CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| 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 01/14/20 (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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 68,447
COMMITMENTS
38,226 22,363 2,992 27,039 42,907 68,257 68,262 190 185
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -682)
-1,279 -232 249 348 -699 -682 -682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 32.7 4.4 39.5 62.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 8 6 18 19 40 29
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 72,074
COMMITMENTS
27,515 17,931 9,803 34,607 44,265 71,925 71,999 149 75
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,952)
145 507 1,961 1,839 1,484 3,945 3,952 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 24.9 13.6 48.0 61.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 9 15 24 19 54 38
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 154,733
COMMITMENTS
41,859 24,425 4,660 108,214 125,648 154,733 154,733 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 700)
-76 24 676 100 0 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 15.8 3.0 69.9 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 6 4 16 15 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 132,990
COMMITMENTS
20,190 14,848 4,520 108,280 113,621 132,990 132,990 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 8,016)
2,641 -450 662 4,713 7,804 8,016 8,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.2 3.4 81.4 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 3 18 12 26 16
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,041
COMMITMENTS
16,599 3,869 2,625 12,817 25,547 32,041 32,041 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 130)
70 118 35 25 -23 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 12.1 8.2 40.0 79.7 100.0 100.0 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,564
COMMITMENTS
8,218 1,100 0 27,346 34,464 35,564 35,564 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 3.1 0.0 76.9 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 17,917
COMMITMENTS
7,661 375 933 9,323 16,609 17,917 17,917 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,575)
800 -75 75 2,700 3,575 3,575 3,575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 2.1 5.2 52.0 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 2 2 8 14 19 17
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 15,927
COMMITMENTS
612 508 67 15,248 15,352 15,927 15,927 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 20)
-1 1 -1 22 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 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 01/21/20 |
--------------------------------------------------------------| 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: 11,811
COMMITMENTS
1,125 3,025 290 10,396 8,496 11,811 11,811 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -644)
200 225 -110 -734 -759 -644 -644 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 25.6 2.5 88.0 71.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 1 11 8 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| 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: 19,802
COMMITMENTS
2,345 5,425 775 16,657 13,602 19,777 19,802 25 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -1,415)
-273 -525 -75 -1,065 -815 -1,413 -1,415 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 27.4 3.9 84.1 68.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 3 12 10 17 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,674
COMMITMENTS
22,013 11,650 2,350 23,311 33,674 47,674 47,674 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,525)
912 1,000 -87 700 612 1,525 1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 24.4 4.9 48.9 70.6 100.0 100.0 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,735
COMMITMENTS
500 7,400 1,500 12,735 5,835 14,735 14,735 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 50)
-50 0 50 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 50.2 10.2 86.4 39.6 100.0 100.0 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,535
COMMITMENTS
3,668 0 2,509 20,100 23,965 26,277 26,474 258 61
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 827)
-37 0 -326 1,190 1,153 827 827 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 9.5 75.7 90.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 0 5 24 24 33 29
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 41,292
COMMITMENTS
1,587 3,221 3,008 35,325 35,030 39,920 41,259 1,372 33
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,624)
-100 125 62 3,422 3,437 3,384 3,624 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.8 7.3 85.5 84.8 96.7 99.9 3.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 3 22 21 28 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,386
COMMITMENTS
182 1,780 404 5,788 4,202 6,374 6,386 12 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 176)
50 -45 0 126 221 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 27.9 6.3 90.6 65.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 13 18 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,139,324
COMMITMENTS
283,216 148,020 409,888 4417734 4550471 5110838 5108379 28,486 30,945
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 49,159)
-32,175 -13,613 17,100 65,833 43,390 50,758 46,877 -1,599 2,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.9 8.0 86.0 88.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
32 27 41 149 119 201 168
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,379,421
COMMITMENTS
48,149 52,862 506,850 822,584 817,788 1377582 1377501 1,838 1,920
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 255,848)
18,810 -2,352 144,736 92,255 113,484 255,801 255,868 47 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.8 36.7 59.6 59.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 15 22 45 44 69 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,141
COMMITMENTS
5,263 4,908 62 245,646 267,065 250,971 272,035 26,170 5,106
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 4,481)
630 -31 62 3,776 4,685 4,468 4,716 13 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.8 0.0 88.6 96.4 90.6 98.2 9.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 27 22 29 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,797
COMMITMENTS
2,486 781 748 134,425 124,071 137,659 125,600 3,138 15,197
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,945)
515 658 -150 6,076 3,065 6,441 3,573 -496 2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 0.5 95.5 88.1 97.8 89.2 2.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 22 23 25 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,743
COMMITMENTS
11,144 0 4,952 316,636 333,288 332,732 338,240 10,011 4,503
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 11,467)
3,057 -1,362 -859 11,282 12,047 13,480 9,826 -2,013 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 1.4 92.4 97.2 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 2 34 32 38 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,559
COMMITMENTS
6,611 10,758 2,966 834,399 837,961 843,976 851,685 9,583 1,874
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -60)
-1,491 0 404 993 -614 -94 -210 34 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 0.3 97.8 98.2 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 2 5 38 27 45 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 362,727
COMMITMENTS
2,428 5,096 1,379 352,432 346,063 356,239 352,538 6,488 10,189
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,579)
-408 -656 53 4,007 3,032 3,652 2,429 -73 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 0.4 97.2 95.4 98.2 97.2 1.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 3 3 42 39 45 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 525,943
COMMITMENTS
1,670 596 119 516,030 515,676 517,819 516,391 8,124 9,552
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 13,137)
648 -1,284 -581 12,435 14,189 12,502 12,324 635 813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.0 98.1 98.0 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 2 2 42 38 45 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 399,262
COMMITMENTS
0 3,964 0 391,593 384,061 391,593 388,025 7,669 11,237
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,291)
0 1,498 0 2,366 2,028 2,366 3,526 925 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.1 96.2 98.1 97.2 1.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 2 0 37 31 37 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,191
COMMITMENTS
130 3,506 1,267 105,339 102,561 106,736 107,334 3,455 2,857
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 7,609)
-319 -253 217 8,175 7,865 8,073 7,829 -464 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.2 1.1 95.6 93.1 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 20 23 23 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,824
COMMITMENTS
0 362 0 26,662 26,135 26,662 26,497 1,162 1,327
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,581)
0 0 0 2,581 2,494 2,581 2,494 0 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 95.8 93.9 95.8 95.2 4.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 16 16 16 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,392
COMMITMENTS
0 5,589 0 276,760 265,282 276,760 270,871 2,632 8,521
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 11,043)
0 3,021 0 10,857 8,176 10,857 11,197 186 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 99.1 94.9 99.1 97.0 0.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 25 25 25 27
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,123
COMMITMENTS
0 0 0 185,752 188,108 185,752 188,108 5,371 3,015
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,857)
0 0 0 6,770 6,944 6,770 6,944 87 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 98.4 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 292,798
COMMITMENTS
0 2,736 0 287,577 287,102 287,577 289,838 5,221 2,960
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,900)
0 0 0 5,489 3,108 5,489 3,108 -1,589 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.2 98.1 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 21 23 21 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,307
COMMITMENTS
5,159 0 0 32,837 39,121 37,996 39,121 1,311 186
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,827)
1,160 0 0 638 1,856 1,798 1,856 29 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 0.0 83.5 99.5 96.7 99.5 3.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 13 16 17 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 576,092
COMMITMENTS
28,946 461 7,275 530,062 558,402 566,283 566,138 9,809 9,954
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 11,522)
1,504 325 19 9,034 10,697 10,557 11,041 965 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 1.3 92.0 96.9 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 2 6 52 41 61 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,698
COMMITMENTS
181 860 1,237 185,359 179,738 186,777 181,835 3,921 8,863
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -376)
95 4 -217 -277 -420 -399 -633 23 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.6 97.2 94.3 97.9 95.4 2.1 4.6
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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,546
COMMITMENTS
301 418 341 44,077 43,838 44,719 44,597 827 949
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 29)
203 0 -203 0 660 0 457 29 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.7 96.8 96.2 98.2 97.9 1.8 2.1
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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,316
COMMITMENTS
0 0 0 86,289 86,553 86,289 86,553 6,027 5,763
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,520)
0 0 0 3,880 3,500 3,880 3,500 -360 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 93.8 93.5 93.8 6.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 264,991
COMMITMENTS
602 0 428 256,970 263,957 258,000 264,385 6,991 606
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,675)
-196 0 428 1,298 1,189 1,530 1,617 145 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.2 97.0 99.6 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 24 18 26 19
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,093
COMMITMENTS
6,916 7,163 798 240,605 243,303 248,319 251,264 3,774 829
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,400)
-8 188 240 2,110 1,972 2,342 2,400 58 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.8 0.3 95.4 96.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 3 1 34 26 40 29
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,141
COMMITMENTS
0 868 0 114,822 115,239 114,822 116,107 2,319 1,034
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,030)
0 0 0 1,972 1,972 1,972 1,972 58 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.0 98.4 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 20 24 20 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 25,515
COMMITMENTS
383 0 0 24,101 25,302 24,484 25,302 1,031 213
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 522)
0 0 0 522 464 522 464 0 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.5 99.2 96.0 99.2 4.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 14 18 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,235
COMMITMENTS
122 820 1,616 252,140 245,560 253,878 247,996 3,357 9,239
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,025)
122 -17 -86 1,629 1,046 1,665 943 -640 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.6 98.0 95.5 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 38 33 40 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,376
COMMITMENTS
0 0 0 118,105 117,632 118,105 117,632 271 744
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 19,760)
0 0 0 19,760 19,760 19,760 19,760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.4 99.8 99.4 0.2 0.6
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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,411
COMMITMENTS
0 0 0 90,222 86,927 90,222 86,927 11,189 14,484
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,302)
0 0 0 3,008 3,099 3,008 3,099 -706 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.0 85.7 89.0 85.7 11.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,367
COMMITMENTS
1,130 575 340 206,252 206,248 207,722 207,163 4,645 5,204
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,115)
1,130 -323 340 -797 422 673 439 442 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.2 97.1 97.1 97.8 97.5 2.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 23 29 25 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,284
COMMITMENTS
0 0 0 186,055 188,079 186,055 188,079 5,229 3,205
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,142)
0 0 0 4,569 5,345 4,569 5,345 573 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 98.3 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,931
COMMITMENTS
0 0 0 74,887 81,777 74,887 81,777 8,044 1,154
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 669)
0 0 0 487 605 487 605 182 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 98.6 90.3 98.6 9.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 21 15 21 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,613
COMMITMENTS
2,918 20 398 173,488 173,430 176,804 173,848 7,809 10,765
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,586)
-22 20 25 3,600 6,063 3,603 6,108 1,983 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.2 94.0 93.9 95.8 94.2 4.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 19 20 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,169
COMMITMENTS
0 8,177 6,640 141,638 135,396 148,278 150,213 12,891 10,956
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 6,378)
0 1,295 81 5,970 4,910 6,051 6,286 327 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 4.1 87.9 84.0 92.0 93.2 8.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 3 25 29 28 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,492
COMMITMENTS
367 0 0 40,970 40,941 41,337 40,941 1,155 1,551
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -58)
0 0 0 -116 -203 -116 -203 58 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.4 96.3 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 14 14 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 225,555
COMMITMENTS
0 3,232 3,693 216,813 210,695 220,506 217,620 5,049 7,935
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,371)
0 860 474 1,795 -1,518 2,269 -184 -898 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.6 96.1 93.4 97.8 96.5 2.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
0 6 3 37 34 40 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 132,117
COMMITMENTS
794 682 53 128,161 130,015 129,008 130,750 3,109 1,367
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,879)
-365 62 26 3,695 3,686 3,356 3,774 -1,477 -1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.0 97.0 98.4 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 29 26 30 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 156,310
COMMITMENTS
600 0 0 148,150 152,498 148,750 152,498 7,560 3,812
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,332)
0 0 0 3,303 4,145 3,303 4,145 29 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.8 97.6 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 18 18 19 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 34,097
COMMITMENTS
418 1,895 31 31,332 31,017 31,781 32,943 2,316 1,154
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,286)
0 116 -116 2,766 2,257 2,650 2,257 -364 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.6 0.1 91.9 91.0 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 13 15 15 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 275,409
COMMITMENTS
0 0 0 259,967 275,002 259,967 275,002 15,442 407
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -722)
0 0 0 -722 -722 -722 -722 0 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 104,476
COMMITMENTS
7,622 8,774 0 88,696 93,108 96,318 101,882 8,158 2,594
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 212)
0 0 0 212 212 212 212 0 0
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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 209,574
COMMITMENTS
0 757 451 204,799 206,901 205,250 208,109 4,324 1,465
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5,115)
0 0 0 3,918 5,086 3,918 5,086 1,197 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 97.7 98.7 97.9 99.3 2.1 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 27,467
COMMITMENTS
3,258 2,900 3,383 20,292 20,877 26,933 27,160 534 308
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,374)
135 495 405 1,831 1,448 2,370 2,348 4 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.6 12.3 73.9 76.0 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 8 16 27 26 44 43
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,273
COMMITMENTS
4,720 2,188 1,005 36,428 39,080 42,153 42,273 120 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 426)
-680 421 75 1,031 -70 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 5.2 2.4 86.2 92.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 6 6 25 23 33 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 32,342
COMMITMENTS
4,075 656 828 27,439 30,858 32,342 32,342 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 494)
-519 206 294 719 -6 494 494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.0 2.6 84.8 95.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 4 18 21 23 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 133,448
COMMITMENTS
2,597 8,513 10,780 119,793 113,797 133,170 133,090 278 358
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,949)
-175 -276 186 1,940 2,065 1,951 1,975 -2 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.4 8.1 89.8 85.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 10 9 30 33 42 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,046
COMMITMENTS
1,515 1,693 2,794 67,707 67,539 72,016 72,026 30 20
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 738)
75 648 179 484 -89 738 738 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.4 3.9 94.0 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 3 5 21 24 29 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,142
COMMITMENTS
401 450 350 32,391 32,342 33,142 33,142 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 75)
0 50 0 75 25 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.4 1.1 97.7 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 11 15 15 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 60,569
COMMITMENTS
16,078 395 6,114 37,921 54,028 60,113 60,537 456 32
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 655)
0 -10 0 582 665 582 655 73 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.7 10.1 62.6 89.2 99.2 99.9 0.8 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 81,432
COMMITMENTS
24,977 1,893 5,056 51,067 74,483 81,100 81,432 332 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 924)
6 4 80 842 905 928 989 -4 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 2.3 6.2 62.7 91.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 6 8 27 29 36 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,603
COMMITMENTS
2,235 1,320 1,294 69,211 70,880 72,740 73,494 863 109
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 286)
-10 0 0 281 281 271 281 15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 93,079
COMMITMENTS
2,379 1,389 1,836 87,883 89,794 92,098 93,019 981 60
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 369)
-2 100 0 356 269 354 369 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.5 2.0 94.4 96.5 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 30 27 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,422
COMMITMENTS
400 120 230 41,366 41,468 41,996 41,818 426 604
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,455)
0 -300 230 2,225 2,525 2,455 2,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.5 97.5 97.8 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 14 20 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,068
COMMITMENTS
360 780 45 24,075 24,139 24,480 24,964 588 104
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -51)
0 20 -15 -36 -56 -51 -51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.1 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 86,914
COMMITMENTS
19,562 1,333 3,669 63,263 81,712 86,495 86,715 419 199
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,583)
751 546 231 1,538 1,724 2,520 2,501 63 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 1.5 4.2 72.8 94.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
20 4 12 31 31 53 45
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,538
COMMITMENTS
9,896 300 300 28,042 37,596 38,238 38,196 300 342
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,040)
500 0 0 1,540 2,040 2,040 2,040 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 0.8 0.8 72.8 97.6 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 1 1 17 20 25 22
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,655
COMMITMENTS
500 204 246 46,779 46,601 47,525 47,051 130 604
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,290)
0 -216 246 2,060 2,260 2,306 2,290 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.5 98.2 97.8 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 22 17 26 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,710
COMMITMENTS
400 1,923 0 39,912 39,673 40,312 41,596 1,398 114
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,882)
100 15 0 1,792 1,867 1,892 1,882 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.6 0.0 95.7 95.1 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 7 0 19 19 21 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,367
COMMITMENTS
2,483 1,400 0 63,276 64,622 65,759 66,022 608 345
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 4,052)
20 0 0 4,032 4,052 4,052 4,052 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.1 0.0 95.3 97.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 24 15 26 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,910
COMMITMENTS
3,521 1,200 60 64,999 67,430 68,580 68,690 330 220
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 3,859)
25 0 0 3,834 3,859 3,859 3,859 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.7 0.1 94.3 97.9 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,484
COMMITMENTS
1,702 2,579 65 78,441 77,825 80,208 80,469 276 15
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 668)
-40 275 -23 721 416 658 668 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.2 0.1 97.5 96.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 2 27 28 31 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 99,804
COMMITMENTS
2,328 6,906 765 96,382 92,050 99,475 99,721 329 83
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,253)
-432 -793 320 1,350 1,734 1,238 1,261 15 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.9 0.8 96.6 92.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 15 9 30 30 41 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,757
COMMITMENTS
275 5,357 300 54,162 49,100 54,737 54,757 20 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 825)
125 450 25 675 350 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 9.8 0.5 98.9 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 3 16 13 19 19
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 47,241
COMMITMENTS
625 1,101 175 46,441 45,965 47,241 47,241 0 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.3 0.4 98.3 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 9 9 11 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,995
COMMITMENTS
1,521 1,640 592 60,830 60,501 62,943 62,733 52 262
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -746)
20 150 -151 -618 -750 -749 -751 3 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.6 0.9 96.6 96.0 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 71,596
COMMITMENTS
2,049 2,218 4,572 64,910 64,717 71,531 71,507 65 89
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 227)
154 120 -120 193 225 227 225 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.1 6.4 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,697
COMMITMENTS
865 575 0 25,634 26,102 26,499 26,677 198 20
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 5)
0 0 0 3 5 3 5 2 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 26,191
COMMITMENTS
745 50 0 25,087 26,071 25,832 26,121 359 70
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -2 0 -2 0 2 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,001
COMMITMENTS
81 2,451 1,249 32,582 30,212 33,912 33,912 89 89
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 9)
0 25 0 -11 -13 -11 12 20 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.2 3.7 95.8 88.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 5 4 19 19 24 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,476
COMMITMENTS
358 3,113 342 19,834 17,991 20,534 21,446 942 30
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -35)
25 30 -25 -38 -40 -38 -35 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 14.5 1.6 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,935
COMMITMENTS
2,486 3,758 1,458 52,917 51,714 56,861 56,930 74 5
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 94)
-185 106 155 119 -162 89 99 5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.6 2.6 92.9 90.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 7 28 26 37 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,417
COMMITMENTS
691 794 895 37,714 37,728 39,300 39,417 117 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 214)
0 0 0 400 214 400 214 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.0 2.3 95.7 95.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 5 25 24 31 29
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,151
COMMITMENTS
1,350 509 276 18,405 19,351 20,031 20,136 120 15
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 100)
0 25 0 100 75 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.5 1.4 91.3 96.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 1 16 16 20 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| 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 01/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 01/21/20 |
--------------------------------------------------------------| 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 01/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,545
COMMITMENTS
1,150 200 730 12,163 13,570 14,043 14,500 502 45
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.4 5.0 83.6 93.3 96.5 99.7 3.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 15 14 18 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,285
COMMITMENTS
1,350 130 565 11,895 13,545 13,810 14,240 475 45
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 475)
0 0 0 475 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.9 4.0 83.3 94.8 96.7 99.7 3.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 15 14 18 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,506
COMMITMENTS
550 1,025 2,915 33,875 33,506 37,340 37,446 166 60
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 0)
50 50 -50 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.7 7.8 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 01/21/20 |
--------------------------------------------------------------| 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 01/14/20 (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 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,412
COMMITMENTS
935 8,208 1,263 104,141 96,906 106,339 106,377 73 35
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,155)
30 367 -80 1,205 868 1,155 1,155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.7 1.2 97.9 91.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 7 5 38 32 45 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,443
COMMITMENTS
1,671 8,096 2,335 117,385 110,942 121,391 121,373 52 70
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,547)
65 475 124 2,358 1,948 2,547 2,547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.7 1.9 96.7 91.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 9 8 40 37 51 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 434,364
COMMITMENTS
19,977 26,306 43,302 370,691 364,666 433,970 434,274 394 90
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 10,301)
569 417 -188 9,986 10,183 10,367 10,412 -66 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.1 10.0 85.3 84.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 23 23 43 42 73 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,052
COMMITMENTS
4,920 0 75 9,912 14,977 14,907 15,052 145 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 100)
550 0 50 -500 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 0.0 0.5 65.9 99.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 20 8 23 9
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,212
COMMITMENTS
4,090 0 15 9,812 14,197 13,917 14,212 295 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 90)
550 0 15 -445 205 120 220 -30 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 0.0 0.1 69.0 99.9 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 18 7 20 8
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,170
COMMITMENTS
2,900 450 0 2,250 4,720 5,150 5,170 20 0
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 320)
0 0 0 300 320 300 320 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 8.7 0.0 43.5 91.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 9 13 13 14
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 1,926
COMMITMENTS
288 0 157 1,172 1,335 1,617 1,492 309 434
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 59)
13 0 -6 144 85 151 79 -92 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 8.2 60.9 69.3 84.0 77.5 16.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 4 14 17 18 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,629
COMMITMENTS
110 164 26 3,851 3,573 3,987 3,763 642 866
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 19)
0 -87 -14 3 90 -11 -11 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.5 0.6 83.2 77.2 86.1 81.3 13.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 25 26 26 30
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,259
COMMITMENTS
3,464 98 0 27,112 31,015 30,576 31,113 683 146
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,119)
110 0 0 988 1,128 1,098 1,128 21 -9
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: 42)
2 1 0 32 35 34 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,982
COMMITMENTS
65 0 30 19,777 18,872 19,872 18,902 110 1,080
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,708)
5 0 -5 1,718 1,713 1,718 1,708 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 99.0 94.4 99.4 94.6 0.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 23 22 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,630
COMMITMENTS
506 110 5 7,324 8,008 7,835 8,123 795 507
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 222)
62 0 0 171 242 233 242 -11 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.3 0.1 84.9 92.8 90.8 94.1 9.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 1 25 30 28 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 46,146
COMMITMENTS
1,351 2,058 176 43,717 43,860 45,244 46,094 902 52
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,503)
-511 62 25 2,016 1,396 1,530 1,483 -27 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.5 0.4 94.7 95.0 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 2 3 29 41 37 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,155
COMMITMENTS
1,894 2,372 1,267 55,292 54,785 58,453 58,424 702 731
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,283)
113 404 -172 1,188 977 1,129 1,209 154 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.0 2.1 93.5 92.6 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
9 9 11 63 65 77 80
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 23,471
COMMITMENTS
0 0 0 23,276 22,926 23,276 22,926 195 545
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -2,995)
0 0 0 -2,698 -2,711 -2,698 -2,711 -297 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 97.7 99.2 97.7 0.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 23 26 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,970
COMMITMENTS
50 245 30 9,780 9,475 9,860 9,750 110 220
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 0.3 98.1 95.0 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 13 17 14 19
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,812
COMMITMENTS
75 0 0 9,587 9,637 9,662 9,637 150 175
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -796)
-70 0 0 -711 -766 -781 -766 -15 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 97.7 98.2 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 12 13 12
Updated January 24, 2020