CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| 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 02/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 60,057
COMMITMENTS
36,091 17,837 145 23,606 41,866 59,842 59,847 215 210
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -294)
105 -24 -130 -269 -140 -294 -294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 29.7 0.2 39.3 69.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 8 2 19 19 37 28
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 91,336
COMMITMENTS
33,383 17,300 13,909 43,813 59,993 91,104 91,202 232 134
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,907)
-56 -190 1,323 1,606 1,748 2,873 2,881 34 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 18.9 15.2 48.0 65.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
29 9 16 25 19 59 39
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 176,429
COMMITMENTS
54,771 30,357 2,630 119,028 143,442 176,429 176,429 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 650)
500 -250 400 -250 500 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 17.2 1.5 67.5 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 153,591
COMMITMENTS
23,815 17,410 9,344 120,431 126,837 153,591 153,591 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,995)
-1,537 100 1,508 2,023 386 1,995 1,995 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.3 6.1 78.4 82.6 100.0 100.0 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,993
COMMITMENTS
17,110 3,511 2,294 13,589 27,187 32,993 32,993 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 326)
255 -83 78 -7 331 326 326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 10.6 7.0 41.2 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 4 10 16 24 21
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,149
COMMITMENTS
8,160 900 0 25,974 33,249 34,134 34,149 15 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 85)
0 0 0 70 85 70 85 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 2.6 0.0 76.1 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 1 0 12 6 20 7
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 24,285
COMMITMENTS
13,429 525 1,533 9,323 22,227 24,285 24,285 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 585)
735 0 0 -150 585 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 2.2 6.3 38.4 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 3 11 13 28 17
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,695
COMMITMENTS
1,388 601 114 15,084 15,981 16,585 16,695 110 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 128)
-23 27 -4 156 106 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.6 0.7 90.3 95.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 2 14 12 19 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| 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 02/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 21,325
COMMITMENTS
2,543 6,900 677 18,080 13,748 21,300 21,325 25 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 376)
-1 400 -74 451 50 376 376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 32.4 3.2 84.8 64.5 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,227
COMMITMENTS
20,673 11,850 2,500 24,054 32,877 47,227 47,227 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 430)
-200 430 200 430 -200 430 430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 25.1 5.3 50.9 69.6 100.0 100.0 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,999
COMMITMENTS
1,937 336 3,754 29,113 30,858 34,804 34,948 195 51
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,653)
-206 30 558 1,301 1,075 1,653 1,663 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.0 10.7 83.2 88.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 6 21 26 30 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,112
COMMITMENTS
711 2,426 3,092 29,741 29,583 33,544 35,101 1,568 11
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 417)
0 -175 0 417 592 417 417 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.9 8.8 84.7 84.3 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 3 22 21 27 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,864
COMMITMENTS
0 558 1,188 5,665 5,088 6,853 6,834 11 30
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 594)
-28 85 173 449 471 594 729 0 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 17.3 82.5 74.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 17 14 20 17
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,251,835
COMMITMENTS
337,361 136,586 376,971 4508125 4713872 5222457 5227429 29,378 24,406
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 113,145)
42,368 -3,936 4,678 69,561 112,364 116,607 113,106 -3,462 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.6 7.2 85.8 89.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
36 33 50 153 133 210 195
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,312,673
COMMITMENTS
77,806 55,138 454,897 776,754 800,496 1309456 1310530 3,217 2,142
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -35,874)
36,589 6,768 -9,539 -63,565 -33,205 -36,515 -35,976 640 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.2 34.7 59.2 61.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 16 20 49 46 73 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,647
COMMITMENTS
5,766 3,978 92 246,338 274,316 252,196 278,386 29,451 3,261
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 5,135)
-673 0 -30 5,852 6,289 5,149 6,259 -14 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.4 0.0 87.5 97.4 89.5 98.8 10.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 2 25 21 28 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 148,097
COMMITMENTS
4,877 248 1,017 138,293 132,414 144,187 133,679 3,910 14,418
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 4,669)
1,185 0 153 3,241 3,794 4,579 3,947 90 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.2 0.7 93.4 89.4 97.4 90.3 2.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 2 21 25 25 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 343,443
COMMITMENTS
13,009 8 6,480 308,288 332,920 327,777 339,408 15,666 4,035
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 12,356)
-733 -1,241 -42 10,297 12,243 9,522 10,960 2,834 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.9 89.8 96.9 95.4 98.8 4.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 4 34 30 40 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 864,451
COMMITMENTS
5,243 10,864 1,957 848,584 850,215 855,784 863,036 8,667 1,415
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 12,768)
387 32 -88 12,202 13,376 12,501 13,320 267 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.3 0.2 98.2 98.4 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 4 39 31 44 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 383,486
COMMITMENTS
2,248 7,965 2,113 371,425 368,081 375,786 378,159 7,700 5,327
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 5,496)
-184 2,145 859 4,796 3,036 5,471 6,040 25 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.1 0.6 96.9 96.0 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
1 7 4 41 42 45 51
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 554,415
COMMITMENTS
1,208 248 0 546,067 545,935 547,275 546,183 7,140 8,232
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 15,188)
-329 0 -340 15,841 15,848 15,172 15,508 16 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.5 98.5 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 1 0 40 42 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 431,174
COMMITMENTS
429 7,751 122 423,725 410,815 424,276 418,688 6,898 12,486
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 11,093)
429 585 92 10,238 8,435 10,759 9,112 334 1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 0.0 98.3 95.3 98.4 97.1 1.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 4 2 38 29 41 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,493
COMMITMENTS
0 5,327 459 105,755 102,677 106,214 108,463 4,279 2,030
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,336)
0 248 0 600 992 600 1,240 736 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.4 95.7 92.9 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 1 18 21 19 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,160
COMMITMENTS
0 159 58 31,055 30,805 31,113 31,022 1,047 1,138
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 5,301)
0 0 0 5,115 5,287 5,115 5,287 186 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 96.6 95.8 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 15 17 16 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 296,892
COMMITMENTS
782 9,684 625 291,443 279,086 292,850 289,395 4,042 7,497
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,905)
363 1,322 -119 1,975 2,516 2,219 3,719 686 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.2 98.2 94.0 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 2 27 25 29 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,201
COMMITMENTS
0 279 0 197,052 197,047 197,052 197,326 5,149 4,875
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 465)
0 279 0 465 304 465 583 0 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.5 97.5 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 30 24 30 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 321,582
COMMITMENTS
0 3,280 0 317,797 315,631 317,797 318,911 3,785 2,671
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,078)
0 30 0 2,962 3,056 2,962 3,086 116 -8
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: 37)
0 2 0 23 25 23 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,170
COMMITMENTS
7,774 527 0 50,985 59,047 58,759 59,574 1,411 596
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 12,023)
3,206 0 0 9,132 12,271 12,338 12,271 -315 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.9 0.0 84.7 98.1 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 0 20 20 24 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 611,700
COMMITMENTS
25,110 9,054 9,792 564,608 585,960 599,510 604,806 12,190 6,894
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 7,601)
-645 817 1,662 6,734 6,066 7,751 8,545 -150 -944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.5 1.6 92.3 95.8 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
4 10 9 50 47 60 61
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,365
COMMITMENTS
13 0 1,308 183,167 178,304 184,488 179,612 2,877 7,753
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,790)
0 0 0 1,514 2,186 1,514 2,186 276 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 97.8 95.2 98.5 95.9 1.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,856
COMMITMENTS
0 480 0 50,153 49,457 50,153 49,937 1,703 1,919
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,315)
0 124 0 1,743 215 1,743 339 -428 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 96.7 95.4 96.7 96.3 3.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 11 14 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,683
COMMITMENTS
0 0 0 85,844 84,966 85,844 84,966 4,839 5,717
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 90)
0 0 0 -90 -1,587 -90 -1,587 180 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 93.7 94.7 93.7 5.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 14 17 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 304,741
COMMITMENTS
8,835 9,837 0 287,545 293,800 296,380 303,637 8,361 1,104
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 15,596)
6,200 3,503 0 7,738 11,994 13,938 15,497 1,658 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.2 0.0 94.4 96.4 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 8 0 28 29 33 37
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 289,785
COMMITMENTS
12,007 13,036 279 276,125 275,897 288,411 289,212 1,374 573
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 19,096)
6,037 3,367 279 12,607 15,618 18,923 19,264 173 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.5 0.1 95.3 95.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 6 1 40 38 47 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,655
COMMITMENTS
493 348 0 129,307 128,534 129,800 128,882 2,855 3,773
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 13,228)
0 0 0 12,882 12,979 12,882 12,979 346 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 97.5 96.9 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 0 18 21 20 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 39,000
COMMITMENTS
217 1,364 0 38,274 36,910 38,491 38,274 509 726
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,100)
217 -496 0 2,908 3,224 3,125 2,728 -25 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.5 0.0 98.1 94.6 98.7 98.1 1.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 18 16 19 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,813
COMMITMENTS
908 5,744 1,571 272,900 263,461 275,379 270,776 4,434 9,037
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 6,779)
600 -205 0 6,859 6,406 7,459 6,201 -680 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 0.6 97.5 94.2 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 3 41 36 45 41
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,210
COMMITMENTS
0 0 0 137,552 137,999 137,552 137,999 658 211
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 14 12 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,886
COMMITMENTS
0 806 0 91,298 84,917 91,298 85,723 8,588 14,163
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,442)
0 806 0 3,629 1,529 3,629 2,335 -187 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 91.4 85.0 91.4 85.8 8.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 18 18 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,686
COMMITMENTS
964 464 1,965 222,347 222,555 225,276 224,984 2,410 2,702
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 5,271)
964 35 -102 4,623 4,910 5,485 4,843 -214 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.9 97.7 97.7 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 27 32 30 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,219
COMMITMENTS
0 1,364 0 197,326 197,493 197,326 198,857 3,893 2,362
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -77)
0 1,364 0 1,044 -1,899 1,044 -535 -1,121 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.1 98.1 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 0 21 17 21 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,505
COMMITMENTS
126 0 583 86,961 88,596 87,670 89,179 3,835 2,326
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,719)
-367 0 243 6,088 1,099 5,964 1,342 -4,245 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.6 95.0 96.8 95.8 97.5 4.2 2.5
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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,428
COMMITMENTS
872 0 58 39,515 42,045 40,445 42,103 1,983 325
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 12,106)
624 0 58 11,567 12,013 12,249 12,071 -143 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.1 93.1 99.1 95.3 99.2 4.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 19 15 21 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,774
COMMITMENTS
4,085 0 0 183,356 186,498 187,441 186,498 7,333 8,276
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 4,312)
681 0 -546 4,796 6,094 4,931 5,548 -619 -1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 94.1 95.8 96.2 95.8 3.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 19 20 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,846
COMMITMENTS
279 9,257 6,556 166,220 155,116 173,055 170,929 11,791 13,917
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 707)
279 989 -151 643 -385 771 453 -64 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.0 3.5 89.9 83.9 93.6 92.5 6.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 2 26 28 29 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,650
COMMITMENTS
0 1,796 0 74,222 71,877 74,222 73,673 2,428 2,977
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 9,617)
0 1,105 0 9,338 8,129 9,338 9,234 279 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 96.8 93.8 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 18 18 18 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 256,171
COMMITMENTS
2,722 1,961 4,273 243,295 241,241 250,290 247,475 5,881 8,696
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 12,335)
-77 52 0 12,472 11,262 12,395 11,314 -60 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 1.7 95.0 94.2 97.7 96.6 2.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 2 31 33 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 137,599
COMMITMENTS
744 1,713 1,182 130,875 131,866 132,801 134,761 4,798 2,838
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 4,183)
426 783 85 3,535 2,437 4,046 3,305 137 878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 0.9 95.1 95.8 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 2 26 26 28 30
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 25,012
COMMITMENTS
1,855 0 0 22,729 24,751 24,584 24,751 428 261
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 90.9 99.0 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 11 12 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 159,803
COMMITMENTS
310 0 0 151,090 153,768 151,400 153,768 8,403 6,035
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 168)
0 0 0 -440 -688 -440 -688 608 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.5 96.2 94.7 96.2 5.3 3.8
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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 40,218
COMMITMENTS
511 0 0 36,309 38,337 36,820 38,337 3,398 1,881
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 4,227)
279 0 0 3,521 4,157 3,800 4,157 427 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 90.3 95.3 91.6 95.3 8.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 18 19 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 265,921
COMMITMENTS
0 775 0 250,269 264,746 250,269 265,521 15,652 400
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,076)
0 775 0 1,323 239 1,323 1,014 -247 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 94.1 99.6 94.1 99.8 5.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 28 19 28 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 108,456
COMMITMENTS
6,317 8,774 0 94,405 96,419 100,722 105,193 7,734 3,263
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,488)
0 0 0 3,862 2,156 3,862 2,156 -2,374 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.1 0.0 87.0 88.9 92.9 97.0 7.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 12 16 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 29,850
COMMITMENTS
5,752 0 0 23,056 29,552 28,808 29,552 1,042 298
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.0 0.0 77.2 99.0 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 12 13 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 206,125
COMMITMENTS
0 684 524 201,418 201,366 201,942 202,574 4,183 3,551
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 5,665)
0 -152 152 5,542 3,095 5,694 3,095 -29 2,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 97.7 97.7 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 22 25 23 26
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 25,551
COMMITMENTS
2,983 2,091 3,809 18,279 19,407 25,071 25,307 480 245
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 701)
-280 31 469 516 195 705 695 -4 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.2 14.9 71.5 76.0 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 10 15 25 22 42 39
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 43,203
COMMITMENTS
3,595 4,368 1,151 38,336 37,684 43,082 43,203 121 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 61)
15 -98 -190 235 349 60 61 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 10.1 2.7 88.7 87.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 9 5 25 24 31 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,655
COMMITMENTS
3,675 1,151 978 27,002 29,526 31,655 31,655 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 120)
125 100 125 160 -55 410 170 -290 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.6 3.1 85.3 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 5 21 21 26 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 142,659
COMMITMENTS
3,989 10,089 9,981 128,206 122,451 142,176 142,521 483 138
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,024)
-70 1,029 -629 2,691 1,634 1,992 2,034 32 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.1 7.0 89.9 85.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 11 11 30 35 44 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,566
COMMITMENTS
2,738 3,086 2,612 69,216 68,848 74,566 74,546 0 20
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,219)
200 533 -80 1,333 1,000 1,453 1,453 -234 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.1 3.5 92.8 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 3 24 26 30 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,859
COMMITMENTS
300 724 575 32,984 32,560 33,859 33,859 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 915)
74 49 -49 890 915 915 915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.1 1.7 97.4 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 3 12 16 16 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 61,825
COMMITMENTS
16,815 1,557 4,923 40,055 55,315 61,793 61,795 32 30
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 25)
0 25 0 30 0 30 25 -5 0
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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 82,522
COMMITMENTS
25,824 3,237 3,805 52,387 75,468 82,016 82,510 506 12
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -93)
-321 -16 -45 -25 42 -391 -19 298 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 3.9 4.6 63.5 91.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 5 6 26 27 37 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,532
COMMITMENTS
2,815 472 2,043 68,900 71,712 73,758 74,227 774 305
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,114)
0 -809 864 245 1,064 1,109 1,119 5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.6 2.7 92.4 96.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 27 25 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 93,747
COMMITMENTS
2,758 737 2,700 87,452 90,073 92,910 93,510 837 237
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,043)
0 -724 864 179 899 1,043 1,039 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 2.9 93.3 96.1 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,148
COMMITMENTS
325 195 230 43,179 43,302 43,734 43,727 414 421
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 295)
0 100 0 295 195 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 0.5 97.8 98.1 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 17 16 19 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,585
COMMITMENTS
460 906 35 25,547 25,642 26,042 26,583 543 2
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -1,410)
100 16 0 -1,510 -1,426 -1,410 -1,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.4 0.1 96.1 96.5 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 19 17 22 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 94,148
COMMITMENTS
22,783 1,904 3,898 67,035 88,234 93,716 94,036 432 112
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,533)
911 73 54 1,593 2,399 2,558 2,526 -25 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 2.0 4.1 71.2 93.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 6 13 34 34 54 51
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,661
COMMITMENTS
8,966 500 275 30,130 38,559 39,371 39,334 290 327
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 688)
0 0 0 688 688 688 688 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 1.3 0.7 76.0 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,765
COMMITMENTS
475 123 277 48,888 49,050 49,640 49,450 125 315
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 287)
100 0 0 187 287 287 287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.6 98.2 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,989
COMMITMENTS
190 2,155 10 36,461 35,648 36,661 37,813 1,328 176
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -866)
90 170 10 -964 -1,064 -864 -884 -2 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.7 0.0 96.0 93.8 96.5 99.5 3.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 7 1 20 21 21 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,230
COMMITMENTS
2,312 800 0 64,290 66,085 66,602 66,885 628 345
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,071)
0 50 0 1,071 1,021 1,071 1,071 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.2 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,775
COMMITMENTS
2,977 650 90 67,328 69,855 70,395 70,595 380 180
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 666)
-29 0 30 665 636 666 666 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 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 2 25 16 29 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,005
COMMITMENTS
1,607 1,574 629 75,515 75,772 77,751 77,975 254 30
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 260)
0 47 80 180 133 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 0.8 96.8 97.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 5 28 30 34 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 100,912
COMMITMENTS
2,404 3,198 2,084 96,077 95,603 100,564 100,885 348 27
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,229)
-32 84 108 2,148 2,052 2,224 2,244 5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.2 2.1 95.2 94.7 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 57,642
COMMITMENTS
425 5,791 225 56,972 51,626 57,622 57,642 20 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,124)
25 409 -50 3,224 2,840 3,199 3,199 -75 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.0 0.4 98.8 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 3 16 13 19 20
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,240
COMMITMENTS
549 650 725 47,966 47,865 49,240 49,240 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,790)
0 0 0 2,790 2,790 2,790 2,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 1.5 97.4 97.2 100.0 100.0 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,372
COMMITMENTS
1,365 1,915 528 61,435 60,728 63,328 63,171 44 201
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,499)
63 30 0 1,436 1,475 1,499 1,505 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.0 0.8 96.9 95.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 23 22 27 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 70,990
COMMITMENTS
1,584 4,084 3,075 66,274 63,591 70,933 70,750 57 240
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 694)
-263 1,705 -1,300 2,257 289 694 694 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.8 4.3 93.4 89.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 5 4 24 18 33 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,962
COMMITMENTS
0 791 0 25,781 24,971 25,781 25,762 181 200
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 255)
-785 201 0 1,034 54 249 255 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 99.3 96.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 17 12 17 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 25,181
COMMITMENTS
0 25 0 24,853 25,091 24,853 25,116 328 65
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 70)
-685 0 0 750 70 65 70 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.7 99.6 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 12 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,134
COMMITMENTS
82 1,515 1,399 32,620 31,220 34,101 34,134 33 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 158)
12 -3 -12 142 183 142 168 16 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.4 4.1 95.6 91.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 5 21 19 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,376
COMMITMENTS
510 2,365 316 19,546 18,635 20,372 21,316 1,004 60
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 11)
-74 6 74 10 -69 10 11 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.1 1.5 91.4 87.2 95.3 99.7 4.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 2 14 15 17 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,227
COMMITMENTS
5,325 4,252 1,082 53,744 54,874 60,151 60,208 76 19
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,799)
135 -241 15 2,645 3,059 2,795 2,833 4 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 7.1 1.8 89.2 91.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 4 4 27 30 36 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,310
COMMITMENTS
748 1,012 1,090 36,420 36,208 38,258 38,310 52 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 982)
10 0 80 896 902 986 982 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.6 2.8 95.1 94.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 6 27 27 34 33
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,560
COMMITMENTS
725 859 226 18,449 18,460 19,400 19,545 160 15
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -80)
0 -25 0 145 170 145 145 -225 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.4 1.2 94.3 94.4 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 1 17 17 20 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 19,726
COMMITMENTS
500 500 0 19,088 19,226 19,588 19,726 138 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 390)
0 0 0 390 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.5 0.0 96.8 97.5 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,461
COMMITMENTS
125 1,760 25 10,146 8,676 10,296 10,461 165 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 100)
0 -100 0 100 200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 16.8 0.2 97.0 82.9 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,694
COMMITMENTS
125 2,175 0 10,444 8,519 10,569 10,694 125 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 100)
0 -100 0 100 200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 20.3 0.0 97.7 79.7 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,322
COMMITMENTS
885 375 610 11,563 12,337 13,058 13,322 264 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 57)
-75 -25 0 132 82 57 57 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.8 4.6 86.8 92.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 17 16 20 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,083
COMMITMENTS
920 140 610 11,289 12,333 12,819 13,083 264 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 70)
-50 0 -25 856 98 781 73 -711 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.1 4.7 86.3 94.3 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 17 17 20 20
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,113
COMMITMENTS
1,020 1,080 2,545 32,395 32,418 35,960 36,043 153 70
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 240)
75 25 -25 190 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 7.0 89.7 89.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 21 13 25 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,044
COMMITMENTS
1,055 700 2,650 32,185 32,674 35,890 36,024 154 20
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 220)
50 0 0 170 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.9 7.4 89.3 90.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 5 21 14 26 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 107,499
COMMITMENTS
1,795 7,360 1,078 104,551 98,986 107,424 107,424 75 75
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,179)
30 66 0 3,131 3,113 3,161 3,179 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.8 1.0 97.3 92.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 9 6 40 32 48 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 122,745
COMMITMENTS
2,424 6,925 2,000 118,264 113,785 122,688 122,710 57 35
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,712)
85 262 1 3,688 3,502 3,774 3,765 -62 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.6 1.6 96.3 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 11 8 41 38 52 52
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 511,251
COMMITMENTS
30,889 26,985 50,168 429,659 433,778 510,716 510,931 535 320
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 11,350)
-119 -595 3,145 8,281 9,280 11,306 11,829 44 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.3 9.8 84.0 84.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
21 25 26 45 42 77 82
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,872
COMMITMENTS
5,210 600 75 11,452 16,197 16,737 16,872 135 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 180)
-260 0 0 460 200 200 200 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 3.6 0.4 67.9 96.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 20 9 22 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,811
COMMITMENTS
4,595 600 15 10,729 15,196 15,339 15,811 472 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 155)
20 0 0 155 175 175 175 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 3.8 0.1 67.9 96.1 97.0 100.0 3.0 0.0
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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,145
COMMITMENTS
4,300 550 0 4,845 8,595 9,145 9,145 0 0
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,050)
250 0 0 800 1,050 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 6.0 0.0 53.0 94.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 12 15 16 16
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,467
COMMITMENTS
276 0 192 1,688 1,886 2,156 2,078 311 389
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 138)
0 0 0 143 268 143 268 -5 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 7.8 68.4 76.4 87.4 84.2 12.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 15 18 18 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,575
COMMITMENTS
150 177 67 3,713 3,618 3,930 3,862 645 713
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 75)
18 69 -5 15 129 28 193 47 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.9 1.5 81.2 79.1 85.9 84.4 14.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 24 27 26 32
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,671
COMMITMENTS
3,212 61 30 30,069 33,514 33,311 33,605 360 66
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,020)
0 0 0 2,020 2,026 2,020 2,026 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.2 0.1 89.3 99.5 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 36 37 38 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,234
COMMITMENTS
40 0 79 19,023 18,302 19,142 18,381 92 853
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 270 100 270 0 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.4 98.9 95.2 99.5 95.6 0.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 20 25 22 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,043
COMMITMENTS
329 0 193 6,581 7,623 7,103 7,816 940 227
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 107)
-5 -35 45 73 155 113 165 -6 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 2.4 81.8 94.8 88.3 97.2 11.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 3 24 27 29 30
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,381
COMMITMENTS
1,561 1,436 70 39,145 39,550 40,776 41,056 605 325
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,863)
583 0 0 1,280 1,863 1,863 1,863 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.5 0.2 94.6 95.6 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 2 2 27 38 33 42
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 58,922
COMMITMENTS
1,608 1,682 1,970 54,755 54,669 58,333 58,321 589 601
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,623)
-369 -217 296 1,933 1,718 1,860 1,797 -237 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.9 3.3 92.9 92.8 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
6 10 11 66 66 78 81
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 24,847
COMMITMENTS
0 0 0 24,757 24,484 24,757 24,484 90 363
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,210)
0 -90 0 3,180 3,435 3,180 3,345 30 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 98.5 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 24 23 24 23
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| 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 02/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 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 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 11,049
COMMITMENTS
0 0 0 11,049 10,791 11,049 10,791 0 258
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,910)
0 -105 0 1,910 2,015 1,910 1,910 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 97.7 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 14 14 14
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 243,410
COMMITMENTS
0 5,990 40 228,775 222,174 228,815 228,204 14,595 15,206
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 12,150)
0 5,990 40 12,275 6,075 12,315 12,105 -165 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 94.0 91.3 94.0 93.8 6.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 12 14 13 15
Updated February 28, 2020