CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,337
COMMITMENTS
3,221 1,992 46 10,070 11,299 13,337 13,337 0 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 0)
-1,048 0 0 1,048 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 14.9 0.3 75.5 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 1 12 9 17 12
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,545
COMMITMENTS
19,818 12,243 95 23,447 31,022 43,360 43,360 185 185
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -979)
-1,085 -934 0 106 -45 -979 -979 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 28.1 0.2 53.8 71.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 6 1 20 13 33 19
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 150,527
COMMITMENTS
34,742 42,046 16,301 99,199 91,721 150,241 150,067 285 459
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 14,306)
700 992 4,301 9,175 8,906 14,176 14,200 130 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 27.9 10.8 65.9 60.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
29 11 18 31 23 68 44
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 178,037
COMMITMENTS
61,329 22,749 2,776 113,932 152,512 178,037 178,037 0 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -6,371)
-761 -7,211 110 -5,720 730 -6,371 -6,371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 12.8 1.6 64.0 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 7 3 17 16 23 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 162,576
COMMITMENTS
21,847 17,749 8,499 132,230 136,328 162,576 162,576 0 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 325)
-847 0 180 992 145 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.9 5.2 81.3 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 5 17 12 26 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,363
COMMITMENTS
11,964 2,988 1,903 21,461 30,442 35,328 35,333 35 30
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 643)
-446 100 193 886 350 633 643 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 8.4 5.4 60.7 86.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 5 13 16 26 23
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| 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 03/31/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,254
COMMITMENTS
9,320 1,871 4,132 19,802 27,201 33,254 33,204 0 50
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -220)
50 0 0 -270 -220 -220 -220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 5.6 12.4 59.5 81.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 3 3 14 13 27 18
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,142
COMMITMENTS
1,345 2,105 357 23,800 23,481 25,502 25,943 640 199
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -42)
0 -2 -4 47 -22 43 -28 -85 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.1 1.4 91.0 89.8 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 3 15 13 19 17
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| 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: 12,088
COMMITMENTS
1,257 3,495 245 10,586 8,348 12,088 12,088 0 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -63)
12 -133 195 -270 -125 -63 -63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 28.9 2.0 87.6 69.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 2 12 9 15 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| 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: 20,373
COMMITMENTS
2,379 7,642 50 17,919 12,681 20,348 20,373 25 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -65)
-85 -80 -70 90 85 -65 -65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 37.5 0.2 88.0 62.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 8 1 12 10 16 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,062
COMMITMENTS
14,336 8,520 2,331 17,395 23,211 34,062 34,062 0 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,700)
900 -1,100 901 -101 1,899 1,700 1,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 25.0 6.8 51.1 68.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 4 14 10 20 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,537
COMMITMENTS
2,566 986 4,665 27,063 28,829 34,294 34,480 243 57
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,492)
149 -61 13 -3,865 -3,402 -3,703 -3,450 211 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.9 13.5 78.4 83.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 6 27 24 34 30
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,837
COMMITMENTS
1,238 5,162 2,662 26,950 24,013 30,850 31,837 987 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -5,223)
582 -320 -298 -4,872 -4,595 -4,588 -5,213 -635 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 16.2 8.4 84.6 75.4 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 5 22 16 28 21
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,408
COMMITMENTS
2,804 0 957 3,542 6,421 7,303 7,378 105 30
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,769)
-5 0 -426 -1,337 -1,343 -1,768 -1,769 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 0.0 12.9 47.8 86.7 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 16 12 19 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,664,523
COMMITMENTS
712,001 47,396 410,144 4504110 5188576 5626255 5646116 38,268 18,407
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 158,487)
89,679 -11,970 8,830 62,127 164,004 160,636 160,864 -2,149 -2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.8 7.2 79.5 91.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
44 17 46 153 130 208 182
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,502,699
COMMITMENTS
46,236 39,707 573,713 880,583 887,894 1500532 1501314 2,166 1,384
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 10,546)
2,047 25,570 6,363 2,120 -21,305 10,529 10,627 17 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.6 38.2 58.6 59.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 11 22 49 46 73 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,721
COMMITMENTS
5,457 3,185 243 244,915 270,681 250,615 274,109 27,106 3,612
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -9,646)
186 -390 90 -8,232 -9,044 -7,956 -9,344 -1,690 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 0.1 88.2 97.5 90.2 98.7 9.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 25 18 28 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,426
COMMITMENTS
0 282 202 131,140 141,194 131,342 141,678 18,084 7,748
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -637)
-1,609 282 -245 -3,624 -229 -5,478 -192 4,841 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 87.8 94.5 87.9 94.8 12.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 19 24 20 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,051
COMMITMENTS
11,686 314 6,652 315,286 335,460 333,624 342,426 15,427 6,625
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 483)
1,027 -648 -1,120 1,379 2,090 1,286 322 -803 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.1 1.9 90.3 96.1 95.6 98.1 4.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 4 31 27 37 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 907,870
COMMITMENTS
0 12,062 1,377 892,695 891,445 894,072 904,884 13,798 2,986
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -16,181)
-2,440 -93 -360 -14,482 -16,607 -17,282 -17,060 1,101 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.2 98.3 98.2 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 2 36 28 38 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,787
COMMITMENTS
2,662 5,760 2,072 360,892 355,416 365,626 363,248 11,161 13,539
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -18,285)
-483 -1,017 27 -18,249 -21,602 -18,705 -22,592 420 4,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.5 0.5 95.8 94.3 97.0 96.4 3.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 3 38 35 41 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 567,042
COMMITMENTS
0 248 0 559,285 559,647 559,285 559,895 7,757 7,147
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -25,326)
0 -567 -273 -24,370 -21,062 -24,643 -21,902 -683 -3,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 98.7 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
0 1 0 37 42 37 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 436,197
COMMITMENTS
1,530 2,020 217 420,418 419,213 422,165 421,450 14,032 14,747
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -16,593)
1,530 -754 217 -17,194 -10,743 -15,447 -11,280 -1,146 -5,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.0 96.4 96.1 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 1 36 30 38 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,457
COMMITMENTS
620 2,997 0 96,072 94,335 96,692 97,332 3,765 3,125
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -8,906)
0 -1,872 0 -9,355 -8,140 -9,355 -10,012 449 1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.0 0.0 95.6 93.9 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 19 20 20 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,414
COMMITMENTS
0 0 0 26,804 27,994 26,804 27,994 1,610 420
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -12,958)
0 -217 0 -13,590 -12,118 -13,590 -12,335 632 -623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 98.5 94.3 98.5 5.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 9 14 9 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 308,426
COMMITMENTS
0 9,232 62 303,723 293,658 303,785 302,952 4,641 5,474
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -10,028)
0 -991 0 -9,378 -6,169 -9,378 -7,160 -650 -2,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.5 95.2 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 1 27 27 28 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,376
COMMITMENTS
0 0 0 185,305 189,114 185,305 189,114 10,071 6,262
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -7,749)
0 0 0 -12,745 -7,172 -12,745 -7,172 4,996 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 96.8 94.8 96.8 5.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 21 27 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 305,603
COMMITMENTS
1,472 2,736 0 296,354 300,576 297,826 303,312 7,777 2,291
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -17,658)
-240 0 0 -18,207 -18,515 -18,447 -18,515 789 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.0 97.0 98.4 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 24 21 25 22
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,930
COMMITMENTS
2,723 0 0 38,686 42,510 41,409 42,510 1,521 420
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -16,926)
-6,453 -899 0 -10,224 -15,869 -16,677 -16,768 -249 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 90.1 99.0 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 14 12 16 12
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 596,427
COMMITMENTS
13,529 3,946 7,425 561,857 577,733 582,811 589,104 13,616 7,323
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -27,966)
-1,589 -3,318 -1,648 -22,756 -22,506 -25,993 -27,472 -1,973 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 1.2 94.2 96.9 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
3 7 6 53 46 59 57
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,891
COMMITMENTS
0 16 1,456 198,676 198,363 200,132 199,835 5,759 6,056
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -7,155)
0 0 0 -6,575 -5,779 -6,575 -5,779 -580 -1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 96.5 96.3 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 23 20 24 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,984
COMMITMENTS
0 0 0 116,672 116,838 116,672 116,838 4,312 4,146
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 4,310)
0 0 0 5,608 3,651 5,608 3,651 -1,298 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.6 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,938
COMMITMENTS
0 1,288 0 213,407 216,338 213,407 217,626 7,531 3,312
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -43,178)
-13,290 -810 -810 -32,597 -42,410 -46,697 -44,030 3,519 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.6 97.9 96.6 98.5 3.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 16 19 17
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 234,225
COMMITMENTS
13,560 2,098 810 218,865 230,057 233,235 232,965 990 1,260
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -42,092)
-10,016 -4,526 -4,240 -26,991 -33,529 -41,247 -42,295 -845 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.9 0.3 93.4 98.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 2 1 33 36 41 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,165
COMMITMENTS
0 0 0 116,971 118,039 116,971 118,039 2,194 1,126
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -12,736)
0 0 0 -12,113 -11,301 -12,113 -11,301 -623 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.1 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 20 24 20 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 37,016
COMMITMENTS
0 1,652 0 35,516 34,704 35,516 36,356 1,500 660
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -10,385)
-217 -1,364 0 -9,796 -8,304 -10,013 -9,668 -372 -717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 95.9 93.8 95.9 98.2 4.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 11 14 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 281,178
COMMITMENTS
0 2,566 1,164 269,776 266,786 270,940 270,516 10,238 10,662
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -13,263)
-1,104 -511 760 -15,488 -12,556 -15,832 -12,307 2,569 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.4 95.9 94.9 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 3 1 38 35 39 38
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,071
COMMITMENTS
0 0 0 120,471 120,891 120,471 120,891 600 180
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -11,997)
0 -217 0 -11,529 -11,780 -11,529 -11,997 -468 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 13 13 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,644
COMMITMENTS
0 0 0 97,779 95,560 97,779 95,560 10,865 13,084
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -6,513)
-792 0 0 -5,429 -5,791 -6,221 -5,791 -292 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 88.0 90.0 88.0 10.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 16 15 16
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 234,752
COMMITMENTS
0 14 1,460 229,474 227,523 230,934 228,997 3,818 5,755
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -18,059)
-288 -708 -45 -18,397 -18,220 -18,730 -18,973 671 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.6 97.8 96.9 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 23 28 24 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,232
COMMITMENTS
0 320 0 187,852 195,218 187,852 195,538 9,380 1,694
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -7,695)
0 -360 0 -6,843 -6,735 -6,843 -7,095 -852 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.2 99.0 95.2 99.1 4.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 17 18 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,313
COMMITMENTS
0 366 339 75,629 81,194 75,968 81,899 10,345 4,414
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -6,527)
0 -545 215 -5,067 -4,719 -4,852 -5,049 -1,675 -1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 87.6 94.1 88.0 94.9 12.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 13 19 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,507
COMMITMENTS
510 1,020 0 53,099 54,887 53,609 55,907 2,898 600
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 2,058)
-750 0 -180 3,080 1,911 2,150 1,731 -92 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 0.0 94.0 97.1 94.9 98.9 5.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 9 18 10
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,391
COMMITMENTS
3,277 0 0 186,635 189,551 189,912 189,551 7,479 7,840
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -6,018)
-644 0 -20 -5,700 -6,102 -6,364 -6,122 346 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 94.6 96.0 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 14 18 16 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,639
COMMITMENTS
4,824 7,315 6,545 179,900 177,691 191,269 191,551 10,370 10,088
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -10,664)
-2 -1,347 -308 -10,413 -7,040 -10,723 -8,695 59 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.6 3.2 89.2 88.1 94.9 95.0 5.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 30 26 34 29
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 51,755
COMMITMENTS
0 0 0 48,655 50,439 48,655 50,439 3,100 1,316
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,708)
0 0 0 -2,369 -2,648 -2,369 -2,648 -339 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 97.5 94.0 97.5 6.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 14 15 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,709
COMMITMENTS
0 0 0 69,831 67,717 69,831 67,717 878 2,992
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -10,035)
0 -1,414 0 -9,876 -9,458 -9,876 -10,872 -159 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.8 95.8 98.8 95.8 1.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 10 16 10 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 246,891
COMMITMENTS
2,956 804 3,224 232,685 236,429 238,865 240,457 8,026 6,434
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -14,885)
552 0 -627 -14,851 -14,086 -14,926 -14,713 41 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 1.3 94.2 95.8 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 28 34 30 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 129,826
COMMITMENTS
0 1,197 2 120,186 123,635 120,188 124,834 9,638 4,992
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -9,338)
0 -72 -1 -11,159 -10,982 -11,160 -11,055 1,822 1,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 92.6 95.2 92.6 96.2 7.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 20 22 21 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 172,120
COMMITMENTS
586 0 0 161,282 167,884 161,868 167,884 10,252 4,236
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -7,931)
0 0 0 -7,227 -7,792 -7,227 -7,792 -704 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.7 97.5 94.0 97.5 6.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 14 23 15 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,518
COMMITMENTS
210 0 0 41,415 41,895 41,625 41,895 2,893 2,623
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -8,680)
-372 0 0 -7,905 -8,883 -8,277 -8,883 -403 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 93.0 94.1 93.5 94.1 6.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 12 19 13 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 260,966
COMMITMENTS
0 0 0 241,285 260,046 241,285 260,046 19,681 920
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -10,702)
0 -1,080 0 -9,156 -10,204 -9,156 -11,284 -1,546 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 99.6 92.5 99.6 7.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 16 24 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,498
COMMITMENTS
4,352 0 0 83,758 91,138 88,110 91,138 8,388 5,360
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -4,104)
-570 0 0 -3,359 -4,108 -3,929 -4,108 -175 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 86.8 94.4 91.3 94.4 8.7 5.6
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 209,705
COMMITMENTS
0 1,208 0 202,570 204,854 202,570 206,062 7,135 3,643
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -5,195)
0 0 0 -4,907 -3,521 -4,907 -3,521 -288 -1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.6 97.7 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 18 20 18 21
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 23,108
COMMITMENTS
2,263 2,633 2,929 17,584 17,265 22,776 22,827 332 281
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -563)
-221 179 -397 50 -333 -568 -551 5 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 11.4 12.7 76.1 74.7 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 9 15 21 23 38 38
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,006
COMMITMENTS
4,822 280 1,353 33,831 38,348 40,006 39,981 0 25
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,867)
945 -635 -750 -1,965 -809 -1,770 -2,194 -1,097 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.7 3.4 84.6 95.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 6 23 24 29 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,859
COMMITMENTS
2,775 476 1,953 26,891 29,430 31,619 31,859 240 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,805)
-150 -200 50 -1,555 -1,650 -1,655 -1,800 -150 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.5 6.1 84.4 92.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 6 20 20 27 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 138,413
COMMITMENTS
4,209 7,850 10,330 123,678 120,137 138,217 138,317 196 96
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -4,308)
950 -692 11 -5,257 -3,627 -4,296 -4,308 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.7 7.5 89.4 86.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 14 11 32 34 47 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,730
COMMITMENTS
916 2,585 3,316 65,498 63,808 69,730 69,710 0 20
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -4,200)
-475 -262 -467 -3,259 -3,472 -4,200 -4,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.7 4.8 93.9 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 4 24 26 30 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 36,445
COMMITMENTS
325 750 825 35,295 34,870 36,445 36,445 0 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -410)
0 75 0 -410 -485 -410 -410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.1 2.3 96.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 13 16 17 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,768
COMMITMENTS
17,007 1,465 4,732 36,862 52,558 58,601 58,755 167 13
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -891)
-24 -45 -160 -705 -686 -889 -891 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.5 8.1 62.7 89.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 2 23 23 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 77,128
COMMITMENTS
25,408 3,294 2,848 48,110 70,933 76,366 77,075 762 53
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,486)
-278 -387 -44 -1,294 -1,060 -1,616 -1,491 130 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 4.3 3.7 62.4 92.0 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 5 2 23 23 32 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,830
COMMITMENTS
2,073 30 2,148 62,925 65,379 67,146 67,557 684 273
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -4,882)
-135 -50 -60 -4,652 -4,791 -4,847 -4,901 -35 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 3.2 92.8 96.4 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 2 24 24 28 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,668
COMMITMENTS
1,744 241 2,738 78,341 80,486 82,823 83,465 845 203
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -5,829)
-468 -84 -12 -5,371 -5,734 -5,851 -5,830 22 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 3.3 93.6 96.2 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 27 28 30 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,366
COMMITMENTS
250 170 230 43,419 43,538 43,899 43,938 467 428
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 945)
0 0 0 900 945 900 945 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.5 97.9 98.1 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 19 18 21 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,866
COMMITMENTS
460 946 0 24,861 24,900 25,321 25,846 545 20
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 115)
0 0 0 110 95 110 95 5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.7 0.0 96.1 96.3 97.9 99.9 2.1 0.1
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 91,522
COMMITMENTS
20,874 1,457 2,549 66,570 86,942 89,993 90,948 1,529 574
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,842)
865 79 -11 -175 1,440 680 1,509 1,162 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.6 2.8 72.7 95.0 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 8 11 37 37 54 54
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,983
COMMITMENTS
7,980 499 251 36,470 43,871 44,701 44,621 282 362
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 4,834)
0 0 0 4,832 4,784 4,832 4,784 2 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.1 0.6 81.1 97.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 2 20 22 26 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,148
COMMITMENTS
350 102 273 49,285 49,463 49,908 49,838 240 310
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 17)
0 0 0 -43 17 -43 17 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 98.3 98.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 21 27 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,006
COMMITMENTS
135 1,640 120 36,426 35,836 36,681 37,596 1,325 410
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 356)
0 0 0 314 323 314 323 42 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.3 0.3 95.8 94.3 96.5 98.9 3.5 1.1
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,817
COMMITMENTS
1,820 245 135 59,972 62,197 61,927 62,577 890 240
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,380)
-4 0 -50 -3,468 -3,330 -3,522 -3,380 142 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.4 0.2 95.5 99.0 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 1 23 14 27 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,052
COMMITMENTS
2,381 295 60 63,126 65,517 65,567 65,872 485 180
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -4,038)
-202 0 -30 -3,966 -4,008 -4,198 -4,038 160 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 0.1 95.6 99.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 1 25 19 29 23
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 72,494
COMMITMENTS
499 683 1,065 70,715 70,586 72,279 72,334 215 160
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -4,371)
-594 -85 93 -3,848 -4,539 -4,349 -4,531 -22 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 1.5 97.5 97.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 6 5 27 24 32 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 90,812
COMMITMENTS
1,669 1,756 2,747 86,063 86,288 90,480 90,792 332 20
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -5,807)
41 -509 -81 -5,739 -5,201 -5,779 -5,791 -28 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.9 3.0 94.8 95.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 10 7 28 29 37 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,858
COMMITMENTS
550 5,441 0 60,288 55,417 60,838 60,858 20 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,810)
-50 -524 -50 -2,710 -2,236 -2,810 -2,810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.9 0.0 99.1 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 0 16 15 17 20
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 51,480
COMMITMENTS
1,150 600 375 49,955 50,505 51,480 51,480 0 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,785)
150 -100 -150 -1,785 -1,535 -1,785 -1,785 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 0.7 97.0 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 8 15 11
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,372
COMMITMENTS
1,388 1,606 957 57,983 57,638 60,328 60,201 44 171
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -942)
2 215 -117 -827 -1,014 -942 -916 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.7 1.6 96.0 95.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 2 24 23 27 30
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 66,763
COMMITMENTS
1,571 3,787 2,372 62,713 60,265 66,656 66,424 107 339
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,770)
-63 -100 -155 -1,547 -1,477 -1,765 -1,732 -5 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.7 3.6 93.9 90.3 99.8 99.5 0.2 0.5
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,011
COMMITMENTS
0 290 75 23,768 23,333 23,843 23,698 168 313
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,548)
0 -221 0 -1,517 -1,317 -1,517 -1,538 -31 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.3 99.0 97.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 12 17 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 23,805
COMMITMENTS
75 0 0 23,216 23,805 23,291 23,805 514 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,515)
0 0 0 -1,683 -1,515 -1,683 -1,515 168 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 97.5 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 13 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,543
COMMITMENTS
325 1,295 1,153 29,017 28,075 30,495 30,523 48 20
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,509)
25 131 -202 -1,339 -1,453 -1,516 -1,524 7 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.2 3.8 95.0 91.9 99.8 99.9 0.2 0.1
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 18,136
COMMITMENTS
701 2,192 195 15,894 15,263 16,790 17,650 1,346 486
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,364)
50 -7 -130 -2,506 -2,423 -2,586 -2,560 222 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.1 1.1 87.6 84.2 92.6 97.3 7.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 2 10 10 13 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,957
COMMITMENTS
4,814 4,921 1,560 51,520 51,433 57,894 57,914 63 43
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,832)
-67 -237 -68 -3,698 -3,540 -3,833 -3,845 1 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.5 2.7 88.9 88.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,517
COMMITMENTS
1,100 1,132 1,119 34,153 34,182 36,372 36,433 145 84
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,331)
-25 92 -129 -2,161 -2,293 -2,315 -2,330 -16 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.1 3.1 93.5 93.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 25 19 32 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,848
COMMITMENTS
575 718 276 18,862 18,854 19,713 19,848 135 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -496)
-50 -78 0 -351 -418 -401 -496 -95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.6 1.4 95.0 95.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 2 17 17 20 23
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 21,335
COMMITMENTS
525 400 0 20,693 20,935 21,218 21,335 117 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -613)
25 -75 0 -535 -538 -510 -613 -103 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.9 0.0 97.0 98.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 13 8 15 10
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,746
COMMITMENTS
100 1,525 0 8,486 7,201 8,586 8,726 160 20
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -790)
-25 25 -25 -735 -810 -785 -810 -5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 17.4 0.0 97.0 82.3 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 10 10 13 12
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,966
COMMITMENTS
100 2,175 0 8,761 6,791 8,861 8,966 105 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -669)
-25 225 0 -639 -894 -664 -669 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 24.3 0.0 97.7 75.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 0 12 10 15 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,011
COMMITMENTS
910 100 430 10,439 11,481 11,779 12,011 232 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -816)
115 -280 -30 -885 -506 -800 -816 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.8 3.6 86.9 95.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 18 16 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,051
COMMITMENTS
830 100 490 9,499 10,461 10,819 11,051 232 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,004)
35 -60 -60 -963 -884 -988 -1,004 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.9 4.4 86.0 94.7 97.9 100.0 2.1 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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,802
COMMITMENTS
1,100 2,230 2,135 31,530 30,437 34,765 34,802 37 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,253)
-95 130 -135 -2,020 -2,248 -2,250 -2,253 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.4 6.1 90.6 87.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 22 13 26 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,977
COMMITMENTS
1,100 1,765 2,315 31,525 30,897 34,940 34,977 37 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,999)
-95 230 -235 -1,665 -1,994 -1,995 -1,999 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.0 6.6 90.1 88.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 22 16 27 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,017
COMMITMENTS
2,010 5,296 1,145 98,811 95,576 101,966 102,017 51 0
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -6,660)
25 -283 -130 -6,542 -6,247 -6,647 -6,660 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.2 1.1 96.9 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 8 8 38 30 48 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 116,165
COMMITMENTS
3,028 5,916 2,058 111,009 108,181 116,095 116,155 70 10
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -7,289)
336 -428 -209 -7,399 -6,627 -7,272 -7,264 -17 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.1 1.8 95.6 93.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 12 9 41 34 55 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 514,908
COMMITMENTS
37,860 24,296 48,867 427,895 441,691 514,622 514,854 286 54
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -11,145)
5,022 194 -3,892 -11,305 -6,755 -10,175 -10,454 -970 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.7 9.5 83.1 85.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 22 26 48 41 82 79
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,014
COMMITMENTS
4,905 600 55 12,659 17,289 17,619 17,944 395 70
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -862)
-165 0 0 -657 -862 -822 -862 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 3.3 0.3 70.3 96.0 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 18 11 20 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,957
COMMITMENTS
4,410 600 55 9,956 14,297 14,421 14,952 536 5
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -787)
-115 0 0 -625 -787 -740 -787 -47 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 4.0 0.4 66.6 95.6 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 17 10 19 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,648
COMMITMENTS
6,530 1,450 0 6,118 11,187 12,648 12,637 0 11
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 705)
245 -1 0 460 705 705 704 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 11.5 0.0 48.4 88.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 13 18 17 19
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,218
COMMITMENTS
71 96 82 3,405 3,334 3,558 3,512 660 706
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -788)
17 -68 -21 -666 -545 -670 -634 -118 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 1.9 80.7 79.0 84.4 83.3 15.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 24 26 27 29
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,582
COMMITMENTS
2,463 0 0 29,724 32,391 32,187 32,391 395 191
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,338)
-382 0 -30 -1,991 -2,437 -2,403 -2,467 65 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 91.2 99.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 33 36 34 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,612
COMMITMENTS
50 0 24 21,451 21,000 21,525 21,024 87 588
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -763)
-20 0 0 -728 -721 -748 -721 -15 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 99.3 97.2 99.6 97.3 0.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 24 27 25 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,531
COMMITMENTS
15 327 168 6,478 6,578 6,661 7,073 870 458
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,186)
-230 -78 40 -1,021 -1,253 -1,211 -1,291 25 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.3 2.2 86.0 87.3 88.4 93.9 11.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 3 24 26 27 30
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,555
COMMITMENTS
1,021 546 63 36,888 37,916 37,972 38,525 583 30
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -5,400)
-1,704 -79 0 -3,684 -5,311 -5,388 -5,390 -12 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.4 0.2 95.7 98.3 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 1 30 46 35 49
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 49,406
COMMITMENTS
1,607 1,224 1,665 45,514 45,435 48,786 48,324 620 1,082
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -7,611)
-179 -403 -358 -6,382 -6,406 -6,919 -7,167 -692 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.5 3.4 92.1 92.0 98.7 97.8 1.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
9 5 10 62 57 74 69
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,732
COMMITMENTS
0 0 0 26,765 26,614 26,765 26,614 1,967 2,118
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 255)
0 0 0 -285 -285 -285 -285 540 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 92.6 93.2 92.6 6.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,894
COMMITMENTS
0 0 0 10,804 10,713 10,804 10,713 90 181
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -345)
0 0 0 -345 -345 -345 -345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 98.3 99.2 98.3 0.8 1.7
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 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 238,038
COMMITMENTS
2,550 0 510 229,796 224,613 232,856 225,123 5,182 12,915
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,257)
30 0 0 3,978 -1,192 4,008 -1,192 -5,265 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 96.5 94.4 97.8 94.6 2.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 17 20 18 21
Updated April 10, 2020