CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 17,314
COMMITMENTS
4,776 954 516 12,022 15,839 17,314 17,309 0 5
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 5.5 3.0 69.4 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 2 13 8 23 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 69,129
COMMITMENTS
39,505 22,595 2,743 26,691 43,606 68,939 68,944 190 185
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -1,640)
-1,101 -341 274 -813 -1,573 -1,640 -1,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 32.7 4.0 38.6 63.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 8 6 18 19 42 29
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 68,122
COMMITMENTS
27,370 17,424 7,843 32,767 42,781 67,980 68,047 142 75
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -102)
-1,013 -155 -95 1,013 227 -96 -23 -6 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 25.6 11.5 48.1 62.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 8 16 23 18 52 38
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 154,033
COMMITMENTS
41,935 24,401 3,984 108,114 125,648 154,033 154,033 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 15.8 2.6 70.2 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 7 4 16 15 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 124,974
COMMITMENTS
17,548 15,298 3,859 103,567 105,817 124,974 124,974 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 532)
28 0 172 332 360 532 532 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 12.2 3.1 82.9 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 2 3 18 11 26 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,910
COMMITMENTS
16,529 3,751 2,590 12,792 25,569 31,910 31,910 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,991)
2,309 0 477 205 2,514 2,991 2,991 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 11.8 8.1 40.1 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 4 4 10 15 22 22
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,464
COMMITMENTS
8,218 1,100 0 27,246 34,364 35,464 35,464 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -202)
58 0 0 -260 -202 -202 -202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.1 0.0 76.8 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 1 0 12 6 21 7
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,342
COMMITMENTS
6,861 450 858 6,623 13,034 14,342 14,342 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 525)
325 0 0 200 525 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 3.1 6.0 46.2 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 2 2 7 13 17 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 15,907
COMMITMENTS
613 506 69 15,226 15,332 15,907 15,907 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,358)
-402 6 69 2,691 2,283 2,358 2,358 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.2 0.4 95.7 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 12 10 16 11
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| 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: 12,455
COMMITMENTS
925 2,800 400 11,130 9,255 12,455 12,455 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 117)
75 0 35 7 82 117 117 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 22.5 3.2 89.4 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 2 12 8 15 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| 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: 21,217
COMMITMENTS
2,618 5,950 850 17,722 14,417 21,190 21,217 27 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,317)
450 75 -80 947 1,322 1,317 1,317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 28.0 4.0 83.5 68.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 3 12 11 17 20
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,149
COMMITMENTS
21,101 10,650 2,437 22,611 33,062 46,149 46,149 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,814)
-244 450 200 1,858 1,164 1,814 1,814 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 23.1 5.3 49.0 71.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 5 15 10 23 17
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,685
COMMITMENTS
550 7,400 1,450 12,685 5,835 14,685 14,685 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 50.4 9.9 86.4 39.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 11 7 14 11
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,708
COMMITMENTS
3,705 0 2,835 18,910 22,812 25,450 25,647 258 61
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -356)
485 0 169 -1,030 -515 -376 -346 20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.0 11.0 73.6 88.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 0 5 23 24 32 29
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 37,668
COMMITMENTS
1,687 3,096 2,946 31,903 31,593 36,536 37,635 1,132 33
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,601)
-225 398 225 2,601 1,978 2,601 2,601 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 8.2 7.8 84.7 83.9 97.0 99.9 3.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 3 21 21 27 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,210
COMMITMENTS
132 1,825 404 5,662 3,981 6,198 6,210 12 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 112)
13 -100 0 99 212 112 112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 29.4 6.5 91.2 64.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 14 12 17 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,090,165
COMMITMENTS
315,391 161,633 392,788 4351901 4507081 5060080 5061502 30,085 28,663
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 71,501)
61,717 7,213 -19,231 29,041 83,618 71,527 71,600 -26 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.2 7.7 85.5 88.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
37 24 44 145 114 200 164
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,123,573
COMMITMENTS
29,338 55,215 362,114 730,329 704,305 1121781 1121633 1,792 1,939
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 40,527)
2,183 -573 35,126 3,123 5,809 40,431 40,362 96 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.9 32.2 65.0 62.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 11 20 43 41 66 63
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,660
COMMITMENTS
4,633 4,939 0 241,870 262,380 246,503 267,319 26,157 5,341
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 5,526)
-360 -463 -302 4,553 5,660 3,891 4,895 1,635 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.8 0.0 88.7 96.2 90.4 98.0 9.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 26 22 28 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 134,852
COMMITMENTS
1,971 123 898 128,349 121,006 131,218 122,027 3,634 12,825
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -592)
1,788 -94 123 -922 486 989 515 -1,581 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 0.7 95.2 89.7 97.3 90.5 2.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 22 24 25 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,276
COMMITMENTS
8,087 1,362 5,811 305,354 321,241 319,252 328,414 12,024 2,862
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 8,179)
2,276 -3,894 524 5,855 11,175 8,655 7,805 -476 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.4 1.8 92.2 97.0 96.4 99.1 3.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 33 33 37 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,619
COMMITMENTS
8,102 10,758 2,562 833,406 838,575 844,070 851,895 9,549 1,724
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 10,959)
-305 221 502 10,908 10,209 11,105 10,932 -146 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.3 0.3 97.6 98.2 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 2 4 39 27 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,148
COMMITMENTS
2,836 5,752 1,326 348,425 343,031 352,587 350,109 6,561 9,039
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,154)
237 -34 -92 2,069 4,477 2,214 4,351 -1,060 -3,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.6 0.4 97.0 95.5 98.2 97.5 1.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 3 2 40 40 43 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 512,806
COMMITMENTS
1,022 1,880 700 503,595 501,487 505,317 504,067 7,489 8,739
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 13,188)
0 1,284 642 13,522 11,229 14,164 13,155 -976 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.4 0.1 98.2 97.8 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 2 40 37 43 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,971
COMMITMENTS
0 2,466 0 389,227 382,033 389,227 384,499 6,744 11,472
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 14,032)
0 -880 0 14,106 13,383 14,106 12,503 -74 1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.3 96.5 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 0 38 32 38 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,582
COMMITMENTS
449 3,759 1,050 97,164 94,696 98,663 99,505 3,919 3,077
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,553)
323 -517 764 1,217 1,162 2,304 1,409 -751 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.7 1.0 94.7 92.3 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 17 21 20 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,243
COMMITMENTS
0 362 0 24,081 23,641 24,081 24,003 1,162 1,240
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,321)
0 0 0 3,476 3,408 3,476 3,408 -155 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 95.4 93.7 95.4 95.1 4.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 14 16 14 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,349
COMMITMENTS
0 2,568 0 265,903 257,106 265,903 259,674 2,446 8,675
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 31,066)
0 2,084 -58 31,809 28,933 31,751 30,959 -685 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.1 95.8 99.1 96.8 0.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 25 25 25 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 184,266
COMMITMENTS
0 0 0 178,982 181,164 178,982 181,164 5,284 3,102
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 6,362)
0 0 0 7,119 5,871 7,119 5,871 -757 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 98.3 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 21 26 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 288,898
COMMITMENTS
0 2,736 0 282,088 283,994 282,088 286,730 6,810 2,168
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 24,996)
0 0 0 24,752 25,083 24,752 25,083 244 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 97.6 98.3 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 22 23 22 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,480
COMMITMENTS
3,999 0 0 32,199 37,265 36,198 37,265 1,282 215
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 7,830)
0 0 0 8,106 8,686 8,106 8,686 -276 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 85.9 99.4 96.6 99.4 3.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 12 16 16 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 564,570
COMMITMENTS
27,442 136 7,256 521,028 547,705 555,726 555,097 8,844 9,473
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,211)
-777 14 862 6,201 3,839 6,286 4,715 -3,075 -1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 1.3 92.3 97.0 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 2 6 52 40 61 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,074
COMMITMENTS
86 856 1,454 185,636 180,158 187,176 182,468 3,898 8,606
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,978)
-212 437 -128 4,703 3,210 4,363 3,519 -385 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.8 97.2 94.3 98.0 95.5 2.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 19 24 21
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,517
COMMITMENTS
98 418 544 44,077 43,178 44,719 44,140 798 1,377
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 6,388)
-428 418 0 6,940 5,532 6,512 5,950 -124 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 1.2 96.8 94.9 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 10 17 12
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,796
COMMITMENTS
0 0 0 82,409 83,053 82,409 83,053 6,387 5,743
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,053)
0 0 0 2,114 2,776 2,114 2,776 939 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 93.5 92.8 93.5 7.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,316
COMMITMENTS
798 0 0 255,672 262,768 256,470 262,768 6,846 548
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 716)
-522 0 0 1,180 716 658 716 58 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 97.1 99.8 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 17 23 17
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,693
COMMITMENTS
6,924 6,975 558 238,495 241,331 245,977 248,864 3,716 829
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 7,822)
-522 0 0 8,344 7,822 7,822 7,822 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.8 0.2 95.5 96.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 2 1 33 26 39 29
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,111
COMMITMENTS
0 868 0 112,850 113,267 112,850 114,135 2,261 976
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,744)
0 0 0 3,690 3,628 3,690 3,628 54 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.0 98.4 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 20 22 20 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 24,993
COMMITMENTS
383 0 0 23,579 24,838 23,962 24,838 1,031 155
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,582)
0 0 0 2,582 2,582 2,582 2,582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.3 99.4 95.9 99.4 4.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 13 17 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 256,210
COMMITMENTS
0 837 1,702 250,511 244,514 252,213 247,053 3,997 9,157
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,879)
-370 75 632 4,799 5,359 5,061 6,066 -182 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.7 97.8 95.4 98.4 96.4 1.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 3 2 36 32 38 35
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,616
COMMITMENTS
0 0 0 98,345 97,872 98,345 97,872 271 744
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 604)
0 0 0 488 604 488 604 116 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 9 14 9 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,109
COMMITMENTS
0 0 0 87,214 83,828 87,214 83,828 11,895 15,281
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,571)
0 0 0 3,143 2,525 3,143 2,525 428 1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 84.6 88.0 84.6 12.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 15 15 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,252
COMMITMENTS
0 898 0 207,049 205,826 207,049 206,724 4,203 4,528
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,014)
0 0 0 3,879 4,888 3,879 4,888 135 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 98.0 97.4 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 24 29 24 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,142
COMMITMENTS
0 0 0 181,486 182,734 181,486 182,734 4,656 3,408
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,396)
0 0 0 2,599 2,135 2,599 2,135 -203 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 98.2 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 19 22 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,262
COMMITMENTS
0 0 0 74,400 81,172 74,400 81,172 7,862 1,090
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 304)
0 0 0 304 1,281 304 1,281 0 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 98.7 90.4 98.7 9.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 15 20 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,027
COMMITMENTS
2,940 0 373 169,888 167,367 173,201 167,740 5,826 11,287
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 179)
80 0 373 1,630 101 2,083 474 -1,904 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.2 94.9 93.5 96.7 93.7 3.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 19 20 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,791
COMMITMENTS
0 6,882 6,559 135,668 130,486 142,227 143,927 12,564 10,864
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,244)
0 -1,406 183 1,711 4,680 1,894 3,457 1,350 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 4.2 87.6 84.3 91.9 93.0 8.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 3 25 28 28 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,550
COMMITMENTS
367 0 0 41,086 41,144 41,453 41,144 1,097 1,406
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,129)
0 0 0 1,100 1,013 1,100 1,013 29 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.6 96.7 97.4 96.7 2.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 14 13 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 224,184
COMMITMENTS
0 2,372 3,219 215,018 212,213 218,237 217,804 5,947 6,380
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,721)
0 -720 466 717 2,767 1,183 2,513 538 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.4 95.9 94.7 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 4 2 34 35 36 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 130,238
COMMITMENTS
1,159 620 27 124,466 126,329 125,652 126,976 4,586 3,262
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,659)
128 310 -147 3,913 3,578 3,894 3,741 -235 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.0 95.6 97.0 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 26 26 28 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 152,978
COMMITMENTS
600 0 0 144,847 148,353 145,447 148,353 7,531 4,625
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,114)
0 0 0 2,206 2,083 2,206 2,083 -92 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.7 97.0 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 17 19 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,811
COMMITMENTS
418 1,779 147 28,566 28,760 29,131 30,686 2,680 1,125
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 7,730)
418 26 -240 7,759 7,944 7,937 7,730 -207 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.6 0.5 89.8 90.4 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 12 14 14 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 276,131
COMMITMENTS
0 0 0 260,689 275,724 260,689 275,724 15,442 407
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 763)
0 0 0 -614 763 -614 763 1,377 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 99.9 94.4 99.9 5.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 16 27 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 104,264
COMMITMENTS
7,622 8,774 0 88,484 92,896 96,106 101,670 8,158 2,594
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,561)
0 0 0 3,530 3,591 3,530 3,591 31 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.4 0.0 84.9 89.1 92.2 97.5 7.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 13 14 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 204,459
COMMITMENTS
0 757 451 200,881 201,815 201,332 203,023 3,127 1,436
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,399)
0 -91 91 3,364 4,399 3,455 4,399 944 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 98.3 98.7 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 21 24 22 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 25,093
COMMITMENTS
3,124 2,405 2,978 18,461 19,429 24,563 24,812 530 281
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 824)
30 291 35 758 495 823 820 1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.6 11.9 73.6 77.4 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 9 17 25 24 42 42
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,847
COMMITMENTS
5,400 1,767 930 35,397 39,150 41,727 41,847 120 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 814)
-410 672 40 1,184 102 814 814 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.2 2.2 84.6 93.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 5 25 23 33 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,848
COMMITMENTS
4,594 450 534 26,720 30,864 31,848 31,848 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 828)
-25 25 0 853 803 828 828 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.4 1.7 83.9 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 4 18 19 23 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 131,499
COMMITMENTS
2,772 8,789 10,594 117,853 111,732 131,219 131,115 280 384
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,232)
-756 940 175 1,813 182 1,232 1,297 0 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.7 8.1 89.6 85.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 11 9 31 33 43 48
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,309
COMMITMENTS
1,440 1,046 2,615 67,223 67,628 71,279 71,289 30 20
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,372)
50 110 -58 1,380 1,320 1,372 1,372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 3.7 94.3 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 5 21 24 29 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,067
COMMITMENTS
401 400 350 32,316 32,317 33,067 33,067 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 780)
-150 325 150 780 305 780 780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 1.1 97.7 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 2 11 14 15 18
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,914
COMMITMENTS
16,078 405 6,114 37,339 53,363 59,531 59,882 383 32
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 805)
-50 -390 715 140 480 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 0.7 10.2 62.3 89.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 4 25 25 31 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 80,508
COMMITMENTS
24,971 1,889 4,976 50,225 73,578 80,172 80,443 336 65
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 503)
-638 -425 720 421 208 503 503 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 2.3 6.2 62.4 91.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 7 27 29 35 39
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,317
COMMITMENTS
2,245 1,320 1,294 68,930 70,599 72,469 73,213 848 104
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.8 1.8 94.0 96.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 27 25 30 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,710
COMMITMENTS
2,381 1,289 1,836 87,527 89,525 91,744 92,650 966 60
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 389)
20 -1 0 369 390 389 389 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.4 2.0 94.4 96.6 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 30 27 34 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,967
COMMITMENTS
400 420 0 39,141 38,943 39,541 39,363 426 604
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -840)
-50 0 0 -1,074 -855 -1,124 -855 284 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.1 0.0 97.9 97.4 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 14 19 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,119
COMMITMENTS
360 760 60 24,111 24,195 24,531 25,015 588 104
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -460)
5 -45 -5 -777 -414 -777 -464 317 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.0 0.2 96.0 96.3 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 19 16 21 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 84,331
COMMITMENTS
18,811 787 3,439 61,725 79,988 83,975 84,214 356 117
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -2,178)
-575 83 556 -2,164 -2,828 -2,182 -2,188 4 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 0.9 4.1 73.2 94.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 3 12 31 31 52 44
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,498
COMMITMENTS
9,396 300 300 26,502 35,556 36,198 36,156 300 342
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -691)
475 -55 -300 -861 -336 -686 -691 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 0.8 0.8 72.6 97.4 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 1 1 17 20 24 22
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,365
COMMITMENTS
500 420 0 44,719 44,341 45,219 44,761 146 604
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -1,166)
-100 25 -25 -1,034 -1,241 -1,159 -1,241 -7 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.9 0.0 98.6 97.7 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 21 17 23 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,828
COMMITMENTS
300 1,908 0 38,120 37,806 38,420 39,714 1,408 114
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -1,436)
-235 -125 -5 -1,549 -1,320 -1,789 -1,450 353 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.8 0.0 95.7 94.9 96.5 99.7 3.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 7 0 19 18 20 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,315
COMMITMENTS
2,463 1,400 0 59,244 60,570 61,707 61,970 608 345
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 735)
0 -300 0 735 1,035 735 735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.2 0.0 95.1 97.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 23 15 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,051
COMMITMENTS
3,496 1,200 60 61,165 63,571 64,721 64,831 330 220
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 425)
25 -2,800 0 400 3,225 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.8 0.1 94.0 97.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 16 28 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 79,816
COMMITMENTS
1,742 2,304 88 77,720 77,409 79,550 79,801 266 15
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,980)
215 143 33 1,731 1,804 1,979 1,980 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.9 0.1 97.4 97.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 6 1 27 28 30 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 98,551
COMMITMENTS
2,760 7,699 445 95,032 90,316 98,237 98,460 314 91
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,612)
191 154 53 2,383 2,384 2,627 2,591 -15 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.8 0.5 96.4 91.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 15 7 30 29 39 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,932
COMMITMENTS
150 4,907 275 53,487 48,750 53,912 53,932 20 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,110)
100 1,185 -50 1,060 -25 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.1 0.5 99.2 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 3 16 13 19 19
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,741
COMMITMENTS
1,501 1,490 743 61,448 61,251 63,692 63,484 49 257
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 496)
55 0 0 441 496 496 496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 1.2 96.4 96.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 22 20 27 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 71,369
COMMITMENTS
1,895 2,098 4,692 64,717 64,492 71,304 71,282 65 87
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,026)
135 0 0 886 1,026 1,021 1,026 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.9 6.6 90.7 90.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 4 2 23 18 32 23
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,692
COMMITMENTS
865 575 0 25,631 26,097 26,496 26,672 196 20
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.2 0.0 96.0 97.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 12 17 13
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 26,191
COMMITMENTS
745 50 0 25,089 26,071 25,834 26,121 357 70
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 205)
0 0 0 205 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 0.0 95.8 99.5 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 11 17 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,992
COMMITMENTS
81 2,426 1,249 32,593 30,225 33,923 33,900 69 92
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 203)
45 -562 119 205 701 369 258 -166 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.1 3.7 95.9 88.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 4 19 18 24 23
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,511
COMMITMENTS
333 3,083 367 19,872 18,031 20,572 21,481 939 30
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 182)
0 120 -10 189 62 179 172 3 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 14.3 1.7 92.4 83.8 95.6 99.9 4.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 12 14 13 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,841
COMMITMENTS
2,671 3,652 1,303 52,798 51,876 56,772 56,831 69 10
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,056)
375 37 -41 1,757 2,065 2,091 2,061 -35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.4 2.3 92.9 91.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 7 29 26 38 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,203
COMMITMENTS
691 794 895 37,314 37,514 38,900 39,203 303 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 429)
65 -30 2 352 457 419 429 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.0 2.3 95.2 95.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 5 24 24 30 29
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,051
COMMITMENTS
1,350 484 276 18,305 19,276 19,931 20,036 120 15
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 133)
-224 184 24 333 -75 133 133 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.4 1.4 91.3 96.1 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 16 16 20 18
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,832
COMMITMENTS
100 1,535 200 10,357 9,097 10,657 10,832 175 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 168)
0 250 -50 208 -32 158 168 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 14.2 1.8 95.6 84.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 13 12 16 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,994
COMMITMENTS
100 1,925 125 10,639 8,944 10,864 10,994 130 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 168)
0 250 -50 208 -32 158 168 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.5 1.1 96.8 81.4 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 14 12 17 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,070
COMMITMENTS
1,150 200 730 11,688 13,095 13,568 14,025 502 45
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 0)
-5 0 0 5 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.4 5.2 83.1 93.1 96.4 99.7 3.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 14 13 17 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,810
COMMITMENTS
1,350 130 565 11,420 13,070 13,335 13,765 475 45
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 0)
-5 0 0 5 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.9 4.1 82.7 94.6 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 14 13 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,506
COMMITMENTS
500 975 2,965 33,875 33,506 37,340 37,446 166 60
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 7.9 90.3 89.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 20 12 23 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,397
COMMITMENTS
745 765 2,860 33,625 33,772 37,230 37,397 167 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.0 7.6 89.9 90.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 4 20 13 24 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 105,257
COMMITMENTS
905 7,841 1,343 102,936 96,038 105,184 105,222 73 35
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,153)
-215 -160 120 3,248 3,193 3,153 3,153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.4 1.3 97.8 91.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 8 5 38 32 45 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 118,896
COMMITMENTS
1,606 7,621 2,211 115,027 108,994 118,844 118,826 52 70
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 9,302)
-50 366 10 9,342 8,921 9,302 9,297 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.4 1.9 96.7 91.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 9 8 40 36 51 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 424,063
COMMITMENTS
19,409 25,889 43,490 360,705 354,483 423,603 423,862 460 201
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 5,433)
-616 -1,577 1,973 3,972 5,068 5,328 5,463 105 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.1 10.3 85.1 83.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 18 23 42 41 72 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,952
COMMITMENTS
4,370 0 25 10,412 14,927 14,807 14,952 145 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 335)
550 0 25 -240 310 335 335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.0 0.2 69.6 99.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 18 8 21 9
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,122
COMMITMENTS
3,540 0 0 10,257 13,992 13,797 13,992 325 130
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -60)
250 0 -70 -240 10 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 0.0 72.6 99.1 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 17 6 19 6
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,850
COMMITMENTS
2,900 450 0 1,950 4,400 4,850 4,850 0 0
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 61)
1,095 0 0 -1,033 61 62 61 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 9.3 0.0 40.2 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 8 12 12 13
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 1,867
COMMITMENTS
275 0 163 1,028 1,250 1,466 1,413 401 454
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.0 8.7 55.1 67.0 78.5 75.7 21.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 4 13 16 17 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,610
COMMITMENTS
110 251 40 3,848 3,483 3,998 3,774 612 836
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 242)
33 97 15 210 202 258 314 -16 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.4 0.9 83.5 75.6 86.7 81.9 13.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 24 25 26 30
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,140
COMMITMENTS
3,354 98 0 26,124 29,887 29,478 29,985 662 155
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 453)
55 -51 0 399 490 454 439 -1 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.3 0.0 86.7 99.2 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 0 31 34 33 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,274
COMMITMENTS
60 0 35 18,059 17,159 18,154 17,194 120 1,080
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,668)
0 0 0 1,764 1,672 1,764 1,672 -96 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 98.8 93.9 99.3 94.1 0.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 21 23 23 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,408
COMMITMENTS
444 110 5 7,153 7,766 7,602 7,881 806 527
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 330)
5 45 0 325 305 330 350 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.3 0.1 85.1 92.4 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 25 29 28 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 44,643
COMMITMENTS
1,862 1,996 151 41,701 42,464 43,714 44,611 929 32
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,493)
635 58 0 3,831 4,405 4,466 4,463 27 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.5 0.3 93.4 95.1 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 1 2 25 40 33 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,872
COMMITMENTS
1,781 1,968 1,439 54,104 53,808 57,324 57,215 548 657
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,117)
94 109 382 3,744 3,800 4,220 4,291 -103 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.4 2.5 93.5 93.0 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
7 10 11 60 63 73 78
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 26,466
COMMITMENTS
0 0 0 25,974 25,637 25,974 25,637 492 829
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,526)
0 0 0 1,181 1,196 1,181 1,196 345 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 96.9 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 25 23 25 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,010
COMMITMENTS
50 245 30 9,820 9,515 9,900 9,790 110 220
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 50)
0 0 30 20 30 50 60 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 0.3 98.1 95.1 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 12 17 13 19
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,608
COMMITMENTS
145 0 0 10,298 10,403 10,443 10,403 165 205
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.1 98.1 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 13 13 13
Updated January 17, 2020