CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,074
COMMITMENTS
4,269 1,962 76 9,722 12,029 14,067 14,067 7 7
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -98)
-1,007 400 -350 1,252 -155 -105 -105 7 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 13.9 0.5 69.1 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 2 12 9 19 12
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 53,484
COMMITMENTS
27,933 16,696 105 25,177 36,424 53,215 53,225 269 259
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -3,272)
-5,414 -663 -360 2,533 -2,223 -3,241 -3,246 -31 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 31.2 0.2 47.1 68.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 9 2 24 16 39 25
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 152,426
COMMITMENTS
30,634 40,737 12,731 107,232 98,693 150,597 152,161 1,829 265
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 28,248)
-2,357 10,132 -1,129 30,528 19,580 27,042 28,584 1,206 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 26.7 8.4 70.4 64.7 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 14 16 32 23 66 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,200
COMMITMENTS
61,832 30,160 2,716 119,652 151,324 184,200 184,200 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,814)
200 -1,862 700 914 2,976 1,814 1,814 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 16.4 1.5 65.0 82.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 8 3 17 15 23 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 163,883
COMMITMENTS
22,913 17,799 8,303 132,666 137,780 163,883 163,883 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -3,291)
-4,353 347 1,084 -22 -4,722 -3,291 -3,291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 10.9 5.1 81.0 84.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 4 5 17 12 26 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,722
COMMITMENTS
12,354 3,134 1,883 20,455 29,668 34,692 34,685 30 37
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,191)
-4,779 51 -747 4,304 -507 -1,221 -1,204 30 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 9.0 5.4 58.9 85.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 4 7 13 18 26 27
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,469
COMMITMENTS
6,350 1,000 0 28,119 33,469 34,469 34,469 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,130)
-360 100 0 1,490 1,030 1,130 1,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 2.9 0.0 81.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 1 0 13 8 20 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,578
COMMITMENTS
9,595 2,321 3,882 20,096 27,325 33,573 33,528 5 50
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,987)
-5,817 759 2,840 7,209 638 4,232 4,237 -245 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 6.9 11.6 59.8 81.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 3 4 14 13 29 19
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,051
COMMITMENTS
1,345 2,083 412 24,419 24,429 26,176 26,924 875 127
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 481)
0 2 10 1,486 341 1,496 354 -1,015 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.7 1.5 90.3 90.3 96.8 99.5 3.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 15 13 19 17
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| 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: 12,251
COMMITMENTS
1,245 3,628 50 10,956 8,573 12,251 12,251 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3)
-187 123 50 140 -170 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 29.6 0.4 89.4 70.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 6 1 10 8 12 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,739
COMMITMENTS
2,453 7,500 442 17,819 12,797 20,714 20,739 25 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -902)
-426 200 -49 -427 -1,053 -902 -902 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 36.2 2.1 85.9 61.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 8 1 12 10 16 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,668
COMMITMENTS
14,116 9,050 1,300 17,252 22,318 32,668 32,668 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,888)
250 -800 1,000 638 1,688 1,888 1,888 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 27.7 4.0 52.8 68.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 3 14 11 21 16
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,782
COMMITMENTS
298 0 421 12,865 13,026 13,584 13,447 198 335
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 150)
0 0 100 60 50 160 150 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 3.1 93.3 94.5 98.6 97.6 1.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 15 16 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,492
COMMITMENTS
2,422 1,250 3,349 29,718 30,803 35,489 35,402 3 90
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 759)
10 91 611 163 47 784 749 -25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.5 9.4 83.7 86.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 7 28 28 37 35
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,457
COMMITMENTS
654 4,083 2,772 29,469 27,592 32,895 34,447 1,562 10
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,414)
0 425 439 975 550 1,414 1,414 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.8 8.0 85.5 80.1 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 5 22 22 29 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 8,016
COMMITMENTS
1,981 93 1,290 4,639 6,603 7,910 7,986 106 30
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,006)
718 -30 30 162 1,006 910 1,006 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 1.2 16.1 57.9 82.4 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 16 15 19 18
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,601,737
COMMITMENTS
516,996 82,090 424,278 4625170 5075508 5566444 5581876 35,293 19,861
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 173,546)
102,250 14,038 -44,140 116,592 205,541 174,702 175,439 -1,156 -1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.5 7.6 82.6 90.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
35 25 46 155 126 209 178
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,707,817
COMMITMENTS
73,717 40,529 682,523 949,954 984,259 1706195 1707311 1,622 506
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 94,631)
10,952 16,573 46,472 37,666 32,682 95,089 95,726 -458 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 40.0 55.6 57.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 13 24 51 50 81 76
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,584
COMMITMENTS
5,271 3,575 153 250,512 275,615 255,936 279,343 29,648 6,241
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,795)
-736 0 0 4,069 3,582 3,333 3,582 462 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 0.1 87.7 96.5 89.6 97.8 10.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 24 17 27 19
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,233
COMMITMENTS
2,733 0 404 136,891 136,067 140,028 136,471 4,205 7,762
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 2,134)
213 0 130 2,307 2,317 2,650 2,447 -516 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.3 94.9 94.3 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 18 22 21 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,784
COMMITMENTS
10,150 735 7,276 315,648 334,596 333,074 342,607 15,710 6,177
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -8,754)
-1,729 603 1,418 -7,565 -12,689 -7,876 -10,668 -878 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 2.1 90.5 95.9 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 4 33 27 39 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 918,147
COMMITMENTS
2,351 12,179 1,868 901,294 902,714 905,513 916,761 12,634 1,386
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 13,456)
-2,412 294 226 15,322 13,883 13,136 14,403 320 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.2 98.2 98.3 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 5 37 30 43 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,439
COMMITMENTS
3,212 6,715 2,169 376,380 371,178 381,761 380,062 9,678 11,377
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 5,876)
624 2,822 180 7,757 7,276 8,561 10,278 -2,685 -4,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.6 96.2 94.8 97.5 97.1 2.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 4 2 40 37 43 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 576,613
COMMITMENTS
1,208 416 339 567,629 565,534 569,176 566,289 7,437 10,324
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,548)
0 -35 -184 3,857 3,473 3,673 3,254 -125 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.1 98.4 98.1 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 1 1 40 40 42 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 443,113
COMMITMENTS
0 3,348 152 428,005 420,507 428,157 424,007 14,956 19,106
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 4,622)
0 -458 -218 4,000 2,121 3,782 1,445 840 3,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.6 94.9 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 2 1 37 30 38 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,515
COMMITMENTS
620 4,809 0 103,580 100,897 104,200 105,706 3,315 1,809
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 270)
0 60 0 239 181 239 241 31 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.5 0.0 96.3 93.8 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 19 23 20 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,442
COMMITMENTS
0 157 60 39,584 39,332 39,644 39,549 798 893
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 13,124)
0 0 0 13,126 13,155 13,126 13,155 -2 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.1 97.9 97.3 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 17 19 18 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 314,746
COMMITMENTS
0 9,768 124 309,628 294,776 309,752 304,668 4,994 10,078
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 9,995)
0 416 33 10,715 10,950 10,748 11,399 -753 -1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 98.4 93.7 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 23 23 24 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,546
COMMITMENTS
0 0 0 197,976 196,320 197,976 196,320 4,570 6,226
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,902)
0 0 0 1,918 1,747 1,918 1,747 -16 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 96.9 97.7 96.9 2.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 21 28 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 317,297
COMMITMENTS
1,712 3,190 0 308,135 312,823 309,847 316,013 7,450 1,284
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,147)
0 -90 0 2,445 4,372 2,445 4,282 702 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 0.0 97.1 98.6 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 0 25 24 26 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,706
COMMITMENTS
8,738 899 0 46,480 55,499 55,218 56,398 1,488 308
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,060)
2,345 0 0 694 3,124 3,039 3,124 21 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.6 0.0 82.0 97.9 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 0 19 20 23 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 612,906
COMMITMENTS
15,368 7,484 8,281 573,131 590,680 596,780 606,445 16,126 6,461
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 11,241)
580 1,299 475 7,467 9,697 8,522 11,471 2,719 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.2 1.4 93.5 96.4 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
4 11 8 48 46 56 62
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,906
COMMITMENTS
1,291 16 1,637 198,871 198,064 201,799 199,717 5,107 7,189
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 4,221)
138 16 -139 3,451 4,456 3,450 4,333 771 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.8 96.1 95.7 97.5 96.5 2.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 23 18 25 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,519
COMMITMENTS
0 217 0 45,776 45,379 45,776 45,596 1,743 1,923
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,244)
0 0 0 1,030 1,184 1,030 1,184 214 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.3 95.5 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,019
COMMITMENTS
0 0 0 101,676 103,318 101,676 103,318 5,343 3,701
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 96.5 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 246,361
COMMITMENTS
7,560 448 840 234,609 242,179 243,009 243,467 3,352 2,894
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 11,468)
7,560 -690 690 7,789 10,652 16,039 10,652 -4,571 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.2 0.3 95.2 98.3 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 1 1 31 27 37 28
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,588
COMMITMENTS
19,590 7,083 2,791 229,696 241,513 252,077 251,387 1,511 2,201
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 10,838)
5,609 -2,610 2,641 5,370 9,500 13,620 9,531 -2,782 1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.8 1.1 90.6 95.2 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 8 4 39 46 48 55
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,286
COMMITMENTS
0 0 0 125,502 125,659 125,502 125,659 2,784 2,627
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 5,628)
0 0 0 5,517 4,526 5,517 4,526 111 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.0 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 20 25 20 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 46,951
COMMITMENTS
217 3,076 0 44,712 42,436 44,929 45,512 2,022 1,439
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 9,492)
0 0 0 7,842 9,190 7,842 9,190 1,650 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.6 0.0 95.2 90.4 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 12 19 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 289,372
COMMITMENTS
837 2,101 1,351 280,816 273,953 283,004 277,405 6,368 11,967
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 6,787)
300 61 526 10,156 7,025 10,982 7,612 -4,195 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.5 97.0 94.7 97.8 95.9 2.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 3 39 34 42 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,310
COMMITMENTS
0 217 0 131,422 132,093 131,422 132,310 888 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,556)
0 0 0 3,470 4,046 3,470 4,046 86 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.3 99.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 15 16 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,604
COMMITMENTS
450 0 515 102,632 101,411 103,597 101,926 11,007 12,678
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 8,438)
450 0 515 5,688 8,426 6,653 8,941 1,785 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 89.6 88.5 90.4 88.9 9.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 17 17 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,083
COMMITMENTS
892 0 1,474 244,537 242,916 246,903 244,390 4,180 6,693
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 18,530)
30 0 -30 17,639 16,829 17,639 16,799 891 1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 97.4 96.7 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 23 29 24 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,692
COMMITMENTS
0 740 0 193,462 199,950 193,462 200,690 10,230 3,002
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 2,553)
0 388 0 2,313 2,169 2,313 2,557 240 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 95.0 98.2 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 17 19 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,308
COMMITMENTS
0 850 124 79,754 85,641 79,878 86,615 12,430 5,693
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 999)
0 0 0 1,337 1,061 1,337 1,061 -338 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 86.4 92.8 86.5 93.8 13.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 11 16 12
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,181
COMMITMENTS
1,260 1,020 0 43,269 45,888 44,529 46,908 2,652 273
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 4,952)
240 1,020 0 4,538 3,752 4,778 4,772 174 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 0.0 91.7 97.3 94.4 99.4 5.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 18 14 20 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,809
COMMITMENTS
3,883 0 150 189,592 193,175 193,625 193,325 7,184 7,484
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -859)
273 0 90 -757 3,293 -394 3,383 -465 -4,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 94.4 96.2 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 13 18 16 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,444
COMMITMENTS
4,550 9,421 7,564 186,965 182,685 199,079 199,670 11,365 10,774
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 5,752)
762 576 -305 6,173 6,726 6,630 6,997 -878 -1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.5 3.6 88.8 86.8 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 29 25 33 28
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,995
COMMITMENTS
0 769 0 29,481 27,330 29,481 28,099 514 1,896
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 98.3 91.1 98.3 93.7 1.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 7 11 7 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,584
COMMITMENTS
0 1,414 0 77,727 74,032 77,727 75,446 857 3,138
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,006)
0 0 0 2,262 270 2,262 270 -1,256 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.9 94.2 98.9 96.0 1.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 13 19 13 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 252,314
COMMITMENTS
2,371 620 3,611 237,888 241,960 243,870 246,191 8,444 6,123
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 2,123)
0 0 0 3,323 3,625 3,323 3,625 -1,200 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 1.4 94.3 95.9 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 29 34 31 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 138,247
COMMITMENTS
0 999 3 130,335 134,334 130,338 135,336 7,909 2,911
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,627)
0 0 0 731 4,643 731 4,643 896 -3,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 94.3 97.2 94.3 97.9 5.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 21 23 22 24
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,301
COMMITMENTS
1,954 0 0 27,012 29,146 28,966 29,146 335 155
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 92.2 99.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 12 11 12
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,213
COMMITMENTS
400 0 0 167,285 173,838 167,685 173,838 10,528 4,375
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 8,016)
400 0 0 6,736 7,926 7,136 7,926 880 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 93.9 97.5 94.1 97.5 5.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 13 21 14 21
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 51,238
COMMITMENTS
279 0 0 46,650 47,966 46,929 47,966 4,309 3,272
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 6,597)
0 0 0 7,243 6,208 7,243 6,208 -646 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 91.0 93.6 91.6 93.6 8.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 15 18 16 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 266,886
COMMITMENTS
0 720 0 246,497 265,678 246,497 266,398 20,389 488
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,469)
0 720 0 4,044 2,599 4,044 3,319 -575 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 92.4 99.5 92.4 99.8 7.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 17 23 18
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,852
COMMITMENTS
4,922 0 0 82,398 92,233 87,320 92,233 8,532 3,619
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -182)
0 0 0 -151 -182 -151 -182 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 86.0 96.2 91.1 96.2 8.9 3.8
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 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 209,987
COMMITMENTS
0 1,208 0 201,554 203,989 201,554 205,197 8,433 4,790
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,045)
0 0 0 2,985 3,473 2,985 3,473 60 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.0 97.1 96.0 97.7 4.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 19 18 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 24,418
COMMITMENTS
2,403 2,483 3,469 18,003 18,200 23,875 24,152 544 267
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,210)
34 200 245 929 767 1,207 1,212 3 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 10.2 14.2 73.7 74.5 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 12 15 19 20 36 37
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,525
COMMITMENTS
3,970 1,133 2,130 36,423 39,247 42,523 42,510 2 15
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -25)
-225 -725 13 187 687 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.7 5.0 85.7 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 7 5 24 23 29 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 32,169
COMMITMENTS
3,050 601 1,478 27,401 30,090 31,929 32,169 240 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 863)
0 -50 50 813 863 863 863 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.9 4.6 85.2 93.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 6 21 20 27 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 141,219
COMMITMENTS
3,254 9,848 9,589 128,158 121,686 141,001 141,123 218 96
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 250)
-161 -514 -26 477 750 290 210 -40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.0 6.8 90.8 86.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 14 12 32 35 47 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,521
COMMITMENTS
1,741 2,817 3,403 68,377 67,281 73,521 73,501 0 20
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,101)
-572 -389 803 870 686 1,101 1,101 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.8 4.6 93.0 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 4 24 24 31 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,990
COMMITMENTS
350 725 675 34,965 34,590 35,990 35,990 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,050)
-225 75 150 1,125 825 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.0 1.9 97.2 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 2 13 15 17 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,632
COMMITMENTS
16,931 1,572 4,845 37,687 53,202 59,463 59,619 169 13
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 521)
4 230 -10 527 301 521 521 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 2.6 8.1 63.2 89.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 2 24 22 31 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 79,244
COMMITMENTS
26,101 3,761 2,892 49,656 72,548 78,649 79,201 595 43
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,806)
33 -83 -10 -1,835 -1,663 -1,812 -1,756 6 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 4.7 3.6 62.7 91.6 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 6 3 26 25 36 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,342
COMMITMENTS
2,255 380 2,158 67,150 69,515 71,563 72,053 779 289
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,016)
60 10 0 896 1,021 956 1,031 60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.5 3.0 92.8 96.1 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 26 25 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,794
COMMITMENTS
2,245 559 2,700 82,966 85,313 87,911 88,572 883 222
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 845)
0 20 0 775 840 775 860 70 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 3.0 93.4 96.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 28 29 31 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,168
COMMITMENTS
250 170 230 43,266 43,350 43,746 43,750 422 418
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 195)
0 0 0 195 195 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.5 98.0 98.1 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 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,276
COMMITMENTS
460 961 0 25,276 25,315 25,736 26,276 540 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
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 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 89,170
COMMITMENTS
19,171 1,269 2,460 67,169 85,212 88,799 88,940 371 230
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 8)
-2,778 141 -222 3,101 45 101 -36 -93 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 1.4 2.8 75.3 95.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 5 10 38 36 57 49
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,049
COMMITMENTS
7,980 499 251 31,538 38,987 39,769 39,737 280 312
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 415)
-2,155 0 0 2,570 415 415 415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.2 0.6 78.7 97.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 2 19 22 25 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,756
COMMITMENTS
350 102 273 49,953 50,076 50,576 50,451 180 305
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 865)
0 0 0 830 880 830 880 35 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 98.4 98.7 99.6 99.4 0.4 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 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,005
COMMITMENTS
135 1,760 120 36,467 35,748 36,722 37,628 1,283 377
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 429)
5 -380 0 434 549 439 169 -10 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.6 0.3 96.0 94.1 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 7 1 21 23 23 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,467
COMMITMENTS
1,824 245 185 62,710 64,797 64,719 65,227 748 240
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,937)
-399 -5 185 2,151 1,757 1,937 1,937 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.3 95.8 99.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 2 23 16 27 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,551
COMMITMENTS
2,549 295 90 66,587 68,986 69,226 69,371 325 180
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,860)
13 65 30 1,847 1,765 1,890 1,860 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.4 0.1 95.7 99.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 2 25 18 29 23
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,050
COMMITMENTS
1,170 701 902 71,741 72,447 73,813 74,050 237 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -8)
-55 30 40 7 -58 -8 12 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 1.2 96.9 97.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 5 29 27 35 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 96,059
COMMITMENTS
2,269 2,412 2,484 90,966 91,126 95,719 96,023 340 36
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 610)
-316 -868 407 514 1,066 605 605 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.5 2.6 94.7 94.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 9 7 28 30 36 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 63,470
COMMITMENTS
725 6,037 0 62,725 57,433 63,450 63,470 20 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 2,627)
100 103 0 2,527 2,524 2,627 2,627 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.5 0.0 98.8 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 0 15 13 17 18
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 53,040
COMMITMENTS
1,000 700 525 51,515 51,815 53,040 53,040 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 140)
300 -75 75 -235 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 1.0 97.1 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 2 12 10 14 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,967
COMMITMENTS
1,386 1,281 1,074 58,463 58,430 60,923 60,785 44 182
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,034)
-50 -634 514 -1,498 -914 -1,034 -1,034 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.1 1.8 95.9 95.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 3 24 22 28 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 67,821
COMMITMENTS
1,634 3,922 2,487 63,588 61,035 67,709 67,444 112 377
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -808)
87 -553 78 -973 -333 -808 -808 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.8 3.7 93.8 90.0 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 5 3 23 19 30 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,570
COMMITMENTS
0 506 75 25,300 24,669 25,375 25,250 195 320
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 160)
0 0 0 170 120 170 120 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.3 98.9 96.5 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 12 19 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 25,291
COMMITMENTS
75 0 0 24,874 25,291 24,949 25,291 342 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 420)
0 0 0 420 420 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.4 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 13 18 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,748
COMMITMENTS
190 1,020 1,440 31,082 30,283 32,712 32,743 36 5
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -103)
-105 -19 90 -88 -174 -103 -103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.1 4.4 94.9 92.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,079
COMMITMENTS
671 2,199 305 18,980 18,285 19,956 20,789 1,123 290
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.4 1.4 90.0 86.7 94.7 98.6 5.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 2 13 12 16 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,422
COMMITMENTS
4,466 5,128 1,797 53,097 52,497 59,360 59,422 62 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -398)
-180 207 28 -247 -633 -399 -398 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.6 3.0 89.4 88.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 4 5 31 28 39 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,553
COMMITMENTS
800 1,020 1,192 35,400 35,256 37,392 37,468 161 85
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 883)
10 0 -10 878 893 878 883 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.7 3.2 94.3 93.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 5 24 22 31 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,119
COMMITMENTS
700 676 276 18,993 19,147 19,969 20,099 150 20
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 177)
0 50 25 152 97 177 172 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.4 1.4 94.4 95.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 2 19 18 22 23
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 21,923
COMMITMENTS
500 475 0 21,293 21,448 21,793 21,923 130 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.2 0.0 97.1 97.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 9 15 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,456
COMMITMENTS
100 1,550 25 9,166 7,881 9,291 9,456 165 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 50)
25 0 0 25 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 16.4 0.3 96.9 83.3 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 11 11 14 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,535
COMMITMENTS
100 1,900 0 9,325 7,635 9,425 9,535 110 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 51)
25 0 0 26 51 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 19.9 0.0 97.8 80.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 11 14 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,402
COMMITMENTS
795 380 460 10,899 11,562 12,154 12,402 248 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 185)
-70 230 -55 310 10 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.1 3.7 87.9 93.2 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 13 16 15 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,208
COMMITMENTS
835 150 515 10,610 11,543 11,960 12,208 248 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 75)
-300 0 100 275 -25 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.2 4.2 86.9 94.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
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 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,855
COMMITMENTS
1,195 2,300 2,070 33,550 32,485 36,815 36,855 40 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,780)
-75 1,365 0 1,855 455 1,780 1,820 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.2 5.6 91.0 88.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 22 14 26 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,766
COMMITMENTS
1,195 1,735 2,360 33,170 32,671 36,725 36,766 41 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,760)
-365 1,035 290 1,940 455 1,865 1,780 -105 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.7 6.4 90.2 88.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 22 15 27 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,730
COMMITMENTS
1,985 5,409 1,345 103,341 99,976 106,671 106,730 59 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,027)
5 -1,515 582 2,470 4,020 3,057 3,087 -30 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.1 1.3 96.8 93.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 8 8 38 31 48 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 122,621
COMMITMENTS
2,542 6,109 2,342 117,677 114,135 122,561 122,586 60 35
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,756)
62 -1,406 691 981 2,441 1,734 1,726 22 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.0 1.9 96.0 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 12 10 41 35 55 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 526,681
COMMITMENTS
31,266 23,260 52,362 441,843 450,804 525,472 526,426 1,210 255
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 12,729)
-185 -1,889 2,967 9,755 11,436 12,538 12,513 191 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.4 9.9 83.9 85.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
24 21 26 47 40 81 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,811
COMMITMENTS
5,070 600 55 10,251 15,086 15,376 15,741 435 70
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -23)
-30 0 0 7 -23 -23 -23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 3.8 0.3 64.8 95.4 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 9 19 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,819
COMMITMENTS
4,525 600 55 9,656 14,159 14,236 14,814 583 5
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -5)
0 0 0 15 -10 15 -10 -20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 4.0 0.4 65.2 95.5 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 17 8 19 10
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,323
COMMITMENTS
5,700 1,201 0 5,623 10,122 11,323 11,323 0 0
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 450)
250 250 0 200 200 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 10.6 0.0 49.7 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 13 17 17 18
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,746
COMMITMENTS
54 163 50 3,854 3,718 3,958 3,931 788 815
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 195)
-50 0 -10 158 139 98 129 97 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.4 1.1 81.2 78.3 83.4 82.8 16.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 26 27 28 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,338
COMMITMENTS
2,845 0 30 31,133 34,246 34,008 34,276 330 62
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7)
0 0 0 -7 -7 -7 -7 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.1 90.7 99.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 36 35 38 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,478
COMMITMENTS
70 0 24 19,292 18,784 19,386 18,808 92 670
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,234)
0 0 0 3,239 3,399 3,239 3,399 -5 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 99.0 96.4 99.5 96.6 0.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 22 20 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,197
COMMITMENTS
275 273 82 7,014 7,489 7,371 7,844 826 353
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 783)
17 165 1 753 545 771 711 12 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.3 1.0 85.6 91.4 89.9 95.7 10.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 26 27 30 29
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,490
COMMITMENTS
2,476 512 63 38,356 40,840 40,895 41,415 595 75
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,701)
0 -125 63 1,638 1,988 1,701 1,926 0 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.2 0.2 92.4 98.4 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 1 27 42 31 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 56,238
COMMITMENTS
1,820 1,679 1,897 51,379 51,468 55,096 55,044 1,142 1,194
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,083)
247 -321 217 421 916 885 812 198 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 3.4 91.4 91.5 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
9 9 11 67 61 80 77
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 26,905
COMMITMENTS
0 0 0 25,600 25,449 25,600 25,449 1,305 1,456
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -2,722)
0 0 0 -2,522 -3,442 -2,522 -3,442 -200 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.1 94.6 95.1 94.6 4.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 23 28 23
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 11,089
COMMITMENTS
0 0 0 11,059 10,938 11,059 10,938 30 151
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,020)
0 0 0 -822 -611 -822 -611 -198 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.6 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 16 15 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 248,825
COMMITMENTS
965 0 690 232,805 236,093 234,460 236,783 14,365 12,042
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 15,137)
965 -510 -480 16,682 17,340 17,167 16,350 -2,030 -1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.3 93.6 94.9 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 16 22 17 23
Updated March 27, 2020