CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,894
COMMITMENTS
4,896 574 396 7,602 11,919 12,894 12,889 0 5
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -375)
0 0 0 -375 -375 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 4.5 3.1 59.0 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 2 1 12 9 22 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 60,351
COMMITMENTS
35,986 17,860 275 23,875 42,006 60,136 60,141 215 210
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -670)
0 -650 25 -695 -45 -670 -670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 29.6 0.5 39.6 69.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 8 3 19 20 37 30
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 88,430
COMMITMENTS
33,439 17,490 12,586 42,207 58,245 88,232 88,321 198 108
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,730)
619 2,610 710 2,399 410 3,728 3,730 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 19.8 14.2 47.7 65.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
30 8 16 25 19 60 38
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 175,779
COMMITMENTS
54,271 30,607 2,230 119,278 142,942 175,779 175,779 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,392)
300 300 -200 2,292 2,292 2,392 2,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 17.4 1.3 67.9 81.3 100.0 100.0 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 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 151,596
COMMITMENTS
25,352 17,310 7,836 118,408 126,450 151,596 151,596 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,328)
-1,104 712 591 3,841 2,025 3,328 3,328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 11.4 5.2 78.1 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 3 17 12 26 17
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,667
COMMITMENTS
16,855 3,594 2,216 13,595 26,856 32,667 32,667 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -2)
3 0 -2 -2 1 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 11.0 6.8 41.6 82.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 3 10 16 23 21
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| 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 02/11/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 23,700
COMMITMENTS
12,694 525 1,533 9,473 21,642 23,700 23,700 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,176)
676 75 275 225 826 1,176 1,176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 2.2 6.5 40.0 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 2 3 11 13 27 17
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,567
COMMITMENTS
1,411 575 118 14,929 15,875 16,457 16,567 110 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 228)
-75 7 41 223 191 188 238 40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.5 0.7 90.1 95.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 2 2 12 12 18 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| 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: 12,199
COMMITMENTS
1,470 3,316 180 10,549 8,703 12,199 12,199 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 120)
20 0 50 50 70 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 27.2 1.5 86.5 71.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 1 11 8 14 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| 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: 20,949
COMMITMENTS
2,544 6,500 751 17,629 13,698 20,924 20,949 25 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 274)
205 130 45 24 99 274 274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 31.0 3.6 84.2 65.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 8 4 12 10 18 20
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,797
COMMITMENTS
20,873 11,420 2,300 23,624 33,077 46,797 46,797 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 420)
53 0 200 167 220 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 24.4 4.9 50.5 70.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 4 15 10 22 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,346
COMMITMENTS
2,143 306 3,196 27,812 29,783 33,151 33,285 195 61
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 768)
-7 -10 594 181 164 768 748 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.9 9.6 83.4 89.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 6 20 25 30 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,695
COMMITMENTS
711 2,601 3,092 29,324 28,991 33,127 34,684 1,568 11
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 423)
0 289 488 -65 -354 423 423 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.5 8.9 84.5 83.6 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 3 22 20 27 25
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,270
COMMITMENTS
28 473 1,015 5,216 4,617 6,259 6,105 11 165
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 444)
0 -140 140 304 444 444 444 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.5 16.2 83.2 73.6 99.8 97.4 0.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 16 13 19 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,138,690
COMMITMENTS
294,993 140,522 372,293 4438564 4601508 5105850 5114323 32,840 24,367
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 83,849)
19,287 -19,484 28,226 35,009 74,286 82,522 83,028 1,327 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.7 7.2 86.4 89.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
38 26 45 150 129 205 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,348,547
COMMITMENTS
41,216 48,370 464,436 840,318 833,701 1345970 1346507 2,576 2,040
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -46,737)
-3,960 18,964 -40,459 -1,393 -24,853 -45,812 -46,348 -926 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.6 34.4 62.3 61.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 17 20 48 44 71 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,512
COMMITMENTS
6,439 3,978 122 240,486 268,027 247,047 272,127 29,465 4,385
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 303)
3 0 -2 637 1,153 638 1,151 -335 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 0.0 87.0 96.9 89.3 98.4 10.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 25 19 28 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 143,428
COMMITMENTS
3,692 248 864 135,052 128,620 139,608 129,732 3,820 13,696
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,761)
-60 0 60 2,235 2,439 2,235 2,499 526 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.2 0.6 94.2 89.7 97.3 90.5 2.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 20 25 22 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 331,087
COMMITMENTS
13,742 1,249 6,522 297,991 320,677 318,255 328,448 12,832 2,639
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -7,916)
1,236 1,249 224 -10,133 -6,315 -8,673 -4,842 757 -3,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.4 2.0 90.0 96.9 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 4 33 31 40 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 851,683
COMMITMENTS
4,856 10,832 2,045 836,382 836,839 843,283 849,716 8,400 1,967
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 11,007)
273 214 -125 11,530 10,368 11,678 10,457 -671 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.3 0.2 98.2 98.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 4 38 28 43 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,990
COMMITMENTS
2,432 5,820 1,254 366,629 365,045 370,315 372,119 7,675 5,871
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,437)
-301 -155 -38 2,570 3,836 2,231 3,643 206 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.5 0.3 97.0 96.6 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 2 37 42 39 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 539,227
COMMITMENTS
1,537 248 340 530,226 530,087 532,103 530,675 7,124 8,552
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 7,521)
182 0 -308 7,739 7,715 7,613 7,407 -92 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 98.3 98.3 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 1 1 42 40 44 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 420,081
COMMITMENTS
0 7,166 30 413,487 402,380 413,517 409,576 6,564 10,505
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,225)
0 -1,132 -151 3,137 2,925 2,986 1,642 -761 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 98.4 95.8 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 1 37 31 38 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,157
COMMITMENTS
0 5,079 459 105,155 101,685 105,614 107,223 3,543 1,934
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,471)
0 252 -31 3,442 3,376 3,411 3,597 60 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.4 96.3 93.2 96.8 98.2 3.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 1 20 23 21 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,859
COMMITMENTS
0 159 58 25,940 25,518 25,998 25,735 861 1,124
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,429)
0 159 58 3,367 3,512 3,425 3,729 4 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 96.6 95.0 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 15 14 16 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 293,987
COMMITMENTS
419 8,362 744 289,468 276,570 290,631 285,676 3,356 8,311
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,066)
-182 1,136 -91 1,377 -162 1,104 883 -38 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.8 0.3 98.5 94.1 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 27 25 29 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 201,736
COMMITMENTS
0 0 0 196,587 196,743 196,587 196,743 5,149 4,993
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 571)
0 0 0 1,491 53 1,491 53 -920 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 97.5 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 29 24 29 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 318,504
COMMITMENTS
0 3,250 0 314,835 312,575 314,835 315,825 3,669 2,679
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,302)
0 0 0 1,210 1,178 1,210 1,178 92 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.8 98.1 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 23 24 23 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,147
COMMITMENTS
4,568 527 0 41,853 46,776 46,421 47,303 1,726 844
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 6,207)
1,818 527 0 3,934 5,424 5,752 5,951 455 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.1 0.0 86.9 97.2 96.4 98.2 3.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 604,099
COMMITMENTS
25,755 8,237 8,130 557,874 579,894 591,759 596,261 12,340 7,838
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 11,035)
-521 3,112 303 10,416 6,902 10,198 10,317 837 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.4 1.3 92.3 96.0 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
5 6 9 49 44 59 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,575
COMMITMENTS
13 0 1,308 181,653 176,118 182,974 177,426 2,601 8,149
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -2,985)
13 -203 203 -2,960 -3,185 -2,744 -3,185 -241 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 97.9 94.9 98.6 95.6 1.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 25 20 26 21
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,541
COMMITMENTS
0 356 0 48,410 49,242 48,410 49,598 2,131 943
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 95.8 97.4 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 13 10 13 11
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,593
COMMITMENTS
0 0 0 85,934 86,553 85,934 86,553 4,659 4,040
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -547)
0 0 0 678 -430 678 -430 -1,225 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 95.5 94.9 95.5 5.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 15 17 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 289,145
COMMITMENTS
2,635 6,334 0 279,807 281,806 282,442 288,140 6,703 1,005
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 9,770)
1,674 4,247 0 8,034 5,467 9,708 9,714 62 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.2 0.0 96.8 97.5 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 0 21 19 22 22
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,689
COMMITMENTS
5,970 9,669 0 263,518 260,279 269,488 269,948 1,201 741
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 10,927)
1,674 4,276 0 9,253 6,469 10,927 10,745 0 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.6 0.0 97.4 96.2 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 4 0 37 33 42 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,427
COMMITMENTS
493 348 0 116,425 115,555 116,918 115,903 2,509 3,524
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,357)
0 0 0 3,357 3,291 3,357 3,291 0 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 97.5 96.8 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 17 21 19 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 35,900
COMMITMENTS
0 1,860 0 35,366 33,686 35,366 35,546 534 354
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,672)
0 186 0 3,517 3,393 3,517 3,579 155 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 98.5 93.8 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 16 17 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,034
COMMITMENTS
308 5,949 1,571 266,041 257,055 267,920 264,575 5,114 8,459
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,640)
0 228 0 2,753 3,036 2,753 3,264 887 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.2 0.6 97.4 94.1 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 3 38 36 41 40
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,444
COMMITMENTS
0 0 0 87,669 83,388 87,669 83,388 8,775 13,056
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 278)
0 0 0 995 -891 995 -891 -717 1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 86.5 90.9 86.5 9.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 19 17 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 222,415
COMMITMENTS
0 429 2,067 217,724 217,645 219,791 220,141 2,624 2,274
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,537)
0 69 557 3,079 3,038 3,636 3,664 -1,099 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.9 97.9 97.9 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 2 26 33 28 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,296
COMMITMENTS
0 0 0 196,282 199,392 196,282 199,392 5,014 1,904
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,911)
0 0 0 2,761 2,756 2,761 2,756 150 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.1 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 19 21 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,786
COMMITMENTS
493 0 340 80,873 87,497 81,706 87,837 8,080 1,949
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,944)
-30 0 30 1,275 1,730 1,275 1,760 669 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.4 90.1 97.5 91.0 97.8 9.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 14 23 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,322
COMMITMENTS
248 0 0 27,948 30,032 28,196 30,032 2,126 290
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,896)
-372 0 0 3,268 2,896 2,896 2,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 92.2 99.0 93.0 99.0 7.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 13 17 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,462
COMMITMENTS
3,404 0 546 178,560 180,404 182,510 180,950 7,952 9,512
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,997)
518 0 31 1,831 3,144 2,380 3,175 617 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.3 93.8 94.7 95.8 95.0 4.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 18 19 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,139
COMMITMENTS
0 8,268 6,707 165,577 155,501 172,284 170,476 11,855 13,663
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -1,011)
-56 399 -34 1,264 -1,504 1,174 -1,139 -2,185 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 3.6 89.9 84.4 93.6 92.6 6.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 2 26 29 28 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,033
COMMITMENTS
0 691 0 64,884 63,748 64,884 64,439 2,149 2,594
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,346)
0 -124 0 1,346 1,470 1,346 1,346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.8 95.1 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 16 15 16 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,836
COMMITMENTS
2,799 1,909 4,273 230,823 229,979 237,895 236,161 5,941 7,675
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 6,858)
1,696 -279 248 5,232 6,186 7,176 6,155 -318 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 1.8 94.7 94.3 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 2 30 34 33 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 133,416
COMMITMENTS
318 930 1,097 127,340 129,429 128,755 131,456 4,661 1,960
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 4,743)
-25 186 279 3,421 3,882 3,675 4,347 1,068 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.8 95.4 97.0 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 27 27 29 30
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 159,635
COMMITMENTS
310 0 0 151,530 154,456 151,840 154,456 7,795 5,179
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -1,042)
0 0 0 -1,042 -1,011 -1,042 -1,011 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.9 96.8 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 20 23 21 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,991
COMMITMENTS
232 0 0 32,788 34,180 33,020 34,180 2,971 1,811
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 155)
0 0 0 0 1,711 0 1,711 155 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 91.1 95.0 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 14 16 15 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 264,845
COMMITMENTS
0 0 0 248,946 264,507 248,946 264,507 15,899 338
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -1,321 -465 -1,321 -465 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 99.9 94.0 99.9 6.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 17 27 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 106,968
COMMITMENTS
6,317 8,774 0 90,543 94,263 96,860 103,037 10,108 3,931
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -152)
0 0 0 -152 490 -152 490 0 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.2 0.0 84.6 88.1 90.6 96.3 9.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 12 15 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 200,460
COMMITMENTS
0 836 372 195,876 198,271 196,248 199,479 4,212 981
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,432)
0 0 0 2,545 3,494 2,545 3,494 887 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 97.7 98.9 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 21 24 22 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 24,850
COMMITMENTS
3,263 2,060 3,340 17,763 19,212 24,366 24,612 484 238
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 401)
93 43 -26 332 384 399 402 2 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 8.3 13.4 71.5 77.3 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 8 15 25 22 42 39
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,142
COMMITMENTS
3,580 4,466 1,341 38,101 37,335 43,022 43,142 120 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 798)
-195 456 166 837 176 808 798 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 10.4 3.1 88.3 86.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 11 5 25 23 30 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,535
COMMITMENTS
3,550 1,051 853 26,842 29,581 31,245 31,485 290 50
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -440)
75 -130 -25 -540 -335 -490 -490 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.3 2.7 85.1 93.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 4 21 19 26 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 140,635
COMMITMENTS
4,059 9,060 10,610 125,515 120,817 140,184 140,487 451 148
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,185)
255 370 120 800 685 1,175 1,175 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.4 7.5 89.2 85.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 11 30 33 44 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,348
COMMITMENTS
2,538 2,553 2,692 67,883 67,848 73,114 73,094 234 254
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,941)
188 196 160 1,359 1,351 1,707 1,707 234 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.5 3.7 92.5 92.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 3 24 25 30 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,944
COMMITMENTS
226 675 624 32,094 31,645 32,944 32,944 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 690)
-150 200 150 690 340 690 690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.0 1.9 97.4 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 3 12 16 16 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 61,800
COMMITMENTS
16,815 1,532 4,923 40,025 55,315 61,763 61,770 37 30
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -243)
35 110 15 -293 -363 -243 -238 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.5 8.0 64.8 89.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 4 24 25 32 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 82,615
COMMITMENTS
26,145 3,253 3,850 52,412 75,426 82,407 82,529 208 86
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 245)
42 -50 100 38 125 180 175 65 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 3.9 4.7 63.4 91.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 6 6 26 27 38 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,418
COMMITMENTS
2,815 1,281 1,179 68,655 70,648 72,649 73,108 769 310
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,127)
500 0 -10 2,602 3,167 3,092 3,157 35 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.7 1.6 93.5 96.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 27 25 30 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,704
COMMITMENTS
2,758 1,461 1,836 87,273 89,174 91,867 92,471 837 233
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,646)
500 0 0 3,111 3,671 3,611 3,671 35 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.6 2.0 94.1 96.2 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 29 27 32 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,853
COMMITMENTS
325 95 230 42,884 43,107 43,439 43,432 414 421
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 209)
0 0 0 209 209 209 209 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 97.8 98.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 15 19 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,995
COMMITMENTS
360 890 35 27,057 27,068 27,452 27,993 543 2
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 215)
0 65 0 215 165 215 230 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.2 0.1 96.6 96.7 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 19 17 21 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 91,615
COMMITMENTS
21,872 1,831 3,844 65,442 85,835 91,158 91,510 457 105
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,255)
-2,449 -43 46 3,617 1,271 1,214 1,274 41 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 2.0 4.2 71.4 93.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 6 12 33 34 53 50
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,973
COMMITMENTS
8,966 500 275 29,442 37,871 38,683 38,646 290 327
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 200)
-3,000 200 0 3,200 0 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 1.3 0.7 75.5 97.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 1 18 21 24 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,478
COMMITMENTS
375 123 277 48,701 48,763 49,353 49,163 125 315
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,115)
0 0 0 1,115 1,115 1,115 1,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.6 98.4 98.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 21 27 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,855
COMMITMENTS
100 1,985 0 37,425 36,712 37,525 38,697 1,330 158
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -854)
0 35 0 -844 -904 -844 -869 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.1 0.0 96.3 94.5 96.6 99.6 3.4 0.4
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 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,159
COMMITMENTS
2,312 750 0 63,219 65,064 65,531 65,814 628 345
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,366)
30 0 0 1,336 1,366 1,366 1,366 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.1 0.0 95.6 98.3 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 24 15 26 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,109
COMMITMENTS
3,006 650 60 66,663 69,219 69,729 69,929 380 180
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 906)
0 0 0 906 906 906 906 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.9 0.1 95.1 98.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 25 16 29 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,745
COMMITMENTS
1,607 1,527 549 75,335 75,639 77,491 77,715 254 30
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 715)
90 547 21 604 168 715 736 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 0.7 96.9 97.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 5 27 30 33 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 98,683
COMMITMENTS
2,435 3,113 1,976 93,928 93,551 98,340 98,641 343 42
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,004)
-143 319 331 802 345 989 995 15 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.2 2.0 95.2 94.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 12 8 30 31 41 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,518
COMMITMENTS
400 5,382 275 53,748 48,786 54,423 54,443 95 75
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 200)
0 0 0 125 125 125 125 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.9 0.5 98.6 89.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 4 16 13 20 20
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 46,450
COMMITMENTS
549 650 725 45,176 45,075 46,450 46,450 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 985)
50 0 0 935 985 985 985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.4 1.6 97.3 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 11 9 14 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 61,873
COMMITMENTS
1,302 1,885 528 59,999 59,253 61,829 61,666 44 207
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -168)
-29 100 1 -142 -269 -170 -168 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.0 0.9 97.0 95.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 22 21 26 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 70,296
COMMITMENTS
1,847 2,379 4,375 64,017 63,302 70,239 70,056 57 240
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 89)
-2 100 0 89 -9 87 91 2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.4 6.2 91.1 90.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 4 3 24 18 33 24
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,707
COMMITMENTS
785 590 0 24,747 24,917 25,532 25,507 175 200
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 185)
0 0 0 185 185 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.3 0.0 96.3 96.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 12 17 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 25,111
COMMITMENTS
685 25 0 24,103 25,021 24,788 25,046 323 65
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.1 0.0 96.0 99.6 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 12 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,976
COMMITMENTS
70 1,518 1,411 32,478 31,037 33,959 33,966 17 10
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,272)
-67 -161 89 1,245 1,345 1,267 1,273 5 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.5 4.2 95.6 91.3 99.9 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 5 21 19 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,365
COMMITMENTS
584 2,359 242 19,536 18,704 20,362 21,305 1,003 60
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 752)
50 -735 51 541 1,401 642 717 110 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 11.0 1.1 91.4 87.5 95.3 99.7 4.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 3 14 15 17 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,428
COMMITMENTS
5,190 4,493 1,067 51,099 51,815 57,356 57,375 72 53
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 941)
2,035 -225 -90 -1,018 1,208 927 893 14 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.8 1.9 89.0 90.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 4 4 26 28 35 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,328
COMMITMENTS
738 1,012 1,010 35,524 35,306 37,272 37,328 56 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 95)
28 -100 100 -25 95 103 95 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.7 2.7 95.2 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 5 27 25 33 30
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,640
COMMITMENTS
725 884 226 18,304 18,290 19,255 19,400 385 240
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 365)
0 0 0 90 140 90 140 275 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.5 1.2 93.2 93.1 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 17 19 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 19,336
COMMITMENTS
500 500 0 18,698 18,836 19,198 19,336 138 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 220)
-25 0 0 195 220 170 220 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.6 0.0 96.7 97.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 9 13 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,361
COMMITMENTS
125 1,860 25 10,046 8,476 10,196 10,361 165 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -100)
75 225 -175 0 -150 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 18.0 0.2 97.0 81.8 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 1 13 12 17 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,594
COMMITMENTS
125 2,275 0 10,344 8,319 10,469 10,594 125 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -50)
75 225 -125 0 -150 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 21.5 0.0 97.6 78.5 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 4 0 14 12 17 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,265
COMMITMENTS
960 400 610 11,431 12,255 13,001 13,265 264 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -350)
0 0 0 -350 -350 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.0 4.6 86.2 92.4 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 16 14 19 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,013
COMMITMENTS
970 140 635 10,433 12,235 12,038 13,010 975 3
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -175)
0 0 0 -175 -175 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.1 4.9 80.2 94.0 92.5 100.0 7.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 14 15 17 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,873
COMMITMENTS
945 1,055 2,570 32,205 32,178 35,720 35,803 153 70
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 85)
0 60 0 85 25 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.9 7.2 89.8 89.7 99.6 99.8 0.4 0.2
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 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,824
COMMITMENTS
1,005 700 2,650 32,015 32,454 35,670 35,804 154 20
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 85)
-60 0 60 85 25 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.0 7.4 89.4 90.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 5 20 13 25 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 104,320
COMMITMENTS
1,765 7,294 1,078 101,420 95,873 104,263 104,245 57 75
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,253)
-25 -185 -50 2,337 2,488 2,262 2,253 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.0 1.0 97.2 91.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 9 6 39 31 47 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 119,033
COMMITMENTS
2,339 6,663 1,999 114,576 110,283 118,914 118,945 119 88
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 983)
-50 -185 -50 1,025 1,160 925 925 58 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.6 1.7 96.3 92.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 9 8 40 37 50 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 499,901
COMMITMENTS
31,008 27,580 47,024 421,379 424,499 499,410 499,102 491 799
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 6,204)
2,834 2,631 -985 4,178 4,352 6,026 5,998 178 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.5 9.4 84.3 84.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 24 27 43 42 75 81
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,692
COMMITMENTS
5,470 600 75 10,992 15,997 16,537 16,672 155 20
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 590)
25 0 0 545 570 570 570 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 3.6 0.4 65.9 95.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 19 9 22 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,656
COMMITMENTS
4,575 600 15 10,574 15,021 15,164 15,636 492 20
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 585)
25 0 0 540 565 565 565 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 3.8 0.1 67.5 95.9 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 18 8 20 10
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,095
COMMITMENTS
4,050 550 0 4,045 7,545 8,095 8,095 0 0
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,700)
300 0 0 1,420 1,700 1,720 1,700 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 6.8 0.0 50.0 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 13 15 17 16
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,329
COMMITMENTS
276 0 192 1,545 1,618 2,013 1,810 316 519
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.0 8.2 66.3 69.5 86.4 77.7 13.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 14 17 17 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,500
COMMITMENTS
132 108 72 3,698 3,489 3,902 3,669 598 831
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 222)
1 -30 -17 255 182 239 135 -17 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.4 1.6 82.2 77.5 86.7 81.5 13.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 27 25 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,651
COMMITMENTS
3,212 61 30 28,049 31,488 31,291 31,579 360 72
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 877)
60 -65 0 843 977 903 912 -25 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.2 0.1 88.6 99.5 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 35 37 37 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,134
COMMITMENTS
40 0 79 18,923 18,032 19,042 18,111 92 1,023
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.4 98.9 94.2 99.5 94.7 0.5 5.3
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 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,936
COMMITMENTS
334 35 148 6,508 7,468 6,990 7,651 946 285
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 339)
-25 0 85 264 189 324 274 15 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.4 1.9 82.0 94.1 88.1 96.4 11.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 3 23 26 28 29
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,518
COMMITMENTS
978 1,436 70 37,865 37,687 38,913 39,193 605 325
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 822)
200 0 0 622 822 822 822 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.6 0.2 95.8 95.4 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 2 2 27 37 33 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,299
COMMITMENTS
1,977 1,899 1,674 52,822 52,951 56,473 56,524 826 775
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,612)
256 -38 158 1,027 1,210 1,441 1,330 171 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.3 2.9 92.2 92.4 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
7 10 12 66 66 79 82
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 21,637
COMMITMENTS
0 90 0 21,577 21,049 21,577 21,139 60 498
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -3,961)
0 0 0 -3,961 -4,049 -3,961 -4,049 0 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.7 97.3 99.7 97.7 0.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 18 23 19
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,765
COMMITMENTS
45 195 30 9,590 9,355 9,665 9,580 100 185
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 40 25 40 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 0.3 98.2 95.8 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 13 16 14 18
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,139
COMMITMENTS
0 105 0 9,139 8,776 9,139 8,881 0 258
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -1,033)
0 90 -90 -943 -1,056 -1,033 -1,056 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 100.0 96.0 100.0 97.2 0.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 14 13 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 231,260
COMMITMENTS
0 0 0 216,500 216,099 216,500 216,099 14,760 15,161
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 4,211)
0 0 0 3,681 3,316 3,681 3,316 530 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 93.4 93.6 93.4 6.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 15 12 15
Updated February 21, 2020