CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,744
COMMITMENTS
4,996 574 396 7,352 11,774 12,744 12,744 0 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 105 100 105 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 4.5 3.1 57.7 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 2 1 10 10 20 12
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 58,131
COMMITMENTS
35,761 17,415 45 22,100 40,461 57,906 57,921 225 210
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -463)
-51 -404 0 -422 -59 -473 -463 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 30.0 0.1 38.0 69.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 10 1 21 18 37 28
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 106,780
COMMITMENTS
38,023 24,366 11,554 56,671 70,379 106,248 106,299 532 481
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 8,253)
1,848 3,768 540 5,759 3,822 8,146 8,130 107 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 22.8 10.8 53.1 65.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
29 12 15 27 18 61 40
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 178,729
COMMITMENTS
57,721 32,210 2,177 118,831 144,342 178,729 178,729 0 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -200)
50 -100 0 -250 -100 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 18.0 1.2 66.5 80.8 100.0 100.0 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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 168,267
COMMITMENTS
29,950 17,352 7,021 131,296 143,894 168,267 168,267 0 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 15,359)
5,281 -58 -1,872 11,950 17,289 15,359 15,359 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 10.3 4.2 78.0 85.5 100.0 100.0 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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,599
COMMITMENTS
17,746 3,353 2,754 15,099 29,473 35,599 35,580 0 19
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,655)
440 -18 469 746 1,185 1,655 1,636 0 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 9.4 7.7 42.4 82.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 3 7 12 17 29 25
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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 03/03/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,346
COMMITMENTS
14,972 752 1,267 13,107 27,277 29,346 29,296 0 50
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,336)
451 201 -250 2,335 2,385 2,536 2,336 -200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 2.6 4.3 44.7 92.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 2 4 11 12 31 17
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,056
COMMITMENTS
1,898 614 143 17,550 19,298 19,591 20,056 465 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,602)
421 91 14 2,017 2,497 2,452 2,602 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.1 0.7 87.5 96.2 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 2 14 10 19 12
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 12,267
COMMITMENTS
1,432 3,546 0 10,835 8,721 12,267 12,267 0 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 150)
-150 100 0 300 50 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 28.9 0.0 88.3 71.1 100.0 100.0 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 03/10/20 |
--------------------------------------------------------------| 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: 21,364
COMMITMENTS
2,705 7,150 640 17,994 13,574 21,339 21,364 25 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 86)
165 200 -40 -39 -74 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 33.5 3.0 84.2 63.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 8 3 12 10 18 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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 03/03/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,339
COMMITMENTS
2,476 1,077 2,598 28,092 29,619 33,166 33,294 173 45
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,746)
-25 106 554 2,237 2,086 2,766 2,746 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.2 7.8 84.3 88.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 6 23 26 31 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,200
COMMITMENTS
801 3,236 1,992 27,820 26,961 30,613 32,189 1,587 11
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,815)
34 157 461 1,260 1,197 1,755 1,815 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.0 6.2 86.4 83.7 95.1 100.0 4.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 4 20 21 26 26
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,303,782
COMMITMENTS
357,666 94,540 440,159 4458569 4743346 5256394 5278045 47,388 25,737
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 205,767)
38,078 -9,909 27,033 128,510 185,964 193,621 203,088 12,146 2,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.8 8.3 84.1 89.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
38 25 47 144 120 200 174
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,447,762
COMMITMENTS
55,919 27,962 554,650 835,283 863,460 1445852 1446072 1,911 1,690
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 105,661)
6,895 12,092 52,206 47,183 41,484 106,284 105,782 -623 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 38.3 57.7 59.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 11 23 50 48 78 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,467
COMMITMENTS
5,764 3,575 153 244,180 269,683 250,097 273,411 29,370 6,056
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,623)
-63 -403 61 -5,706 -4,975 -5,708 -5,317 1,085 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.3 0.1 87.4 96.5 89.5 97.8 10.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 25 17 28 19
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,650
COMMITMENTS
3,583 0 397 130,545 122,174 134,525 122,571 3,125 15,079
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -11,396)
-1,831 -248 -123 -5,021 -6,649 -6,975 -7,020 -4,421 -4,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.3 94.8 88.8 97.7 89.0 2.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 22 21 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 355,578
COMMITMENTS
12,046 132 6,066 320,348 343,794 338,460 349,992 17,118 5,586
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -8,032)
-2,339 0 -279 -6,507 -7,479 -9,125 -7,758 1,093 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.7 90.1 96.7 95.2 98.4 4.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 1 3 32 28 38 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 884,705
COMMITMENTS
3,204 11,636 1,585 866,672 869,722 871,461 882,943 13,244 1,762
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 24,033)
317 900 -125 23,148 23,355 23,340 24,130 693 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.3 0.2 98.0 98.3 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 5 36 29 41 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,800
COMMITMENTS
1,971 4,892 1,889 363,822 356,391 367,682 363,172 12,118 16,628
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -14,994)
405 -1,040 -544 -14,986 -20,637 -15,125 -22,221 131 7,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.5 95.8 93.8 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 4 3 36 35 39 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 552,202
COMMITMENTS
1,540 384 341 542,342 542,867 544,223 543,592 7,979 8,610
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -11,125)
332 136 341 -11,378 -7,196 -10,705 -6,719 -420 -4,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.1 98.2 98.3 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 1 1 36 40 38 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 431,757
COMMITMENTS
0 4,856 183 417,779 414,642 417,962 419,681 13,795 12,076
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -17,227)
-429 -5,973 -214 -18,481 -11,379 -19,124 -17,566 1,897 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 96.8 96.0 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 1 35 29 36 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,245
COMMITMENTS
620 5,385 0 102,033 99,111 102,653 104,496 3,592 1,749
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -8,802)
124 -764 -459 -7,297 -6,306 -7,632 -7,529 -1,170 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.1 0.0 96.0 93.3 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 18 22 19 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,058
COMMITMENTS
0 217 0 25,438 25,097 25,438 25,314 620 744
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -6,660)
0 58 -58 -1,676 -4,837 -1,734 -4,837 -4,926 -1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 97.6 96.3 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 14 13 14 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 291,136
COMMITMENTS
0 9,381 123 286,383 271,426 286,506 280,930 4,630 10,206
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -11,772)
0 -2,507 -154 -8,076 -10,269 -8,230 -12,930 -3,542 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 98.4 93.2 98.4 96.5 1.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 23 22 24 25
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,408
COMMITMENTS
0 0 0 190,975 189,501 190,975 189,501 4,433 5,907
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -7,463)
0 -279 0 -6,500 -7,627 -6,500 -7,906 -963 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.0 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 20 28 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 305,656
COMMITMENTS
1,498 3,310 0 297,981 299,985 299,479 303,295 6,177 2,361
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -16,322)
1,498 30 0 -11,364 -15,485 -9,866 -15,455 -6,456 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 0.0 97.5 98.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 23 22 24 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,928
COMMITMENTS
6,393 899 0 43,640 50,657 50,033 51,556 1,895 372
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -10,304)
-2,378 -116 0 -7,565 -9,177 -9,943 -9,293 -361 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.7 0.0 84.0 97.6 96.4 99.3 3.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 0 15 18 19 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 594,749
COMMITMENTS
14,523 9,460 6,847 560,363 571,829 581,733 588,136 13,016 6,613
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -28,382)
-10,347 1,513 -4,413 -9,841 -22,353 -24,601 -25,253 -3,781 -3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.6 1.2 94.2 96.1 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
2 8 7 47 42 54 54
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,327
COMMITMENTS
1,081 0 392 190,712 188,366 192,185 188,758 4,142 7,569
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -6,472)
642 0 -856 -7,142 -3,374 -7,356 -4,230 884 -2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 97.1 95.9 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 19 23 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,275
COMMITMENTS
0 217 0 44,746 44,195 44,746 44,412 1,529 1,863
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -6,015)
0 -263 0 -4,971 -5,406 -4,971 -5,669 -1,044 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.7 95.5 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,796
COMMITMENTS
0 1,498 0 229,843 233,116 229,843 234,614 7,953 3,182
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -51,328)
-14,539 -8,276 0 -29,655 -40,770 -44,194 -49,046 -7,134 -2,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.7 98.0 96.7 98.7 3.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 15 18 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,496
COMMITMENTS
13,981 10,053 0 218,222 225,394 232,203 235,447 4,293 1,049
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -39,916)
-3,885 -3,225 -297 -28,800 -35,287 -32,982 -38,809 -6,934 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.3 0.0 92.3 95.3 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 8 0 30 37 33 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,644
COMMITMENTS
0 0 0 113,971 114,013 113,971 114,013 2,673 2,631
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -16,899)
-232 -348 0 -15,886 -12,959 -16,118 -13,307 -781 -3,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.7 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 18 20 18 20
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 35,359
COMMITMENTS
217 3,076 0 34,770 31,084 34,987 34,160 372 1,199
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -5,911)
0 0 0 -3,628 -4,893 -3,628 -4,893 -2,283 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.7 0.0 98.3 87.9 98.9 96.6 1.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 16 10 17 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,052
COMMITMENTS
537 3,422 825 270,632 264,836 271,994 269,083 10,058 12,969
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -13,335)
-555 -3,508 -777 -16,214 -9,624 -17,546 -13,909 4,211 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 0.3 96.0 93.9 96.4 95.4 3.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 38 34 40 38
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,260
COMMITMENTS
0 217 0 124,578 124,981 124,578 125,198 682 62
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -12,702)
0 0 0 -12,006 -12,470 -12,006 -12,470 -696 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.5 99.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 13 11 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,607
COMMITMENTS
0 0 0 89,850 85,262 89,850 85,262 9,757 14,345
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,625)
0 -402 -30 -2,972 885 -3,002 453 377 -3,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.2 85.6 90.2 85.6 9.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 16 14 16
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 229,962
COMMITMENTS
868 0 1,498 224,014 224,829 226,380 226,327 3,582 3,635
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,491)
-526 0 -185 -3,979 -2,695 -4,690 -2,880 199 -1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.7 97.4 97.8 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 23 26 24 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,718
COMMITMENTS
0 256 0 188,559 197,851 188,559 198,107 12,159 2,611
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -7,034)
0 -2,160 0 -6,306 -3,479 -6,306 -5,639 -728 -1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 93.9 98.6 93.9 98.7 6.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 16 17 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,704
COMMITMENTS
0 459 275 78,698 86,200 78,973 86,934 11,731 3,770
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,513)
-65 459 -369 -9,014 -3,074 -9,448 -2,984 6,935 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.3 86.8 95.0 87.1 95.8 12.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 12 18 13
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,239
COMMITMENTS
930 0 0 37,801 41,146 38,731 41,146 2,508 93
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,473)
58 0 -58 -2,570 -617 -2,570 -675 97 -1,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 91.7 99.8 93.9 99.8 6.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 13 17 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,197
COMMITMENTS
2,903 0 31 189,664 188,336 192,598 188,367 7,599 11,830
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -593)
-1,396 0 31 3,346 2,399 1,981 2,430 -2,574 -3,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.7 94.1 96.2 94.1 3.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 13 17 15 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,179
COMMITMENTS
2,200 8,928 7,700 175,669 170,701 185,569 187,329 14,610 12,850
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 6,200)
1,921 -1,050 1,147 3,787 7,819 6,855 7,916 -655 -1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.5 3.8 87.8 85.3 92.7 93.6 7.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 3 25 23 29 26
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,548
COMMITMENTS
0 1,414 0 71,495 69,852 71,495 71,266 2,053 2,282
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -3,164)
0 -412 0 -92 -2,149 -92 -2,561 -3,072 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 97.2 95.0 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 12 16 12 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 242,564
COMMITMENTS
2,361 620 3,641 227,846 230,749 233,848 235,010 8,716 7,554
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -14,862)
-55 -1,837 -632 -11,062 -11,737 -11,749 -14,206 -3,113 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 1.5 93.9 95.1 96.4 96.9 3.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 28 31 30 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 136,133
COMMITMENTS
0 999 3 129,148 129,355 129,151 130,357 6,982 5,776
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,238)
-744 -218 -1,179 67 -1,490 -1,856 -2,887 618 1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 94.9 95.0 94.9 95.8 5.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 21 21 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,030
COMMITMENTS
0 0 0 153,740 156,535 153,740 156,535 10,290 7,495
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -806)
-310 0 0 -1,639 87 -1,949 87 1,143 -893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 95.4 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 42,197
COMMITMENTS
279 0 0 37,943 39,344 38,222 39,344 3,975 2,853
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,827)
-232 0 0 2,149 2,527 1,917 2,527 -90 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 89.9 93.2 90.6 93.2 9.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 15 16 16 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 258,155
COMMITMENTS
0 0 0 236,549 257,817 236,549 257,817 21,606 338
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -9,097)
0 -775 0 -14,463 -7,878 -14,463 -8,653 5,366 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.6 99.9 91.6 99.9 8.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 17 22 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,523
COMMITMENTS
4,922 0 0 82,038 92,508 86,960 92,508 8,563 3,015
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -12,015)
-1,395 -8,774 0 -11,575 -2,807 -12,970 -11,581 955 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 85.9 96.8 91.0 96.8 9.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 12 14 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 206,324
COMMITMENTS
0 1,208 0 196,667 199,412 196,667 200,620 9,657 5,704
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,097)
0 214 -462 -9,102 -4,858 -9,564 -5,106 5,467 1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 95.3 96.6 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 18 16 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 22,363
COMMITMENTS
2,474 2,145 3,091 16,262 16,880 21,827 22,116 536 247
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,442)
-347 -334 90 -1,464 -2,217 -1,721 -2,461 -722 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.6 13.8 72.7 75.5 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 12 15 19 21 36 38
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,160
COMMITMENTS
4,245 1,983 1,842 35,071 37,320 41,158 41,145 2 15
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 969)
275 -790 751 -57 993 969 954 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.8 4.5 85.2 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 5 24 22 30 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 29,756
COMMITMENTS
3,125 851 1,178 25,213 27,727 29,516 29,756 240 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 550)
150 -175 250 150 475 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.9 4.0 84.7 93.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 6 21 20 27 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,604
COMMITMENTS
3,647 10,772 9,615 124,124 117,141 137,386 137,528 218 76
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -5,442)
-94 385 -327 -4,657 -2,591 -5,078 -2,533 -364 -2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.8 7.0 90.2 85.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 14 10 32 34 45 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,882
COMMITMENTS
2,613 3,256 2,552 66,717 66,054 71,882 71,862 0 20
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,463)
-300 -137 -115 -4,048 -4,211 -4,463 -4,463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.5 3.5 92.8 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 4 23 24 30 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,860
COMMITMENTS
575 650 525 32,760 32,685 33,860 33,860 0 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -689)
300 -74 -75 -914 -540 -689 -689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.9 1.6 96.8 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 2 12 15 16 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,156
COMMITMENTS
16,931 1,347 4,855 37,201 52,941 58,987 59,143 169 13
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,763)
96 -50 -223 -2,775 -2,103 -2,902 -2,376 139 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.3 8.2 62.9 89.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 2 24 22 31 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 80,368
COMMITMENTS
26,021 3,909 2,909 51,197 73,493 80,127 80,311 241 57
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,661)
255 672 -896 -1,777 -2,261 -2,418 -2,485 -243 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.9 3.6 63.7 91.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 6 5 25 25 35 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,078
COMMITMENTS
2,195 370 2,158 66,010 68,245 70,363 70,773 715 305
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -3,674)
-410 -102 0 -2,275 -3,082 -2,685 -3,184 -989 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.5 3.0 92.9 96.0 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 26 24 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,147
COMMITMENTS
2,245 484 2,700 81,394 83,726 86,339 86,910 808 237
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -6,975)
-513 -172 0 -5,223 -6,117 -5,736 -6,289 -1,239 -686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.6 3.1 93.4 96.1 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 28 27 31 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,553
COMMITMENTS
250 170 230 42,651 42,750 43,131 43,150 422 403
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,422)
-75 -25 0 -1,355 -1,382 -1,430 -1,407 8 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.5 97.9 98.2 99.0 99.1 1.0 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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,597
COMMITMENTS
460 941 0 24,612 24,656 25,072 25,597 525 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,276)
0 35 -35 -1,226 -1,274 -1,261 -1,274 -15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.7 0.0 96.2 96.3 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 19 18 21 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 89,445
COMMITMENTS
22,209 1,222 2,757 64,070 85,296 89,035 89,275 410 170
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -5,099)
246 -922 -1,593 -3,734 -2,594 -5,081 -5,109 -18 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 1.4 3.1 71.6 95.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 5 12 35 33 57 49
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,212
COMMITMENTS
8,735 499 251 29,946 38,150 38,932 38,900 280 312
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,989)
-231 -301 -24 -1,724 -1,649 -1,979 -1,974 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.3 0.6 76.4 97.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 2 18 21 25 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,282
COMMITMENTS
350 102 273 48,519 48,587 49,142 48,962 140 320
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,569)
-125 -21 -4 -1,455 -1,534 -1,584 -1,559 15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.6 98.5 98.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 23 17 27 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,735
COMMITMENTS
80 2,130 120 36,242 35,368 36,442 37,618 1,293 117
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -731)
0 -50 0 -711 -661 -711 -711 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.6 0.3 96.0 93.7 96.6 99.7 3.4 0.3
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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,935
COMMITMENTS
2,223 250 0 59,994 62,340 62,217 62,590 718 345
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,197)
-74 -550 0 -3,066 -3,647 -3,140 -4,197 -1,057 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 0.0 95.3 99.1 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 0 23 16 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,769
COMMITMENTS
2,536 230 60 63,828 66,299 66,424 66,589 345 180
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,093)
-205 -450 0 -2,492 -3,513 -2,697 -3,963 -1,396 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.3 0.1 95.6 99.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 24 16 26 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 73,001
COMMITMENTS
1,225 1,192 668 70,871 71,121 72,764 72,981 237 20
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,957)
-282 -319 -9 -4,649 -4,619 -4,940 -4,947 -17 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.6 0.9 97.1 97.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 5 28 26 34 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 95,072
COMMITMENTS
2,546 2,865 2,206 89,990 89,956 94,742 95,027 330 45
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -7,054)
123 -303 16 -7,174 -6,729 -7,036 -7,017 -18 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.0 2.3 94.7 94.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 8 7 29 30 37 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,992
COMMITMENTS
625 5,706 0 55,347 50,286 55,972 55,992 20 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,100)
200 -160 -225 -2,075 -1,715 -2,100 -2,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 10.2 0.0 98.8 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 0 14 13 16 18
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 49,150
COMMITMENTS
700 775 450 48,000 47,925 49,150 49,150 0 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,600)
151 125 -275 -1,476 -1,450 -1,600 -1,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.6 0.9 97.7 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 2 12 9 14 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 61,662
COMMITMENTS
1,436 1,920 560 59,622 59,000 61,618 61,480 44 182
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,048)
80 30 5 -2,073 -1,989 -1,988 -1,954 -60 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.1 0.9 96.7 95.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 2 23 22 27 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 68,351
COMMITMENTS
1,547 4,470 2,409 64,202 61,159 68,158 68,038 193 313
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,556)
31 134 -451 -2,093 -2,151 -2,513 -2,468 -43 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.5 3.5 93.9 89.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 3 23 19 29 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,670
COMMITMENTS
0 581 0 24,485 23,899 24,485 24,480 185 190
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,820)
0 -215 0 -1,675 -1,340 -1,675 -1,555 -145 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 99.3 96.9 99.3 99.2 0.7 0.8
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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 24,321
COMMITMENTS
0 0 0 24,019 24,261 24,019 24,261 302 60
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,110)
0 -25 0 -952 -825 -952 -850 -158 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 99.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 12 17 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,031
COMMITMENTS
345 1,199 1,156 30,494 29,671 31,995 32,026 36 5
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,178)
263 -315 -303 -1,536 -1,543 -1,576 -2,161 -602 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.7 3.6 95.2 92.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 5 21 19 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 19,872
COMMITMENTS
671 2,349 155 17,923 17,258 18,749 19,762 1,123 110
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,534)
161 -21 -161 -1,349 -599 -1,349 -781 -185 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 11.8 0.8 90.2 86.8 94.3 99.4 5.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 2 13 13 16 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,078
COMMITMENTS
5,326 4,456 1,302 52,323 53,296 58,951 59,054 127 24
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,241)
-134 -80 190 -1,874 -1,877 -1,818 -1,767 -423 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.5 2.2 88.6 90.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 2 6 29 27 37 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,119
COMMITMENTS
810 720 1,202 33,951 34,112 35,963 36,034 156 85
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,067)
62 -192 17 -2,159 -1,881 -2,080 -2,056 13 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.0 3.3 94.0 94.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 23 22 30 28
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,867
COMMITMENTS
700 626 251 18,766 18,975 19,717 19,852 150 15
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,160)
-50 0 25 1,185 1,135 1,160 1,160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.2 1.3 94.5 95.5 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 2 19 17 22 22
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 20,898
COMMITMENTS
500 475 0 20,268 20,423 20,768 20,898 130 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,625)
0 0 0 1,625 1,625 1,625 1,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.3 0.0 97.0 97.7 99.4 100.0 0.6 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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,366
COMMITMENTS
75 1,550 25 9,141 7,791 9,241 9,366 125 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,295)
-50 -210 0 -1,170 -905 -1,220 -1,115 -75 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 16.5 0.3 97.6 83.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 11 13 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,484
COMMITMENTS
75 1,900 0 9,299 7,584 9,374 9,484 110 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,410)
-50 -275 0 -1,260 -360 -1,310 -635 -100 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 20.0 0.0 98.0 80.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 11 13 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,370
COMMITMENTS
865 150 515 10,742 11,705 12,122 12,370 248 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,352)
-160 10 -50 -1,039 -1,062 -1,249 -1,102 -103 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.2 4.2 86.8 94.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 15 15 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,260
COMMITMENTS
1,135 150 415 10,462 11,695 12,012 12,260 248 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,354)
-160 10 -50 -1,070 -1,064 -1,280 -1,104 -74 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.2 3.4 85.3 95.4 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 16 15 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,820
COMMITMENTS
1,270 885 2,120 31,285 31,755 34,675 34,760 145 60
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,983)
250 -345 -275 -1,645 -1,171 -1,670 -1,791 -313 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.5 6.1 89.8 91.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 2 21 13 25 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,801
COMMITMENTS
1,610 700 2,070 30,975 32,011 34,655 34,781 146 20
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,973)
555 0 -580 -1,550 -1,191 -1,575 -1,771 -398 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.0 5.9 89.0 92.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 3 21 14 26 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,793
COMMITMENTS
1,900 7,219 538 99,269 93,976 101,707 101,733 86 60
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -7,271)
65 -59 -415 -5,107 -5,788 -5,457 -6,262 -1,814 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.1 0.5 97.5 92.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 8 5 37 31 44 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 117,026
COMMITMENTS
2,558 7,392 1,358 113,084 108,271 117,000 117,021 26 5
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -7,330)
34 225 -609 -5,415 -5,964 -5,990 -6,348 -1,340 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.3 1.2 96.6 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 11 9 41 35 53 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 509,976
COMMITMENTS
32,229 24,642 49,639 427,771 435,672 509,639 509,953 337 23
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -8,863)
2,322 -1,920 -1,638 -8,908 -3,294 -8,223 -6,851 -640 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.8 9.7 83.9 85.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 22 24 46 36 77 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,844
COMMITMENTS
5,175 600 0 10,259 15,174 15,434 15,774 410 70
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,118)
-35 0 -75 -1,018 -425 -1,128 -500 10 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 3.8 0.0 64.8 95.8 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 17 8 19 9
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,844
COMMITMENTS
4,600 600 0 9,666 14,244 14,266 14,844 578 0
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,057)
5 0 -15 -898 -368 -908 -383 -149 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 4.0 0.0 65.1 96.0 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 16 8 18 9
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,503
COMMITMENTS
4,300 451 0 4,203 8,050 8,503 8,501 0 2
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -395)
0 -100 0 -395 -295 -395 -395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 5.3 0.0 49.4 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 10 14 14 15
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,131
COMMITMENTS
0 163 0 3,236 3,165 3,236 3,328 895 803
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 195)
-43 47 -23 127 152 61 176 134 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 78.3 76.6 78.3 80.6 21.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 22 24 22 26
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,221
COMMITMENTS
2,845 126 30 29,970 33,002 32,845 33,158 376 63
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,578)
0 65 0 1,533 1,508 1,533 1,573 45 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.4 0.1 90.2 99.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 33 34 35 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,254
COMMITMENTS
70 0 24 16,063 15,395 16,157 15,419 97 835
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 98.8 94.7 99.4 94.9 0.6 5.1
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 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,246
COMMITMENTS
275 108 95 6,018 6,759 6,388 6,962 858 284
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 521)
25 0 -35 523 518 513 483 8 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 1.3 83.1 93.3 88.2 96.1 11.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 24 25 28 27
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,737
COMMITMENTS
2,444 575 0 34,698 36,862 37,142 37,437 595 300
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,070)
940 0 0 130 1,070 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.5 0.0 91.9 97.7 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 0 23 36 26 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 54,133
COMMITMENTS
1,506 1,857 1,696 49,988 49,603 53,190 53,156 943 977
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 896)
44 37 242 306 469 592 748 304 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.4 3.1 92.3 91.6 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
7 10 11 63 58 75 74
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 29,552
COMMITMENTS
0 0 0 29,492 29,324 29,492 29,324 60 228
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 1,971)
0 0 0 2,165 2,045 2,165 2,045 -194 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.2 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 25 25 25
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,047
COMMITMENTS
0 0 0 12,039 11,879 12,039 11,879 8 168
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 52 60 52 60 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 98.6 99.9 98.6 0.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 15 16 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 225,649
COMMITMENTS
0 2,240 990 209,249 211,232 210,239 214,462 15,410 11,187
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -5,021)
0 -4,570 990 -7,526 2,064 -6,536 -1,516 1,515 -3,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.4 92.7 93.6 93.2 95.0 6.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 12 15 13 16
Updated March 13, 2020