CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,068
COMMITMENTS
9,557 9,307 1,065 27,423 27,696 38,045 38,068 23 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,650)
325 0 0 -1,975 -1,650 -1,650 -1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 24.4 2.8 72.0 72.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 3 2 17 11 29 16
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 112,459
COMMITMENTS
50,652 23,054 21,520 39,732 67,350 111,904 111,924 555 535
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,379)
-963 1,232 1,363 2,704 519 3,104 3,114 275 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 20.5 19.1 35.3 59.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
25 11 18 28 21 60 43
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,129
COMMITMENTS
15,259 5,564 4,584 23,229 32,982 43,072 43,129 58 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 370)
1,594 182 89 -1,291 99 391 370 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 12.9 10.6 53.9 76.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 8 9 15 18 35 30
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 176,536
COMMITMENTS
47,161 119,243 3,325 126,050 53,968 176,536 176,536 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,489)
700 900 0 789 589 1,489 1,489 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 67.5 1.9 71.4 30.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 11 5 15 10 23 23
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,537
COMMITMENTS
4,240 421 0 31,297 35,116 35,537 35,537 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.2 0.0 88.1 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 13 7 16 9
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 124,290
COMMITMENTS
23,645 39,664 5,287 95,359 79,339 124,290 124,290 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 241)
-99 0 100 240 141 241 241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 31.9 4.3 76.7 63.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 5 2 15 14 23 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,455
COMMITMENTS
7,244 2,150 4,725 4,486 9,580 16,455 16,455 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1)
-1 0 0 0 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 13.1 28.7 27.3 58.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 4 4 8 14 13
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,335
COMMITMENTS
7,775 1,510 1,350 20,210 26,475 29,335 29,335 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -197)
-2,500 0 0 2,303 -197 -197 -197 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 5.1 4.6 68.9 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 2 18 14 29 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| 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: 14,380
COMMITMENTS
2,538 3,050 900 10,942 10,430 14,380 14,380 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 21.2 6.3 76.1 72.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 2 11 10 16 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 39,845
COMMITMENTS
22,421 6,350 1,137 16,287 32,358 39,845 39,845 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 620)
700 0 0 -80 620 620 620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 15.9 2.9 40.9 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 3 15 10 22 14
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 40,023
COMMITMENTS
2,078 1,067 5,333 32,528 33,583 39,939 39,983 84 40
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,151)
-3 68 534 650 559 1,181 1,161 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.7 13.3 81.3 83.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 8 29 24 38 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 44,616
COMMITMENTS
1,874 3,475 5,705 36,288 35,292 43,867 44,472 749 144
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 7,243)
-164 -90 1,190 6,206 6,153 7,232 7,253 11 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.8 12.8 81.3 79.1 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 3 26 21 34 25
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,990,075
COMMITMENTS
146,615 137,425 432,210 4380197 4396625 4959022 4966260 31,053 23,815
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 46,980)
-2,171 -13,686 1,879 46,451 59,980 46,159 48,173 821 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.8 8.7 87.8 88.1 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
28 39 49 150 120 206 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 982,333
COMMITMENTS
30,987 33,824 306,084 641,195 639,219 978,267 979,127 4,066 3,206
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 42,579)
14,688 1,162 29,393 -2,072 11,558 42,009 42,113 570 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.4 31.2 65.3 65.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 12 25 53 48 79 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,310
COMMITMENTS
175 5,006 910 249,109 260,636 250,194 266,552 19,116 2,758
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,534)
133 -53 208 461 1,379 802 1,534 732 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.9 0.3 92.5 96.8 92.9 99.0 7.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 30 24 32 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,546
COMMITMENTS
1,203 9,561 674 148,732 138,126 150,609 148,361 3,937 6,185
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 6,509)
645 1,743 -211 6,048 4,614 6,482 6,146 27 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.2 0.4 96.2 89.4 97.5 96.0 2.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 5 28 26 33 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 328,062
COMMITMENTS
1,045 1,533 1,941 314,812 314,461 317,798 317,935 10,264 10,127
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 443)
20 -542 -264 830 851 586 45 -143 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.6 96.0 95.9 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 4 33 28 37 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 749,739
COMMITMENTS
2,688 9,268 3,496 736,669 735,525 742,853 748,289 6,886 1,450
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 16,067)
732 -90 92 16,488 16,065 17,312 16,067 -1,245 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.5 98.3 98.1 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 40 27 44 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,277
COMMITMENTS
1,127 6,164 787 364,519 373,235 366,433 380,186 18,844 5,091
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 5,311)
62 -304 0 -1,966 5,424 -1,904 5,120 7,215 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.6 0.2 94.6 96.9 95.1 98.7 4.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 1 2 45 42 48 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 476,815
COMMITMENTS
16,625 936 611 450,796 471,960 468,032 473,507 8,783 3,308
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 13,279)
-165 59 -90 12,929 13,616 12,674 13,585 605 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 0.1 94.5 99.0 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 2 40 41 44 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,134
COMMITMENTS
0 3,690 649 325,450 318,884 326,099 323,223 5,035 7,911
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 7,991)
0 567 -258 8,476 7,709 8,218 8,018 -227 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.2 98.3 96.3 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 2 36 29 38 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,040
COMMITMENTS
1,281 316 1,283 87,703 89,089 90,267 90,688 3,773 3,352
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,482)
665 62 -123 1,726 1,142 2,268 1,081 214 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 1.4 93.3 94.7 96.0 96.4 4.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 21 25 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,850
COMMITMENTS
0 682 0 27,986 27,734 27,986 28,416 864 434
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 4,222)
0 0 0 4,067 4,222 4,067 4,222 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.0 96.1 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 20 16 20 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,741
COMMITMENTS
2,610 0 212 235,892 236,479 238,714 236,691 5,027 7,050
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,548)
426 0 -28 1,052 1,940 1,450 1,912 1,098 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 96.8 97.0 97.9 97.1 2.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 22 26 23 27
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,510
COMMITMENTS
0 0 0 161,269 168,166 161,269 168,166 10,241 3,344
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -109)
0 0 0 -1,251 -270 -1,251 -270 1,142 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 98.1 94.0 98.1 6.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 29 22 29 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,140
COMMITMENTS
0 0 0 272,489 272,332 272,489 272,332 2,651 2,808
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 8,890)
0 0 0 8,859 8,738 8,859 8,738 31 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 24 24 24 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,970
COMMITMENTS
3,193 0 0 27,273 31,141 30,466 31,141 1,504 829
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 5,479)
620 0 0 4,859 5,479 5,479 5,479 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.0 0.0 85.3 97.4 95.3 97.4 4.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 14 16 16 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 562,973
COMMITMENTS
20,740 5,824 4,655 531,236 546,478 556,631 556,957 6,342 6,016
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 10,441)
1,851 -431 906 8,750 10,503 11,507 10,978 -1,066 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.0 0.8 94.4 97.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 5 7 58 50 66 58
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,645
COMMITMENTS
209 0 1,950 196,921 193,906 199,080 195,856 5,565 8,789
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -165)
209 -220 -26 -536 -204 -353 -450 188 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.0 96.2 94.8 97.3 95.7 2.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 25 25 26 26
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,722
COMMITMENTS
0 0 0 86,921 83,081 86,921 83,081 4,801 8,641
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,984)
0 0 0 913 1,802 913 1,802 1,071 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 90.6 94.8 90.6 5.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,037
COMMITMENTS
0 0 0 179,337 179,027 179,337 179,027 700 1,010
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 6,932)
0 0 0 6,812 6,932 6,812 6,932 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 20 18 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,914
COMMITMENTS
2,170 4,185 0 166,942 168,341 169,112 172,526 4,802 1,388
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 7,050)
0 0 0 6,870 7,906 6,870 7,906 180 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.4 0.0 96.0 96.8 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 0 27 30 31 33
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,615
COMMITMENTS
0 589 0 150,050 150,408 150,050 150,997 1,565 618
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 7,614)
0 93 0 7,738 7,521 7,738 7,614 -124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.0 99.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 20 24 20 25
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,969
COMMITMENTS
771 1,478 13,562 249,496 249,444 263,829 264,484 7,140 6,485
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,085)
-332 375 -323 2,507 1,653 1,852 1,705 233 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 5.0 92.1 92.1 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 35 35 37 38
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,515
COMMITMENTS
0 0 0 99,506 97,385 99,506 97,385 8,009 10,130
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,511)
0 0 0 3,786 4,215 3,786 4,215 -275 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 90.6 92.6 90.6 7.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,477
COMMITMENTS
0 2,924 204 186,253 183,281 186,457 186,409 3,020 3,068
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,407)
0 0 0 1,376 1,316 1,376 1,316 31 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 98.3 96.7 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 24 27 25 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,863
COMMITMENTS
0 797 0 167,693 177,085 167,693 177,882 14,170 3,981
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 986)
0 -62 0 986 617 986 555 0 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 92.2 97.4 92.2 97.8 7.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 20 20 20 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,720
COMMITMENTS
0 0 0 78,876 80,328 78,876 80,328 3,844 2,392
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,936)
0 0 0 2,090 1,569 2,090 1,569 -154 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 97.1 95.4 97.1 4.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 23 18 23 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,289
COMMITMENTS
524 0 0 23,500 23,811 24,024 23,811 1,265 1,478
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 527)
0 0 0 496 -149 496 -149 31 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 92.9 94.2 95.0 94.2 5.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 13 10 14 10
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,440
COMMITMENTS
5,959 0 0 192,595 198,701 198,554 198,701 4,886 4,739
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,687)
2,353 0 0 318 3,284 2,671 3,284 16 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 94.7 97.7 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 16 20 18 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 169,043
COMMITMENTS
0 1,512 7,704 154,201 149,296 161,905 158,512 7,138 10,531
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,492)
0 645 21 2,463 2,277 2,484 2,943 8 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 4.6 91.2 88.3 95.8 93.8 4.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 29 29 31 32
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 48,353
COMMITMENTS
0 0 0 44,060 45,794 44,060 45,794 4,293 2,559
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 94.7 91.1 94.7 8.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 13 16 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,571
COMMITMENTS
0 1,240 0 51,447 49,159 51,447 50,399 124 1,172
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,178)
0 0 0 1,178 1,178 1,178 1,178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 99.8 95.3 99.8 97.7 0.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 14 11 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 237,497
COMMITMENTS
0 6,038 2,311 227,640 224,715 229,951 233,064 7,546 4,433
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,133)
0 -858 1,434 782 2,461 2,216 3,037 917 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 1.0 95.8 94.6 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 2 1 40 38 41 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 129,965
COMMITMENTS
1,540 0 995 123,283 125,844 125,818 126,839 4,147 3,126
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,746)
172 0 0 2,886 3,746 3,058 3,746 688 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.8 94.9 96.8 96.8 97.6 3.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 24 29 26 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 148,894
COMMITMENTS
0 0 0 142,555 145,745 142,555 145,745 6,339 3,149
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,012)
0 0 0 494 1,012 494 1,012 518 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.9 95.7 97.9 4.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 18 19 18 19
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 58,100
COMMITMENTS
0 0 0 52,240 56,447 52,240 56,447 5,860 1,653
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,054)
0 0 0 -1,299 -1,054 -1,299 -1,054 245 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.9 97.2 89.9 97.2 10.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 14 15 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,943
COMMITMENTS
0 279 0 36,991 35,909 36,991 36,188 952 1,755
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 4,378)
0 0 0 4,378 4,347 4,378 4,347 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 97.5 94.6 97.5 95.4 2.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 12 12 13
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 258,561
COMMITMENTS
0 0 0 241,029 257,401 241,029 257,401 17,532 1,160
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,317)
0 0 0 2,317 2,317 2,317 2,317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 99.6 93.2 99.6 6.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 17 27 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,516
COMMITMENTS
10,604 8,774 295 74,125 79,982 85,024 89,051 6,492 2,465
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 4,643)
2,095 -37 -395 2,699 5,102 4,399 4,670 244 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 9.6 0.3 81.0 87.4 92.9 97.3 7.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 19 21 21 23
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 201,195
COMMITMENTS
1,976 0 0 195,366 197,840 197,342 197,840 3,853 3,355
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 6,071)
0 0 0 6,217 6,345 6,217 6,345 -146 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.1 98.3 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 20 21 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 38,076
COMMITMENTS
4,912 778 6,144 26,591 31,026 37,647 37,948 429 128
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 749)
-117 139 147 718 463 749 749 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.0 16.1 69.8 81.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 6 16 28 28 45 44
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,910
COMMITMENTS
5,955 1,527 507 32,298 36,876 38,760 38,910 150 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 583)
75 67 -50 558 566 583 583 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 3.9 1.3 83.0 94.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 5 7 24 22 33 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,953
COMMITMENTS
2,000 175 1,050 26,776 28,698 29,826 29,923 127 30
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 550)
50 50 25 490 465 565 540 -15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.6 3.5 89.4 95.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 3 16 16 21 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 146,400
COMMITMENTS
11,643 9,926 7,659 126,635 128,807 145,937 146,392 463 8
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,166)
-175 1,070 690 646 -594 1,161 1,166 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.8 5.2 86.5 88.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 7 9 32 36 43 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,816
COMMITMENTS
378 6,464 1,729 65,697 59,623 67,803 67,815 13 1
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,019)
-248 200 380 882 439 1,014 1,019 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.5 2.5 96.9 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 9 7 24 24 31 37
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,091
COMMITMENTS
175 125 250 32,666 32,671 33,091 33,046 0 45
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 185)
-100 -50 100 185 135 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.8 98.7 98.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 11 15 15 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 66,799
COMMITMENTS
16,815 4,742 2,493 47,297 59,532 66,605 66,767 194 32
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 305)
0 60 0 305 245 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 7.1 3.7 70.8 89.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 24 25 29 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 86,854
COMMITMENTS
28,347 7,191 2,110 56,138 77,440 86,595 86,741 259 113
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -199)
-30 1,930 -1,208 1,326 -921 88 -199 -287 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 8.3 2.4 64.6 89.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 3 27 26 33 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,462
COMMITMENTS
3,161 100 1,330 69,385 72,808 73,876 74,238 586 224
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 90)
294 0 10 -200 100 104 110 -14 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.1 1.8 93.2 97.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 2 24 25 27 28
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 7,750
COMMITMENTS
1,300 0 0 6,300 7,350 7,600 7,350 150 400
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 0.0 81.3 94.8 98.1 94.8 1.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 11 12 11
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,134
COMMITMENTS
3,952 100 1,617 95,926 100,210 101,495 101,927 639 207
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,019)
257 0 22 -1,294 -994 -1,015 -972 -4 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 1.6 93.9 98.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 29 27 32 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,735
COMMITMENTS
0 420 0 46,585 46,000 46,585 46,420 150 315
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 715)
0 420 0 895 295 895 715 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.7 98.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 18 20 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,464
COMMITMENTS
182 600 0 24,492 24,699 24,674 25,299 790 165
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 37)
0 0 0 -303 37 -303 37 340 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.4 0.0 96.2 97.0 96.9 99.4 3.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 19 20 20 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,705
COMMITMENTS
850 3,400 0 12,765 10,305 13,615 13,705 90 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 24.8 0.0 93.1 75.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 15 8 19 9
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 75,577
COMMITMENTS
11,978 4,185 4,905 58,396 66,206 75,279 75,296 298 281
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 569)
697 -1,213 779 -910 852 566 419 3 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.5 6.5 77.3 87.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 5 12 30 30 45 44
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 7,050
COMMITMENTS
850 3,350 800 5,400 2,900 7,050 7,050 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -350)
-150 1,700 500 -700 -2,050 -350 150 0 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 47.5 11.3 76.6 41.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 3 11 13 19 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,763
COMMITMENTS
3,600 430 2,650 18,204 21,341 24,454 24,421 309 342
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -64)
825 -800 525 -1,415 211 -65 -64 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 1.7 10.7 73.5 86.2 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 18 18 22 22
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,225
COMMITMENTS
450 266 205 56,420 56,520 57,075 56,991 150 234
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,610)
-360 240 180 1,790 1,190 1,610 1,610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.4 98.6 98.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 21 20 24 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,399
COMMITMENTS
1,160 2,327 32 35,607 34,983 36,799 37,342 600 57
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -469)
0 -121 0 -469 -348 -469 -469 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.2 0.1 95.2 93.5 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 7 1 22 24 26 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,125
COMMITMENTS
2,886 200 0 60,816 63,750 63,702 63,950 423 175
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 475)
0 0 0 420 480 420 480 55 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.3 0.0 94.8 99.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 17 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,723
COMMITMENTS
3,498 4,600 60 68,018 67,063 71,576 71,723 147 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 525)
6 300 0 1,095 225 1,101 525 -576 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.4 0.1 94.8 93.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 20 27 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 87,676
COMMITMENTS
3,980 2,196 360 83,277 85,120 87,617 87,676 59 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,423)
1,052 443 -208 630 1,218 1,474 1,453 -51 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.5 0.4 95.0 97.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 4 23 30 28 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 112,972
COMMITMENTS
6,089 6,742 2,083 104,651 104,141 112,823 112,966 149 6
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,713)
1,979 669 -10 1,811 3,098 3,780 3,757 -67 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.0 1.8 92.6 92.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 12 7 25 36 34 50
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,706
COMMITMENTS
0 2,955 370 55,336 52,336 55,706 55,661 0 45
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 146)
0 50 75 71 21 146 146 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.7 99.3 94.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 7 3 16 15 19 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 48,553
COMMITMENTS
0 2,330 0 48,553 46,223 48,553 48,553 0 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,200)
0 480 0 1,200 720 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 100.0 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 0 12 9 12 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 59,122
COMMITMENTS
2,552 0 640 55,630 58,462 58,822 59,102 300 20
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,193)
801 -459 339 53 1,313 1,193 1,193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 1.1 94.1 98.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 3 22 21 26 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 58,122
COMMITMENTS
9,087 0 1,641 47,029 56,367 57,757 58,008 365 114
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,767)
1,201 -55 -291 791 2,115 1,701 1,769 66 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 2.8 80.9 97.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 4 22 24 28 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,735
COMMITMENTS
275 268 500 30,786 30,901 31,561 31,669 174 66
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 143)
0 0 0 68 143 68 143 75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 1.6 97.0 97.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 16 12 19 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,457
COMMITMENTS
60 260 420 27,459 27,757 27,939 28,437 518 20
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 1.5 96.5 97.5 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 11 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,650
COMMITMENTS
290 2,863 975 27,029 24,798 28,294 28,636 356 14
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 321)
-30 142 40 311 158 321 340 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.0 3.4 94.3 86.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 5 20 22 26 29
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,970
COMMITMENTS
0 1,859 460 22,062 20,486 22,522 22,805 448 165
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 2.0 96.0 89.2 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 1 13 17 14 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,337
COMMITMENTS
3,603 3,946 1,910 44,742 44,439 50,255 50,295 82 42
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 681)
-294 -303 214 750 750 670 661 11 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.8 3.8 88.9 88.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 5 5 25 28 31 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,167
COMMITMENTS
374 2,540 1,137 34,335 32,370 35,846 36,047 321 120
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 185)
0 -49 0 125 234 125 185 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.0 3.1 94.9 89.5 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 5 22 19 27 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,239
COMMITMENTS
466 250 284 18,399 18,690 19,149 19,224 90 15
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 897)
-50 0 75 872 822 897 897 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 1.5 95.6 97.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 15 16 18 21
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,147
COMMITMENTS
1,070 200 400 12,617 13,547 14,087 14,147 60 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 277)
0 0 0 277 277 277 277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.4 2.8 89.2 95.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 13 10 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,832
COMMITMENTS
470 1,475 725 14,577 13,632 15,772 15,832 60 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 124 124 124 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.3 4.6 92.1 86.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 11 16 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,826
COMMITMENTS
1,870 1,250 305 19,616 20,241 21,791 21,796 35 30
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,154)
300 0 -150 1,243 1,312 1,393 1,162 -239 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.7 1.4 89.9 92.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 16 15 19 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,247
COMMITMENTS
1,875 1,250 220 19,121 19,747 21,216 21,217 31 30
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,248)
300 0 -75 1,232 1,323 1,457 1,248 -209 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.9 1.0 90.0 92.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 15 15 18 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,027
COMMITMENTS
3,990 500 1,985 44,943 48,542 50,918 51,027 109 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -385)
-950 100 815 -250 -1,300 -385 -385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.0 3.9 88.1 95.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 21 17 25 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,500
COMMITMENTS
4,025 510 1,840 44,514 48,150 50,379 50,500 121 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -440)
-1,035 100 855 -260 -1,395 -440 -440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.0 3.6 88.1 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 3 21 17 26 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 124,526
COMMITMENTS
3,530 14,064 1,105 119,831 109,335 124,466 124,504 60 22
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 870)
-25 -660 90 805 1,440 870 870 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 11.3 0.9 96.2 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 7 8 36 28 46 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 135,925
COMMITMENTS
3,060 14,840 1,660 131,136 119,360 135,856 135,860 69 65
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,110)
-30 -655 470 1,670 2,290 2,110 2,105 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.9 1.2 96.5 87.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 9 7 38 30 47 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 460,570
COMMITMENTS
16,938 26,040 52,443 390,293 381,455 459,674 459,938 896 632
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 18,580)
-2,177 377 4,269 16,430 13,956 18,523 18,602 58 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.7 11.4 84.7 82.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
16 23 21 43 40 72 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,591
COMMITMENTS
3,475 50 75 14,929 18,456 18,479 18,581 112 10
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.3 0.4 80.3 99.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 18 7 21 10
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,647
COMMITMENTS
3,355 640 55 14,074 16,952 17,484 17,647 163 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.6 0.3 79.8 96.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 16 7 19 11
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,158
COMMITMENTS
188 222 276 3,119 2,851 3,583 3,349 575 809
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 252)
-8 43 -16 263 164 239 191 13 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.3 6.6 75.0 68.6 86.2 80.5 13.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 5 20 19 25 25
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,945
COMMITMENTS
6,407 2,214 144 33,264 37,469 39,815 39,827 130 118
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 865)
0 57 0 865 928 865 985 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.5 0.4 83.3 93.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 3 36 33 41 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,004
COMMITMENTS
270 29 187 13,388 13,380 13,845 13,596 159 408
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 553)
0 25 -25 623 469 598 469 -45 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 1.3 95.6 95.5 98.9 97.1 1.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 2 26 27 29 30
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,540
COMMITMENTS
212 35 384 8,240 8,708 8,836 9,127 704 413
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 162)
10 0 -10 176 101 176 91 -14 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.4 4.0 86.4 91.3 92.6 95.7 7.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 4 27 25 32 30
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,644
COMMITMENTS
125 2,335 129 31,990 29,770 32,244 32,234 400 410
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 913)
-27 793 -246 1,186 336 913 883 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.2 0.4 98.0 91.2 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 6 2 16 24 19 30
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,680
COMMITMENTS
2,697 2,805 2,755 56,885 56,133 62,337 61,693 343 987
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 472)
-35 -447 255 387 774 607 582 -135 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.5 4.4 90.8 89.6 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
11 10 15 58 58 76 77
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 31,347
COMMITMENTS
5,030 0 25 26,147 31,222 31,202 31,247 145 100
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 870)
-45 0 -25 940 880 870 855 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.0 0.1 83.4 99.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 23 21 25 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,427
COMMITMENTS
439 45 545 9,443 9,717 10,427 10,307 0 120
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 680)
0 0 60 620 620 680 680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.4 5.2 90.6 93.2 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 17 12 21 15
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,864
COMMITMENTS
255 1,230 45 10,484 9,589 10,784 10,864 80 0
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 450)
0 360 0 450 90 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 11.3 0.4 96.5 88.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 9 15 11
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 233,265
COMMITMENTS
0 0 0 222,794 216,912 222,794 216,912 10,471 16,353
CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 6,247)
0 0 0 5,692 6,205 5,692 6,205 555 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 93.0 95.5 93.0 4.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 16 14 16
Updated July 19, 2019