.5 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 4 26 22 31 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,218
COMMITMENTS
20 2,841 176 7,001 4,009 7,197 7,026 21 192
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 163)
20 36 40 103 87 163 163 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 39.4 2.4 97.0 55.5 99.7 97.3 0.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 15 12 18 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,146,262
COMMITMENTS
260,001 113,343 333,037 4523133 4673843 5116171 5120223 30,091 26,039
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 26,441)
-6,009 -8,931 -21,851 52,013 58,834 24,153 28,052 2,288 -1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.2 6.5 87.9 90.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
39 32 51 153 116 215 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,029,654
COMMITMENTS
18,739 33,866 305,142 703,480 688,478 1027361 1027486 2,293 2,169
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 30,483)
8,555 2,100 9,058 12,883 19,334 30,496 30,492 -13 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.3 29.6 68.3 66.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 9 25 48 46 76 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,019
COMMITMENTS
521 5,373 0 243,937 253,572 244,458 258,945 20,561 6,074
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 6,931)
-23 367 -217 6,653 7,135 6,413 7,285 518 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 0.0 92.0 95.7 92.2 97.7 7.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 0 29 23 30 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,583
COMMITMENTS
1,807 5,136 1,178 142,721 130,302 145,706 136,616 4,877 13,967
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,089)
350 0 -118 1,662 1,981 1,894 1,863 1,195 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.4 0.8 94.8 86.5 96.8 90.7 3.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 20 21 23 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,745
COMMITMENTS
6,800 2,295 2,012 294,505 306,718 303,317 311,025 13,428 5,720
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -7,496)
95 -385 -47 -7,999 -5,551 -7,951 -5,983 455 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.7 0.6 93.0 96.8 95.8 98.2 4.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 3 26 29 31 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,223
COMMITMENTS
5,882 12,059 734 842,817 844,671 849,433 857,464 10,790 2,759
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -8,863)
-391 327 127 -7,992 -10,522 -8,256 -10,068 -607 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 0.1 98.0 98.2 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 38 29 43 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,636
COMMITMENTS
4,034 7,478 747 380,584 378,212 385,365 386,437 10,271 9,199
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,545)
-452 -927 -187 4,278 5,260 3,639 4,146 -94 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.9 0.2 96.2 95.6 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 4 3 42 40 47 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 543,791
COMMITMENTS
2,880 1,094 273 530,257 535,840 533,410 537,207 10,381 6,584
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 12,407)
240 -160 -181 13,813 12,233 13,872 11,892 -1,465 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.1 97.5 98.5 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 3 2 41 39 46 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,478
COMMITMENTS
0 3,334 1,301 396,658 393,891 397,959 398,526 7,519 6,952
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,672)
-319 1,897 416 3,885 1 3,982 2,314 -310 1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.3 97.8 97.1 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 4 2 39 27 41 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,686
COMMITMENTS
1,311 2,712 894 101,155 102,124 103,360 105,730 5,326 2,956
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 613)
-268 274 -600 1,302 877 434 551 179 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.5 0.8 93.1 94.0 95.1 97.3 4.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 4 16 20 20 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,244
COMMITMENTS
0 1,363 0 19,233 18,083 19,233 19,446 1,011 798
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,270)
0 0 0 5,090 5,030 5,090 5,030 180 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 95.0 89.3 95.0 96.1 5.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 19 15 19 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,326
COMMITMENTS
999 529 986 243,801 240,388 245,786 241,903 2,540 6,423
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 8,910)
815 402 49 8,046 8,006 8,910 8,457 0 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.4 98.2 96.8 99.0 97.4 1.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 24 25 26 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,435
COMMITMENTS
0 0 0 182,347 188,392 182,347 188,392 9,088 3,043
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,324)
0 0 0 1,399 2,149 1,399 2,149 -75 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 98.4 95.3 98.4 4.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 23 28 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 305,990
COMMITMENTS
0 0 0 299,880 303,451 299,880 303,451 6,110 2,539
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -2,005)
0 0 0 -2,323 -1,988 -2,323 -1,988 318 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.2 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 20 25 20 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,282
COMMITMENTS
8,975 1,228 589 31,154 38,735 40,718 40,552 1,564 1,730
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 8,140)
2,580 0 0 6,230 8,295 8,810 8,295 -670 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 2.9 1.4 73.7 91.6 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 1 12 22 16 26
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 608,270
COMMITMENTS
28,968 5,530 3,136 563,283 590,383 595,387 599,049 12,883 9,221
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 10,423)
4,502 617 -904 5,279 10,551 8,877 10,264 1,546 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.9 0.5 92.6 97.1 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 2 4 47 40 56 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,091
COMMITMENTS
114 611 3,330 218,472 216,724 221,916 220,665 4,175 5,426
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 7,672)
53 161 -309 7,328 7,632 7,072 7,484 600 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 1.5 96.6 95.9 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 24 23 27 26
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,394
COMMITMENTS
652 0 1,280 51,088 52,323 53,020 53,603 1,374 791
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 11,518)
0 0 0 11,551 11,158 11,551 11,158 -33 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 2.4 93.9 96.2 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 11 20 12
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,208
COMMITMENTS
0 0 0 68,407 64,333 68,407 64,333 5,801 9,875
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 178)
0 0 0 2,706 -1,725 2,706 -1,725 -2,528 1,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 86.7 92.2 86.7 7.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 12 18 12
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 234,316
COMMITMENTS
9,674 1,080 0 221,842 232,506 231,516 233,586 2,800 730
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 14,714)
874 1,080 0 13,870 13,392 14,744 14,472 -30 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.5 0.0 94.7 99.2 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 24 21 26 22
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 230,664
COMMITMENTS
18,877 12,214 1,080 209,621 216,719 229,578 230,013 1,086 651
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 18,124)
-206 0 1,080 16,886 17,168 17,760 18,248 364 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.3 0.5 90.9 94.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 5 1 39 34 48 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,698
COMMITMENTS
0 1,278 0 138,223 137,437 138,223 138,715 1,475 983
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,458)
0 0 0 5,458 5,338 5,458 5,338 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.9 98.4 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 17 23 17 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 22,746
COMMITMENTS
2,294 3,129 0 19,076 19,431 21,370 22,560 1,376 186
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,010)
0 600 0 2,040 1,410 2,040 2,010 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.8 0.0 83.9 85.4 94.0 99.2 6.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 13 17 15 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,800
COMMITMENTS
1,460 6,105 6,489 239,473 232,670 247,422 245,264 5,378 7,536
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 345)
0 955 1,067 1,529 -973 2,596 1,049 -2,251 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.4 2.6 94.7 92.0 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 2 37 36 40 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,858
COMMITMENTS
248 0 0 102,273 102,486 102,521 102,486 337 372
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 1,380 1,500 1,380 1,500 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.4 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 12 18 12
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,678
COMMITMENTS
2,976 346 0 11,935 13,505 14,911 13,851 767 1,827
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 752)
0 0 0 662 720 662 720 90 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 2.2 0.0 76.1 86.1 95.1 88.3 4.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 8 12 9
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,911
COMMITMENTS
0 0 0 95,157 94,333 95,157 94,333 10,754 11,578
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -509)
0 0 0 -297 846 -297 846 -212 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.8 89.1 89.8 89.1 10.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 20 17 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,453
COMMITMENTS
1,880 1,768 614 225,374 225,564 227,868 227,946 3,585 3,507
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -494)
360 -120 614 -945 181 29 675 -523 -1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.3 97.4 97.5 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 25 33 28 36
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,184
COMMITMENTS
0 0 0 49,720 49,924 49,720 49,924 4,464 4,260
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 92.1 91.8 92.1 8.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 15 11 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,925
COMMITMENTS
0 0 0 185,826 189,519 185,826 189,519 7,099 3,406
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,190)
0 0 0 1,251 952 1,251 952 -61 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 98.2 96.3 98.2 3.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 19 23 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,135
COMMITMENTS
0 0 0 80,748 81,223 80,748 81,223 2,387 1,912
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 971)
0 0 0 1,032 997 1,032 997 -61 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.7 97.1 97.7 2.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 17 21 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,406
COMMITMENTS
3,950 0 155 35,859 40,482 39,964 40,637 1,442 769
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 8,876)
3,245 0 155 6,180 8,696 9,580 8,851 -704 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.4 86.6 97.8 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 12 20 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,883
COMMITMENTS
2,958 0 0 188,454 193,134 191,412 193,134 8,471 6,749
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,998)
-499 -465 -285 2,102 1,766 1,318 1,016 680 982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.3 96.6 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 17 17 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,135
COMMITMENTS
0 2,842 2,913 143,328 136,523 146,241 142,278 10,894 14,857
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,826)
0 801 -2,558 3,834 2,029 1,276 272 550 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 1.9 91.2 86.9 93.1 90.5 6.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 25 30 26 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,442
COMMITMENTS
684 744 122 48,053 48,206 48,859 49,072 583 370
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,360)
-122 0 122 2,608 2,330 2,608 2,452 -248 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 0.2 97.2 97.5 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 15 17 17 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 237,326
COMMITMENTS
3,029 3,139 4,668 221,281 224,080 228,978 231,887 8,348 5,439
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 694)
1,011 -346 1,256 -1,949 142 318 1,052 376 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.3 2.0 93.2 94.4 96.5 97.7 3.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 2 31 35 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 133,720
COMMITMENTS
674 0 180 125,763 127,552 126,617 127,732 7,103 5,988
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,504)
-152 0 30 4,110 2,929 3,988 2,959 -484 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 94.0 95.4 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 28 28 29 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,019
COMMITMENTS
1,520 1,520 0 162,606 167,313 164,126 168,833 8,893 4,186
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 10,302)
1,520 0 0 9,056 12,498 10,576 12,498 -274 -2,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.0 94.0 96.7 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 16 18 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,189
COMMITMENTS
341 1,926 0 34,132 31,732 34,473 33,658 1,716 2,531
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,808)
0 0 0 2,808 3,424 2,808 3,424 0 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.3 0.0 94.3 87.7 95.3 93.0 4.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 13 18 14 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 273,896
COMMITMENTS
0 360 0 256,368 271,666 256,368 272,026 17,528 1,870
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 7,643)
0 0 0 8,132 6,941 8,132 6,941 -489 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 93.6 99.2 93.6 99.3 6.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 27 17 27 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 116,536
COMMITMENTS
12,470 8,774 174 93,191 104,189 105,835 113,137 10,701 3,399
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 210)
1,096 0 0 -916 90 180 90 30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.5 0.1 80.0 89.4 90.8 97.1 9.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 11 13 13 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 213,455
COMMITMENTS
0 0 0 210,961 211,477 210,961 211,477 2,494 1,978
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,216)
0 0 0 3,244 3,154 3,244 3,154 -28 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.1 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 23 23 23 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 33,982
COMMITMENTS
4,711 189 5,695 23,255 28,034 33,661 33,918 321 64
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -318)
-445 106 114 13 -218 -318 3 0 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.6 16.8 68.4 82.5 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 6 17 29 30 47 47
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,882
COMMITMENTS
7,629 700 1,175 31,069 37,872 39,873 39,747 9 135
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -15)
15 0 50 -80 -65 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.8 2.9 77.9 95.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 4 6 23 23 31 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 28,039
COMMITMENTS
3,150 950 600 24,208 26,489 27,958 28,039 81 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 300)
75 25 75 150 200 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.4 2.1 86.3 94.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 17 15 23 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,325
COMMITMENTS
6,126 8,914 10,091 120,590 118,207 136,807 137,212 518 113
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 55)
74 111 172 -208 -230 38 53 17 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.5 7.3 87.8 86.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 9 10 34 35 48 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,936
COMMITMENTS
933 2,324 2,975 69,028 67,629 72,936 72,928 0 8
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 847)
80 54 -53 819 845 847 847 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.2 4.1 94.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 8 6 22 23 30 35
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,212
COMMITMENTS
225 600 175 32,812 32,437 33,212 33,212 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 860)
0 -125 0 860 985 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.8 0.5 98.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 3 10 13 13 17
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 68,364
COMMITMENTS
16,097 854 5,320 46,643 62,190 68,060 68,364 304 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 865)
135 -573 463 261 975 859 865 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 1.2 7.8 68.2 91.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 2 2 26 27 33 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,592
COMMITMENTS
26,142 2,033 4,217 54,437 79,115 84,796 85,365 796 227
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 73)
205 -966 26 -222 987 9 47 64 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 2.4 4.9 63.6 92.4 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 6 5 25 27 35 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,696
COMMITMENTS
3,352 449 1,500 71,939 75,673 76,791 77,622 905 74
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,869)
60 0 0 3,510 3,882 3,570 3,882 299 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.6 1.9 92.6 97.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 28 26 32 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,079
COMMITMENTS
4,080 528 2,057 95,210 99,479 101,347 102,064 732 15
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,345)
289 50 32 4,033 4,295 4,354 4,377 -9 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 2.0 93.3 97.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 3 30 30 35 35
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,440
COMMITMENTS
400 420 0 42,915 42,745 43,315 43,165 125 275
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -180)
0 0 0 -180 -170 -180 -170 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.0 98.8 98.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 18 19 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,269
COMMITMENTS
945 697 18 25,111 25,434 26,074 26,149 195 120
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -455)
0 0 0 -455 -455 -455 -455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.7 0.1 95.6 96.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 19 19 22 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 75,086
COMMITMENTS
17,660 741 2,766 54,336 71,465 74,762 74,971 324 115
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,267)
25 60 365 857 843 1,247 1,267 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 1.0 3.7 72.4 95.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 4 13 30 31 51 45
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,239
COMMITMENTS
7,675 165 650 18,623 26,072 26,948 26,887 291 352
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -188)
-300 0 0 112 -188 -188 -188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 0.6 2.4 68.4 95.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 4 20 21 26 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,868
COMMITMENTS
500 345 75 50,163 50,233 50,738 50,653 130 215
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 23)
0 0 0 23 33 23 33 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 0.1 98.6 98.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 22 25 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,903
COMMITMENTS
1,350 1,607 128 37,572 38,086 39,050 39,821 853 82
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -274)
0 0 0 -283 -274 -283 -274 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.0 0.3 94.2 95.4 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 3 23 22 28 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,063
COMMITMENTS
3,155 200 0 58,310 61,518 61,465 61,718 598 345
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,445)
60 0 0 1,385 1,445 1,445 1,445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.3 0.0 94.0 99.1 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 24 17 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,718
COMMITMENTS
3,522 3,600 60 62,840 62,878 66,422 66,538 296 180
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 845)
85 0 0 760 845 845 845 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.4 0.1 94.2 94.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 19 28 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,797
COMMITMENTS
1,240 351 138 81,151 82,288 82,529 82,777 268 20
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,510)
-119 261 1 1,524 1,248 1,406 1,510 104 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.4 0.2 98.0 99.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 25 29 29 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,974
COMMITMENTS
1,562 5,118 1,046 105,016 101,755 107,624 107,919 350 55
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,254)
-196 207 -295 2,647 2,367 2,156 2,279 98 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.7 1.0 97.3 94.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 16 7 28 31 37 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,273
COMMITMENTS
50 4,406 375 55,828 51,492 56,253 56,273 20 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 325)
-50 0 0 375 325 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.8 0.7 99.2 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 13 14 16 19
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,210
COMMITMENTS
0 905 165 49,045 48,140 49,210 49,210 0 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -10)
0 100 -110 100 0 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.3 99.7 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 2 13 9 15 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,230
COMMITMENTS
1,341 1,657 1,552 59,218 58,911 62,111 62,120 119 110
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 275)
0 -65 65 196 289 261 289 14 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.7 2.5 95.2 94.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 3 23 23 29 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,404
COMMITMENTS
2,114 1,193 5,438 57,453 58,642 65,005 65,273 399 131
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -308)
25 -61 67 -422 -308 -330 -302 22 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.8 8.3 87.8 89.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 3 3 23 23 31 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,156
COMMITMENTS
785 485 80 29,206 29,536 30,071 30,101 85 55
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 275)
50 0 0 225 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.6 0.3 96.8 97.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 13 21 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,544
COMMITMENTS
640 80 0 28,706 29,384 29,346 29,464 198 80
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 625)
0 0 0 625 625 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.3 0.0 97.2 99.5 99.3 99.7 0.7 0.3
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 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,431
COMMITMENTS
260 1,177 1,328 32,623 31,447 34,211 33,952 220 479
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 759)
0 -120 9 750 870 759 759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.4 3.9 94.7 91.3 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 4 20 23 26 27
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,242
COMMITMENTS
70 2,368 530 20,352 18,189 20,952 21,087 290 155
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 200)
-105 -5 105 200 100 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.1 2.5 95.8 85.6 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 14 18 15 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,909
COMMITMENTS
2,272 3,150 929 55,611 54,812 58,812 58,891 97 18
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 668)
-135 -211 130 668 747 663 666 5 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.3 1.6 94.4 93.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 5 28 29 35 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,455
COMMITMENTS
689 1,826 927 37,437 36,582 39,053 39,335 402 120
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,691)
0 10 0 2,681 2,681 2,681 2,691 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.6 2.3 94.9 92.7 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 24 21 28 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,474
COMMITMENTS
1,560 300 150 18,599 20,009 20,309 20,459 165 15
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.5 0.7 90.8 97.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 15 15 18 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,315
COMMITMENTS
50 1,130 295 12,739 11,879 13,084 13,304 231 11
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 550)
0 575 -50 600 25 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.5 2.2 95.7 89.2 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 12 13 14 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,476
COMMITMENTS
50 1,530 220 13,086 11,726 13,356 13,476 120 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 430)
0 575 -50 480 -95 430 430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.4 1.6 97.1 87.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 13 13 15 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,918
COMMITMENTS
2,450 425 485 14,796 16,952 17,731 17,862 187 56
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 0)
0 25 0 -174 -66 -174 -41 174 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.4 2.7 82.6 94.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 16 18 20 22
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,635
COMMITMENTS
2,505 425 540 14,400 16,622 17,445 17,587 190 48
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 0)
0 25 0 -178 -58 -178 -33 178 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.4 3.1 81.7 94.3 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 16 18 20 22
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,359
COMMITMENTS
1,835 845 1,910 40,542 41,604 44,287 44,359 72 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,965)
-45 -700 575 1,430 2,090 1,960 1,965 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.9 4.3 91.4 93.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 3 23 14 29 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,722
COMMITMENTS
2,470 850 1,980 40,195 41,892 44,645 44,722 77 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,915)
-95 -750 575 1,430 2,090 1,910 1,915 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.9 4.4 89.9 93.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 3 23 16 30 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,701
COMMITMENTS
1,745 12,223 1,427 112,517 102,033 115,689 115,683 12 18
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,182)
-756 -283 749 -1,175 -1,641 -1,182 -1,175 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.6 1.2 97.2 88.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 9 8 37 29 49 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,994
COMMITMENTS
1,730 11,542 1,692 121,557 111,745 124,979 124,979 15 15
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,707)
-834 -229 897 -1,770 -2,375 -1,707 -1,707 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.2 1.4 97.3 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 12 7 39 35 51 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 500,998
COMMITMENTS
22,932 31,892 58,801 418,479 409,996 500,212 500,689 786 309
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -3,362)
-422 -1,539 89 -3,272 -1,238 -3,605 -2,688 243 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.4 11.7 83.5 81.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 21 23 44 38 75 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,363
COMMITMENTS
4,045 0 0 13,107 17,363 17,152 17,363 211 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 25)
-25 0 0 70 75 45 75 -20 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.0 0.0 75.5 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 0 19 11 24 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,857
COMMITMENTS
3,585 310 60 12,776 16,487 16,421 16,857 436 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5)
-45 0 0 73 65 28 65 -23 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 1.8 0.4 75.8 97.8 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 18 10 22 11
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,364
COMMITMENTS
377 0 304 1,315 1,563 1,996 1,867 368 497
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 28)
22 0 10 -9 146 23 156 5 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 12.9 55.6 66.1 84.4 79.0 15.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 4 12 17 16 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,402
COMMITMENTS
583 424 190 3,718 3,750 4,491 4,364 911 1,038
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 195)
150 107 13 -31 34 132 154 63 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 7.8 3.5 68.8 69.4 83.1 80.8 16.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 5 20 21 26 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,034
COMMITMENTS
6,109 103 178 29,482 35,620 35,769 35,901 265 133
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 704)
205 69 0 499 641 704 710 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.3 0.5 81.8 98.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 2 36 38 40 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,057
COMMITMENTS
114 0 114 14,683 14,295 14,911 14,409 146 648
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 868)
-25 0 -15 917 844 877 829 -9 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.8 97.5 94.9 99.0 95.7 1.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 23 26 25 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,222
COMMITMENTS
557 5 861 9,810 10,991 11,228 11,857 994 365
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 372)
-17 5 131 261 245 375 381 -3 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 7.0 80.3 89.9 91.9 97.0 8.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 4 31 32 37 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,319
COMMITMENTS
1,936 1,333 404 34,546 35,382 36,886 37,119 433 200
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 549)
649 222 -291 377 618 735 549 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.6 1.1 92.6 94.8 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 2 21 34 26 38
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 63,653
COMMITMENTS
6,514 1,592 3,024 53,839 58,403 63,377 63,019 276 634
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 197)
-994 118 616 521 -553 143 181 54 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.5 4.8 84.6 91.8 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 8 15 66 64 84 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,204
COMMITMENTS
150 0 220 1,190 1,638 1,560 1,858 644 346
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 10.0 54.0 74.3 70.8 84.3 29.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 4 12 18 16 22
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 259,908
COMMITMENTS
2,245 202,621 1,236 244,726 19,318 248,207 223,175 11,701 36,733
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,869)
0 2,665 183 7,161 2,101 7,344 4,949 -1,475 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 78.0 0.5 94.2 7.4 95.5 85.9 4.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 6 2 13 7 15 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 26,622
COMMITMENTS
0 0 0 26,602 26,622 26,602 26,622 20 0
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -5,391)
0 0 0 -5,371 -5,391 -5,371 -5,391 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 24 26 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,890
COMMITMENTS
180 630 160 11,400 10,890 11,740 11,680 150 210
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,800)
0 0 0 1,800 1,800 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.3 1.3 95.9 91.6 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 12 14 15 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 220,959
COMMITMENTS
0 0 0 212,679 210,827 212,679 210,827 8,280 10,132
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,096)
0 0 0 1,111 1,346 1,111 1,346 -15 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 95.4 96.3 95.4 3.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 18 13 18
Updated October 25, 2019