CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,293
COMMITMENTS
9,597 9,307 1,025 25,648 25,961 36,270 36,293 23 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -1,804)
40 0 -40 -1,804 -1,764 -1,804 -1,804 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 25.6 2.8 70.7 71.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 3 2 17 10 29 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 108,840
COMMITMENTS
48,467 23,663 24,299 36,069 60,868 108,835 108,830 5 10
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -4,982)
-2,163 -287 853 -3,646 -5,547 -4,957 -4,982 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 21.7 22.3 33.1 55.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 12 16 26 21 56 42
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 42,965
COMMITMENTS
15,726 5,463 4,288 22,893 33,214 42,908 42,965 57 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -115)
33 8 -87 -61 -37 -115 -115 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 12.7 10.0 53.3 77.3 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,656
COMMITMENTS
40,692 99,959 3,725 103,239 43,972 147,656 147,656 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -35,591)
-6,069 -22,034 0 -29,522 -13,557 -35,591 -35,591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 67.7 2.5 69.9 29.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 11 4 13 10 19 21
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,564
COMMITMENTS
4,240 421 0 31,324 35,143 35,564 35,564 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 17)
0 0 0 17 17 17 17 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 90,944
COMMITMENTS
16,548 21,550 4,637 69,759 64,757 90,944 90,944 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -34,525)
-7,301 -18,114 -650 -26,574 -15,761 -34,525 -34,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 23.7 5.1 76.7 71.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 3 2 15 10 22 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,053
COMMITMENTS
7,242 2,150 4,725 4,086 9,178 16,053 16,053 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -403)
-3 0 0 -400 -403 -403 -403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 13.4 29.4 25.5 57.2 100.0 100.0 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,190
COMMITMENTS
7,800 1,610 1,250 21,140 27,330 30,190 30,190 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 784)
0 100 -100 884 784 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 5.3 4.1 70.0 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 1 18 14 28 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| 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: 14,880
COMMITMENTS
2,967 3,200 650 11,263 11,030 14,880 14,880 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 175)
79 0 0 96 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.5 4.4 75.7 74.1 100.0 100.0 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,195
COMMITMENTS
22,771 6,350 1,137 16,287 32,708 40,195 40,195 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 350)
350 0 0 0 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 15.8 2.8 40.5 81.4 100.0 100.0 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 46,019
COMMITMENTS
4,007 1,152 5,183 36,747 39,654 45,937 45,989 82 30
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 4,352)
1,788 82 -5 2,569 4,275 4,352 4,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.5 11.3 79.9 86.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 9 29 28 39 37
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 45,800
COMMITMENTS
2,282 4,865 5,659 37,110 35,122 45,051 45,646 749 154
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 635)
-147 1,375 144 638 -884 635 635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.6 12.4 81.0 76.7 98.4 99.7 1.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 4 28 20 36 25
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,748,200
COMMITMENTS
140,147 184,040 358,126 4226857 4180120 4725130 4722286 23,070 25,914
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -262,530)
-44,307 32,736 -34,431 -176,407 -260,156 -255,145 -261,851 -7,385 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.9 7.5 89.0 88.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
26 43 50 150 114 206 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 928,206
COMMITMENTS
37,733 30,235 270,303 617,675 624,604 925,712 925,142 2,494 3,063
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -74,636)
-63 -687 -34,860 -38,299 -38,952 -73,222 -74,500 -1,414 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.3 29.1 66.5 67.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 12 23 47 45 70 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,226
COMMITMENTS
446 5,006 989 249,172 260,619 250,607 266,614 18,619 2,612
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -1,997)
271 0 79 -1,839 -1,780 -1,489 -1,701 -508 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 0.4 92.6 96.8 93.1 99.0 6.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 29 23 32 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,938
COMMITMENTS
2,711 9,381 976 152,458 143,088 156,145 153,445 2,793 5,493
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,453)
1,116 -708 180 364 2,289 1,660 1,761 -207 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.9 0.6 95.9 90.0 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 7 30 29 37 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,651
COMMITMENTS
4,073 2,198 2,709 325,336 329,944 332,118 334,851 10,533 7,800
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 10,312)
2,123 -623 425 7,764 10,599 10,312 10,401 0 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.8 94.9 96.3 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 32 30 37 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 778,794
COMMITMENTS
2,718 9,162 3,623 764,393 764,052 770,734 776,837 8,060 1,957
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 12,639)
-31 149 62 12,742 11,952 12,773 12,163 -134 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.5 98.2 98.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 41 28 45 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,511
COMMITMENTS
1,829 5,275 764 376,593 386,926 379,186 392,965 18,325 4,546
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 7,756)
650 0 0 7,334 8,697 7,984 8,697 -228 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.2 94.7 97.3 95.4 98.9 4.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 2 2 48 43 51 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 514,580
COMMITMENTS
24,883 1,250 754 480,159 508,882 505,796 510,886 8,784 3,694
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 16,193)
6,116 -161 -33 9,939 16,414 16,022 16,220 171 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 0.1 93.3 98.9 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 3 3 40 42 49 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,128
COMMITMENTS
0 6,425 914 341,892 333,028 342,806 340,367 5,322 7,761
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 7,486)
0 1,469 -29 7,639 5,874 7,610 7,314 -124 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.3 98.2 95.7 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 7 4 37 30 41 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,225
COMMITMENTS
2,149 405 1,065 97,824 98,853 101,038 100,323 3,187 3,902
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 4,020)
591 120 90 4,048 3,475 4,729 3,685 -709 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 1.0 93.9 94.8 96.9 96.3 3.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 22 21 26 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,818
COMMITMENTS
0 961 31 31,954 31,330 31,985 32,322 833 496
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,178)
0 217 31 1,271 868 1,302 1,116 -124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.1 97.4 95.5 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 20 18 21 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 264,525
COMMITMENTS
1,318 0 554 257,066 257,644 258,938 258,198 5,587 6,327
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 12,773)
7 0 280 13,495 12,839 13,782 13,119 -1,009 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 97.2 97.4 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 1 23 28 25 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,789
COMMITMENTS
0 0 0 165,167 171,858 165,167 171,858 9,622 2,931
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,860)
0 0 0 4,532 4,214 4,532 4,214 -672 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 98.3 94.5 98.3 5.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 23 28 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,622
COMMITMENTS
248 0 0 274,723 274,814 274,971 274,814 2,651 2,808
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 900)
248 0 0 652 931 900 931 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 99.0 99.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 24 23 25 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,077
COMMITMENTS
4,526 0 0 31,706 37,433 36,232 37,433 1,845 644
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,658)
1,333 0 0 2,201 4,029 3,534 4,029 124 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 0.0 83.3 98.3 95.2 98.3 4.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 20 19 23 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 584,673
COMMITMENTS
20,936 11,095 3,415 553,605 564,332 577,956 578,842 6,717 5,831
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 7,942)
351 1,934 -1,187 8,866 7,873 8,030 8,620 -88 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.9 0.6 94.7 96.5 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
3 7 5 60 53 67 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,530
COMMITMENTS
958 281 2,004 195,193 197,012 198,155 199,297 8,375 7,233
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -6,079)
958 279 -158 -9,821 -5,873 -9,021 -5,752 2,942 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 1.0 94.5 95.4 95.9 96.5 4.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 24 27 27 29
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,697
COMMITMENTS
0 0 0 90,130 85,976 90,130 85,976 2,567 6,721
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 656)
0 0 0 2,565 2,257 2,565 2,257 -1,909 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 92.7 97.2 92.7 2.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 21 24 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,290
COMMITMENTS
310 6,448 0 242,050 235,797 242,360 242,245 930 1,045
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 52,738)
310 6,107 0 52,868 47,545 53,178 53,652 -440 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.7 0.0 99.5 96.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 4 0 37 37 38 41
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 240,063
COMMITMENTS
2,666 10,695 62 231,274 228,038 234,002 238,795 6,061 1,268
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 53,575)
496 6,169 62 52,490 47,557 53,048 53,788 527 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.5 0.0 96.3 95.0 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 5 1 39 38 44 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,953
COMMITMENTS
0 1,116 0 166,788 166,219 166,788 167,335 1,165 618
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,968)
0 -217 0 4,275 4,557 4,275 4,340 -307 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.3 99.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 0 21 27 21 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 24,068
COMMITMENTS
0 248 0 23,138 23,361 23,138 23,609 930 459
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 930)
0 0 0 682 930 682 930 248 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.1 97.1 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 12 12 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 276,520
COMMITMENTS
248 2,158 13,545 256,824 255,521 270,617 271,224 5,903 5,296
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 4,007)
237 680 -17 5,150 4,659 5,370 5,322 -1,363 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 4.9 92.9 92.4 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 2 36 35 39 38
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,308
COMMITMENTS
0 403 0 99,287 98,882 99,287 99,285 1,021 1,023
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.0 98.6 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 13 11 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,433
COMMITMENTS
0 0 0 109,789 106,120 109,789 106,120 7,644 11,313
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 2,409)
0 0 0 3,752 1,929 3,752 1,929 -1,343 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 90.4 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 22 19 22 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,803
COMMITMENTS
58 3,792 816 194,134 189,949 195,008 194,557 2,795 3,246
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 5,397)
-314 868 177 5,238 3,749 5,101 4,794 296 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.4 98.1 96.0 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 2 25 28 27 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,631
COMMITMENTS
0 921 0 176,826 179,083 176,826 180,004 7,805 4,627
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,300)
0 92 0 1,240 1,357 1,240 1,449 60 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 95.8 97.0 95.8 97.5 4.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 18 22 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,155
COMMITMENTS
0 0 0 82,038 83,459 82,038 83,459 4,117 2,696
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,336)
0 0 0 1,306 1,032 1,306 1,032 30 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 96.9 95.2 96.9 4.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 18 22 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,994
COMMITMENTS
1,082 0 0 24,678 25,516 25,760 25,516 1,234 1,478
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 930)
558 0 0 620 930 1,178 930 -248 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 91.4 94.5 95.4 94.5 4.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 14 11 16 11
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,035
COMMITMENTS
4,762 0 396 193,295 198,597 198,453 198,993 4,582 4,042
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -4,266)
-1,197 0 396 -3,742 -4,135 -4,543 -3,739 277 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.2 95.2 97.8 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 17 20 19 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,710
COMMITMENTS
54 1,026 7,295 161,231 153,479 168,580 161,800 8,130 14,910
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,638)
0 -782 -295 1,743 1,796 1,448 719 190 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 4.1 91.2 86.9 95.4 91.6 4.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 3 28 30 31 33
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 50,329
COMMITMENTS
0 0 0 45,571 47,767 45,571 47,767 4,758 2,562
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 849)
0 0 0 508 849 508 849 341 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 94.9 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 14 16 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,733
COMMITMENTS
0 1,240 0 54,206 51,701 54,206 52,941 527 1,792
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,364)
0 0 0 1,085 713 1,085 713 279 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 99.0 94.5 99.0 96.7 1.0 3.3
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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 250,874
COMMITMENTS
453 9,080 1,984 242,687 235,241 245,124 246,305 5,750 4,569
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,456)
-116 0 -158 5,529 3,265 5,255 3,107 -1,799 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.6 0.8 96.7 93.8 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 1 1 41 40 42 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 131,108
COMMITMENTS
1,315 0 1,076 124,828 126,773 127,219 127,849 3,889 3,259
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,143)
22 -492 348 747 1,171 1,117 1,027 26 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.8 95.2 96.7 97.0 97.5 3.0 2.5
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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 150,083
COMMITMENTS
0 0 0 143,929 147,908 143,929 147,908 6,154 2,175
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 761)
0 0 0 -28 1,183 -28 1,183 789 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 98.6 95.9 98.6 4.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 20 22 20 22
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 58,798
COMMITMENTS
0 0 0 52,422 56,717 52,422 56,717 6,376 2,081
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -980 -191 -980 -191 820 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 96.5 89.2 96.5 10.8 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 43,023
COMMITMENTS
0 1,426 0 41,885 39,780 41,885 41,206 1,138 1,817
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,759)
0 744 0 1,573 1,201 1,573 1,945 186 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 97.4 92.5 97.4 95.8 2.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 14 13 14 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 262,439
COMMITMENTS
0 0 0 246,925 260,845 246,925 260,845 15,514 1,594
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 2,752)
0 0 0 4,770 2,318 4,770 2,318 -2,018 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 99.4 94.1 99.4 5.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 28 18 28 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,508
COMMITMENTS
14,589 8,774 267 79,682 87,911 94,538 96,952 4,970 2,556
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 6,794)
718 0 0 7,724 6,608 8,442 6,608 -1,648 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.8 0.3 80.1 88.3 95.0 97.4 5.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 21 24 23
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 204,456
COMMITMENTS
1,976 0 0 199,027 200,704 201,003 200,704 3,453 3,752
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 2,218)
0 0 0 2,280 1,914 2,280 1,914 -62 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.3 98.2 98.3 98.2 1.7 1.8
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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 36,076
COMMITMENTS
4,633 1,347 5,100 25,869 29,138 35,603 35,585 473 491
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -2,686)
-94 129 -1,255 -1,382 -1,923 -2,730 -3,049 44 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 3.7 14.1 71.7 80.8 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 5 14 26 26 40 40
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,301
COMMITMENTS
5,774 1,432 500 33,992 38,369 40,266 40,301 35 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 639)
-176 -46 -50 989 734 764 639 -125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.6 1.2 84.3 95.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 4 24 23 30 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 30,241
COMMITMENTS
2,000 675 925 27,194 28,611 30,119 30,211 122 30
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 223)
0 475 -125 348 -127 223 223 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.2 3.1 89.9 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 4 16 16 21 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 147,638
COMMITMENTS
10,933 8,326 7,489 128,740 131,815 147,162 147,630 476 8
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 724)
1,160 -1,835 -720 284 3,279 724 724 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.6 5.1 87.2 89.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 8 8 32 36 44 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,939
COMMITMENTS
276 7,215 2,233 66,422 59,485 68,931 68,933 8 6
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,225)
-86 1,071 29 1,281 119 1,225 1,220 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.5 3.2 96.3 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 12 7 24 24 31 38
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,457
COMMITMENTS
125 225 250 33,082 32,937 33,457 33,412 0 45
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 316)
25 -25 0 291 341 316 316 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.7 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 66,720
COMMITMENTS
16,673 4,992 2,363 47,684 59,333 66,720 66,688 0 32
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -361)
-279 200 -200 118 -361 -361 -361 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 7.5 3.5 71.5 88.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 4 25 25 32 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,322
COMMITMENTS
26,195 8,357 1,690 57,003 75,162 84,888 85,209 434 113
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 212)
120 810 -420 336 -178 36 212 176 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 9.8 2.0 66.8 88.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 4 28 26 34 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,111
COMMITMENTS
3,811 225 1,330 68,384 72,332 73,525 73,887 586 224
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 4)
650 125 0 -646 -121 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.3 1.8 92.3 97.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 24 25 27 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,871
COMMITMENTS
4,722 300 1,617 94,893 99,747 101,232 101,664 639 207
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,372)
650 175 0 722 1,197 1,372 1,372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.3 1.6 93.2 97.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 29 27 32 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| 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 07/23/19 (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 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,167
COMMITMENTS
82 600 0 25,295 25,402 25,377 26,002 790 165
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,815
COMMITMENTS
850 3,700 0 13,875 11,115 14,725 14,815 90 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 800)
0 300 0 800 500 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 25.0 0.0 93.7 75.0 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 78,539
COMMITMENTS
13,494 3,310 5,874 58,836 69,042 78,204 78,226 335 313
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,692)
1,229 257 -68 538 1,497 1,698 1,685 -6 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.2 7.5 74.9 87.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 7 10 30 30 46 44
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,530
COMMITMENTS
6,100 430 2,600 20,521 26,153 29,221 29,183 309 347
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,460)
350 0 -50 1,160 1,505 1,460 1,455 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 1.5 8.8 69.5 88.6 99.0 98.8 1.0 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,428
COMMITMENTS
450 240 180 56,633 56,745 57,263 57,165 165 263
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 833)
0 -26 -25 843 855 818 804 15 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.3 98.6 98.8 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 21 21 23 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,299
COMMITMENTS
1,160 2,115 125 37,414 36,995 38,699 39,235 600 64
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 14)
0 -25 -15 29 54 14 14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.4 0.3 95.2 94.1 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 1 22 24 26 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,350
COMMITMENTS
3,720 200 0 62,167 65,975 65,887 66,175 463 175
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 595)
224 0 0 331 595 555 595 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.3 0.0 93.7 99.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 23 17 27 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,643
COMMITMENTS
4,413 4,600 60 69,018 68,983 73,491 73,643 152 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,450)
315 0 0 1,130 1,450 1,445 1,450 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.2 0.1 93.7 93.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 1 1 26 20 32 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 91,960
COMMITMENTS
4,135 1,918 535 87,231 89,507 91,901 91,960 59 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 876)
-725 241 60 1,541 575 876 876 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.1 0.6 94.9 97.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 4 24 29 29 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 117,293
COMMITMENTS
6,149 7,501 2,091 108,955 107,701 117,195 117,293 98 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 943)
-445 697 -140 1,528 391 943 948 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.4 1.8 92.9 91.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 14 7 27 35 36 50
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,186
COMMITMENTS
100 3,345 320 55,746 52,476 56,166 56,141 20 45
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 135)
100 -10 -50 85 195 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.0 0.6 99.2 93.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 6 3 16 17 19 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 50,153
COMMITMENTS
25 2,205 0 50,128 47,948 50,153 50,153 0 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 100.0 95.6 100.0 100.0 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,622
COMMITMENTS
2,158 150 526 57,608 59,695 60,292 60,371 330 251
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 963)
-60 150 1 1,022 799 963 950 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.2 0.9 95.0 98.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 21 19 25 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 58,982
COMMITMENTS
7,800 75 1,778 49,051 56,893 58,629 58,746 353 236
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 106)
-564 75 145 518 -99 99 121 7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.1 3.0 83.2 96.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 4 22 24 28 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,115
COMMITMENTS
275 268 80 31,580 31,681 31,935 32,029 180 86
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 0 20 0 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.8 0.2 98.3 98.6 99.4 99.7 0.6 0.3
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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,704
COMMITMENTS
60 305 0 29,118 29,399 29,178 29,704 526 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 905)
0 0 0 905 905 905 905 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.0 98.0 99.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 11 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,839
COMMITMENTS
215 4,572 1,983 32,266 28,275 34,464 34,830 375 9
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 5,494)
-100 1,933 1,029 4,567 2,537 5,496 5,499 -2 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.1 5.7 92.6 81.2 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 7 5 23 22 29 29
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,773
COMMITMENTS
56 1,565 1,054 21,214 20,009 22,324 22,628 449 145
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -198)
56 -294 594 -848 -478 -198 -178 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.9 4.6 93.2 87.9 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 15 18 18 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,541
COMMITMENTS
5,284 5,354 1,692 47,481 47,470 54,457 54,516 84 25
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 5,355)
3,638 1,152 -77 1,793 4,276 5,354 5,351 1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 9.8 3.1 87.1 87.0 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,774
COMMITMENTS
45 2,247 401 36,026 33,996 36,472 36,644 302 130
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,059)
-154 1,512 -306 1,519 -147 1,059 1,059 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.1 1.1 98.0 92.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 5 5 22 19 28 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,490
COMMITMENTS
541 250 284 19,455 19,941 20,280 20,475 210 15
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 516)
75 0 0 441 516 516 516 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.2 1.4 94.9 97.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 15 18 18 23
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,172
COMMITMENTS
1,070 225 400 12,642 13,547 14,112 14,172 60 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 25)
0 25 0 25 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.6 2.8 89.2 95.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 13 10 15 14
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,857
COMMITMENTS
470 1,500 725 14,602 13,632 15,797 15,857 60 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 25)
0 25 0 25 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.5 4.6 92.1 86.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 1 14 11 16 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,854
COMMITMENTS
1,890 1,250 305 19,624 20,269 21,819 21,824 35 30
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 28)
20 0 0 8 28 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.7 1.4 89.8 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,875
COMMITMENTS
1,895 1,250 220 18,729 19,375 20,844 20,845 31 30
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 28)
20 0 0 8 28 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 6.0 1.1 89.7 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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,567
COMMITMENTS
3,415 500 2,335 44,708 47,732 50,458 50,567 109 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 15)
-575 0 350 240 -335 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 4.6 88.4 94.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 2 22 17 27 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,020
COMMITMENTS
3,400 510 2,190 44,309 47,320 49,899 50,020 121 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -5)
-625 0 350 270 -355 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 4.4 88.6 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 3 22 17 28 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 131,003
COMMITMENTS
3,566 13,684 1,105 125,976 116,192 130,647 130,981 356 22
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -1,121)
36 -380 0 -1,453 -741 -1,417 -1,121 296 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 10.4 0.8 96.2 88.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 7 8 34 28 45 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 142,567
COMMITMENTS
3,060 14,433 1,710 137,732 126,359 142,502 142,502 65 65
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -645)
0 -687 50 -691 -6 -641 -643 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.1 1.2 96.6 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 8 8 37 30 47 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 483,360
COMMITMENTS
19,276 23,447 59,678 403,574 399,800 482,528 482,925 832 435
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 5,531)
3,669 367 -1,041 2,913 6,198 5,541 5,525 -10 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.9 12.3 83.5 82.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 23 23 43 40 73 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,941
COMMITMENTS
3,825 50 75 14,929 18,806 18,829 18,931 112 10
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 50)
50 0 0 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.3 0.4 78.8 99.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 18 8 21 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| 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 07/23/19 (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 CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,071
COMMITMENTS
150 60 307 1,110 1,211 1,567 1,578 504 493
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.9 14.8 53.6 58.5 75.7 76.2 24.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 6 12 14 18 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,625
COMMITMENTS
180 339 273 3,575 3,171 4,028 3,783 597 842
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 224)
-1 73 37 148 110 184 220 40 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.3 5.9 77.3 68.6 87.1 81.8 12.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 5 21 20 26 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,524
COMMITMENTS
6,142 2,209 252 35,045 38,960 41,439 41,421 85 103
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 840)
-265 54 123 1,027 685 885 862 -45 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.3 0.6 84.4 93.8 99.8 99.8 0.2 0.2
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 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,037
COMMITMENTS
270 64 164 14,416 14,391 14,850 14,619 187 418
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 165)
0 -85 -23 170 273 147 165 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 1.1 95.9 95.7 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 26 29 30 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,616
COMMITMENTS
207 130 374 9,423 9,637 10,004 10,141 612 475
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 603)
-30 0 5 700 515 675 520 -72 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.2 3.5 88.8 90.8 94.2 95.5 5.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 4 31 27 36 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,981
COMMITMENTS
712 2,656 350 34,519 32,555 35,581 35,561 400 420
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,161)
587 289 209 2,365 2,663 3,161 3,161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.4 1.0 95.9 90.5 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 6 3 19 25 24 31
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 67,065
COMMITMENTS
2,891 3,119 3,040 60,238 59,612 66,169 65,771 896 1,294
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 2,979)
-17 316 247 2,424 2,337 2,654 2,900 325 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.7 4.5 89.8 88.9 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 10 15 58 60 76 80
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,883
COMMITMENTS
330 0 93 959 1,406 1,382 1,499 501 384
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 125)
-21 0 11 83 55 73 66 52 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.0 4.9 50.9 74.7 73.4 79.6 26.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 3 11 14 17 17
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 52,195
COMMITMENTS
58 9,856 8,859 28,600 16,431 37,517 35,147 14,678 17,048
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 18.9 17.0 54.8 31.5 71.9 67.3 28.1 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 6 5 14 8 19 15
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 27,652
COMMITMENTS
4,315 0 0 23,252 27,627 27,567 27,627 85 25
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 315)
0 0 0 330 330 330 330 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 0.0 84.1 99.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 22 15 24 15
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,210
COMMITMENTS
370 115 470 7,300 7,540 8,140 8,125 70 85
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -2,312)
-169 80 -85 -2,128 -2,272 -2,382 -2,277 70 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.4 5.7 88.9 91.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 12 19 14
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,192
COMMITMENTS
105 1,848 45 9,987 8,299 10,137 10,192 55 0
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 990)
0 720 0 990 270 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 18.1 0.4 98.0 81.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 8 15 10
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 219,054
COMMITMENTS
0 0 0 208,876 208,358 208,876 208,358 10,178 10,696
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -15,755)
0 0 0 -15,839 -9,574 -15,839 -9,574 84 -6,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 95.1 95.4 95.1 4.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 17 14 17
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 34,850
COMMITMENTS
19,936 845 993 8,857 31,825 29,786 33,663 5,064 1,187
CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 515)
-388 0 0 833 415 445 415 70 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 2.4 2.8 25.4 91.3 85.5 96.6 14.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 3 11 11 16 16
Updated August 02, 2019