CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,369
COMMITMENTS
9,112 9,247 1,025 26,209 26,097 36,346 36,369 23 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 50)
-50 -50 0 100 100 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 25.4 2.8 72.1 71.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 2 18 12 30 17
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 115,575
COMMITMENTS
50,936 25,754 22,330 41,877 66,177 115,143 114,262 432 1,313
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,849)
3,027 -356 -2,251 2,678 5,157 3,454 2,549 395 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 22.3 19.3 36.2 57.3 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
28 11 19 28 22 64 44
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 45,413
COMMITMENTS
16,195 5,621 5,783 23,364 34,009 45,342 45,413 71 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,659)
64 66 1,297 297 296 1,659 1,659 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 12.4 12.7 51.4 74.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 10 11 16 17 37 32
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,745
COMMITMENTS
40,742 99,368 4,075 101,928 43,302 146,745 146,745 0 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 326)
0 426 0 326 -100 326 326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 67.7 2.8 69.5 29.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 9 4 15 12 21 22
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,461
COMMITMENTS
4,240 421 0 32,221 36,040 36,461 36,461 0 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -1)
0 0 0 -1 -1 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.2 0.0 88.4 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 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 94,182
COMMITMENTS
19,438 22,250 2,537 72,208 69,395 94,182 94,182 0 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,813)
802 200 -550 2,561 3,163 2,813 2,813 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 23.6 2.7 76.7 73.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 3 3 14 10 22 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,514
COMMITMENTS
8,287 2,150 5,225 6,002 12,139 19,514 19,514 0 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,467)
1,051 0 500 1,916 2,967 3,467 3,467 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 11.0 26.8 30.8 62.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 1 4 6 9 17 14
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,167
COMMITMENTS
5,895 2,085 2,390 25,707 29,692 33,992 34,167 175 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,481)
-275 0 400 1,181 1,081 1,306 1,481 175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.1 7.0 75.2 86.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 17 15 27 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| 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: 14,995
COMMITMENTS
2,892 3,450 725 11,353 10,820 14,970 14,995 25 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 23.0 4.8 75.7 72.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 2 12 10 18 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,595
COMMITMENTS
22,671 6,250 1,137 16,787 33,208 40,595 40,595 0 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 15.4 2.8 41.4 81.8 100.0 100.0 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 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,909
COMMITMENTS
4,430 3,094 3,171 32,215 33,619 39,816 39,884 93 25
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 304)
220 -80 -110 188 494 298 304 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.8 7.9 80.7 84.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 8 29 29 38 38
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 42,600
COMMITMENTS
4,672 3,800 3,538 33,555 35,052 41,765 42,390 835 210
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -188)
50 204 120 -468 -612 -298 -288 110 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.9 8.3 78.8 82.3 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 5 27 24 35 31
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,291
COMMITMENTS
155 1,681 457 5,632 3,934 6,244 6,072 47 219
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 0)
-100 83 -50 150 67 0 100 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 26.7 7.3 89.5 62.5 99.3 96.5 0.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 3 14 12 19 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,162,608
COMMITMENTS
186,392 133,697 468,848 4484688 4536758 5139928 5139303 22,680 23,305
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 89,076)
26,391 2,819 12,406 53,464 74,708 92,261 89,933 -3,185 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.6 9.1 86.9 87.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
34 41 59 157 125 222 194
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 902,230
COMMITMENTS
48,648 26,518 221,209 624,687 635,517 894,545 883,245 7,686 18,986
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -94,354)
7,083 -4,847 -70,514 -35,284 -35,374 -98,715 -110,735 4,361 16,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.9 24.5 69.2 70.4 99.1 97.9 0.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 13 22 48 46 71 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,711
COMMITMENTS
0 6,645 0 246,839 255,389 246,839 262,034 19,872 4,677
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 4,706)
0 308 0 4,703 5,298 4,703 5,606 3 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 92.5 95.8 92.5 98.2 7.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 0 27 21 27 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,758
COMMITMENTS
2,281 4,173 1,780 147,714 141,631 151,775 147,584 2,983 7,174
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,281)
767 -1,521 -271 968 2,266 1,464 474 817 1,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.7 1.2 95.4 91.5 98.1 95.4 1.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 30 28 34 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,047
COMMITMENTS
4,552 2,594 1,523 314,456 320,707 320,531 324,824 10,516 6,223
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 491)
3,466 911 -892 -2,457 2,833 117 2,852 374 -2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 0.5 95.0 96.9 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 33 30 39 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 841,291
COMMITMENTS
2,440 10,679 2,018 824,519 826,501 828,977 839,198 12,314 2,093
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 32,118)
0 -22 -366 30,247 31,881 29,881 31,493 2,237 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.2 98.0 98.2 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 39 29 42 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 393,818
COMMITMENTS
2,001 7,209 300 370,795 379,362 373,096 386,871 20,722 6,947
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 12,719)
765 0 -483 11,345 12,808 11,627 12,325 1,092 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.8 0.1 94.2 96.3 94.7 98.2 5.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 1 47 38 50 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 526,489
COMMITMENTS
25,881 846 924 491,087 519,705 517,892 521,475 8,597 5,014
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 30,441)
1,906 0 620 27,062 29,404 29,588 30,024 853 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 0.2 93.3 98.7 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 2 3 40 42 48 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 388,439
COMMITMENTS
255 4,363 1,399 380,932 375,190 382,586 380,952 5,853 7,487
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 17,077)
210 2,322 61 18,178 15,153 18,449 17,536 -1,372 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.1 0.4 98.1 96.6 98.5 98.1 1.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 5 3 39 30 43 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,337
COMMITMENTS
1,496 0 1,043 103,517 105,572 106,056 106,615 3,281 2,722
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,800)
205 -287 167 3,488 3,526 3,860 3,406 -60 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 1.0 94.7 96.6 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 21 26 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,480
COMMITMENTS
0 550 0 27,837 27,630 27,837 28,180 643 300
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 4,620)
0 240 0 4,500 4,080 4,500 4,320 120 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 97.7 97.0 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 21 18 21 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,870
COMMITMENTS
0 932 126 259,170 256,741 259,296 257,799 4,574 6,071
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,448)
0 561 70 2,409 3,268 2,479 3,899 969 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 98.2 97.3 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 25 29 26 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,228
COMMITMENTS
777 0 112 176,928 182,188 177,817 182,300 7,411 2,928
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 4,955)
29 0 0 4,374 4,635 4,403 4,635 552 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 95.5 98.4 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 1 34 23 35 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 313,450
COMMITMENTS
420 0 0 310,010 310,612 310,430 310,612 3,020 2,838
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 497)
180 0 0 1,139 343 1,319 343 -822 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.9 99.1 99.0 99.1 1.0 0.9
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 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,413
COMMITMENTS
5,247 1,850 60 39,010 43,956 44,317 45,866 2,096 547
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,810)
1,440 -750 60 1,894 4,536 3,394 3,846 416 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.0 0.1 84.0 94.7 95.5 98.8 4.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 1 25 20 28 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 602,233
COMMITMENTS
20,255 15,603 5,567 569,694 574,327 595,516 595,497 6,717 6,736
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 11,920)
-2,303 3,036 1,156 13,598 7,294 12,451 11,486 -531 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.6 0.9 94.6 95.4 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
4 7 4 59 50 65 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,571
COMMITMENTS
1,804 230 3,863 231,352 231,353 237,019 235,446 5,552 7,125
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 16,080)
1,442 92 61 14,412 15,074 15,915 15,227 165 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 1.6 95.4 95.4 97.7 97.1 2.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 3 25 25 29 28
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,986
COMMITMENTS
0 0 0 36,253 36,622 36,253 36,622 733 364
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,998)
0 0 0 4,154 3,848 4,154 3,848 -156 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 99.0 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 10 16 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,292
COMMITMENTS
334 0 0 82,181 78,560 82,515 78,560 2,777 6,732
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,578)
334 0 0 1,064 951 1,398 951 180 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.4 92.1 96.7 92.1 3.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 22 26 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,708
COMMITMENTS
1,140 9,470 0 246,234 238,594 247,374 248,064 2,334 1,644
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 24,016)
1,140 5,570 0 23,585 17,776 24,725 23,346 -709 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.8 0.0 98.6 95.5 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 5 0 26 37 27 42
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,590
COMMITMENTS
1,730 15,928 30 238,914 228,989 240,674 244,947 4,916 643
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 26,446)
1,141 5,580 30 26,201 20,965 27,372 26,575 -926 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.5 0.0 97.3 93.2 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
3 5 1 39 43 42 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,364
COMMITMENTS
0 1,166 0 164,147 162,587 164,147 163,753 1,217 1,611
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 9,660)
0 182 0 9,360 8,698 9,360 8,880 300 780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.3 98.3 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 21 22 21 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,981
COMMITMENTS
0 0 0 27,490 27,739 27,490 27,739 491 242
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 6,214)
0 0 0 6,279 6,427 6,279 6,427 -65 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.1 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 15 15 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 271,800
COMMITMENTS
1,839 3,338 14,020 253,095 248,661 268,954 266,019 2,846 5,781
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,446)
218 993 -180 3,516 1,703 3,554 2,516 -1,108 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.2 5.2 93.1 91.5 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 3 38 38 42 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,754
COMMITMENTS
0 577 186 109,350 109,406 109,536 110,169 1,218 585
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 98.7 98.8 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 12 13 13 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,183
COMMITMENTS
0 327 93 107,130 104,452 107,223 104,872 6,960 9,311
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 531)
0 327 93 770 175 863 595 -332 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 93.8 91.5 93.9 91.8 6.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 21 23 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 224,712
COMMITMENTS
0 4,082 40 221,394 216,549 221,434 220,671 3,278 4,041
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 5,153)
0 626 40 4,538 6,715 4,578 7,381 575 -2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.5 96.4 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 1 28 30 29 34
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,445
COMMITMENTS
0 1,091 0 176,087 178,086 176,087 179,177 7,358 4,268
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,798)
0 542 0 2,725 1,548 2,725 2,090 73 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.0 97.1 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 23 19 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,997
COMMITMENTS
0 0 0 83,848 85,118 83,848 85,118 4,149 2,879
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,232)
0 0 0 849 1,454 849 1,454 383 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 96.7 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 17 21 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,577
COMMITMENTS
1,883 897 93 20,863 22,463 22,839 23,453 738 124
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,800)
753 330 0 1,290 1,714 2,043 2,044 -243 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.8 0.4 88.5 95.3 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 14 15 18 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,950
COMMITMENTS
4,044 0 623 197,838 200,913 202,505 201,536 3,445 4,414
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,501)
-574 0 428 3,249 2,824 3,103 3,252 398 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.3 96.1 97.6 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 19 20 21 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 172,023
COMMITMENTS
120 1,658 7,846 152,931 147,545 160,897 157,049 11,126 14,974
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,225)
-117 189 -36 3,159 2,888 3,006 3,041 219 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 4.6 88.9 85.8 93.5 91.3 6.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 4 27 30 31 35
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,429
COMMITMENTS
0 2,330 0 19,542 17,643 19,542 19,973 887 456
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 0.0 95.7 86.4 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 11 8 11 12
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 47,906
COMMITMENTS
364 0 92 42,960 46,139 43,416 46,231 4,490 1,675
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,151)
364 0 92 786 937 1,242 1,029 -91 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 89.7 96.3 90.6 96.5 9.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,572
COMMITMENTS
0 0 0 51,779 51,311 51,779 51,311 793 1,261
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 4,322)
0 -900 0 4,112 5,162 4,112 4,262 210 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.6 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 14 17 14 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 249,070
COMMITMENTS
0 10,733 610 244,212 232,036 244,822 243,379 4,248 5,691
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,679)
0 912 58 4,238 2,448 4,296 3,418 -617 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.2 98.0 93.2 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 3 1 40 39 41 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 127,767
COMMITMENTS
593 0 304 122,051 124,046 122,948 124,350 4,819 3,417
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 72)
-390 0 0 734 132 344 132 -272 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 95.5 97.1 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 24 28 25 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 145,806
COMMITMENTS
0 360 0 140,539 142,607 140,539 142,967 5,267 2,839
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,561)
0 360 0 2,561 1,866 2,561 2,226 0 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.4 97.8 96.4 98.1 3.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 21 22 21 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 58,231
COMMITMENTS
0 0 0 53,730 55,969 53,730 55,969 4,501 2,262
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 851)
0 0 0 2,008 452 2,008 452 -1,157 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 96.1 92.3 96.1 7.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 14 17 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 46,796
COMMITMENTS
210 721 240 45,069 44,374 45,519 45,335 1,277 1,461
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,882)
210 -240 240 1,890 3,532 2,340 3,532 542 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.5 96.3 94.8 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 15 19 17 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 269,323
COMMITMENTS
451 558 0 256,446 267,356 256,897 267,914 12,426 1,409
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 4,966)
-120 348 0 10,613 4,406 10,493 4,754 -5,527 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 95.2 99.3 95.4 99.5 4.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 29 22 30 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 114,367
COMMITMENTS
14,832 8,774 92 93,925 103,641 108,849 112,507 5,518 1,860
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 9,203)
96 0 0 11,299 9,203 11,395 9,203 -2,192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.7 0.1 82.1 90.6 95.2 98.4 4.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 18 18 20 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 213,689
COMMITMENTS
1,672 0 0 208,456 211,528 210,128 211,528 3,561 2,161
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 6,152)
0 0 0 6,121 6,004 6,121 6,004 31 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.6 99.0 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 23 23 24 23
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 27,386
COMMITMENTS
0 0 0 27,386 27,173 27,386 27,173 0 213
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 11 12 11
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 34,674
COMMITMENTS
4,403 989 5,021 24,865 28,558 34,289 34,568 385 106
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 363)
-5 86 59 309 218 363 363 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.9 14.5 71.7 82.4 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 5 16 29 28 45 44
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,187
COMMITMENTS
5,855 1,052 926 33,235 38,073 40,016 40,051 171 136
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 496)
-228 17 254 329 89 355 360 141 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.6 2.3 82.7 94.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 8 6 23 22 30 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 30,291
COMMITMENTS
2,225 500 1,125 26,831 28,646 30,181 30,271 110 20
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 345)
0 -50 50 295 345 345 345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.7 3.7 88.6 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 4 17 17 22 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 144,006
COMMITMENTS
8,051 8,616 7,631 127,885 127,659 143,567 143,906 439 100
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 115)
-148 289 13 250 -195 115 107 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.0 5.3 88.8 88.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 10 7 33 36 44 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,315
COMMITMENTS
650 4,698 3,076 65,581 61,536 69,307 69,309 8 6
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,404)
-75 -1,396 474 2,003 3,326 2,403 2,404 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.8 4.4 94.6 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 12 7 23 24 30 38
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,473
COMMITMENTS
0 675 75 33,398 32,693 33,473 33,443 0 30
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -50)
0 50 25 -75 -125 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.2 99.8 97.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 6 3 12 17 15 23
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 69,391
COMMITMENTS
16,360 3,027 2,958 49,702 63,397 69,020 69,382 371 9
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,327)
-180 -3,550 1,608 -159 3,261 1,269 1,319 58 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 4.4 4.3 71.6 91.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 26 26 32 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 86,940
COMMITMENTS
26,252 7,123 2,060 57,784 77,569 86,096 86,752 844 188
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 206)
-721 -3,435 528 -214 3,093 -407 186 613 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 8.2 2.4 66.5 89.2 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 3 28 26 34 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,030
COMMITMENTS
3,561 225 1,328 66,618 70,325 71,507 71,878 523 152
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 207)
0 50 0 201 161 201 211 6 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.3 1.8 92.5 97.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 26 26 29 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 99,285
COMMITMENTS
4,277 325 1,672 92,718 97,206 98,667 99,203 618 82
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 539)
0 75 0 448 493 448 568 91 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.3 1.7 93.4 97.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 2 29 29 32 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,090
COMMITMENTS
300 420 0 44,655 44,370 44,955 44,790 135 300
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -530)
300 0 0 -830 -530 -530 -530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.0 99.0 98.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 20 22 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,466
COMMITMENTS
335 600 25 24,745 24,711 25,105 25,336 361 130
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 400)
335 0 25 280 400 640 425 -240 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.4 0.1 97.2 97.0 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 20 19 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,995
COMMITMENTS
650 3,950 125 14,130 10,920 14,905 14,995 90 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 125)
-125 0 125 125 0 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 26.3 0.8 94.2 72.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 17 8 21 10
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 74,469
COMMITMENTS
16,533 240 4,780 52,676 69,377 73,989 74,397 480 72
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 786)
482 -6 12 153 790 646 796 140 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 0.3 6.4 70.7 93.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 1 10 31 33 49 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,585
COMMITMENTS
7,765 425 950 18,568 25,868 27,283 27,243 302 342
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 112)
0 100 0 112 12 112 112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 1.5 3.4 67.3 93.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 4 18 20 23 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,515
COMMITMENTS
650 280 140 54,580 54,880 55,370 55,300 145 215
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -65)
300 0 0 -365 -65 -65 -65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 0.3 98.3 98.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 21 23 23 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,310
COMMITMENTS
1,075 1,950 235 40,610 40,078 41,920 42,263 390 47
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,737)
275 0 25 1,617 1,712 1,917 1,737 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.6 0.6 96.0 94.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 23 23 27 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,210
COMMITMENTS
3,496 200 0 61,296 64,845 64,792 65,045 418 165
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 573)
10 0 0 563 573 573 573 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.3 0.0 94.0 99.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 0 26 18 30 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,425
COMMITMENTS
4,389 4,150 60 67,841 68,205 72,290 72,415 135 10
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,045)
230 0 0 775 1,035 1,005 1,035 40 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.7 0.1 93.7 94.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 1 27 19 33 21
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 87,938
COMMITMENTS
4,212 1,705 303 83,315 85,930 87,830 87,938 108 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 294)
12 -100 14 268 380 294 294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.9 0.3 94.7 97.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 4 25 30 31 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 112,787
COMMITMENTS
6,494 7,600 1,289 104,829 103,883 112,612 112,772 175 15
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 950)
-75 408 -225 1,260 768 960 950 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 6.7 1.1 92.9 92.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 14 7 28 34 38 49
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,040
COMMITMENTS
0 3,997 375 52,645 48,638 53,020 53,010 20 30
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 305)
-150 480 0 455 -175 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 0.7 99.3 91.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 5 3 16 13 19 18
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 48,885
COMMITMENTS
25 1,630 0 48,860 47,255 48,885 48,885 0 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,200)
0 100 0 1,200 1,100 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.3 0.0 99.9 96.7 100.0 100.0 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 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 64,161
COMMITMENTS
1,067 1,587 1,255 61,586 61,125 63,908 63,967 253 194
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,180)
-2,218 1,437 782 2,613 -1,015 1,177 1,204 3 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.5 2.0 96.0 95.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 22 21 26 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,843
COMMITMENTS
1,375 1,518 5,161 56,921 57,004 63,457 63,683 386 160
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,704)
-2,382 1,443 1,019 3,071 -758 1,708 1,704 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.4 8.1 89.2 89.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 4 22 25 29 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,968
COMMITMENTS
725 318 80 29,979 30,511 30,784 30,909 184 59
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -247)
80 60 0 -346 -298 -266 -238 19 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.3 96.8 98.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 13 19 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 29,090
COMMITMENTS
550 235 0 28,260 28,855 28,810 29,090 280 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -277)
80 -10 0 -360 -267 -280 -277 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.8 0.0 97.1 99.2 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 17 13 18 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,281
COMMITMENTS
209 3,959 1,734 32,262 28,539 34,205 34,232 76 49
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 522)
0 -714 67 455 1,145 522 498 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.5 5.1 94.1 83.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 6 5 25 22 32 28
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,141
COMMITMENTS
267 1,353 1,087 20,411 19,473 21,765 21,913 376 228
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 415)
10 10 0 400 405 410 415 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.1 4.9 92.2 87.9 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 14 17 17 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,398
COMMITMENTS
3,884 4,462 1,945 49,482 48,971 55,311 55,378 87 20
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 902)
-1,636 -132 212 2,328 822 904 902 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.1 3.5 89.3 88.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 5 28 28 34 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,333
COMMITMENTS
35 1,761 698 35,313 33,744 36,046 36,203 287 130
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 227)
-10 -31 -14 251 272 227 227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.8 1.9 97.2 92.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 4 22 22 27 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,227
COMMITMENTS
1,100 225 175 19,757 20,812 21,032 21,212 195 15
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,335)
-25 0 50 1,310 1,285 1,335 1,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.1 0.8 93.1 98.0 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 16 17 19 20
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,562
COMMITMENTS
470 250 425 12,547 12,887 13,442 13,562 120 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 0)
-250 0 0 250 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.8 3.1 92.5 95.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 14 11 17 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,787
COMMITMENTS
50 1,180 670 13,947 12,937 14,667 14,787 120 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 0)
-170 80 -80 250 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.0 4.5 94.3 87.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 2 15 12 18 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,757
COMMITMENTS
1,630 1,100 405 17,435 18,200 19,470 19,705 287 52
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -90)
-150 0 0 -202 -97 -352 -97 262 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.6 2.0 88.2 92.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 17 15 20 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,968
COMMITMENTS
1,675 1,100 320 16,692 17,485 18,687 18,905 281 63
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -90)
-150 0 0 -198 -108 -348 -108 258 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.8 1.7 88.0 92.2 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 16 15 19 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,316
COMMITMENTS
2,500 425 2,460 43,165 45,431 48,125 48,316 191 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 590)
-25 0 25 590 565 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.9 5.1 89.3 94.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 4 22 15 28 21
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,689
COMMITMENTS
2,675 500 2,250 42,563 44,939 47,488 47,689 201 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 520)
-25 0 25 520 495 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.0 4.7 89.3 94.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 5 21 16 28 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 126,519
COMMITMENTS
2,069 12,180 1,145 122,940 113,170 126,154 126,495 365 24
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 369)
67 -450 0 9 795 76 345 293 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.6 0.9 97.2 89.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 8 7 36 27 47 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 136,426
COMMITMENTS
2,722 12,125 1,465 132,152 122,781 136,339 136,371 87 55
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 656)
122 -296 -47 569 1,019 644 676 12 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 8.9 1.1 96.9 90.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 11 6 37 31 47 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 495,019
COMMITMENTS
23,755 22,128 63,318 407,186 409,018 494,258 494,464 761 555
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 4,645)
2,085 557 519 2,046 3,606 4,650 4,681 -5 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.5 12.8 82.3 82.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 20 16 45 42 74 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,419
COMMITMENTS
3,945 25 75 14,358 18,314 18,378 18,414 41 5
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 120)
30 0 0 90 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.1 0.4 78.0 99.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 19 8 23 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,372
COMMITMENTS
3,545 515 45 13,642 16,812 17,232 17,372 140 0
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 120)
55 0 0 90 120 145 120 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.0 0.3 78.5 96.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 17 7 21 11
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 7,035
COMMITMENTS
1,380 2,200 340 4,950 4,175 6,670 6,715 365 320
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -2,935)
-265 -410 -385 -1,945 -2,150 -2,595 -2,945 -340 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 31.3 4.8 70.4 59.3 94.8 95.5 5.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 10 5 24 25 33 36
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,284
COMMITMENTS
160 55 217 1,438 1,531 1,815 1,803 469 481
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 49)
55 -5 -35 10 37 30 -3 19 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.4 9.5 63.0 67.0 79.5 78.9 20.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 4 16 16 20 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,506
COMMITMENTS
174 398 253 3,328 2,901 3,755 3,552 751 954
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 52)
-28 45 8 146 30 126 83 -74 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.8 5.6 73.9 64.4 83.3 78.8 16.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 4 19 18 24 24
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,991
COMMITMENTS
5,620 2,214 179 32,147 35,529 37,946 37,922 45 69
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 526)
220 -66 55 251 535 526 524 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.8 0.5 84.6 93.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 38 34 43 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,013
COMMITMENTS
230 90 123 15,518 15,321 15,871 15,534 142 479
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 961)
0 20 0 961 961 961 981 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.8 96.9 95.7 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 24 30 28 33
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,287
COMMITMENTS
254 326 469 8,925 8,968 9,648 9,763 639 524
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 480)
45 -62 91 348 418 484 447 -4 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.2 4.6 86.8 87.2 93.8 94.9 6.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 2 29 29 33 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,724
COMMITMENTS
587 1,547 1,060 33,766 32,762 35,413 35,369 311 355
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 535)
0 -310 252 283 593 535 535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.3 3.0 94.5 91.7 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 3 18 27 22 33
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 66,502
COMMITMENTS
3,836 2,496 3,561 58,802 59,700 66,199 65,757 303 745
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,172)
70 -105 642 450 707 1,162 1,244 10 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.8 5.4 88.4 89.8 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 7 16 61 62 81 81
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 26,534
COMMITMENTS
0 0 0 26,294 26,411 26,294 26,411 240 123
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,578)
0 0 0 1,398 1,500 1,398 1,500 180 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 17 22 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 210,534
COMMITMENTS
0 0 0 201,726 200,963 201,726 200,963 8,808 9,571
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -15,178)
0 0 0 -11,223 -12,528 -11,223 -12,528 -3,955 -2,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 95.5 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 19 14 19
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 32,233
COMMITMENTS
15,537 425 1,580 10,057 28,596 27,174 30,601 5,059 1,632
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 381)
-336 0 295 -19 86 -60 381 441 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 1.3 4.9 31.2 88.7 84.3 94.9 15.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 5 13 13 18 19
Updated August 30, 2019