CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,720
COMMITMENTS
6,982 7,347 895 26,843 26,478 34,720 34,720 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 0)
-500 -30 50 450 -20 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 21.2 2.6 77.3 76.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 5 2 17 10 29 15
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 115,796
COMMITMENTS
44,171 25,529 16,307 55,101 73,748 115,579 115,584 218 213
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 3,741)
-207 1,334 231 3,790 2,259 3,813 3,823 -72 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 22.0 14.1 47.6 63.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 12 18 28 23 57 46
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 54,841
COMMITMENTS
21,949 7,491 6,976 25,715 40,082 54,639 54,549 202 293
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,757)
1,899 360 444 391 1,761 2,734 2,565 24 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 13.7 12.7 46.9 73.1 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 9 13 18 18 39 35
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,795
COMMITMENTS
39,518 97,418 2,925 104,352 46,452 146,795 146,795 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 773)
-100 250 300 573 223 773 773 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 66.4 2.0 71.1 31.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 4 17 14 23 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 104,794
COMMITMENTS
16,964 43,700 2,637 85,193 58,457 104,794 104,794 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,234)
157 400 0 -1,392 -1,634 -1,234 -1,234 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 41.7 2.5 81.3 55.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 3 3 14 11 22 16
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 30,168
COMMITMENTS
9,304 5,123 4,254 16,610 20,791 30,168 30,168 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -246)
-171 -175 100 -175 -171 -246 -246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 17.0 14.1 55.1 68.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 4 10 11 22 16
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 54,393
COMMITMENTS
6,235 2,985 1,725 46,433 49,683 54,393 54,393 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 5,178)
0 0 0 5,178 5,178 5,178 5,178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.5 3.2 85.4 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 2 3 19 16 28 21
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 9,336
COMMITMENTS
5,586 2,209 400 3,350 6,727 9,336 9,336 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 23.7 4.3 35.9 72.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 2 4 10 12 14
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| 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: 12,071
COMMITMENTS
846 2,450 464 10,761 9,157 12,071 12,071 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 315)
-165 50 165 315 100 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 20.3 3.8 89.1 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 3 11 7 14 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| 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: 19,803
COMMITMENTS
2,995 5,700 950 15,833 13,153 19,778 19,803 25 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -554)
100 50 0 -654 -604 -554 -554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 28.8 4.8 80.0 66.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 5 4 12 9 18 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 45,144
COMMITMENTS
23,644 9,400 2,587 18,913 33,157 45,144 45,144 0 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 122)
-1,378 500 0 1,500 -378 122 122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 20.8 5.7 41.9 73.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 4 15 10 23 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,451
COMMITMENTS
3,127 2,249 2,335 27,742 28,857 33,204 33,441 247 10
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -6,883)
-1,022 -1,278 209 -5,841 -5,757 -6,654 -6,826 -229 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.7 7.0 82.9 86.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 5 25 26 33 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 30,790
COMMITMENTS
3,323 1,014 2,611 24,467 27,079 30,401 30,704 389 86
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -7,042)
-1,576 -1,004 518 -5,917 -6,530 -6,975 -7,016 -67 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.3 8.5 79.5 87.9 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 4 22 19 28 24
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 4,978,195
COMMITMENTS
333,212 84,770 271,018 4344123 4598565 4948353 4954353 29,842 23,842
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -188,369)
53,984 -26,919 -68,914 -149,083 -59,861 -164,013 -155,694 -24,356 -32,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.7 5.4 87.3 92.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
50 18 51 149 121 214 176
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,080,383
COMMITMENTS
15,933 11,479 314,453 748,121 752,487 1078507 1078419 1,876 1,964
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 161,057)
6,792 -8,466 63,470 91,189 106,357 161,451 161,361 -395 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.1 29.1 69.2 69.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 8 23 45 45 69 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,410
COMMITMENTS
517 5,254 0 231,106 244,027 231,623 249,281 22,787 5,129
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -10,883)
-3 -900 -30 -11,086 -8,990 -11,119 -9,920 236 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.1 0.0 90.8 95.9 91.0 98.0 9.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 29 23 30 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,082
COMMITMENTS
2,102 5,353 279 135,817 123,216 138,198 128,848 3,884 13,234
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -9,005)
-425 95 -929 -7,501 -7,774 -8,855 -8,608 -150 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.8 0.2 95.6 86.7 97.3 90.7 2.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 19 22 21 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,645
COMMITMENTS
4,583 3,430 3,188 292,029 296,574 299,800 303,192 9,845 6,453
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -11,617)
-1,445 -338 1,757 -10,865 -14,465 -10,553 -13,046 -1,064 1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.1 1.0 94.3 95.8 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 3 29 28 34 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,316
COMMITMENTS
6,418 13,480 770 837,577 836,861 844,765 851,111 8,551 2,205
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -8,099)
-295 1,066 -332 -6,956 -8,678 -7,583 -7,944 -516 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.6 0.1 98.2 98.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 40 27 44 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 372,590
COMMITMENTS
3,224 6,736 1,553 355,331 355,026 360,108 363,315 12,482 9,275
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -21,278)
1,741 -478 306 -24,629 -20,350 -22,582 -20,522 1,304 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 0.4 95.4 95.3 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 4 3 39 37 43 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 518,231
COMMITMENTS
1,501 906 182 506,685 511,333 508,368 512,421 9,863 5,810
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -26,470)
-4,679 60 -60 -21,948 -26,858 -26,687 -26,858 217 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 97.8 98.7 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 1 40 39 43 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 387,365
COMMITMENTS
0 3,055 1,653 377,107 375,423 378,760 380,131 8,605 7,234
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -26,857)
0 -2,098 78 -27,991 -25,624 -27,913 -27,644 1,056 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.4 97.4 96.9 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 4 2 38 28 40 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,407
COMMITMENTS
1,101 3,155 652 96,088 95,858 97,841 99,665 4,566 2,742
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -8,475)
-423 750 -362 -6,871 -9,236 -7,656 -8,848 -819 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.1 0.6 93.8 93.6 95.5 97.3 4.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 16 19 20 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,972
COMMITMENTS
570 780 0 18,530 19,254 19,100 20,034 1,872 938
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -3,986)
270 -43 -360 -4,247 -3,728 -4,337 -4,131 351 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.7 0.0 88.4 91.8 91.1 95.5 8.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 12 17 14 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,943
COMMITMENTS
0 5 401 229,662 223,468 230,063 223,874 3,880 10,069
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -17,268)
0 -600 73 -17,512 -19,573 -17,439 -20,100 171 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.2 98.2 95.5 98.3 95.7 1.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 24 23 25 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,092
COMMITMENTS
0 0 0 174,131 178,095 174,131 178,095 6,961 2,997
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -9,287)
0 0 0 -9,318 -8,998 -9,318 -8,998 31 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 98.3 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 22 26 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,436
COMMITMENTS
0 0 0 281,404 284,557 281,404 284,557 6,032 2,879
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -18,369)
0 0 0 -18,257 -18,739 -18,257 -18,739 -112 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 23 21 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,651
COMMITMENTS
7,024 0 0 24,087 31,344 31,111 31,344 1,540 1,307
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -15,901)
-4,133 -570 -1,340 -10,097 -13,511 -15,570 -15,421 -331 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.0 0.0 73.8 96.0 95.3 96.0 4.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 0 0 13 13 21 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 587,759
COMMITMENTS
20,044 2,797 6,264 550,517 569,745 576,825 578,806 10,934 8,953
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -33,302)
-6,970 -2,564 779 -26,538 -31,312 -32,729 -33,097 -573 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 1.1 93.7 96.9 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 2 6 45 36 53 42
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,371
COMMITMENTS
340 1,528 2,746 203,915 197,895 207,001 202,169 3,370 8,202
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -19,585)
-289 702 1,073 -18,799 -21,323 -18,015 -19,548 -1,570 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 1.3 96.9 94.1 98.4 96.1 1.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 23 19 26 22
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,976
COMMITMENTS
342 0 1,156 41,535 42,306 43,033 43,462 943 514
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -12,648)
-372 0 -62 -11,873 -12,369 -12,307 -12,431 -341 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 2.6 94.4 96.2 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 9 14 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,358
COMMITMENTS
0 0 0 68,112 65,446 68,112 65,446 3,246 5,912
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -3,371)
0 0 0 -3,223 -1,429 -3,223 -1,429 -148 -1,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 91.7 95.5 91.7 4.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 15 19 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,162
COMMITMENTS
2,715 0 0 231,827 236,914 234,542 236,914 2,620 248
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -50,694)
-20,249 -8,700 -1,320 -28,555 -39,564 -50,124 -49,584 -570 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 97.8 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 23 15 24 15
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 222,275
COMMITMENTS
23,505 8,340 1,320 195,508 211,505 220,333 221,165 1,942 1,110
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -64,145)
-9,862 -12,481 -123 -55,084 -51,857 -65,069 -64,461 924 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.8 0.6 88.0 95.2 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 7 1 28 31 33 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,483
COMMITMENTS
1,170 0 0 129,824 131,339 130,994 131,339 1,489 1,144
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -18,699)
0 -558 0 -18,323 -17,704 -18,323 -18,262 -376 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.0 99.1 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 18 21 19 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 18,047
COMMITMENTS
240 3,480 0 16,297 14,232 16,537 17,712 1,510 335
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -8,726)
-2,294 -279 0 -7,113 -8,353 -9,407 -8,632 681 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 19.3 0.0 90.3 78.9 91.6 98.1 8.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 9 15 11
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 254,242
COMMITMENTS
1,220 2,478 4,844 241,347 235,359 247,411 242,681 6,831 11,561
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -6,508)
-240 -3,847 -1,703 -3,731 -4,067 -5,674 -9,617 -834 3,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 1.9 94.9 92.6 97.3 95.5 2.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 34 34 37 36
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,104
COMMITMENTS
0 0 0 92,007 91,220 92,007 91,220 10,097 10,884
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -4,727)
0 0 0 -5,876 -4,624 -5,876 -4,624 1,149 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 89.3 90.1 89.3 9.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 20 17 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 223,527
COMMITMENTS
1,220 1,768 0 219,356 218,516 220,576 220,284 2,951 3,243
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -10,099)
-300 0 0 -9,148 -9,696 -9,448 -9,696 -651 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.0 98.1 97.8 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 0 27 31 28 32
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,071
COMMITMENTS
0 0 0 44,475 45,577 44,475 45,577 3,596 2,494
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -5,644)
0 0 0 -4,658 -5,214 -4,658 -5,214 -986 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 94.8 92.5 94.8 7.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 16 11 16
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,514
COMMITMENTS
0 0 0 181,178 184,752 181,178 184,752 6,336 2,762
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -7,525)
0 0 0 -7,421 -6,519 -7,421 -6,519 -104 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.5 96.6 98.5 3.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 21 19 21 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,275
COMMITMENTS
0 0 0 77,791 78,618 77,791 78,618 2,484 1,657
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,774)
0 0 0 -2,750 -2,637 -2,750 -2,637 -24 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 97.9 96.9 97.9 3.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 16 20 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,928
COMMITMENTS
4,030 0 0 27,166 32,326 31,196 32,326 1,732 602
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -17,118)
-310 0 -155 -16,793 -16,741 -17,258 -16,896 140 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 82.5 98.2 94.7 98.2 5.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 12 12 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,045
COMMITMENTS
3,436 0 338 177,321 181,415 181,095 181,753 6,950 6,292
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -9,910)
-840 0 82 -7,768 -8,768 -8,526 -8,686 -1,384 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 94.3 96.5 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 18 19 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,964
COMMITMENTS
0 1,717 4,428 139,405 136,203 143,833 142,348 11,131 12,616
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -8,134)
-364 -2,336 701 -6,847 -4,963 -6,510 -6,598 -1,624 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 2.9 90.0 87.9 92.8 91.9 7.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 2 26 29 28 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,674
COMMITMENTS
540 310 0 37,197 37,468 37,737 37,778 937 896
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -11,563)
-712 -374 -184 -10,901 -10,695 -11,797 -11,253 234 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 0.0 96.2 96.9 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 13 11 14 12
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 228,047
COMMITMENTS
521 1,274 3,963 217,506 215,591 221,990 220,828 6,057 7,219
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -10,620)
-2,109 -1,374 -664 -9,697 -8,592 -12,470 -10,630 1,850 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.6 1.7 95.4 94.5 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 3 31 34 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 127,232
COMMITMENTS
796 0 0 118,334 121,753 119,130 121,753 8,102 5,479
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -8,159)
-19 -240 -347 -8,100 -7,471 -8,466 -8,058 307 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 93.0 95.7 93.6 95.7 6.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 27 27 28 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 163,981
COMMITMENTS
1,220 1,220 0 154,458 158,477 155,678 159,697 8,303 4,284
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -9,402)
-300 -300 0 -8,512 -8,622 -8,812 -8,922 -590 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 94.2 96.6 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 16 18 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 30,653
COMMITMENTS
240 1,312 186 28,770 27,521 29,196 29,019 1,457 1,634
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -11,488)
-341 -828 186 -10,863 -11,201 -11,018 -11,843 -470 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.3 0.6 93.9 89.8 95.2 94.7 4.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 8 17 10 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 270,250
COMMITMENTS
0 0 0 255,236 268,669 255,236 268,669 15,014 1,581
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -7,330)
0 -960 0 -6,957 -6,142 -6,957 -7,102 -373 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 99.4 94.4 99.4 5.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 16 26 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,398
COMMITMENTS
10,621 8,774 174 91,521 99,743 102,316 108,691 9,082 2,707
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -7,272)
-1,795 0 0 -3,742 -6,578 -5,537 -6,578 -1,735 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 7.9 0.2 82.2 89.5 91.8 97.6 8.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 13 14 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 205,971
COMMITMENTS
0 0 0 202,405 202,005 202,405 202,005 3,566 3,966
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -11,741)
0 -300 0 -12,693 -12,175 -12,693 -12,475 952 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.1 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 20 19 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 31,485
COMMITMENTS
4,123 892 5,117 21,931 25,121 31,171 31,130 314 355
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,922)
-894 710 -506 -514 -2,096 -1,915 -1,892 -7 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.8 16.3 69.7 79.8 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 18 28 28 46 46
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,241
COMMITMENTS
6,755 561 939 29,538 35,726 37,232 37,226 9 15
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -3,035)
-524 -249 -451 -2,060 -2,215 -3,035 -2,915 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 1.5 2.5 79.3 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 5 7 23 23 32 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 26,503
COMMITMENTS
3,625 450 725 22,079 25,313 26,429 26,488 74 15
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,061)
400 -500 50 -2,504 -1,611 -2,054 -2,061 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 1.7 2.7 83.3 95.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 16 15 21 19
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 135,265
COMMITMENTS
5,878 7,751 11,036 117,938 116,230 134,852 135,017 413 248
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -5,495)
-157 -714 657 -6,010 -5,573 -5,510 -5,630 15 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.7 8.2 87.2 85.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 7 8 34 36 48 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 76,460
COMMITMENTS
888 1,656 3,363 72,174 71,392 76,425 76,411 35 49
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,731)
-110 -489 185 1,621 2,010 1,696 1,706 35 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.2 4.4 94.4 93.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 8 6 21 23 30 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,492
COMMITMENTS
275 650 125 34,845 33,992 35,245 34,767 247 725
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,635)
-25 50 -50 1,463 910 1,388 910 247 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.8 0.4 98.2 95.8 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 10 15 12 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 68,058
COMMITMENTS
15,908 588 5,909 45,975 61,531 67,792 68,028 266 30
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -700)
-132 -269 415 -948 -876 -665 -730 -35 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.9 8.7 67.6 90.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 3 26 26 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 84,772
COMMITMENTS
26,336 1,243 4,768 52,911 78,570 84,015 84,581 757 191
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,325)
115 -716 486 -1,865 -1,074 -1,264 -1,304 -61 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 1.5 5.6 62.4 92.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 3 6 25 27 36 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,501
COMMITMENTS
3,643 401 1,498 69,437 73,529 74,578 75,428 923 73
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,914)
273 -73 -2 -3,245 -2,825 -2,974 -2,900 60 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.5 2.0 92.0 97.4 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 2 27 27 32 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,485
COMMITMENTS
4,111 479 2,054 90,608 94,937 96,773 97,470 712 15
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -4,904)
307 -49 29 -4,949 -4,852 -4,613 -4,872 -291 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 2.1 92.9 97.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 3 29 30 34 35
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,595
COMMITMENTS
400 420 0 44,070 43,900 44,470 44,320 125 275
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.0 98.8 98.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 19 20 20 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,434
COMMITMENTS
945 697 18 26,276 26,599 27,239 27,314 195 120
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 28)
0 0 0 28 28 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.5 0.1 95.8 97.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 19 19 22 22
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 80,279
COMMITMENTS
21,975 1,026 2,766 55,195 76,353 79,935 80,144 344 135
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 4,195)
3,242 69 159 774 3,987 4,175 4,215 20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 1.3 3.4 68.8 95.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 2 12 31 31 53 43
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,045
COMMITMENTS
10,041 165 800 18,913 28,728 29,754 29,693 291 352
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,856)
2,516 0 0 340 2,856 2,856 2,856 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 0.5 2.7 62.9 95.6 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 4 21 22 28 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,188
COMMITMENTS
500 345 75 51,483 51,553 52,058 51,973 130 215
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 0.1 98.6 98.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 22 26 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,731
COMMITMENTS
1,385 1,600 135 39,358 39,914 40,878 41,649 853 82
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 326)
35 -1 1 310 326 346 326 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 0.3 94.3 95.6 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 5 3 23 22 29 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,658
COMMITMENTS
2,932 200 0 58,153 61,113 61,085 61,313 573 345
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,715)
-138 0 0 -2,552 -2,715 -2,690 -2,715 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.3 0.0 94.3 99.1 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 24 18 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,279
COMMITMENTS
3,259 3,300 60 60,680 60,739 63,999 64,099 280 180
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -4,059)
-210 -300 0 -3,833 -3,759 -4,043 -4,059 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.1 0.1 94.4 94.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 25 18 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 84,817
COMMITMENTS
1,246 68 359 82,219 83,582 83,824 84,009 993 808
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,268)
231 -523 148 165 855 544 480 724 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 0.4 96.9 98.5 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 3 25 29 29 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 108,380
COMMITMENTS
1,990 4,824 860 104,069 102,560 106,919 108,244 1,461 136
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,122)
353 -756 -58 -2,502 -405 -2,206 -1,218 1,084 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.5 0.8 96.0 94.6 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 14 6 30 33 39 49
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 58,283
COMMITMENTS
50 4,131 375 57,348 51,477 57,773 55,983 510 2,300
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 425)
0 -300 0 -65 -1,575 -65 -1,875 490 2,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.1 0.6 98.4 88.3 99.1 96.1 0.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 14 15 17 20
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 51,265
COMMITMENTS
0 470 465 50,434 50,195 50,899 51,130 366 135
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,500)
0 -435 300 834 1,500 1,134 1,365 366 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.9 98.4 97.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 13 9 15 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,138
COMMITMENTS
1,429 1,956 1,507 59,128 58,576 62,064 62,039 74 99
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 47)
88 434 -95 104 -281 97 58 -50 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.1 2.4 95.2 94.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 3 23 23 30 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,998
COMMITMENTS
2,033 1,501 5,441 56,153 56,959 63,627 63,901 371 97
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,114)
-66 367 -3 -1,019 -1,444 -1,088 -1,080 -26 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.3 8.5 87.7 89.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 3 3 24 24 33 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,325
COMMITMENTS
690 450 80 27,390 27,739 28,160 28,269 165 56
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,839)
-95 -35 0 -1,816 -1,794 -1,911 -1,829 72 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.6 0.3 96.7 97.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 13 20 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 28,160
COMMITMENTS
575 0 0 27,386 28,058 27,961 28,058 199 102
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,386)
-65 -80 0 -1,320 -1,326 -1,385 -1,406 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 97.3 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 11 20 11
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,878
COMMITMENTS
549 1,584 864 31,451 30,428 32,864 32,876 14 2
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,598)
270 483 -390 -1,272 -1,214 -1,392 -1,121 -206 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.8 2.6 95.7 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 21 24 25 29
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,176
COMMITMENTS
46 2,237 554 20,236 18,290 20,836 21,081 340 95
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -226)
21 -71 -21 -266 -79 -266 -171 40 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.6 2.6 95.6 86.4 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 14 17 15 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,913
COMMITMENTS
1,734 2,803 1,078 54,005 52,969 56,817 56,850 96 63
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,659)
-489 -168 206 -2,385 -2,693 -2,668 -2,655 9 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.9 1.9 94.9 93.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 6 30 29 37 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,515
COMMITMENTS
517 1,833 1,052 37,575 36,510 39,144 39,395 371 120
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -844)
-78 2 75 -815 -921 -818 -844 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.6 2.7 95.1 92.4 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 24 20 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 21,122
COMMITMENTS
1,440 300 100 19,432 20,707 20,972 21,107 150 15
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 473)
-145 0 -50 683 523 488 473 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.4 0.5 92.0 98.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 16 14 19 16
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,299
COMMITMENTS
50 1,070 280 11,769 10,944 12,099 12,294 200 5
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,016)
0 -60 -15 -970 -935 -985 -1,010 -31 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.7 2.3 95.7 89.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 12 13 14 17
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,466
COMMITMENTS
50 1,470 205 12,091 10,791 12,346 12,466 120 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,010)
0 -60 -15 -995 -935 -1,010 -1,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.8 1.6 97.0 86.6 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 13 13 15 17
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,398
COMMITMENTS
2,090 375 485 13,644 15,493 16,219 16,353 179 45
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,615)
-335 -50 0 -1,277 -1,554 -1,612 -1,604 -3 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.3 3.0 83.2 94.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 16 16 19 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,206
COMMITMENTS
2,160 375 540 13,162 15,248 15,862 16,163 344 43
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,524)
-320 -50 0 -1,363 -1,469 -1,683 -1,519 159 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.3 3.3 81.2 94.1 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 15 16 18 20
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,473
COMMITMENTS
1,530 750 2,135 37,743 38,568 41,408 41,453 65 20
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,541)
-30 -95 -5 -2,499 -2,461 -2,534 -2,561 -7 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.8 5.1 91.0 93.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 3 23 15 29 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,401
COMMITMENTS
2,150 750 2,060 37,123 38,591 41,333 41,401 68 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,736)
-45 -100 -35 -2,647 -2,601 -2,727 -2,736 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.8 5.0 89.7 93.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 4 23 17 30 23
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,747
COMMITMENTS
1,610 12,074 1,187 107,915 97,407 110,712 110,668 35 79
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -5,657)
-60 -89 -290 -5,327 -5,338 -5,677 -5,717 20 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.9 1.1 97.4 88.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 9 6 38 30 47 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 119,767
COMMITMENTS
1,500 10,977 1,515 116,737 107,275 119,752 119,767 15 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -6,996)
-180 -435 -277 -6,539 -6,269 -6,996 -6,981 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 9.2 1.3 97.5 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 12 7 38 34 50 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 503,163
COMMITMENTS
25,189 29,611 60,441 417,267 412,786 502,897 502,838 266 325
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -3,291)
1,690 -2,713 1,923 -6,641 -2,661 -3,029 -3,452 -262 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.9 12.0 82.9 82.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 20 23 41 39 72 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,281
COMMITMENTS
3,915 0 0 12,352 16,281 16,267 16,281 14 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,032)
-130 0 0 -705 -1,032 -835 -1,032 -197 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 0.0 75.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 0 19 11 24 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,913
COMMITMENTS
3,575 210 60 12,064 15,643 15,699 15,913 214 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -924)
-10 -100 0 -692 -824 -702 -924 -222 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 1.3 0.4 75.8 98.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 19 10 23 11
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 3,606
COMMITMENTS
800 200 0 2,801 3,406 3,601 3,606 5 0
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 5.5 0.0 77.7 94.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 12 15 15 16
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,134
COMMITMENTS
303 0 270 1,253 1,478 1,826 1,748 308 386
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -349)
-86 0 -72 -154 -135 -312 -207 -37 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.0 12.7 58.7 69.3 85.6 81.9 14.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 4 13 18 17 22
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,780
COMMITMENTS
513 406 194 3,335 3,265 4,042 3,865 738 915
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -586)
-129 -26 38 -394 -523 -485 -511 -101 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 8.5 4.1 69.8 68.3 84.6 80.9 15.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 4 20 22 25 28
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,735
COMMITMENTS
5,147 0 35 28,328 33,519 33,510 33,554 225 181
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,185)
-881 -103 -145 -1,119 -1,915 -2,145 -2,163 -40 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 0.1 84.0 99.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 1 37 39 40 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,770
COMMITMENTS
0 4 138 13,477 13,011 13,615 13,153 155 617
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,789)
-114 4 4 -1,688 -1,746 -1,798 -1,738 9 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.0 97.9 94.5 98.9 95.5 1.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 24 22 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,393
COMMITMENTS
743 114 608 9,194 10,328 10,545 11,050 848 343
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,071)
62 -74 24 -1,026 -995 -940 -1,045 -131 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.0 5.3 80.7 90.7 92.6 97.0 7.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 1 4 29 31 36 35
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,954
COMMITMENTS
2,252 1,402 213 32,332 34,174 34,797 35,789 1,157 165
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,802)
291 -612 198 -3,418 -2,353 -2,929 -2,767 127 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.9 0.6 89.9 95.0 96.8 99.5 3.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 1 22 35 26 39
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,067
COMMITMENTS
4,436 1,478 3,432 51,665 54,447 59,533 59,357 534 710
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -5,249)
-1,015 -199 42 -4,531 -5,230 -5,504 -5,387 255 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.5 5.7 86.0 90.6 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 7 14 61 62 77 80
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 254,737
COMMITMENTS
1,995 196,759 1,291 244,629 19,069 247,915 217,119 6,822 37,618
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -13,801)
-300 -11,527 0 -12,329 -1,395 -12,629 -12,922 -1,172 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 77.2 0.5 96.0 7.5 97.3 85.2 2.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 6 2 12 7 14 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 27,424
COMMITMENTS
0 0 0 27,374 27,394 27,374 27,394 50 30
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 952)
0 0 0 952 952 952 952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 26 27 26
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,717
COMMITMENTS
0 0 0 10,517 10,419 10,517 10,419 200 298
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.2 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 12 11 12
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 213,480
COMMITMENTS
0 0 0 205,155 203,922 205,155 203,922 8,325 9,558
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 5,230)
0 0 0 3,460 5,230 3,460 5,230 1,770 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 95.5 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 18 12 18
Updated November 08, 2019