CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,131
COMMITMENTS
5,526 814 656 9,949 14,661 16,131 16,131 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -1,183)
750 -140 140 -2,073 -1,178 -1,183 -1,178 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 5.0 4.1 61.7 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 15 10 26 13
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 67,464
COMMITMENTS
37,497 20,154 2,171 27,556 44,904 67,224 67,229 240 235
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -983)
-729 -2,209 -821 517 1,996 -1,033 -1,033 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 29.9 3.2 40.8 66.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 9 5 19 21 39 31
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 77,520
COMMITMENTS
29,504 14,527 9,418 38,442 53,501 77,364 77,445 156 75
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,446)
1,989 -3,404 -386 3,836 9,236 5,439 5,446 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 18.7 12.1 49.6 69.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
28 7 15 24 19 56 37
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 157,928
COMMITMENTS
45,583 24,751 4,786 107,559 128,391 157,928 157,928 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,195)
3,724 326 126 -655 2,743 3,195 3,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 15.7 3.0 68.1 81.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 7 5 16 15 24 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 133,260
COMMITMENTS
20,245 14,848 4,558 108,457 113,854 133,260 133,260 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 270)
55 0 37 177 233 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.1 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 13 26 17
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,273
COMMITMENTS
17,148 3,594 2,203 12,922 26,476 32,273 32,273 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 232)
549 -275 -422 105 929 232 232 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 11.1 6.8 40.0 82.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 3 3 10 16 22 21
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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 01/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 18,714
COMMITMENTS
9,018 310 923 8,773 17,481 18,714 18,714 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 797)
1,357 -65 -10 -550 872 797 797 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 1.7 4.9 46.9 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 2 2 9 13 23 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,134
COMMITMENTS
612 507 68 15,454 15,559 16,134 16,134 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 206)
0 -1 1 206 206 206 206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.1 0.4 95.8 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 13 10 17 11
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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: 11,946
COMMITMENTS
1,150 2,900 350 10,446 8,696 11,946 11,946 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 135)
25 -125 60 50 200 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 24.3 2.9 87.4 72.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 1 11 8 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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: 20,623
COMMITMENTS
3,095 6,425 400 17,103 13,798 20,598 20,623 25 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 821)
750 1,000 -375 446 196 821 821 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 31.2 1.9 82.9 66.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 2 12 10 17 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,918
COMMITMENTS
22,170 11,969 2,301 23,447 33,648 47,918 47,918 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 244)
157 319 -49 136 -26 244 244 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 25.0 4.8 48.9 70.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 5 15 10 23 17
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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 01/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,863
COMMITMENTS
3,746 0 2,103 26,756 30,689 32,605 32,792 258 71
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,328)
78 0 -406 6,656 6,724 6,328 6,318 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 6.4 81.4 93.4 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 0 4 24 24 32 28
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 42,901
COMMITMENTS
1,287 3,444 2,968 37,274 36,456 41,529 42,868 1,372 33
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,609)
-300 223 -40 1,949 1,426 1,609 1,609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.0 6.9 86.9 85.0 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 3 22 20 28 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,241
COMMITMENTS
87 1,675 501 6,641 5,065 7,229 7,241 12 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 855)
-95 -105 97 853 863 855 855 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 23.1 6.9 91.7 69.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 16 13 19 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,192,380
COMMITMENTS
298,320 162,144 420,505 4445629 4581651 5164454 5164300 27,926 28,080
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 53,056)
15,104 14,124 10,617 27,895 31,180 53,616 55,921 -560 -2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.1 8.1 85.6 88.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
34 30 45 152 129 209 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,269,310
COMMITMENTS
65,656 87,723 397,436 796,950 775,702 1260042 1260861 9,267 8,449
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -110,111)
17,508 34,860 -109,414 -25,633 -42,086 -117,540 -116,640 7,429 6,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.9 31.3 62.8 61.1 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 15 17 44 42 63 66
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,789
COMMITMENTS
5,325 4,355 0 249,150 271,670 254,475 276,025 27,314 5,764
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,648)
62 -553 -62 3,504 4,605 3,504 3,990 1,144 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.5 0.0 88.4 96.4 90.3 98.0 9.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 27 21 29 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,788
COMMITMENTS
3,843 987 907 137,490 130,103 142,240 131,997 3,548 13,791
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,991)
1,357 206 159 3,065 6,032 4,581 6,397 410 -1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 0.6 94.3 89.2 97.6 90.5 2.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 21 23 25 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,577
COMMITMENTS
10,863 15 6,522 309,266 325,669 326,651 332,206 8,926 3,371
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -7,166)
-281 15 1,570 -7,370 -7,619 -6,081 -6,034 -1,085 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.9 92.2 97.0 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 4 35 32 41 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,297
COMMITMENTS
6,043 10,820 3,118 842,496 843,807 851,657 857,745 8,640 2,552
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,738)
-568 62 152 8,097 5,846 7,681 6,060 -943 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 0.4 97.9 98.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 2 5 39 29 46 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,914
COMMITMENTS
3,192 6,409 1,547 364,486 362,738 369,225 370,694 7,689 6,220
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 14,187)
764 1,313 168 12,054 16,675 12,986 18,156 1,201 -3,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.4 96.7 96.2 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 5 4 42 41 46 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 539,356
COMMITMENTS
1,297 1,759 615 529,557 529,202 531,469 531,576 7,887 7,780
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 13,413)
-373 1,163 496 13,527 13,526 13,650 15,185 -237 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.1 98.2 98.1 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 6 2 43 42 46 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,683
COMMITMENTS
0 7,686 150 413,385 401,242 413,535 409,078 6,148 10,605
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 20,421)
0 3,722 150 21,792 17,181 21,942 21,053 -1,521 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.5 95.6 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 7 1 38 30 39 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,812
COMMITMENTS
128 3,539 1,180 106,158 103,833 107,466 108,552 3,346 2,260
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 621)
-2 33 -87 819 1,272 730 1,218 -109 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.2 1.1 95.8 93.7 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 20 22 23 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,598
COMMITMENTS
0 362 0 32,117 31,466 32,117 31,828 1,481 1,770
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,774)
0 0 0 5,455 5,331 5,455 5,331 319 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 95.6 93.7 95.6 94.7 4.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 16 17 16 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 285,174
COMMITMENTS
0 8,598 62 282,284 269,298 282,346 277,958 2,828 7,216
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,782)
0 3,009 62 5,524 4,016 5,586 7,087 196 -1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 99.0 94.4 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 1 25 26 26 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,705
COMMITMENTS
0 0 0 199,479 199,176 199,479 199,176 5,226 5,529
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 13,582)
0 0 0 13,727 11,068 13,727 11,068 -145 2,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 97.3 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 22 28 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 308,076
COMMITMENTS
0 2,736 0 304,799 302,508 304,799 305,244 3,277 2,832
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 15,278)
0 0 0 17,222 15,406 17,222 15,406 -1,944 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.9 98.2 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 23 25 23 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,545
COMMITMENTS
6,609 0 0 40,666 48,189 47,275 48,189 1,270 356
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 9,238)
1,450 0 0 7,829 9,068 9,279 9,068 -41 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 0.0 83.8 99.3 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 0 16 18 20 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 585,994
COMMITMENTS
28,592 4,885 7,305 539,904 564,104 575,801 576,294 10,193 9,700
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 9,902)
-354 4,424 30 9,842 5,702 9,518 10,156 384 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.8 1.2 92.1 96.3 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 7 6 51 44 60 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,937
COMMITMENTS
812 995 1,108 191,073 184,996 192,993 187,099 2,944 8,838
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 5,239)
631 135 -129 5,714 5,258 6,216 5,264 -977 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.6 97.5 94.4 98.5 95.5 1.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 24 22 27 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,563
COMMITMENTS
0 418 0 48,004 48,078 48,004 48,496 1,559 1,067
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,017)
-301 0 -341 3,927 4,240 3,285 3,899 732 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.9 97.0 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 10 15 11
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,517
COMMITMENTS
0 232 0 85,887 88,018 85,887 88,250 6,630 4,267
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 201)
0 232 0 -402 1,465 -402 1,697 603 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 92.8 95.1 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 15 16 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 288,893
COMMITMENTS
232 1,798 682 280,727 285,720 281,641 288,200 7,252 693
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 23,902)
-370 1,798 254 23,757 21,763 23,641 23,815 261 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.2 97.2 98.9 97.5 99.8 2.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 1 31 27 33 29
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,008
COMMITMENTS
6,916 9,360 682 266,099 264,478 273,697 274,520 1,311 488
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 22,915)
0 2,197 -116 25,494 21,175 25,378 23,256 -2,463 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.4 0.2 96.8 96.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 3 1 40 31 46 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,495
COMMITMENTS
0 1,361 0 125,143 126,475 125,143 127,836 3,352 659
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 11,354)
0 493 0 10,321 11,236 10,321 11,729 1,033 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 97.4 98.4 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 21 26 21 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 32,327
COMMITMENTS
383 0 0 31,159 32,093 31,542 32,093 785 234
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,812)
0 0 0 7,058 6,791 7,058 6,791 -246 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 96.4 99.3 97.6 99.3 2.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 18 20 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 267,601
COMMITMENTS
171 1,524 1,733 261,500 254,846 263,404 258,103 4,197 9,498
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10,366)
49 704 117 9,360 9,286 9,526 10,107 840 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.6 97.7 95.2 98.4 96.5 1.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 37 33 40 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,640
COMMITMENTS
0 0 0 123,905 123,867 123,905 123,867 735 773
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,264)
0 0 0 5,800 6,235 5,800 6,235 464 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.4 99.4 99.4 0.6 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,381
COMMITMENTS
0 0 0 90,430 88,717 90,430 88,717 10,951 12,664
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -30)
0 0 0 208 1,790 208 1,790 -238 -1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 87.5 89.2 87.5 10.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 18 16 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,963
COMMITMENTS
724 410 604 221,530 220,951 222,858 221,965 4,105 4,998
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 14,596)
-406 -165 264 15,278 14,703 15,136 14,802 -540 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.3 97.6 97.4 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 25 30 27 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,529
COMMITMENTS
0 586 0 191,843 192,875 191,843 193,461 5,686 4,068
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,245)
0 586 0 5,788 4,796 5,788 5,382 457 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 97.1 97.6 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 22 20 22 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,374
COMMITMENTS
279 0 0 77,175 84,183 77,454 84,183 7,920 1,191
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,443)
279 0 0 2,288 2,406 2,567 2,406 -124 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 90.4 98.6 90.7 98.6 9.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 15 23 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,318
COMMITMENTS
930 0 0 30,733 33,782 31,663 33,782 2,655 536
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 89.6 98.4 92.3 98.4 7.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 14 18 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,162
COMMITMENTS
3,653 0 453 175,205 178,033 179,311 178,486 7,851 8,676
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,549)
735 -20 55 1,717 4,603 2,507 4,638 42 -2,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.2 93.6 95.1 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 18 18 20 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,809
COMMITMENTS
0 8,530 6,702 159,997 151,805 166,699 167,037 13,110 12,772
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 18,640)
0 353 62 18,359 16,409 18,421 16,824 219 1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 3.7 89.0 84.4 92.7 92.9 7.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 2 25 28 27 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,717
COMMITMENTS
367 753 0 47,319 47,389 47,686 48,142 1,031 575
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 6,225)
0 753 0 6,349 6,448 6,349 7,201 -124 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.0 97.1 97.3 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 17 18 18 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,573
COMMITMENTS
0 2,726 4,451 227,108 224,368 231,559 231,545 5,014 5,028
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 11,018)
0 -506 758 10,295 13,673 11,053 13,925 -35 -2,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 1.9 96.0 94.8 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
0 6 2 39 36 41 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 135,146
COMMITMENTS
415 1,297 530 130,647 131,948 131,592 133,775 3,554 1,371
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,029)
-379 615 477 2,486 1,933 2,584 3,025 445 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.4 96.7 97.6 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 1 28 27 29 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,941
COMMITMENTS
306 290 174 19,501 19,820 19,981 20,284 960 657
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.4 0.8 93.1 94.6 95.4 96.9 4.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 10 11 12 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 165,672
COMMITMENTS
600 0 0 158,732 163,418 159,332 163,418 6,340 2,254
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 9,362)
0 0 0 10,582 10,920 10,582 10,920 -1,220 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 95.8 98.6 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 20 20 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,808
COMMITMENTS
418 1,498 0 36,123 34,641 36,541 36,139 1,267 1,669
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 3,711)
0 -397 -31 4,791 3,624 4,760 3,196 -1,049 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.0 0.0 95.5 91.6 96.6 95.6 3.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 14 17 15 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 278,033
COMMITMENTS
0 232 0 263,188 277,423 263,188 277,655 14,845 378
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,624)
0 232 0 3,221 2,421 3,221 2,653 -597 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 94.7 99.8 94.7 99.9 5.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 29 17 29 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 103,863
COMMITMENTS
7,622 8,774 0 88,394 92,495 96,016 101,269 7,847 2,594
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -613)
0 0 0 -302 -613 -302 -613 -311 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.4 0.0 85.1 89.1 92.4 97.5 7.6 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 209,101
COMMITMENTS
0 836 372 205,296 206,738 205,668 207,946 3,433 1,155
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -473)
0 79 -79 497 -163 418 -163 -891 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 98.2 98.9 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 23 26 24 27
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 29,193
COMMITMENTS
3,744 3,163 3,883 21,032 21,870 28,659 28,916 534 277
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,726)
486 264 500 740 992 1,726 1,757 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.8 13.3 72.0 74.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 10 18 26 26 45 45
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,383
COMMITMENTS
3,975 3,743 1,050 38,238 38,590 43,263 43,383 120 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,110)
-745 1,555 45 1,810 -490 1,110 1,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.6 2.4 88.1 89.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 8 6 25 23 32 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 32,792
COMMITMENTS
3,925 931 803 28,064 31,058 32,792 32,792 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 450)
-150 275 -25 625 200 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.8 2.4 85.6 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 3 20 21 24 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 136,389
COMMITMENTS
2,582 10,086 10,009 123,575 116,160 136,166 136,255 223 134
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,941)
-15 1,573 -771 3,782 2,363 2,996 3,165 -55 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.4 7.3 90.6 85.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 12 30 33 45 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,591
COMMITMENTS
2,095 1,963 2,893 68,574 68,716 73,561 73,571 30 20
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,545)
580 269 99 866 1,177 1,545 1,545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.7 3.9 93.2 93.4 100.0 100.0 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,656
COMMITMENTS
576 500 424 32,656 32,732 33,656 33,656 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 514)
175 50 74 265 390 514 514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.5 1.3 97.0 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 12 17 16 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 61,930
COMMITMENTS
16,612 448 6,139 39,145 55,311 61,896 61,898 34 32
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,361)
534 53 25 1,224 1,283 1,783 1,361 -422 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 0.7 9.9 63.2 89.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 5 25 25 33 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 82,177
COMMITMENTS
24,992 1,998 5,054 51,789 75,125 81,835 82,177 342 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 745)
15 105 -2 722 642 735 745 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 2.4 6.2 63.0 91.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 6 6 27 28 35 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,858
COMMITMENTS
2,235 1,320 1,294 69,466 71,130 72,995 73,744 863 114
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 250 255 250 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.8 1.8 94.1 96.3 98.8 99.8 1.2 0.2
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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 93,235
COMMITMENTS
2,349 1,389 1,866 88,049 89,920 92,264 93,175 971 60
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 156)
-30 0 30 166 126 166 156 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.5 2.0 94.4 96.4 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 30 27 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,672
COMMITMENTS
400 120 230 43,616 43,718 44,246 44,068 426 604
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,250)
0 0 0 2,250 2,250 2,250 2,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.5 97.6 97.9 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 18 15 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,532
COMMITMENTS
360 890 45 26,569 26,593 26,974 27,528 558 4
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,464)
0 110 0 2,494 2,454 2,494 2,564 -30 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.2 0.2 96.5 96.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 20 18 22 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 88,376
COMMITMENTS
20,385 1,520 3,756 63,879 82,923 88,020 88,199 356 177
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,462)
822 187 86 616 1,211 1,525 1,484 -63 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 1.7 4.2 72.3 93.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 4 13 32 32 55 47
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,858
COMMITMENTS
10,096 300 300 28,162 37,916 38,558 38,516 300 342
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 320)
200 0 0 120 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 0.8 0.8 72.5 97.6 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 1 1 17 21 25 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,791
COMMITMENTS
500 204 246 48,915 48,737 49,661 49,187 130 604
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,136)
0 0 0 2,136 2,136 2,136 2,136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.5 98.2 97.9 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 22 19 26 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,353
COMMITMENTS
400 2,118 0 39,775 39,121 40,175 41,239 1,178 114
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -357)
0 195 0 -137 -552 -137 -357 -220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.1 0.0 96.2 94.6 97.2 99.7 2.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 7 0 20 20 22 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,632
COMMITMENTS
2,483 1,400 0 64,526 65,887 67,009 67,287 623 345
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,265)
0 0 0 1,250 1,265 1,250 1,265 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.1 0.0 95.4 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,826
COMMITMENTS
3,546 1,200 60 66,875 69,386 70,481 70,646 345 180
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,916)
25 0 0 1,876 1,956 1,901 1,956 15 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.7 0.1 94.4 98.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 25 17 29 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 79,712
COMMITMENTS
1,597 2,925 68 77,741 76,679 79,406 79,672 306 40
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -772)
-105 346 3 -700 -1,146 -802 -797 30 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.7 0.1 97.5 96.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 3 27 29 31 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 99,775
COMMITMENTS
2,572 7,571 770 96,096 91,350 99,439 99,692 336 83
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -30)
244 664 5 -286 -699 -37 -30 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.6 0.8 96.3 91.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 15 9 31 30 42 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,382
COMMITMENTS
425 5,457 175 54,762 49,750 55,362 55,382 20 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 625)
150 100 -125 600 650 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 9.9 0.3 98.9 89.8 100.0 100.0 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 47,590
COMMITMENTS
550 1,026 299 46,741 46,265 47,590 47,590 0 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 349)
-75 -75 124 300 300 349 349 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.2 0.6 98.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 9 9 12 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,932
COMMITMENTS
1,572 1,640 592 60,716 60,403 62,880 62,635 52 297
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -63)
51 0 0 -114 -98 -63 -98 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.6 0.9 96.5 96.0 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 2 22 21 27 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 71,653
COMMITMENTS
1,979 2,138 4,667 64,942 64,741 71,588 71,546 65 107
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 57)
-70 -80 95 32 24 57 39 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 6.5 90.6 90.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 3 23 18 33 23
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,867
COMMITMENTS
865 800 0 25,804 26,047 26,669 26,847 198 20
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 170)
0 225 0 170 -55 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 0.0 96.0 96.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 12 17 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 26,216
COMMITMENTS
745 50 0 25,112 26,096 25,857 26,146 359 70
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 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: 22)
1 1 0 16 12 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,283
COMMITMENTS
71 2,524 1,243 32,900 30,442 34,214 34,209 69 74
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 282)
-10 73 -6 318 230 302 297 -20 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.4 3.6 96.0 88.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 5 5 20 19 26 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,667
COMMITMENTS
383 3,121 342 19,991 18,194 20,716 21,657 951 10
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 191)
25 8 0 157 203 182 211 9 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 14.4 1.6 92.3 84.0 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 1 14 15 15 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,687
COMMITMENTS
2,834 3,778 1,519 53,290 52,380 57,643 57,677 44 10
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 752)
348 20 61 373 666 782 747 -30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.5 2.6 92.4 90.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 8 28 28 38 38
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 39,316
COMMITMENTS
651 794 935 37,673 37,587 39,259 39,316 57 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -101)
-40 0 40 -41 -141 -41 -101 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.0 2.4 95.8 95.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 27 25 33 30
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,161
COMMITMENTS
1,150 559 276 18,615 19,311 20,041 20,146 120 15
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10)
-200 50 0 210 -40 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.8 1.4 92.3 95.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 1 16 17 20 21
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,132
COMMITMENTS
100 1,835 200 10,657 9,097 10,957 11,132 175 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 300)
0 300 0 300 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.5 1.8 95.7 81.7 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 1 13 12 16 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,294
COMMITMENTS
100 2,225 125 10,939 8,944 11,164 11,294 130 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 300)
0 300 0 300 0 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 19.7 1.1 96.9 79.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 1 14 12 17 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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 01/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/28/20 |
--------------------------------------------------------------| 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 01/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/28/20 |
--------------------------------------------------------------| 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 01/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,457
COMMITMENTS
745 765 2,860 33,685 33,832 37,290 37,457 167 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,425
COMMITMENTS
1,535 8,093 1,138 104,679 98,159 107,352 107,390 73 35
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,013)
600 -115 -125 538 1,253 1,013 1,013 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.5 1.1 97.4 91.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 7 5 39 32 47 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 122,211
COMMITMENTS
2,216 7,701 2,189 117,739 112,251 122,144 122,141 67 70
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 768)
545 -395 -146 354 1,309 753 768 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.3 1.8 96.3 91.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 9 8 41 37 52 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 461,769
COMMITMENTS
21,444 25,757 47,156 392,777 388,536 461,377 461,448 392 321
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 27,405)
1,467 -549 3,854 22,086 23,869 27,407 27,174 -2 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.6 10.2 85.1 84.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 22 23 44 43 74 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,062
COMMITMENTS
4,970 0 75 9,872 14,987 14,917 15,062 145 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 10)
50 0 0 -40 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 0.0 0.5 65.5 99.5 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 19 8 22 9
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,112
COMMITMENTS
4,015 0 15 9,787 14,097 13,817 14,112 295 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -100)
-75 0 0 -25 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 0.0 0.1 69.4 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 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,470
COMMITMENTS
2,900 550 0 2,550 4,920 5,450 5,470 20 0
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 300)
0 100 0 300 200 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 10.1 0.0 46.6 89.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 11 14 15 15
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 1,986
COMMITMENTS
267 0 136 1,255 1,374 1,658 1,510 328 476
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 60)
-21 0 -21 83 39 41 18 19 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.0 6.8 63.2 69.2 83.5 76.0 16.5 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 15 18 18 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,692
COMMITMENTS
133 159 61 3,915 3,635 4,109 3,855 583 837
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 63)
23 -5 35 64 62 122 92 -59 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.4 1.3 83.4 77.5 87.6 82.2 12.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 26 26 28 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,672
COMMITMENTS
3,519 153 0 28,715 32,423 32,234 32,576 438 96
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,413)
55 55 0 1,603 1,408 1,658 1,463 -245 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.5 0.0 87.9 99.2 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 0 34 37 36 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 22,222
COMMITMENTS
75 0 55 21,972 21,087 22,102 21,142 120 1,080
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,240)
10 0 25 2,195 2,215 2,230 2,240 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 98.9 94.9 99.5 95.1 0.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 20 24 22 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,318
COMMITMENTS
536 110 15 7,974 8,919 8,525 9,044 793 274
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 688)
30 0 10 650 911 690 921 -2 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.2 0.2 85.6 95.7 91.5 97.1 8.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 1 29 31 33 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 47,542
COMMITMENTS
1,306 2,043 196 44,853 45,251 46,355 47,490 1,187 52
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,396)
-45 -15 20 1,136 1,391 1,111 1,396 285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.3 0.4 94.3 95.2 97.5 99.9 2.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 2 4 29 41 37 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,312
COMMITMENTS
1,791 2,380 1,393 57,678 57,108 60,862 60,881 450 431
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 2,157)
-103 8 126 2,386 2,323 2,409 2,457 -252 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.9 2.3 94.1 93.1 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
6 10 12 64 68 77 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,058
COMMITMENTS
57 97 109 1,397 1,370 1,563 1,576 495 482
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.7 5.3 67.9 66.6 75.9 76.6 24.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 14 14 17 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 24,113
COMMITMENTS
0 0 0 23,918 23,568 23,918 23,568 195 545
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 642)
0 0 0 642 642 642 642 0 0
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 24 26 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,260
COMMITMENTS
45 195 30 9,085 8,835 9,160 9,060 100 200
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -710)
-5 -50 0 -695 -640 -700 -690 -10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.1 0.3 98.1 95.4 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 11 15 12 17
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| 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 01/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 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 31, 2020