CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,644
COMMITMENTS
4,896 574 396 7,352 11,669 12,644 12,639 0 5
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -250)
0 0 0 -250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 4.5 3.1 58.1 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 2 1 10 9 20 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 58,594
COMMITMENTS
35,812 17,819 45 22,522 40,520 58,379 58,384 215 210
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,464)
-279 -18 -100 -1,085 -1,346 -1,464 -1,464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 30.4 0.1 38.4 69.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 10 1 18 19 34 29
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 98,527
COMMITMENTS
36,175 20,598 11,014 50,912 66,557 98,102 98,169 425 358
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 7,190)
2,792 3,298 -2,895 7,100 6,563 6,997 6,966 193 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 20.9 11.2 51.7 67.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
30 9 15 25 19 58 40
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 178,929
COMMITMENTS
57,671 32,310 2,177 119,081 144,442 178,929 178,929 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,500)
2,900 1,953 -453 53 1,000 2,500 2,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 18.1 1.2 66.6 80.7 100.0 100.0 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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 152,908
COMMITMENTS
24,669 17,410 8,893 119,346 126,605 152,908 152,908 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -682)
854 0 -451 -1,085 -231 -682 -682 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 11.4 5.8 78.1 82.8 100.0 100.0 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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,945
COMMITMENTS
17,307 3,371 2,286 14,352 28,288 33,945 33,945 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 952)
197 -140 -9 764 1,101 952 952 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 9.9 6.7 42.3 83.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 4 11 16 25 21
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,064
COMMITMENTS
8,110 900 0 25,954 33,164 34,064 34,064 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -85)
-50 0 0 -20 -85 -70 -85 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 2.6 0.0 76.2 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 1 0 11 6 19 7
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,010
COMMITMENTS
14,521 551 1,517 10,772 24,892 26,810 26,960 200 50
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,725)
1,092 26 -16 1,449 2,665 2,525 2,675 200 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 2.0 5.6 39.9 92.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 2 4 11 13 29 18
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 17,453
COMMITMENTS
1,477 523 129 15,533 16,801 17,138 17,453 315 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 758)
89 -78 15 448 820 553 758 205 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.0 0.7 89.0 96.3 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 2 13 12 18 14
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| 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: 12,117
COMMITMENTS
1,582 3,446 0 10,535 8,671 12,117 12,117 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -82)
112 130 -180 -14 -32 -82 -82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 28.4 0.0 86.9 71.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 0 11 8 13 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| 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: 21,278
COMMITMENTS
2,540 6,950 680 18,033 13,648 21,253 21,278 25 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -47)
-3 50 3 -47 -100 -47 -47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 32.7 3.2 84.7 64.1 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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 31,980
COMMITMENTS
13,766 9,850 1,600 16,614 20,530 31,980 31,980 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -15,247)
-6,907 -2,000 -900 -7,440 -12,347 -15,247 -15,247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 30.8 5.0 52.0 64.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 3 14 9 20 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 30,593
COMMITMENTS
2,501 971 2,044 25,855 27,533 30,400 30,548 193 45
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,406)
564 635 -1,710 -3,258 -3,325 -4,404 -4,400 -2 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.2 6.7 84.5 90.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 5 20 24 27 30
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 30,385
COMMITMENTS
767 3,079 1,531 26,560 25,764 28,858 30,374 1,527 11
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,727)
56 653 -1,561 -3,181 -3,819 -4,686 -4,727 -41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.1 5.0 87.4 84.8 95.0 100.0 5.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 20 21 25 25
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,098,015
COMMITMENTS
319,588 104,449 413,126 4330059 4557382 5062773 5074957 35,242 23,058
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -153,820)
-17,773 -32,137 36,155 -178,066 -156,490 -159,684 -152,472 5,864 -1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.0 8.1 84.9 89.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
37 24 44 146 120 200 171
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,342,101
COMMITMENTS
49,024 15,870 502,443 788,100 821,976 1339567 1340290 2,534 1,811
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 29,429)
-28,782 -39,268 47,547 11,346 21,481 30,111 29,760 -683 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.2 37.4 58.7 61.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 13 22 47 45 72 67
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,090
COMMITMENTS
5,827 3,978 92 249,886 274,658 255,805 278,728 28,285 5,362
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,443)
61 0 0 3,548 342 3,609 342 -1,166 2,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 0.0 88.0 96.7 90.0 98.1 10.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 26 21 29 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,046
COMMITMENTS
5,414 248 520 135,566 128,823 141,500 129,591 7,546 19,455
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 949)
537 0 -497 -2,727 -3,591 -2,687 -4,088 3,636 5,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.2 0.3 91.0 86.4 94.9 86.9 5.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 3 19 23 23 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,610
COMMITMENTS
14,385 132 6,345 326,855 351,273 347,585 357,750 16,025 5,860
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 20,167)
1,376 124 -135 18,567 18,353 19,808 18,342 359 1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.7 89.9 96.6 95.6 98.4 4.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 1 4 35 30 42 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,672
COMMITMENTS
2,887 10,736 1,710 843,524 846,367 848,121 858,813 12,551 1,859
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,779)
-2,356 -128 -247 -5,060 -3,848 -7,663 -4,223 3,884 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.2 98.0 98.3 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 3 36 28 39 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,794
COMMITMENTS
1,566 5,932 2,433 378,808 377,028 382,807 385,393 11,987 9,401
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 11,308)
-682 -2,033 320 7,383 8,947 7,021 7,234 4,287 4,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.5 0.6 96.0 95.5 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 5 4 42 42 46 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 563,327
COMMITMENTS
1,208 248 0 553,720 550,063 554,928 550,311 8,399 13,016
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 8,912)
0 0 0 7,653 4,128 7,653 4,128 1,259 4,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.3 97.6 98.5 97.7 1.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 0 40 41 41 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 448,984
COMMITMENTS
429 10,829 397 436,260 426,021 437,086 437,247 11,898 11,737
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 17,810)
0 3,078 275 12,535 15,206 12,810 18,559 5,000 -749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.4 0.1 97.2 94.9 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 5 2 39 29 42 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,047
COMMITMENTS
496 6,149 459 109,330 105,417 110,285 112,025 4,762 3,022
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 4,554)
496 822 0 3,575 2,740 4,071 3,562 483 992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 0.4 95.0 91.6 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 17 21 19 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,718
COMMITMENTS
0 159 58 27,114 29,934 27,172 30,151 5,546 2,567
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 558)
0 0 0 -3,941 -871 -3,941 -871 4,499 1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 82.9 91.5 83.0 92.2 17.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 14 16 15 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 302,908
COMMITMENTS
0 11,888 277 294,459 281,695 294,736 293,860 8,172 9,048
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,016)
-782 2,204 -348 3,016 2,609 1,886 4,465 4,130 1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.1 97.2 93.0 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 5 1 27 26 28 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,871
COMMITMENTS
0 279 0 197,475 197,128 197,475 197,407 5,396 5,464
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 670)
0 0 0 423 81 423 81 247 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.3 97.2 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 29 24 29 25
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 321,978
COMMITMENTS
0 3,280 0 309,345 315,470 309,345 318,750 12,633 3,228
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 396)
0 0 0 -8,452 -161 -8,452 -161 8,848 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.1 98.0 96.1 99.0 3.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 24 24 24 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,232
COMMITMENTS
8,771 1,015 0 51,205 59,834 59,976 60,849 2,256 1,383
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,062)
997 488 0 220 787 1,217 1,275 845 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 1.6 0.0 82.3 96.1 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 0 20 20 24 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 623,131
COMMITMENTS
24,870 7,947 11,260 570,204 594,182 606,334 613,389 16,797 9,742
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 11,431)
-240 -1,107 1,468 5,596 8,222 6,824 8,583 4,607 2,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.3 1.8 91.5 95.4 97.3 98.4 2.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 8 9 49 45 59 57
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,799
COMMITMENTS
439 0 1,248 197,854 191,740 199,541 192,988 3,258 9,811
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 15,434)
426 0 -60 14,687 13,436 15,053 13,376 381 2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 97.6 94.5 98.4 95.2 1.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 27 20 28 21
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,290
COMMITMENTS
0 480 0 49,717 49,601 49,717 50,081 2,573 2,209
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 434)
0 0 0 -436 144 -436 144 870 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 95.1 94.9 95.1 95.8 4.9 4.2
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,017
COMMITMENTS
0 0 0 88,337 88,052 88,337 88,052 5,680 5,965
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 3,334)
0 0 0 2,493 3,086 2,493 3,086 841 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 93.7 94.0 93.7 6.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 13 16 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 289,124
COMMITMENTS
14,539 9,774 0 259,498 273,886 274,037 283,660 15,087 5,464
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -15,617)
5,704 -63 0 -28,047 -19,914 -22,343 -19,977 6,726 4,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.4 0.0 89.8 94.7 94.8 98.1 5.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 8 0 27 31 31 39
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 276,412
COMMITMENTS
17,866 13,278 297 247,022 260,681 265,185 274,256 11,227 2,156
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -13,373)
5,859 242 18 -29,103 -15,216 -23,226 -14,956 9,853 1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.8 0.1 89.4 94.3 95.9 99.2 4.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 7 2 39 44 47 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,543
COMMITMENTS
232 348 0 129,857 126,972 130,089 127,320 3,454 6,223
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 888)
-261 0 0 550 -1,562 289 -1,562 599 2,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.0 97.2 95.1 97.4 95.3 2.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 19 23 20 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 41,270
COMMITMENTS
217 3,076 0 38,398 35,977 38,615 39,053 2,655 2,217
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,270)
0 1,712 0 124 -933 124 779 2,146 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.5 0.0 93.0 87.2 93.6 94.6 6.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 18 16 19 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 295,387
COMMITMENTS
1,092 6,930 1,602 286,846 274,460 289,540 282,992 5,847 12,395
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 15,574)
184 1,186 31 13,946 10,999 14,161 12,216 1,413 3,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.3 0.5 97.1 92.9 98.0 95.8 2.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 4 41 36 46 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,962
COMMITMENTS
0 217 0 136,584 137,451 136,584 137,668 1,378 294
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -248)
0 217 0 -968 -548 -968 -331 720 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.0 99.6 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 11 14 11 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,232
COMMITMENTS
0 402 30 92,822 84,377 92,852 84,809 9,380 17,423
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,346)
0 -404 30 1,524 -540 1,554 -914 792 3,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 90.8 82.5 90.8 83.0 9.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 18 18 19 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 234,453
COMMITMENTS
1,394 0 1,683 227,993 227,524 231,070 229,207 3,383 5,246
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,767)
430 -464 -282 5,646 4,969 5,794 4,223 973 2,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.7 97.2 97.0 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 26 30 29 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,752
COMMITMENTS
0 2,416 0 194,865 201,330 194,865 203,746 12,887 4,006
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,533)
0 1,052 0 -2,461 3,837 -2,461 4,889 8,994 1,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 93.8 96.9 93.8 98.1 6.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 0 19 17 19 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,217
COMMITMENTS
65 0 644 87,712 89,274 88,421 89,918 4,796 3,299
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,712)
-61 0 61 751 678 751 739 961 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 94.1 95.8 94.9 96.5 5.1 3.5
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,712
COMMITMENTS
872 0 58 40,371 41,763 41,301 41,821 2,411 1,891
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,284)
0 0 0 856 -282 856 -282 428 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.1 92.4 95.5 94.5 95.7 5.5 4.3
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,790
COMMITMENTS
4,299 0 0 186,318 185,937 190,617 185,937 10,173 14,853
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 6,016)
214 0 0 2,962 -561 3,176 -561 2,840 6,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 92.8 92.6 94.9 92.6 5.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 15 18 17 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,979
COMMITMENTS
279 9,978 6,553 171,882 162,882 178,714 179,413 15,265 14,566
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 9,133)
0 721 -3 5,662 7,766 5,659 8,484 3,474 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.1 3.4 88.6 84.0 92.1 92.5 7.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 2 28 25 31 29
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,432
COMMITMENTS
0 589 0 31,076 27,010 31,076 27,599 356 3,833
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 98.9 85.9 98.9 87.8 1.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 8 12 8 14
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 55,251
COMMITMENTS
341 0 0 51,317 52,046 51,658 52,046 3,593 3,205
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 92.9 94.2 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 15 17 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,712
COMMITMENTS
0 1,826 0 71,587 72,001 71,587 73,827 5,125 2,885
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 62)
0 30 0 -2,635 124 -2,635 154 2,697 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 93.3 93.9 93.3 96.2 6.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 16 18 16 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 257,426
COMMITMENTS
2,416 2,457 4,273 238,908 242,486 245,597 249,216 11,829 8,210
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,255)
-306 496 0 -4,387 1,245 -4,693 1,741 5,948 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 1.7 92.8 94.2 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 2 31 34 33 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 137,371
COMMITMENTS
744 1,217 1,182 129,081 130,845 131,007 133,244 6,364 4,127
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -228)
0 -496 0 -1,794 -1,021 -1,794 -1,517 1,566 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.9 94.0 95.2 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 26 26 28 29
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 25,539
COMMITMENTS
2,186 0 0 22,884 23,238 25,070 23,238 469 2,301
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 527)
331 0 0 155 -1,513 486 -1,513 41 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 89.6 91.0 98.2 91.0 1.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 10 12 10
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,836
COMMITMENTS
310 0 0 155,379 156,448 155,689 156,448 9,147 8,388
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 5,033)
0 0 0 4,289 2,680 4,289 2,680 744 2,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.3 94.9 94.5 94.9 5.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 22 21 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 40,370
COMMITMENTS
511 0 0 35,794 36,817 36,305 36,817 4,065 3,553
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 152)
0 0 0 -515 -1,520 -515 -1,520 667 1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 88.7 91.2 89.9 91.2 10.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 15 19 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 267,252
COMMITMENTS
0 775 0 251,012 265,695 251,012 266,470 16,240 782
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,331)
0 0 0 743 949 743 949 588 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 93.9 99.4 93.9 99.7 6.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 28 19 28 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 107,538
COMMITMENTS
6,317 8,774 0 93,613 95,315 99,930 104,089 7,608 3,449
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -918)
0 0 0 -792 -1,104 -792 -1,104 -126 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.2 0.0 87.1 88.6 92.9 96.8 7.1 3.2
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 32,381
COMMITMENTS
5,752 0 0 25,556 31,503 31,308 31,503 1,073 878
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,531)
0 0 0 2,500 1,951 2,500 1,951 31 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.0 78.9 97.3 96.7 97.3 3.3 2.7
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 210,421
COMMITMENTS
0 994 462 205,769 204,270 206,231 205,726 4,190 4,695
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 4,296)
0 310 -62 4,351 2,904 4,289 3,152 7 1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 97.8 97.1 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 22 24 23 26
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 24,805
COMMITMENTS
2,821 2,480 3,001 17,726 19,097 23,548 24,577 1,257 228
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -746)
-163 389 -808 -553 -310 -1,523 -729 777 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 10.0 12.1 71.5 77.0 94.9 99.1 5.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 11 15 21 23 38 40
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,191
COMMITMENTS
3,970 2,773 1,091 35,128 36,327 40,189 40,191 2 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,012)
375 -1,595 -60 -3,208 -1,357 -2,893 -3,012 -119 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.9 2.7 87.4 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 8 6 25 23 32 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,206
COMMITMENTS
2,975 1,026 928 25,063 27,252 28,966 29,206 240 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,449)
-700 -125 -50 -1,939 -2,274 -2,689 -2,449 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.5 3.2 85.8 93.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 6 21 18 27 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 143,046
COMMITMENTS
3,741 10,387 9,942 128,781 119,732 142,464 140,061 582 2,985
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 387)
-248 298 -39 575 -2,719 288 -2,460 99 2,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.3 7.0 90.0 83.7 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 12 11 31 35 45 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 76,344
COMMITMENTS
2,913 3,393 2,667 70,765 70,265 76,344 76,324 0 20
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,778)
175 306 54 1,549 1,417 1,778 1,778 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.4 3.5 92.7 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 4 24 26 31 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,549
COMMITMENTS
275 724 600 33,674 33,225 34,549 34,549 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 690)
-25 0 25 690 665 690 690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.1 1.7 97.5 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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 61,919
COMMITMENTS
16,835 1,397 5,078 39,976 55,044 61,889 61,519 30 400
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 94)
20 -160 155 -79 -271 96 -276 -2 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 2.3 8.2 64.6 88.9 100.0 99.4 0.0 0.6
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 83,029
COMMITMENTS
25,766 3,237 3,805 52,974 75,754 82,545 82,796 484 233
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 507)
-58 0 0 587 286 529 286 -22 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.9 4.6 63.8 91.2 99.4 99.7 0.6 0.3
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 74,752
COMMITMENTS
2,605 472 2,158 68,285 71,327 73,048 73,957 1,704 795
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 220)
-210 0 115 -615 -385 -710 -270 930 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.6 2.9 91.3 95.4 97.7 98.9 2.3 1.1
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 94,122
COMMITMENTS
2,758 656 2,700 86,617 89,843 92,075 93,199 2,047 923
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 375)
0 -81 0 -835 -230 -835 -311 1,210 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.7 2.9 92.0 95.5 97.8 99.0 2.2 1.0
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,975
COMMITMENTS
325 195 230 44,006 44,132 44,561 44,557 414 418
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 827)
0 0 0 827 830 827 830 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 0.5 97.8 98.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 18 17 20 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,873
COMMITMENTS
460 906 35 25,838 25,930 26,333 26,871 540 2
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 288)
0 0 0 291 288 291 288 -3 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 18 22 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 94,545
COMMITMENTS
21,963 2,144 4,350 67,804 87,890 94,117 94,385 428 160
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 397)
-821 240 452 769 -343 401 349 -4 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 2.3 4.6 71.7 93.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 6 14 33 33 54 51
ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 30,798
COMMITMENTS
3,207 288 0 27,351 29,767 30,558 30,055 240 743
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.9 0.0 88.8 96.7 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 0 9 12 13 14
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,201
COMMITMENTS
8,966 800 275 31,670 39,799 40,911 40,874 290 327
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,540)
0 300 0 1,540 1,240 1,540 1,540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 1.9 0.7 76.9 96.6 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 3 1 18 21 24 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,851
COMMITMENTS
475 123 277 49,974 50,121 50,726 50,521 125 330
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,086)
0 0 0 1,086 1,071 1,086 1,071 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.5 98.3 98.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 24 20 28 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,466
COMMITMENTS
80 2,180 120 36,953 36,029 37,153 38,329 1,313 137
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 477)
-110 25 110 492 381 492 516 -15 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 0.3 96.1 93.7 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 7 1 21 23 22 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,132
COMMITMENTS
2,297 800 0 63,060 65,987 65,357 66,787 1,775 345
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -98)
-15 0 0 -1,230 -98 -1,245 -98 1,147 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.2 0.0 93.9 98.3 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 24 17 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,862
COMMITMENTS
2,741 680 60 66,320 69,812 69,121 70,552 1,741 310
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 87)
-236 30 -30 -1,008 -43 -1,274 -43 1,361 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.0 0.1 93.6 98.5 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 25 17 28 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,958
COMMITMENTS
1,507 1,511 677 75,520 75,740 77,704 77,928 254 30
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -47)
-100 -63 48 5 -32 -47 -47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.9 0.9 96.9 97.2 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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,126
COMMITMENTS
2,424 3,169 2,190 97,165 96,685 101,778 102,044 348 82
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,214)
20 -29 106 1,088 1,082 1,214 1,159 0 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.1 2.1 95.1 94.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 10 7 30 31 41 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 58,092
COMMITMENTS
425 5,866 225 57,422 52,001 58,072 58,092 20 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 450)
0 75 0 450 375 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.1 0.4 98.8 89.5 100.0 100.0 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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 50,750
COMMITMENTS
549 650 725 49,476 49,375 50,750 50,750 0 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,510)
0 0 0 1,510 1,510 1,510 1,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 1.4 97.5 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 12 10 15 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,710
COMMITMENTS
1,356 1,890 555 61,695 60,989 63,606 63,434 104 276
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 338)
-9 -25 27 260 261 278 263 60 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.0 0.9 96.8 95.7 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 23 23 27 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 70,907
COMMITMENTS
1,516 4,336 2,860 66,295 63,310 70,671 70,506 236 401
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -83)
-68 252 -215 21 -281 -262 -244 179 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.1 4.0 93.5 89.3 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 5 4 23 19 32 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,490
COMMITMENTS
0 796 0 26,160 25,239 26,160 26,035 330 455
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 528)
0 5 0 379 268 379 273 149 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.8 95.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 18 12 18 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 25,431
COMMITMENTS
0 25 0 24,971 25,086 24,971 25,111 460 320
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 250)
0 0 0 118 -5 118 -5 132 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.2 98.6 98.2 98.7 1.8 1.3
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,209
COMMITMENTS
82 1,514 1,459 32,030 31,214 33,571 34,187 638 22
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 75)
0 -1 60 -590 -6 -530 53 605 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.4 4.3 93.6 91.2 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 5 21 21 28 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,406
COMMITMENTS
510 2,370 316 19,272 17,857 20,098 20,543 1,308 863
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 30)
0 5 0 -274 -778 -274 -773 304 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.1 1.5 90.0 83.4 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 2 15 15 18 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,319
COMMITMENTS
5,460 4,536 1,112 54,197 55,173 60,769 60,821 550 498
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,092)
135 284 30 453 299 618 613 474 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.4 1.8 88.4 90.0 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 2 4 28 29 37 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,186
COMMITMENTS
748 912 1,185 36,110 35,993 38,043 38,090 143 96
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -124)
0 -100 95 -310 -215 -215 -220 91 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.4 3.1 94.6 94.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 6 26 26 33 32
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,707
COMMITMENTS
750 626 226 17,581 17,840 18,557 18,692 150 15
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -853)
25 -233 0 -868 -620 -843 -853 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.3 1.2 94.0 95.4 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 1 18 16 21 20
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 19,273
COMMITMENTS
500 475 0 18,643 18,798 19,143 19,273 130 0
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -453)
0 -25 0 -445 -428 -445 -453 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.5 0.0 96.7 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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,661
COMMITMENTS
125 1,760 25 10,311 8,696 10,461 10,481 200 180
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 200)
0 0 0 165 20 165 20 35 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 16.5 0.2 96.7 81.6 98.1 98.3 1.9 1.7
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,894
COMMITMENTS
125 2,175 0 10,559 7,944 10,684 10,119 210 775
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 200)
0 0 0 115 -575 115 -575 85 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 20.0 0.0 96.9 72.9 98.1 92.9 1.9 7.1
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,722
COMMITMENTS
1,025 140 565 11,781 12,767 13,371 13,472 351 250
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 400)
140 -235 -45 218 430 313 150 87 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.0 4.1 85.9 93.0 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 17 14 20 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,614
COMMITMENTS
1,295 140 465 11,532 12,759 13,292 13,364 322 250
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 531)
375 0 -145 243 426 473 281 58 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.0 3.4 84.7 93.7 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 17 16 20 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,803
COMMITMENTS
1,020 1,230 2,395 32,930 32,926 36,345 36,551 458 252
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 690)
0 150 -150 535 508 385 508 305 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.3 6.5 89.5 89.5 98.8 99.3 1.2 0.7
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,774
COMMITMENTS
1,055 700 2,650 32,525 33,202 36,230 36,552 544 222
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 730)
0 0 0 340 528 340 528 390 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.9 7.2 88.4 90.3 98.5 99.4 1.5 0.6
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,064
COMMITMENTS
1,835 7,278 953 104,376 99,764 107,164 107,995 1,900 1,069
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,565)
40 -82 -125 -175 778 -260 571 1,825 994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.7 0.9 95.7 91.5 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 8 6 40 32 48 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,356
COMMITMENTS
2,524 7,167 1,967 118,499 114,235 122,990 123,369 1,366 987
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,611)
100 242 -33 235 450 302 659 1,309 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.8 1.6 95.3 91.9 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 10 10 41 38 54 51
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 518,840
COMMITMENTS
29,906 26,561 51,277 436,679 438,966 517,863 516,805 977 2,035
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 7,588)
-982 -423 1,108 7,020 5,188 7,146 5,873 442 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.1 9.9 84.2 84.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 25 26 45 41 77 81
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,962
COMMITMENTS
5,210 600 75 11,277 15,599 16,562 16,274 400 688
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 90)
0 0 0 -175 -598 -175 -598 265 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 3.5 0.4 66.5 92.0 97.6 95.9 2.4 4.1
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,901
COMMITMENTS
4,595 600 15 10,564 14,612 15,174 15,227 727 674
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 90)
0 0 0 -165 -584 -165 -584 255 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 3.8 0.1 66.4 91.9 95.4 95.8 4.6 4.2
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 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,898
COMMITMENTS
4,300 551 0 4,598 8,345 8,898 8,896 0 2
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -247)
0 1 0 -247 -250 -247 -249 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 6.2 0.0 51.7 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 12 15 16 16
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,936
COMMITMENTS
43 116 23 3,109 3,013 3,175 3,152 761 784
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -639)
-107 -61 -44 -604 -605 -755 -710 116 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.9 0.6 79.0 76.5 80.7 80.1 19.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 19 24 20 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,643
COMMITMENTS
2,845 61 30 28,437 31,494 31,312 31,585 331 58
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,028)
-367 0 0 -1,632 -2,020 -1,999 -2,020 -29 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.2 0.1 89.9 99.5 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 34 35 36 37
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,194
COMMITMENTS
70 0 24 16,003 15,335 16,097 15,359 97 835
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,040)
30 0 -55 -3,020 -2,967 -3,045 -3,022 5 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 98.8 94.7 99.4 94.8 0.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 20 19 21
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,725
COMMITMENTS
250 108 130 5,495 6,241 5,875 6,479 850 246
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,318)
-79 108 -63 -1,086 -1,382 -1,228 -1,337 -90 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 1.9 81.7 92.8 87.4 96.3 12.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 24 23 28 26
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,667
COMMITMENTS
1,504 575 0 34,568 35,792 36,072 36,367 595 300
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,714)
-57 -861 -70 -4,577 -3,758 -4,704 -4,689 -10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.6 0.0 94.3 97.6 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 0 23 35 26 39
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,237
COMMITMENTS
1,462 1,820 1,454 49,682 49,134 52,598 52,408 639 829
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -5,685)
-146 138 -516 -5,073 -5,535 -5,735 -5,913 50 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.4 2.7 93.3 92.3 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
6 10 9 62 58 73 72
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 27,581
COMMITMENTS
0 0 0 27,327 27,279 27,327 27,279 254 302
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,734)
0 0 0 2,570 2,795 2,570 2,795 164 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.9 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 24 25 24
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 11,987
COMMITMENTS
0 0 0 11,987 11,819 11,987 11,819 0 168
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 938)
0 0 0 938 1,028 938 1,028 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.6 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 230,670
COMMITMENTS
0 6,810 0 216,775 209,168 216,775 215,978 13,895 14,692
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -12,740)
0 820 -40 -12,000 -13,006 -12,040 -12,226 -700 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 94.0 90.7 94.0 93.6 6.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 14 12 15
Updated March 06, 2020