CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,097
COMMITMENTS
9,557 9,307 1,065 27,452 27,725 38,074 38,097 23 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 29)
0 0 0 29 29 29 29 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 24.4 2.8 72.1 72.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 3 2 18 10 30 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 113,822
COMMITMENTS
50,631 23,950 23,446 39,715 66,415 113,792 113,812 30 10
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,362)
-22 896 1,926 -17 -935 1,887 1,887 -525 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 21.0 20.6 34.9 58.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
24 12 18 28 21 60 43
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,080
COMMITMENTS
15,693 5,455 4,375 22,955 33,251 43,023 43,080 58 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -49)
435 -109 -209 -274 269 -49 -49 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 12.7 10.2 53.3 77.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 7 9 15 18 35 30
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 183,247
COMMITMENTS
46,761 121,993 3,725 132,761 57,529 183,247 183,247 0 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 6,711)
-400 2,750 400 6,711 3,561 6,711 6,711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 66.6 2.0 72.4 31.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 11 5 15 10 23 23
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,547
COMMITMENTS
4,240 421 0 31,307 35,126 35,547 35,547 0 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 125,469
COMMITMENTS
23,848 39,664 5,287 96,334 80,518 125,469 125,469 0 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,179)
204 0 0 975 1,179 1,179 1,179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 31.6 4.2 76.8 64.2 100.0 100.0 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,456
COMMITMENTS
7,245 2,150 4,725 4,486 9,581 16,456 16,456 0 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,406
COMMITMENTS
7,800 1,510 1,350 20,256 26,546 29,406 29,406 0 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 71)
25 0 0 46 71 71 71 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 07/23/19 |
--------------------------------------------------------------| 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: 14,705
COMMITMENTS
2,888 3,200 650 11,167 10,855 14,705 14,705 0 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 325)
350 150 -250 225 425 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 21.8 4.4 75.9 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 11 10 17 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| 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 07/16/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 41,667
COMMITMENTS
2,219 1,070 5,188 34,178 35,379 41,585 41,637 82 30
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,644)
141 3 -145 1,650 1,796 1,646 1,654 -2 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.6 12.5 82.0 84.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 8 28 25 37 34
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 45,165
COMMITMENTS
2,429 3,490 5,515 36,472 36,006 44,416 45,011 749 154
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 549)
555 15 -190 184 714 549 539 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.7 12.2 80.8 79.7 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,010,730
COMMITMENTS
184,454 151,304 392,557 4403264 4440276 4980275 4984137 30,455 26,593
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 20,655)
37,839 13,879 -39,653 23,067 43,651 21,253 17,877 -598 2,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.0 7.8 87.9 88.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
32 37 51 151 120 210 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,002,842
COMMITMENTS
37,797 30,922 305,164 655,974 663,556 998,934 999,642 3,908 3,200
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 20,508)
6,809 -2,901 -920 14,778 24,337 20,667 20,515 -159 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.1 30.4 65.4 66.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 14 25 53 48 79 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,223
COMMITMENTS
175 5,006 910 251,011 262,399 252,096 268,315 19,127 2,908
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,913)
0 0 0 1,902 1,763 1,902 1,763 11 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.3 92.5 96.7 92.9 98.9 7.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 29 24 31 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,485
COMMITMENTS
1,595 10,089 796 152,094 140,799 154,485 151,684 3,000 5,801
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 2,939)
392 528 122 3,362 2,673 3,876 3,323 -937 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.4 0.5 96.6 89.4 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 6 29 27 35 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 332,339
COMMITMENTS
1,950 2,821 2,284 317,572 319,345 321,806 324,450 10,533 7,889
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 4,277)
905 1,288 343 2,760 4,884 4,008 6,515 269 -2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.7 95.6 96.1 96.8 97.6 3.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 5 32 29 37 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 766,155
COMMITMENTS
2,749 9,013 3,561 751,651 752,100 757,961 764,674 8,194 1,481
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 16,416)
61 -255 65 14,982 16,575 15,108 16,385 1,308 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.5 98.1 98.2 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 39 27 43 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,755
COMMITMENTS
1,179 5,275 764 369,259 378,229 371,202 384,268 18,553 5,487
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 4,478)
52 -889 -23 4,740 4,994 4,769 4,082 -291 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 0.2 94.7 97.0 95.2 98.6 4.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 2 46 41 49 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 498,387
COMMITMENTS
18,767 1,411 787 470,220 492,468 489,774 494,666 8,613 3,721
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 21,572)
2,142 475 176 19,424 20,508 21,742 21,159 -170 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.3 0.2 94.3 98.8 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 3 41 41 46 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,642
COMMITMENTS
0 4,956 943 334,253 327,154 335,196 333,053 5,446 7,589
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 9,508)
0 1,266 294 8,803 8,270 9,097 9,830 411 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.3 98.1 96.0 98.4 97.8 1.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 5 4 37 30 41 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,205
COMMITMENTS
1,558 285 975 93,776 95,378 96,309 96,638 3,896 3,567
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 6,165)
277 -31 -308 6,073 6,289 6,042 5,950 123 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 1.0 93.6 95.2 96.1 96.4 3.9 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,640
COMMITMENTS
0 744 0 30,683 30,462 30,683 31,206 957 434
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 2,790)
0 62 0 2,697 2,728 2,697 2,790 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.0 96.3 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 20 17 20 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,752
COMMITMENTS
1,311 0 274 243,571 244,805 245,156 245,079 6,596 6,673
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 8,011)
-1,299 0 62 7,679 8,326 6,442 8,388 1,569 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 96.8 97.2 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 170,929
COMMITMENTS
0 0 0 160,635 167,644 160,635 167,644 10,294 3,285
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -581)
0 0 0 -634 -522 -634 -522 53 -59
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 28 22 28 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 276,722
COMMITMENTS
0 0 0 274,071 273,883 274,071 273,883 2,651 2,839
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,582)
0 0 0 1,582 1,551 1,582 1,551 0 31
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 23 24 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,419
COMMITMENTS
3,193 0 0 29,505 33,404 32,698 33,404 1,721 1,015
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 2,449)
0 0 0 2,232 2,263 2,232 2,263 217 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.0 85.7 97.1 95.0 97.1 5.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 17 16 19 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 576,731
COMMITMENTS
20,585 9,161 4,602 544,739 556,459 569,926 570,222 6,805 6,509
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 13,758)
-155 3,337 -53 13,503 9,981 13,295 13,265 463 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.6 0.8 94.5 96.5 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
3 4 6 58 50 65 57
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,609
COMMITMENTS
0 2 2,162 205,014 202,885 207,176 205,049 5,433 7,560
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 7,964)
-209 2 212 8,093 8,979 8,096 9,193 -132 -1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.0 96.4 95.4 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,041
COMMITMENTS
0 0 0 87,565 83,719 87,565 83,719 4,476 8,322
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 319)
0 0 0 644 638 644 638 -325 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 91.0 95.1 91.0 4.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 23 20 23 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,552
COMMITMENTS
0 341 0 189,182 188,252 189,182 188,593 1,370 1,959
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 10,515)
0 341 0 9,845 9,225 9,845 9,566 670 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.3 98.8 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 24 28 24 29
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,488
COMMITMENTS
2,170 4,526 0 178,784 180,481 180,954 185,007 5,534 1,481
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 12,574)
0 341 0 11,842 12,140 11,842 12,481 732 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.4 0.0 95.9 96.8 97.0 99.2 3.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 0 31 34 35 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,985
COMMITMENTS
0 1,333 0 162,513 161,662 162,513 162,995 1,472 990
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 12,370)
0 744 0 12,463 11,254 12,463 11,998 -93 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.1 98.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 19 26 19 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 23,138
COMMITMENTS
0 248 0 22,456 22,431 22,456 22,679 682 459
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.1 96.9 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 12 11 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 272,513
COMMITMENTS
11 1,478 13,562 251,674 250,862 265,247 265,902 7,266 6,611
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,544)
-760 0 0 2,178 1,418 1,418 1,418 126 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 5.0 92.4 92.1 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 36 35 38 38
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,024
COMMITMENTS
0 0 0 106,037 104,191 106,037 104,191 8,987 10,833
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 7,509)
0 0 0 6,531 6,806 6,531 6,806 978 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 90.6 92.2 90.6 7.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 19 20 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,406
COMMITMENTS
372 2,924 639 188,896 186,200 189,907 189,763 2,499 2,643
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 2,929)
372 0 435 2,643 2,919 3,450 3,354 -521 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.5 0.3 98.2 96.8 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 25 28 27 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,331
COMMITMENTS
0 829 0 175,586 177,726 175,586 178,555 7,745 4,776
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,468)
0 32 0 7,893 641 7,893 673 -6,425 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 95.8 96.9 95.8 97.4 4.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 19 21 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,819
COMMITMENTS
0 0 0 80,732 82,427 80,732 82,427 4,087 2,392
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 2,099)
0 0 0 1,856 2,099 1,856 2,099 243 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 97.2 95.2 97.2 4.8 2.8
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,064
COMMITMENTS
524 0 0 24,058 24,586 24,582 24,586 1,482 1,478
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 775)
0 0 0 558 775 558 775 217 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 92.3 94.3 94.3 94.3 5.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 11 15 11
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,301
COMMITMENTS
5,959 0 0 197,037 202,732 202,996 202,732 4,305 4,569
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 3,861)
0 0 0 4,442 4,031 4,442 4,031 -581 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 95.0 97.8 97.9 97.8 2.1 2.2
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,072
COMMITMENTS
54 1,808 7,590 159,488 151,683 167,132 161,081 7,940 13,991
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 6,029)
54 296 -114 5,287 2,387 5,227 2,569 802 3,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 4.3 91.1 86.6 95.5 92.0 4.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 3 29 30 32 34
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 49,480
COMMITMENTS
0 0 0 45,063 46,918 45,063 46,918 4,417 2,562
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,127)
0 0 0 1,003 1,124 1,003 1,124 124 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 94.8 91.1 94.8 8.9 5.2
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,369
COMMITMENTS
0 1,240 0 53,121 50,988 53,121 52,228 248 1,141
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,798)
0 0 0 1,674 1,829 1,674 1,829 124 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 99.5 95.5 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 12 15 12 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 247,418
COMMITMENTS
569 9,080 2,142 237,158 231,976 239,869 243,198 7,549 4,220
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 9,921)
569 3,042 -169 9,518 7,261 9,918 10,134 3 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.7 0.9 95.9 93.8 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 1 1 39 38 40 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 129,965
COMMITMENTS
1,293 492 728 124,081 125,602 126,102 126,822 3,863 3,143
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 0)
-247 492 -267 798 -242 284 -17 -284 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.6 95.5 96.6 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 24 29 26 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 149,322
COMMITMENTS
0 0 0 143,957 146,725 143,957 146,725 5,365 2,597
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 428)
0 0 0 1,402 980 1,402 980 -974 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 98.3 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 20 19 20
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 58,958
COMMITMENTS
0 0 0 53,402 56,908 53,402 56,908 5,556 2,050
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 858)
0 0 0 1,162 461 1,162 461 -304 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 96.5 90.6 96.5 9.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,264
COMMITMENTS
0 682 0 40,312 38,579 40,312 39,261 952 2,003
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 3,321)
0 403 0 3,321 2,670 3,321 3,073 0 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.7 93.5 97.7 95.1 2.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 14 14 14 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 259,687
COMMITMENTS
0 0 0 242,155 258,527 242,155 258,527 17,532 1,160
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,126)
0 0 0 1,126 1,126 1,126 1,126 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,714
COMMITMENTS
13,871 8,774 267 71,958 81,303 86,096 90,344 6,618 2,370
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,198)
3,267 0 -28 -2,167 1,321 1,072 1,293 126 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 9.5 0.3 77.6 87.7 92.9 97.4 7.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 20 22 22 24
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 202,238
COMMITMENTS
1,976 0 0 196,747 198,790 198,723 198,790 3,515 3,448
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,043)
0 0 0 1,381 950 1,381 950 -338 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.3 98.3 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 21 23 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 38,761
COMMITMENTS
4,727 1,218 6,355 27,250 31,060 38,332 38,633 429 128
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 685)
-185 440 211 659 35 685 685 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.1 16.4 70.3 80.1 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 8 16 29 28 46 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,663
COMMITMENTS
5,950 1,478 550 33,003 37,635 39,503 39,663 160 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 752)
-5 -49 43 704 759 742 752 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.7 1.4 83.2 94.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 5 24 22 31 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 30,018
COMMITMENTS
2,000 200 1,050 26,846 28,738 29,896 29,988 122 30
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 65)
0 25 0 70 40 70 65 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.7 3.5 89.4 95.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 3 16 16 21 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 146,914
COMMITMENTS
9,773 10,161 8,209 128,456 128,536 146,438 146,906 476 8
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 514)
-1,870 235 550 1,821 -271 501 514 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.9 5.6 87.4 87.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 8 9 32 36 43 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,714
COMMITMENTS
362 6,144 2,204 65,140 59,365 67,706 67,713 8 1
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -102)
-16 -320 475 -556 -257 -97 -102 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.1 3.3 96.2 87.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 11 7 24 24 31 38
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,141
COMMITMENTS
100 250 250 32,791 32,596 33,141 33,096 0 45
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 50)
-75 125 0 125 -75 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 0.8 98.9 98.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 3 13 15 17 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 67,081
COMMITMENTS
16,952 4,792 2,563 47,566 59,694 67,081 67,049 0 32
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 282)
137 50 70 269 162 476 282 -194 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.1 3.8 70.9 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 4 25 25 31 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,110
COMMITMENTS
26,075 7,547 2,110 56,667 75,340 84,852 84,997 258 113
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -1,744)
-2,272 356 0 529 -2,100 -1,743 -1,744 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 8.9 2.5 66.6 88.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 7 4 27 26 33 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,107
COMMITMENTS
3,161 100 1,330 69,030 72,453 73,521 73,883 586 224
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -355)
0 0 0 -355 -355 -355 -355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.1 1.8 93.1 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
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 100,499
COMMITMENTS
4,072 125 1,617 94,171 98,550 99,860 100,292 639 207
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -1,635)
120 25 0 -1,755 -1,660 -1,635 -1,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 1.6 93.7 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,225
COMMITMENTS
0 420 0 47,075 46,490 47,075 46,910 150 315
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 490)
0 0 0 490 490 490 490 0 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: 28)
0 1 0 20 19 20 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,207
COMMITMENTS
82 600 0 25,335 25,442 25,417 26,042 790 165
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 743)
-100 0 0 843 743 743 743 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.3 0.0 96.7 97.1 97.0 99.4 3.0 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,015
COMMITMENTS
850 3,400 0 13,075 10,615 13,925 14,015 90 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 310 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 24.3 0.0 93.3 75.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 16 8 20 9
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 76,847
COMMITMENTS
12,266 3,053 5,942 58,298 67,546 76,506 76,541 341 306
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,270)
287 -1,132 1,037 -97 1,340 1,227 1,245 43 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.0 7.7 75.9 87.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 6 11 30 30 46 44
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh) OPEN INTEREST: 6,200
COMMITMENTS
600 3,350 50 5,550 2,700 6,200 6,100 0 100
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -850)
-250 0 -750 150 -200 -850 -950 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 54.0 0.8 89.5 43.5 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 1 7 7 11 13
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,070
COMMITMENTS
5,750 430 2,650 19,361 24,648 27,761 27,728 309 342
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 3,307)
2,150 0 0 1,157 3,307 3,307 3,307 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 1.5 9.4 69.0 87.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 18 19 23 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,595
COMMITMENTS
450 266 205 55,790 55,890 56,445 56,361 150 234
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -630)
0 0 0 -630 -630 -630 -630 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: 33)
1 2 2 21 21 24 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,285
COMMITMENTS
1,160 2,140 140 37,385 36,941 38,685 39,221 600 64
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,886)
0 -187 108 1,778 1,958 1,886 1,879 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.4 0.4 95.2 94.0 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 2 22 24 27 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,755
COMMITMENTS
3,496 200 0 61,836 65,380 65,332 65,580 423 175
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,630)
610 0 0 1,020 1,630 1,630 1,630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.3 0.0 94.0 99.4 99.4 99.7 0.6 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,193
COMMITMENTS
4,098 4,600 60 67,888 67,533 72,046 72,193 147 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 470)
600 0 0 -130 470 470 470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.4 0.1 94.0 93.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 25 20 28 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 91,084
COMMITMENTS
4,860 1,677 475 85,690 88,932 91,025 91,084 59 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 3,408)
880 -519 115 2,413 3,812 3,408 3,408 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 0.5 94.1 97.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 4 24 30 29 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 116,350
COMMITMENTS
6,594 6,804 2,230 107,427 107,310 116,252 116,345 98 5
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 3,378)
505 62 147 2,776 3,169 3,429 3,379 -51 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.8 1.9 92.3 92.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 13 7 26 35 35 49
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,051
COMMITMENTS
0 3,355 370 55,661 52,281 56,031 56,006 20 45
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 345)
0 400 0 325 -55 325 345 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.7 99.3 93.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 6 3 16 16 19 23
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,403
COMMITMENTS
25 2,205 0 49,378 47,198 49,403 49,403 0 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 850)
25 -125 0 825 975 850 850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.5 0.0 99.9 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 0 12 9 13 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 59,659
COMMITMENTS
2,218 0 525 56,586 58,896 59,329 59,421 330 238
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 537)
-334 0 -115 956 434 507 319 30 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.9 94.8 98.7 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 3 21 20 25 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 58,876
COMMITMENTS
8,364 0 1,633 48,533 56,992 58,530 58,625 346 251
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 754)
-723 0 -8 1,504 625 773 617 -19 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.0 2.8 82.4 96.8 99.4 99.6 0.6 0.4
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,095
COMMITMENTS
275 268 80 31,560 31,681 31,915 32,029 180 66
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 360)
0 0 -420 774 780 354 360 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 0.2 98.3 98.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 12 18 13
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,799
COMMITMENTS
60 305 0 28,213 28,494 28,273 28,799 526 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 342)
0 45 -420 754 737 334 362 8 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 0.0 98.0 98.9 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 15 11 16 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,345
COMMITMENTS
315 2,639 954 27,699 25,738 28,968 29,331 377 14
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 695)
25 -224 -21 670 940 674 695 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.0 3.3 94.4 87.7 98.7 100.0 1.3 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,971
COMMITMENTS
0 1,859 460 22,062 20,487 22,522 22,806 449 165
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1)
0 0 0 0 1 0 1 1 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 49,186
COMMITMENTS
1,646 4,202 1,769 45,688 43,194 49,103 49,165 83 21
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -1,151)
-1,957 256 -141 946 -1,245 -1,152 -1,130 1 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.5 3.6 92.9 87.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 7 5 26 28 32 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,715
COMMITMENTS
199 735 707 34,507 34,143 35,413 35,585 302 130
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -452)
-175 -1,805 -430 172 1,773 -433 -462 -19 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.1 2.0 96.6 95.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 5 22 20 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,974
COMMITMENTS
466 250 284 19,014 19,425 19,764 19,959 210 15
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 735)
0 0 0 615 735 615 735 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.3 1.4 95.2 97.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 15 17 18 22
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| 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 07/16/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/23/19 |
--------------------------------------------------------------| 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 07/16/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 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 07/23/19 |
--------------------------------------------------------------| 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 07/16/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,847
COMMITMENTS
1,875 1,250 220 18,721 19,347 20,816 20,817 31 30
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -400)
0 0 0 -400 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.0 1.1 89.8 92.8 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,552
COMMITMENTS
3,990 500 1,985 44,468 48,067 50,443 50,552 109 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -475)
0 0 0 -475 -475 -475 -475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.0 3.9 88.0 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,025
COMMITMENTS
4,025 510 1,840 44,039 47,675 49,904 50,025 121 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -475)
0 0 0 -475 -475 -475 -475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.0 3.7 88.0 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 132,124
COMMITMENTS
3,530 14,064 1,105 127,429 116,933 132,064 132,102 60 22
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 7,598)
0 0 0 7,598 7,598 7,598 7,598 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.6 0.8 96.4 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 7 8 35 28 45 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 143,212
COMMITMENTS
3,060 15,120 1,660 138,423 126,365 143,143 143,145 69 67
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 7,287)
0 280 0 7,287 7,005 7,287 7,285 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.6 1.2 96.7 88.2 100.0 100.0 0.0 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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 477,829
COMMITMENTS
15,607 23,079 60,719 400,660 393,602 476,987 477,400 842 428
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 17,259)
-1,330 -2,961 8,276 10,367 12,147 17,313 17,463 -54 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.8 12.7 83.9 82.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 23 23 45 42 75 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,891
COMMITMENTS
3,775 50 75 14,929 18,756 18,779 18,881 112 10
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 300)
300 0 0 0 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.3 0.4 79.0 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 07/23/19 |
--------------------------------------------------------------| 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 07/16/19 (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 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,401
COMMITMENTS
181 266 236 3,427 3,061 3,844 3,563 557 838
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 243)
-7 44 -40 308 210 261 214 -18 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.0 5.4 77.9 69.6 87.3 81.0 12.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 5 21 20 26 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,684
COMMITMENTS
6,407 2,155 129 34,018 38,275 40,554 40,559 130 125
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 739)
0 -59 -15 754 806 739 732 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.3 0.3 83.6 94.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 2 3 36 33 41 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,872
COMMITMENTS
270 149 187 14,246 14,118 14,703 14,454 169 418
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 868)
0 120 0 858 738 858 858 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 1.3 95.8 94.9 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 2 26 28 29 31
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,013
COMMITMENTS
237 130 369 8,723 9,122 9,329 9,621 684 392
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 473)
25 95 -15 483 414 493 494 -20 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 3.7 87.1 91.1 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 4 29 26 34 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,820
COMMITMENTS
125 2,367 141 32,154 29,892 32,420 32,400 400 420
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 176)
0 32 12 164 122 176 166 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.2 0.4 98.0 91.1 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 6 3 18 24 22 30
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 64,086
COMMITMENTS
2,908 2,803 2,793 57,814 57,275 63,515 62,871 571 1,215
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,406)
211 -2 38 929 1,142 1,178 1,178 228 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.4 4.4 90.2 89.4 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 9 15 58 59 76 78
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,758
COMMITMENTS
351 0 82 876 1,351 1,309 1,433 449 325
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 0.0 4.7 49.8 76.8 74.5 81.5 25.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 3 9 15 15 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 27,337
COMMITMENTS
4,315 0 0 22,922 27,297 27,237 27,297 100 40
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -4,010)
-715 0 -25 -3,225 -3,925 -3,965 -3,950 -45 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 0.0 83.8 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 19 14 21 14
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,522
COMMITMENTS
539 35 555 9,428 9,812 10,522 10,402 0 120
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 95)
100 -10 10 -15 95 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.3 5.3 89.6 93.3 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 16 12 20 15
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,202
COMMITMENTS
105 1,128 45 8,997 8,029 9,147 9,202 55 0
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -1,662)
-150 -102 0 -1,487 -1,560 -1,637 -1,662 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.3 0.5 97.8 87.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 8 14 10
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 234,809
COMMITMENTS
0 0 0 224,715 217,932 224,715 217,932 10,094 16,877
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: 1,544)
0 0 0 1,921 1,020 1,921 1,020 -377 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 92.8 95.7 92.8 4.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 17 15 17
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 34,335
COMMITMENTS
20,324 845 993 8,024 31,410 29,341 33,248 4,994 1,087
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 2.5 2.9 23.4 91.5 85.5 96.8 14.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 3 10 12 15 17
Updated July 26, 2019