CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,469
COMMITMENTS
4,896 574 396 8,177 12,494 13,469 13,464 0 5
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -2,662)
-630 -240 -260 -1,772 -2,167 -2,662 -2,667 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 4.3 2.9 60.7 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 2 1 12 8 22 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 62,607
COMMITMENTS
36,840 18,731 175 25,402 43,515 62,417 62,422 190 185
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -4,857)
-657 -1,423 -1,996 -2,154 -1,388 -4,807 -4,807 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 29.9 0.3 40.6 69.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 8 2 18 20 35 29
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 74,731
COMMITMENTS
29,301 13,854 10,163 35,080 50,580 74,545 74,597 186 134
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -2,789)
-203 -673 746 -3,362 -2,921 -2,819 -2,848 30 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 18.5 13.6 46.9 67.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 7 15 22 19 53 37
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 172,366
COMMITMENTS
52,826 30,162 2,475 117,065 139,729 172,366 172,366 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 14,438)
7,243 5,411 -2,311 9,506 11,338 14,438 14,438 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 17.5 1.4 67.9 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 9 4 16 15 24 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 141,733
COMMITMENTS
22,905 15,148 7,643 111,185 118,942 141,733 141,733 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 8,473)
2,660 300 3,085 2,728 5,088 8,473 8,473 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.7 5.4 78.4 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 2 3 17 12 25 16
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,483
COMMITMENTS
17,144 3,594 2,230 13,109 26,659 32,483 32,483 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 210)
-4 0 27 187 183 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 11.1 6.9 40.4 82.1 100.0 100.0 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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,064
COMMITMENTS
8,160 900 0 25,904 33,164 34,064 34,064 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,500)
-58 -200 0 -1,442 -1,300 -1,500 -1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 2.6 0.0 76.0 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 1 0 11 6 19 7
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 20,074
COMMITMENTS
10,068 275 958 9,048 18,841 20,074 20,074 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,360)
1,050 -35 35 275 1,360 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 1.4 4.8 45.1 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 2 2 11 12 23 15
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,298
COMMITMENTS
762 567 78 15,387 15,643 16,228 16,288 70 10
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 164)
150 60 10 -67 84 94 154 70 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.5 0.5 94.4 96.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 1 11 10 16 12
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,018
COMMITMENTS
1,250 3,156 190 10,578 8,672 12,018 12,018 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 72)
100 256 -160 132 -24 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 26.3 1.6 88.0 72.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 1 11 8 14 12
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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: 20,751
COMMITMENTS
2,594 6,275 676 17,456 13,800 20,726 20,751 25 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 128)
-501 -150 276 353 2 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 30.2 3.3 84.1 66.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 4 12 10 18 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,427
COMMITMENTS
20,770 11,370 2,200 23,457 32,857 46,427 46,427 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,491)
-1,400 -599 -101 10 -791 -1,491 -1,491 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 24.5 4.7 50.5 70.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 5 15 10 23 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,988
COMMITMENTS
2,167 316 2,546 24,080 26,085 28,793 28,947 195 41
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,875)
-1,579 316 443 -2,676 -4,604 -3,812 -3,845 -63 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.1 8.8 83.1 90.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 1 5 20 24 29 29
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,903
COMMITMENTS
790 2,035 2,418 30,277 30,433 33,485 34,886 1,418 17
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -7,998)
-497 -1,409 -550 -6,997 -6,023 -8,044 -7,982 46 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.8 6.9 86.7 87.2 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 3 21 20 26 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,189
COMMITMENTS
18 388 695 4,430 3,918 5,143 5,001 46 188
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -2,052)
-69 -1,287 194 -2,211 -1,147 -2,086 -2,240 34 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.5 13.4 85.4 75.5 99.1 96.4 0.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 12 11 15 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,002,144
COMMITMENTS
246,843 123,648 393,733 4330492 4456960 4971068 4974341 31,076 27,803
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -190,236)
-51,477 -38,496 -26,772 -115,137 -124,691 -193,386 -189,959 3,150 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.5 7.9 86.6 89.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
30 31 38 147 122 197 171
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,252,744
COMMITMENTS
36,127 32,452 425,590 786,964 792,311 1248681 1250353 4,063 2,392
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -16,565)
-29,529 -55,271 28,154 -9,986 16,608 -11,361 -10,508 -5,204 -6,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.6 34.0 62.8 63.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 16 19 46 44 68 66
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,377
COMMITMENTS
5,180 4,355 0 249,400 270,655 254,580 275,010 28,797 8,367
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,588)
-145 0 0 250 -1,015 105 -1,015 1,483 2,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.5 0.0 88.0 95.5 89.8 97.0 10.2 3.0
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,334
COMMITMENTS
3,990 896 875 138,709 131,021 143,574 132,792 3,760 14,542
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,546)
147 -91 -32 1,219 918 1,334 795 212 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 0.6 94.1 88.9 97.4 90.1 2.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 3 22 24 26 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 341,413
COMMITMENTS
13,340 0 5,689 312,077 332,348 331,106 338,037 10,307 3,376
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 5,836)
2,477 -15 -833 2,811 6,679 4,455 5,831 1,381 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 1.7 91.4 97.3 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 0 3 35 32 41 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 837,402
COMMITMENTS
4,455 10,557 3,361 819,320 821,371 827,136 835,289 10,266 2,113
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -22,895)
-1,588 -263 243 -23,176 -22,436 -24,521 -22,456 1,626 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.4 97.8 98.1 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 4 37 27 42 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 380,231
COMMITMENTS
3,390 6,411 1,555 368,127 363,304 373,072 371,270 7,159 8,961
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,317)
198 2 8 3,641 566 3,847 576 -530 2,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.7 0.4 96.8 95.5 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 5 5 41 41 47 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 549,175
COMMITMENTS
1,691 1,030 647 538,870 531,429 541,208 533,106 7,967 16,069
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 9,819)
394 -729 32 9,313 2,227 9,739 1,530 80 8,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.1 98.1 96.8 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 3 42 41 46 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 425,558
COMMITMENTS
0 11,165 271 415,356 403,822 415,627 415,258 9,931 10,300
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 5,875)
0 3,479 121 1,971 2,580 2,092 6,180 3,783 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.1 97.6 94.9 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 5 2 37 29 39 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,695
COMMITMENTS
152 4,587 1,033 108,638 105,980 109,823 111,600 3,872 2,095
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,883)
24 1,048 -147 2,480 2,147 2,357 3,048 526 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.0 0.9 95.6 93.2 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 3 21 22 24 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| 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 26,479 31,218 26,479 31,580 7,119 2,018
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -5,638 -248 -5,638 -248 5,638 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 78.8 92.9 78.8 94.0 21.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 16 18 16 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 294,047
COMMITMENTS
0 9,820 0 288,012 273,444 288,012 283,264 6,035 10,783
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 8,873)
0 1,222 -62 5,728 4,146 5,666 5,306 3,207 3,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 97.9 93.0 97.9 96.3 2.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 0 27 26 27 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 209,968
COMMITMENTS
0 0 0 203,897 201,865 203,897 201,865 6,071 8,103
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 5,263)
0 0 0 4,418 2,689 4,418 2,689 845 2,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 96.1 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 29 22 29 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 320,407
COMMITMENTS
0 3,190 0 311,697 315,027 311,697 318,217 8,710 2,190
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 12,331)
0 454 0 6,898 12,519 6,898 12,973 5,433 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.3 98.3 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 23 25 23 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,533
COMMITMENTS
6,493 0 0 41,522 48,929 48,015 48,929 1,518 604
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 988)
-116 0 0 856 740 740 740 248 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.0 0.0 83.8 98.8 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 0 16 18 20 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 605,770
COMMITMENTS
28,345 4,543 7,274 557,014 581,919 592,633 593,736 13,137 12,034
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 19,776)
-247 -342 -31 17,110 17,815 16,832 17,442 2,944 2,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.7 1.2 92.0 96.1 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 5 7 52 45 62 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,324
COMMITMENTS
879 202 1,560 183,703 178,593 186,142 180,355 3,182 8,969
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -6,613)
67 -793 452 -7,370 -6,403 -6,851 -6,744 238 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.8 97.0 94.3 98.3 95.3 1.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 25 22 28 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,955
COMMITMENTS
0 418 0 46,846 48,470 46,846 48,888 3,109 1,067
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 392)
0 0 0 -1,158 392 -1,158 392 1,550 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 93.8 97.0 93.8 97.9 6.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 10 14 11
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,196
COMMITMENTS
0 214 0 86,476 88,590 86,476 88,804 6,720 4,392
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 679)
0 -18 0 589 572 589 554 90 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 92.8 95.1 92.8 95.3 7.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 16 16 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 305,222
COMMITMENTS
3,335 3,451 682 284,659 298,184 288,676 302,317 16,546 2,905
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 16,329)
3,103 1,653 0 3,932 12,464 7,035 14,117 9,294 2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.1 0.2 93.3 97.7 94.6 99.0 5.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 3 1 32 30 38 33
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 292,038
COMMITMENTS
10,173 11,075 695 276,609 277,048 287,477 288,818 4,561 3,220
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 17,030)
3,257 1,715 13 10,510 12,570 13,780 14,298 3,250 2,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.8 0.2 94.7 94.9 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 4 2 43 37 52 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,681
COMMITMENTS
261 1,332 0 128,952 128,238 129,213 129,570 3,468 3,111
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 4,186)
261 -29 0 3,809 1,763 4,070 1,734 116 2,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.0 97.2 96.7 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 0 21 26 22 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 32,683
COMMITMENTS
383 0 0 30,659 29,012 31,042 29,012 1,641 3,671
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 356)
0 0 0 -500 -3,081 -500 -3,081 856 3,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 93.8 88.8 95.0 88.8 5.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 18 17 19 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,579
COMMITMENTS
171 3,538 2,019 262,813 253,668 265,003 259,225 3,576 9,354
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 978)
0 2,014 286 1,313 -1,178 1,599 1,122 -621 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.3 0.8 97.9 94.4 98.7 96.5 1.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 3 38 35 41 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,934
COMMITMENTS
0 0 0 139,951 139,855 139,951 139,855 983 1,079
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 16,294)
0 0 0 16,046 15,988 16,046 15,988 248 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 14 10 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,827
COMMITMENTS
0 0 0 90,992 86,732 90,992 86,732 10,835 15,095
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 446)
0 0 0 562 -1,985 562 -1,985 -116 2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 85.2 89.4 85.2 10.6 14.8
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,391
COMMITMENTS
724 410 604 225,140 225,847 226,468 226,861 4,923 4,530
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 4,428)
0 0 0 3,610 4,896 3,610 4,896 818 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.3 97.3 97.6 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 25 31 27 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,995
COMMITMENTS
0 754 0 191,336 194,206 191,336 194,960 6,659 3,035
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 466)
0 168 0 -507 1,331 -507 1,499 973 -1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.6 98.1 96.6 98.5 3.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 21 18 21 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,613
COMMITMENTS
939 0 155 78,317 86,093 79,411 86,248 8,202 1,365
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,239)
660 0 155 1,142 1,910 1,957 2,065 282 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 89.4 98.3 90.6 98.4 9.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 22 15 24 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,463
COMMITMENTS
620 0 0 30,849 32,096 31,469 32,096 2,994 2,367
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 145)
-310 0 0 116 -1,686 -194 -1,686 339 1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 89.5 93.1 91.3 93.1 8.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 14 17 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,324
COMMITMENTS
3,315 0 668 177,420 176,936 181,403 177,604 7,921 11,720
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,162)
-338 0 215 2,215 -1,097 2,092 -882 70 3,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.4 93.7 93.5 95.8 93.8 4.2 6.2
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,598
COMMITMENTS
0 8,824 6,699 167,954 158,191 174,653 173,714 13,945 14,884
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 8,789)
0 294 -3 7,957 6,386 7,954 6,677 835 2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 3.6 89.1 83.9 92.6 92.1 7.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 2 27 29 29 32
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 52,912
COMMITMENTS
434 0 0 48,455 48,603 48,889 48,603 4,023 4,309
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 91.6 91.9 92.4 91.9 7.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 16 14 17 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,743
COMMITMENTS
367 877 0 56,329 60,232 56,696 61,109 6,047 1,634
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 14,026)
0 124 0 9,010 12,843 9,010 12,967 5,016 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 0.0 89.8 96.0 90.4 97.4 9.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 19 16 20 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 251,352
COMMITMENTS
104 2,549 4,619 237,964 236,777 242,687 243,945 8,665 7,407
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 14,779)
104 -177 168 10,856 12,409 11,128 12,400 3,651 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 1.8 94.7 94.2 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 5 2 36 36 38 42
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 137,075
COMMITMENTS
294 1,121 984 131,981 128,820 133,259 130,925 3,816 6,150
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,929)
-121 -176 454 1,334 -3,128 1,667 -2,850 262 4,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.7 96.3 94.0 97.2 95.5 2.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 3 27 27 30 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 21,237
COMMITMENTS
364 290 116 19,636 19,988 20,116 20,394 1,121 843
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 296)
58 0 -58 135 168 135 110 161 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.4 0.5 92.5 94.1 94.7 96.0 5.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 11 11 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,701
COMMITMENTS
600 0 0 159,221 163,111 159,821 163,111 7,880 4,590
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,029)
0 0 0 489 -307 489 -307 1,540 2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.9 97.3 95.3 97.3 4.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 22 22 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,327
COMMITMENTS
418 1,498 0 36,471 38,036 36,889 39,534 4,438 1,793
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,519)
0 0 0 348 3,395 348 3,395 3,171 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.6 0.0 88.2 92.0 89.3 95.7 10.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 14 18 15 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 276,711
COMMITMENTS
0 232 0 260,796 275,465 260,796 275,697 15,915 1,014
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,322)
0 0 0 -2,392 -1,958 -2,392 -1,958 1,070 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 94.2 99.5 94.2 99.6 5.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 29 16 29 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,495
COMMITMENTS
7,622 8,774 0 93,676 96,138 101,298 104,912 10,197 6,583
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 7,632)
0 0 0 5,282 3,643 5,282 3,643 2,350 3,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.9 0.0 84.0 86.2 90.9 94.1 9.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 12 14 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 207,865
COMMITMENTS
0 836 372 202,871 205,034 203,243 206,242 4,622 1,623
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,236)
0 0 0 -2,425 -1,704 -2,425 -1,704 1,189 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 97.6 98.6 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 22 26 23 27
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 25,416
COMMITMENTS
3,323 2,721 3,164 17,325 19,053 23,812 24,939 1,604 477
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,777)
-421 -442 -719 -3,707 -2,816 -4,847 -3,977 1,070 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.7 12.4 68.2 75.0 93.7 98.1 6.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 9 14 24 21 40 37
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,738
COMMITMENTS
3,750 4,024 1,075 36,793 36,639 41,618 41,738 120 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,645)
-225 281 25 -1,445 -1,951 -1,645 -1,645 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.6 2.6 88.2 87.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 8 4 22 21 26 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,930
COMMITMENTS
3,475 1,106 1,003 27,212 29,821 31,690 31,930 240 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -862)
-450 175 200 -852 -1,237 -1,102 -862 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.5 3.1 85.2 93.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 4 20 17 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 143,574
COMMITMENTS
2,587 8,241 11,738 128,648 121,410 142,973 141,389 601 2,185
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 7,185)
5 -1,845 1,729 5,073 5,250 6,807 5,134 378 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.7 8.2 89.6 84.6 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 11 30 33 45 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,701
COMMITMENTS
2,250 2,107 2,913 69,538 69,661 74,701 74,681 0 20
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,110)
155 145 20 964 945 1,140 1,110 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.8 3.9 93.1 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 5 23 24 30 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,004
COMMITMENTS
551 500 499 32,954 33,005 34,004 34,004 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 348)
-25 0 75 298 273 348 348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.5 1.5 96.9 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 12 16 16 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 64,625
COMMITMENTS
16,669 397 6,139 41,765 57,658 64,573 64,194 52 431
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,695)
57 -51 0 2,620 2,347 2,677 2,296 18 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.6 9.5 64.6 89.2 99.9 99.3 0.1 0.7
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 85,092
COMMITMENTS
25,001 2,173 5,059 54,555 77,595 84,615 84,827 477 265
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,915)
9 175 5 2,766 2,470 2,780 2,650 135 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 2.6 5.9 64.1 91.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 6 5 26 27 34 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,057
COMMITMENTS
2,735 1,380 1,189 69,417 71,845 73,341 74,414 1,716 643
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,199)
500 60 -105 -49 715 346 670 853 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.8 1.6 92.5 95.7 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 28 25 31 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 94,436
COMMITMENTS
2,780 1,535 1,836 87,670 90,388 92,286 93,759 2,150 677
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,201)
431 146 -30 -379 468 22 584 1,179 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.6 1.9 92.8 95.7 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 31 27 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,394
COMMITMENTS
400 120 230 43,326 43,608 43,956 43,958 438 436
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -278)
0 0 0 -290 -110 -290 -110 12 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.5 97.6 98.2 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 15 21 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,346
COMMITMENTS
360 855 35 26,393 26,452 26,788 27,342 558 4
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -186)
0 -35 -10 -176 -141 -186 -186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.1 0.1 96.5 96.7 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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 90,585
COMMITMENTS
22,696 1,656 3,592 63,816 85,219 90,105 90,468 480 117
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,209)
2,312 136 -163 -64 2,296 2,085 2,269 124 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 1.8 4.0 70.4 94.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 6 13 31 32 53 48
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,342
COMMITMENTS
12,096 300 300 27,646 39,400 40,042 40,000 300 342
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,484)
2,000 0 0 -516 1,484 1,484 1,484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 0.7 0.7 68.5 97.7 99.3 99.2 0.7 0.8
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,697
COMMITMENTS
500 144 281 48,791 48,932 49,572 49,357 125 340
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -94)
0 -60 35 -124 195 -89 170 -5 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.6 98.2 98.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 23 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,637
COMMITMENTS
100 2,073 0 39,138 38,437 39,238 40,510 1,399 127
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -716)
-300 -45 0 -637 -684 -937 -729 221 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.1 0.0 96.3 94.6 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 7 0 20 20 21 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,037
COMMITMENTS
2,503 1,400 0 64,734 67,292 67,237 68,692 1,800 345
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,405)
20 0 0 208 1,405 228 1,405 1,177 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.0 0.0 93.8 97.5 97.4 99.5 2.6 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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,117
COMMITMENTS
3,376 1,200 60 68,118 71,547 71,554 72,807 1,563 310
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,291)
-170 0 0 1,243 2,161 1,073 2,161 1,218 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.6 0.1 93.2 97.9 97.9 99.6 2.1 0.4
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 82,033
COMMITMENTS
1,447 1,369 336 79,969 80,303 81,752 82,008 281 25
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 2,321)
-150 -1,556 268 2,228 3,624 2,346 2,336 -25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.7 0.4 97.5 97.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 3 27 30 32 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,990
COMMITMENTS
2,131 4,055 1,394 99,101 97,436 102,627 102,886 363 104
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,215)
-441 -3,516 624 3,005 6,086 3,188 3,194 27 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.9 1.4 96.2 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 13 9 31 30 42 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,632
COMMITMENTS
400 5,532 275 55,937 50,825 56,612 56,632 20 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,250)
-25 75 100 1,175 1,075 1,250 1,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.8 0.5 98.8 89.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 17 13 21 20
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 48,405
COMMITMENTS
425 726 799 47,181 46,880 48,405 48,405 0 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 815)
-125 -300 500 440 615 815 815 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.5 1.7 97.5 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 3 10 9 14 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,953
COMMITMENTS
1,554 1,730 592 60,710 60,337 62,856 62,659 97 294
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 21)
-18 90 0 -6 -66 -24 24 45 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.7 0.9 96.4 95.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 22 22 27 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 72,465
COMMITMENTS
1,972 2,258 4,667 65,766 65,308 72,405 72,233 60 232
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 812)
-7 120 0 824 567 817 687 -5 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.1 6.4 90.8 90.1 99.9 99.7 0.1 0.3
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,852
COMMITMENTS
865 800 5 25,659 25,767 26,529 26,572 323 280
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -15)
0 0 5 -145 -280 -140 -275 125 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 0.0 95.6 96.0 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 12 18 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 26,231
COMMITMENTS
745 50 0 25,022 25,856 25,767 25,906 464 325
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 15)
0 0 0 -90 -240 -90 -240 105 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.2 0.0 95.4 98.6 98.2 98.8 1.8 1.2
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,709
COMMITMENTS
0 2,069 1,459 32,617 30,845 34,076 34,373 633 336
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 426)
-71 -455 216 -283 403 -138 164 564 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 4.2 94.0 88.9 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 5 20 19 25 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,097
COMMITMENTS
373 3,045 352 20,140 17,885 20,865 21,282 1,232 815
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 430)
-10 -76 10 149 -309 149 -375 281 805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.8 1.6 91.1 80.9 94.4 96.3 5.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 15 16 16 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,434
COMMITMENTS
2,619 4,093 1,589 53,656 52,443 57,864 58,125 570 309
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 747)
-215 315 70 366 63 221 448 526 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.0 2.7 91.8 89.7 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 4 7 28 28 37 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,948
COMMITMENTS
491 794 1,095 37,139 36,841 38,725 38,730 223 218
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -368)
-160 0 160 -534 -746 -534 -586 166 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.0 2.8 95.4 94.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 5 26 24 31 29
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,606
COMMITMENTS
725 859 226 18,545 18,506 19,496 19,591 110 15
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -555)
-425 300 -50 -70 -805 -545 -555 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.4 1.2 94.6 94.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 17 19 21
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,382
COMMITMENTS
100 1,835 200 10,872 9,167 11,172 11,202 210 180
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 250)
0 0 0 215 70 215 70 35 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.1 1.8 95.5 80.5 98.2 98.4 1.8 1.6
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,644
COMMITMENTS
100 2,325 125 11,204 8,419 11,429 10,869 215 775
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 350)
0 100 0 265 -525 265 -425 85 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 20.0 1.1 96.2 72.3 98.2 93.3 1.8 6.7
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,551
COMMITMENTS
1,075 320 730 12,375 13,401 14,180 14,451 371 100
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 6)
-75 120 0 212 -169 137 -49 -131 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.2 5.0 85.0 92.1 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 16 15 19 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,114
COMMITMENTS
1,155 130 685 11,638 13,195 13,478 14,010 636 104
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -171)
-195 0 120 -257 -350 -332 -230 161 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.9 4.9 82.5 93.5 95.5 99.3 4.5 0.7
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,011
COMMITMENTS
570 1,280 2,945 34,030 33,524 37,545 37,749 466 262
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 505)
20 255 30 155 18 205 303 300 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.4 7.7 89.5 88.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 20 12 24 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,962
COMMITMENTS
570 825 3,085 33,755 33,830 37,410 37,740 552 222
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 505)
-175 60 225 70 -2 120 283 385 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.2 8.1 88.9 89.1 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 5 20 13 25 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,847
COMMITMENTS
1,535 8,309 1,313 104,141 98,103 106,989 107,725 1,858 1,122
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,422)
0 216 175 -538 -56 -363 335 1,785 1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.6 1.2 95.7 90.1 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 8 6 39 32 47 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,179
COMMITMENTS
2,129 7,450 2,394 118,214 113,544 122,737 123,388 1,442 791
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,968)
-87 -251 205 475 1,293 593 1,247 1,375 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.0 1.9 95.2 91.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 9 9 41 37 52 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 493,131
COMMITMENTS
24,845 25,609 49,445 417,425 416,158 491,715 491,212 1,416 1,919
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 31,362)
3,401 -148 2,289 24,648 27,623 30,338 29,764 1,024 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.2 10.0 84.6 84.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 25 26 45 42 76 81
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,662
COMMITMENTS
5,570 0 75 9,767 14,907 15,412 14,982 250 680
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 600)
600 0 0 -105 -80 495 -80 105 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.0 0.5 62.4 95.2 98.4 95.7 1.6 4.3
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,712
COMMITMENTS
4,615 0 15 9,692 14,021 14,322 14,036 390 676
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 600)
600 0 0 -95 -76 505 -76 95 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 0.0 0.1 65.9 95.3 97.3 95.4 2.7 4.6
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 5,720
COMMITMENTS
3,150 550 0 2,550 5,170 5,700 5,720 20 0
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 250)
250 0 0 0 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 9.6 0.0 44.6 90.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 11 14 15 15
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,086
COMMITMENTS
124 108 77 3,433 3,081 3,634 3,266 452 820
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -606)
-9 -51 16 -482 -554 -475 -589 -131 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.6 1.9 84.0 75.4 88.9 79.9 11.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 26 26 28 30
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 29,720
COMMITMENTS
3,152 153 30 26,177 29,478 29,359 29,661 361 59
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -2,952)
-367 0 30 -2,538 -2,945 -2,875 -2,915 -77 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.5 0.1 88.1 99.2 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 35 38 37 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,119
COMMITMENTS
40 0 55 18,959 18,041 19,054 18,096 65 1,023
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -3,103)
-35 0 0 -3,013 -3,046 -3,048 -3,046 -55 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 99.2 94.4 99.7 94.6 0.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 24 21 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,420
COMMITMENTS
332 35 25 6,271 7,147 6,628 7,207 792 213
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -1,898)
-204 -75 10 -1,703 -1,772 -1,897 -1,837 -1 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.5 0.3 84.5 96.3 89.3 97.1 10.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 21 25 26 27
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,293
COMMITMENTS
628 1,436 45 37,015 36,487 37,688 37,968 605 325
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -9,249)
-678 -607 -151 -7,838 -8,764 -8,667 -9,522 -582 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.8 0.1 96.7 95.3 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 2 24 36 29 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,285
COMMITMENTS
1,528 1,998 1,086 50,006 49,693 52,620 52,777 665 508
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -8,027)
-263 -382 -307 -7,672 -7,415 -8,242 -8,104 215 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.7 2.0 93.8 93.3 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
5 9 10 62 63 72 77
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 23,908
COMMITMENTS
0 0 0 23,698 23,348 23,698 23,348 210 560
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -205)
0 0 0 -220 -220 -220 -220 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 97.7 99.1 97.7 0.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 22 27 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,580
COMMITMENTS
45 195 30 9,405 9,155 9,480 9,380 100 200
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 0.3 98.2 95.6 99.0 97.9 1.0 2.1
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 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,752
COMMITMENTS
0 0 90 9,467 9,487 9,557 9,577 195 175
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -60)
-75 0 90 -120 -150 -105 -60 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.9 97.1 97.3 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 12 12 13 13
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 227,809
COMMITMENTS
0 0 0 213,314 213,483 213,314 213,483 14,495 14,326
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 93.7 93.6 93.7 6.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 14 12 14
Updated February 07, 2020