CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,287
COMMITMENTS
3,296 1,942 46 9,945 11,299 13,287 13,287 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -50)
75 -50 0 -125 0 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 14.6 0.3 74.8 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 1 12 9 18 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 42,291
COMMITMENTS
18,226 11,062 95 23,785 30,950 42,106 42,106 185 185
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -82)
-585 -4 0 503 -78 -82 -82 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 26.2 0.2 56.2 73.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 6 1 20 13 31 19
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 152,830
COMMITMENTS
37,920 39,170 17,555 97,224 96,005 152,699 152,730 131 100
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,811)
749 -405 598 1,556 2,847 2,903 3,040 -92 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 25.6 11.5 63.6 62.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
31 13 19 31 24 71 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 181,646
COMMITMENTS
61,983 22,946 2,721 116,942 155,979 181,646 181,646 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,737)
397 147 245 2,095 2,345 2,737 2,737 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 12.6 1.5 64.4 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 7 3 16 16 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 160,179
COMMITMENTS
20,543 17,649 6,900 132,736 135,630 160,179 160,179 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -66)
859 -815 -858 -67 1,608 -66 -66 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 11.0 4.3 82.9 84.7 100.0 100.0 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,747
COMMITMENTS
11,664 2,938 2,156 22,774 31,626 36,593 36,720 154 27
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 196)
-103 -50 -81 353 326 169 195 27 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 8.0 5.9 62.0 86.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 3 5 16 17 29 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,286
COMMITMENTS
6,050 1,092 0 28,236 33,194 34,286 34,286 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -108)
-160 92 0 52 -200 -108 -108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.2 0.0 82.4 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 0 13 8 19 10
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,649
COMMITMENTS
9,195 1,871 3,707 19,747 27,021 32,649 32,599 0 50
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -650)
0 0 -425 -225 -225 -650 -650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 5.7 11.4 60.5 82.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 3 2 15 12 27 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,885
COMMITMENTS
1,345 2,102 353 25,672 25,247 27,370 27,702 515 183
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 253)
0 1 3 374 239 378 243 -125 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.5 1.3 92.1 90.5 98.2 99.3 1.8 0.7
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 04/21/20 |
--------------------------------------------------------------| 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: 11,793
COMMITMENTS
1,467 3,600 150 10,176 8,043 11,793 11,793 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -120)
185 15 -95 -210 -40 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 30.5 1.3 86.3 68.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 1 12 9 14 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| 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: 20,650
COMMITMENTS
2,479 7,869 100 18,046 12,681 20,625 20,650 25 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 102)
50 252 0 52 -150 102 102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 38.1 0.5 87.4 61.4 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 04/21/20 |
--------------------------------------------------------------| 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 04/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 37,970
COMMITMENTS
3,009 963 5,250 29,462 31,694 37,721 37,907 249 63
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,231)
249 -23 350 626 904 1,225 1,231 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.5 13.8 77.6 83.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 6 28 24 35 30
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,454
COMMITMENTS
1,238 5,346 2,995 28,234 25,113 32,467 33,454 987 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 749)
0 -126 170 579 705 749 749 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 16.0 9.0 84.4 75.1 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 5 23 15 29 20
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,811
COMMITMENTS
2,938 0 1,035 3,713 6,746 7,686 7,781 125 30
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 111)
-31 0 63 59 48 91 111 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 0.0 13.3 47.5 86.4 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 16 13 19 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,006,470
COMMITMENTS
876,084 44,113 410,696 4685945 5531655 5972725 5986464 33,745 20,006
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 133,463)
130,093 -3,722 -33,187 34,187 168,436 131,093 131,527 2,370 1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.7 6.8 78.0 92.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
44 19 51 151 136 209 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,719,586
COMMITMENTS
68,927 46,412 657,956 991,096 1014285 1717979 1718654 1,607 932
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 93,344)
11,406 13,822 28,571 53,926 51,433 93,903 93,826 -559 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.7 38.3 57.6 59.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 15 26 47 45 75 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,545
COMMITMENTS
5,703 3,185 212 252,184 273,336 258,099 276,733 23,446 4,812
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,573)
246 0 -31 7,006 1,378 7,221 1,347 -4,648 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 0.1 89.6 97.1 91.7 98.3 8.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 27 19 30 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,019
COMMITMENTS
279 28 463 147,498 150,674 148,240 151,165 9,779 6,854
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 6,170)
279 28 463 13,934 7,009 14,676 7,500 -8,506 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 93.3 95.4 93.8 95.7 6.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 21 26 23 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,581
COMMITMENTS
12,606 469 7,996 333,025 353,557 353,627 362,022 12,954 4,559
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 11,720)
-841 337 149 14,474 12,027 13,782 12,513 -2,062 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.1 2.2 90.8 96.4 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 5 35 28 42 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 925,209
COMMITMENTS
1,532 12,349 1,980 912,720 909,284 916,232 923,613 8,977 1,596
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 14,625)
-363 1,232 47 18,202 15,398 17,886 16,677 -3,261 -2,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.3 0.2 98.7 98.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 3 37 30 41 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,058
COMMITMENTS
2,695 7,410 732 359,825 358,728 363,252 366,870 15,806 12,188
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -1,372)
-140 1,406 -1,945 -3,739 295 -5,824 -244 4,452 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.0 0.2 94.9 94.6 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 4 2 38 35 40 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 582,017
COMMITMENTS
753 248 673 571,618 575,966 573,044 576,887 8,973 5,130
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 10,514)
-583 0 459 9,329 11,187 9,205 11,646 1,309 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 98.2 99.0 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 1 1 40 45 41 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 464,096
COMMITMENTS
2,034 3,778 59 447,537 449,525 449,630 453,362 14,466 10,734
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 15,125)
504 902 28 15,015 14,451 15,547 15,381 -422 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.0 96.4 96.9 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 36 31 39 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,924
COMMITMENTS
620 3,148 0 98,447 96,653 99,067 99,801 3,857 3,123
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,305)
0 151 0 1,606 1,276 1,606 1,427 -301 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.1 0.0 95.7 93.9 96.3 97.0 3.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 18 20 19 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,188
COMMITMENTS
0 0 0 30,299 31,520 30,299 31,520 1,889 668
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,550)
0 0 0 1,271 1,302 1,271 1,302 279 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 97.9 94.1 97.9 5.9 2.1
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 319,749
COMMITMENTS
0 8,729 341 314,507 306,886 314,848 315,956 4,901 3,793
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 5,740)
0 -882 -384 5,865 7,181 5,481 5,915 259 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.1 98.4 96.0 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 1 30 30 31 34
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,195
COMMITMENTS
0 0 0 190,471 193,222 190,471 193,222 6,724 3,973
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -1,152)
0 0 0 2,685 984 2,685 984 -3,837 -2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.0 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 22 28 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 308,306
COMMITMENTS
1,534 2,736 0 298,139 303,097 299,673 305,833 8,633 2,473
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 4,910)
62 0 0 4,085 4,883 4,147 4,883 763 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.0 96.7 98.3 97.2 99.2 2.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 24 22 25 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,400
COMMITMENTS
5,015 0 0 44,924 50,794 49,939 50,794 1,461 606
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 8,129)
2,292 0 0 5,897 7,943 8,189 7,943 -60 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 87.4 98.8 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 15 14 18 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 615,921
COMMITMENTS
11,725 8,033 8,094 582,237 591,799 602,056 607,926 13,865 7,995
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 14,677)
-275 5,256 424 14,542 9,499 14,691 15,179 -14 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 1.3 94.5 96.1 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 10 7 52 45 59 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,827
COMMITMENTS
987 450 1,456 193,576 192,576 196,019 194,482 4,808 6,345
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -1,551)
987 434 0 -1,341 -1,967 -354 -1,533 -1,197 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.7 96.4 95.9 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 22 20 24 22
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,569
COMMITMENTS
0 0 0 139,275 138,270 139,275 138,270 2,294 3,299
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 10,301)
0 0 0 12,083 11,342 12,083 11,342 -1,782 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 97.7 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 18 19 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,282
COMMITMENTS
3,751 1,102 0 217,029 225,556 220,780 226,658 7,502 1,624
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,271)
1,426 0 0 29 2,223 1,455 2,223 -184 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.0 95.1 98.8 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 0 21 24 25 25
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,397
COMMITMENTS
17,311 1,912 810 224,218 239,535 242,339 242,257 1,058 1,140
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,789)
1,426 0 0 1,239 2,909 2,665 2,909 124 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.8 0.3 92.1 98.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 2 1 34 40 45 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,516
COMMITMENTS
0 0 0 126,167 125,832 126,167 125,832 2,349 2,684
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,743)
0 0 0 3,743 2,921 3,743 2,921 0 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 97.9 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 19 24 19 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 46,036
COMMITMENTS
0 1,652 0 44,716 43,873 44,716 45,525 1,320 511
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,286)
0 0 0 3,466 3,435 3,466 3,435 -180 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 97.1 95.3 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 18 16 18 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,410
COMMITMENTS
2,485 2,625 1,344 275,297 272,350 279,126 276,319 8,284 11,091
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 6,133)
2,485 61 0 4,617 5,522 7,102 5,583 -969 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.5 95.8 94.8 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 1 39 37 41 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,251
COMMITMENTS
0 0 0 121,651 121,947 121,651 121,947 600 304
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,180)
0 0 0 1,180 1,056 1,180 1,056 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,276
COMMITMENTS
0 0 0 98,791 95,962 98,791 95,962 11,485 14,314
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -93 -31 -93 -31 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.6 87.0 89.6 87.0 10.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 17 14 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,288
COMMITMENTS
0 678 1,677 232,813 229,149 234,490 231,504 2,798 5,784
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,266)
-172 678 389 1,518 295 1,735 1,362 -469 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.7 98.1 96.6 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 23 29 25 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,506
COMMITMENTS
0 320 0 191,425 200,189 191,425 200,509 10,081 997
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,820)
0 0 0 3,421 3,818 3,421 3,818 399 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.0 99.3 95.0 99.5 5.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 18 19 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,808
COMMITMENTS
37 0 395 77,197 82,264 77,629 82,659 9,179 4,149
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 429)
37 -244 56 1,564 913 1,657 725 -1,228 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.5 88.9 94.8 89.4 95.2 10.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 14 21 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,733
COMMITMENTS
510 741 279 57,821 60,865 58,610 61,885 4,123 848
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,953)
0 -279 279 1,891 1,829 2,170 1,829 -217 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 0.4 92.2 97.0 93.4 98.6 6.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 8 18 9
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,619
COMMITMENTS
3,380 0 0 194,175 197,039 197,555 197,039 6,064 6,580
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,884)
492 0 0 4,882 5,130 5,374 5,130 -1,490 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 95.4 96.8 97.0 96.8 3.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 17 20 19 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,565
COMMITMENTS
6,040 3,752 3,641 186,005 188,231 195,686 195,624 9,879 9,941
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,214)
755 -4,649 -1,105 2,055 9,429 1,705 3,675 -491 -2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.8 1.8 90.5 91.6 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 32 29 36 32
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 52,011
COMMITMENTS
0 0 0 48,359 50,602 48,359 50,602 3,652 1,409
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 164)
0 0 0 -357 71 -357 71 521 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 97.3 93.0 97.3 7.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 15 15 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,122
COMMITMENTS
0 0 0 73,027 70,851 73,027 70,851 1,095 3,271
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 435)
0 0 0 218 156 218 156 217 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 95.6 98.5 95.6 1.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 255,888
COMMITMENTS
3,004 1,044 3,379 241,311 245,300 247,694 249,723 8,194 6,165
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,708)
-62 62 0 2,709 2,615 2,647 2,677 61 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 1.3 94.3 95.9 96.8 97.6 3.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 30 34 32 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 131,776
COMMITMENTS
0 1,400 2 122,380 126,215 122,382 127,617 9,394 4,159
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,396)
0 0 0 1,337 1,210 1,337 1,210 59 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 92.9 95.8 92.9 96.8 7.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,475
COMMITMENTS
586 0 0 165,215 173,463 165,801 173,463 10,674 3,012
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 797)
0 0 0 677 2,389 677 2,389 120 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.6 98.3 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 15 24 16 24
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 47,052
COMMITMENTS
210 0 0 44,619 45,376 44,829 45,376 2,223 1,676
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,519)
0 0 0 1,333 1,364 1,333 1,364 186 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.8 96.4 95.3 96.4 4.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 14 20 15 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 260,459
COMMITMENTS
0 0 0 240,564 259,465 240,564 259,465 19,895 994
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 411)
0 0 0 197 337 197 337 214 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 99.6 92.4 99.6 7.6 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 103,604
COMMITMENTS
4,352 0 0 90,706 100,638 95,058 100,638 8,546 2,966
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 6,738)
0 0 0 6,611 10,844 6,611 10,844 127 -4,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 87.6 97.1 91.8 97.1 8.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 14 16 14
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 23,780
COMMITMENTS
1,720 0 0 21,144 23,022 22,864 23,022 916 758
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 88.9 96.8 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 10 12 10
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 200,128
COMMITMENTS
0 278 31 193,791 195,359 193,822 195,668 6,306 4,460
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -1,584)
0 -1,455 31 -1,400 -549 -1,369 -1,973 -215 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 96.8 97.6 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 18 23 19 24
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 23,372
COMMITMENTS
1,804 2,647 2,900 18,339 17,541 23,043 23,088 329 284
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -102)
-475 72 -32 411 -144 -96 -105 -6 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 11.3 12.4 78.5 75.1 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 9 14 21 23 37 38
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,958
COMMITMENTS
4,135 515 1,907 35,901 39,511 41,943 41,933 15 25
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,090)
-512 235 399 1,188 456 1,075 1,090 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.2 4.5 85.6 94.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 6 24 25 30 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 32,641
COMMITMENTS
3,225 798 1,981 27,435 29,862 32,641 32,641 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 667)
175 222 178 554 267 907 667 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.4 6.1 84.1 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 6 22 20 29 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 143,054
COMMITMENTS
4,824 7,112 10,664 127,346 125,194 142,834 142,970 220 84
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,240)
-150 -294 379 1,987 2,182 2,216 2,267 24 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.0 7.5 89.0 87.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 13 13 34 35 51 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,625
COMMITMENTS
1,146 2,596 3,585 64,894 63,424 69,625 69,605 0 20
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 80)
204 316 91 -214 -326 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.7 5.1 93.2 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 4 25 25 31 33
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 39,023
COMMITMENTS
550 903 825 37,648 37,295 39,023 39,023 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 813)
225 153 0 588 660 813 813 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.3 2.1 96.5 95.6 100.0 100.0 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,831
COMMITMENTS
17,275 1,340 4,912 37,467 53,566 59,654 59,818 177 13
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 692)
178 0 0 504 692 682 692 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.2 8.2 62.6 89.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 2 23 24 31 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 78,297
COMMITMENTS
25,770 2,632 3,030 48,725 72,417 77,525 78,079 772 218
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 710)
269 -240 0 428 805 697 565 13 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 3.4 3.9 62.2 92.5 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 2 23 24 32 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,051
COMMITMENTS
2,073 230 2,257 67,139 69,538 71,469 72,025 582 26
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,675)
0 -6 5 1,670 1,670 1,675 1,669 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 3.1 93.2 96.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 3 25 25 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 89,593
COMMITMENTS
1,744 241 2,738 84,278 86,369 88,760 89,348 833 245
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,438)
0 0 0 3,437 3,438 3,437 3,438 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 3.1 94.1 96.4 99.1 99.7 0.9 0.3
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,490
COMMITMENTS
225 45 230 41,887 41,839 42,342 42,114 148 376
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 140)
0 0 0 140 140 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.5 98.6 98.5 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 17 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,169
COMMITMENTS
360 996 0 27,284 27,163 27,644 28,159 525 10
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 500)
0 50 0 500 450 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.5 0.0 96.9 96.4 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 19 17 20 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,687
COMMITMENTS
575 0 0 17,995 18,687 18,570 18,687 117 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 96.3 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 13 13 16 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 89,591
COMMITMENTS
20,472 1,690 2,273 66,312 85,470 89,056 89,433 535 158
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 393)
-398 155 -241 857 477 217 390 176 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.9 2.5 74.0 95.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 5 10 35 36 53 49
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,751
COMMITMENTS
6,695 599 286 35,484 41,569 42,465 42,454 286 297
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 274)
-110 100 60 324 114 274 274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 1.4 0.7 83.0 97.2 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 20 22 25 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,871
COMMITMENTS
240 121 254 47,200 47,095 47,694 47,470 177 401
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 740)
0 25 0 740 715 740 740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.5 98.6 98.4 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 22 21 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 36,752
COMMITMENTS
10 1,145 195 35,381 35,360 35,586 36,700 1,166 52
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 273)
-95 -175 45 395 614 345 484 -72 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.5 96.3 96.2 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 6 2 23 24 25 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,536
COMMITMENTS
1,840 280 73 65,733 67,943 67,646 68,296 890 240
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,871)
80 35 0 2,791 2,836 2,871 2,871 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 0.1 95.9 99.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 1 23 15 28 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,512
COMMITMENTS
2,351 295 60 68,616 70,977 71,027 71,332 485 180
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,920)
30 0 0 1,890 1,920 1,920 1,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.1 96.0 99.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 1 26 18 31 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 76,732
COMMITMENTS
179 1,337 1,340 74,998 73,875 76,517 76,552 215 180
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,837)
-270 304 235 3,872 3,278 3,837 3,817 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 1.7 97.7 96.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 6 4 28 27 32 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 94,909
COMMITMENTS
1,991 1,960 2,742 89,818 90,171 94,552 94,874 357 35
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,436)
210 17 154 3,053 3,260 3,416 3,431 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.1 2.9 94.6 95.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 10 7 30 30 38 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 62,783
COMMITMENTS
600 5,596 50 62,113 57,137 62,763 62,783 20 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 480)
100 55 50 330 375 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.9 0.1 98.9 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 2 16 16 19 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 53,470
COMMITMENTS
1,150 600 375 51,945 52,495 53,470 53,470 0 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 565)
0 0 0 565 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 0.7 97.1 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 14 8 16 11
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,563
COMMITMENTS
1,348 1,871 957 58,214 57,564 60,519 60,392 44 171
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -316)
-5 -35 0 -311 -281 -316 -316 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.1 1.6 96.1 95.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 66,723
COMMITMENTS
1,600 4,477 2,342 62,638 59,660 66,580 66,479 143 244
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 676)
54 605 -5 627 171 676 771 0 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.7 3.5 93.9 89.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 5 3 23 20 30 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,340
COMMITMENTS
0 290 75 24,098 23,885 24,173 24,250 167 90
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 184)
0 0 0 175 184 175 184 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.3 99.0 98.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 17 13 18 15
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 24,055
COMMITMENTS
75 0 0 23,466 24,055 23,541 24,055 514 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 97.6 100.0 97.9 100.0 2.1 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,263
COMMITMENTS
165 1,544 1,354 29,713 28,365 31,232 31,263 31 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 500)
-225 120 186 551 230 512 536 -12 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.9 4.3 95.0 90.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 5 22 21 29 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 18,347
COMMITMENTS
731 2,352 205 16,064 15,304 17,000 17,861 1,347 486
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 111)
-30 100 30 110 -19 110 111 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 12.8 1.1 87.6 83.4 92.7 97.4 7.3 2.6
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,785
COMMITMENTS
5,585 5,130 1,322 51,857 52,308 58,764 58,760 21 25
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 592)
802 69 -268 55 791 589 592 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.7 2.2 88.2 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 5 6 31 28 40 38
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,584
COMMITMENTS
1,130 1,427 1,025 34,279 34,048 36,434 36,500 150 84
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 6)
30 235 -94 70 -135 6 6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.9 2.8 93.7 93.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 5 25 20 32 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,930
COMMITMENTS
375 640 426 18,994 18,864 19,795 19,930 135 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 35)
-200 0 75 160 -40 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.2 2.1 95.3 94.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 3 17 17 20 24
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 21,810
COMMITMENTS
525 400 0 21,168 21,410 21,693 21,810 117 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.8 0.0 97.1 98.2 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,017
COMMITMENTS
100 1,525 25 8,732 7,467 8,857 9,017 160 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -29)
0 0 25 -54 -34 -29 -9 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 16.9 0.3 96.8 82.8 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 11 10 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,290
COMMITMENTS
100 2,175 25 9,060 7,090 9,185 9,290 105 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 24)
0 0 25 -1 -1 24 24 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 23.4 0.3 97.5 76.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 13 10 17 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,716
COMMITMENTS
170 260 550 10,764 10,906 11,484 11,716 232 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.2 4.7 91.9 93.1 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 15 17 17 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,761
COMMITMENTS
170 340 510 9,849 9,911 10,529 10,761 232 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 4.7 91.5 92.1 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 14 16 16 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,512
COMMITMENTS
1,450 2,230 2,135 31,890 31,147 35,475 35,512 37 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.3 6.0 89.8 87.7 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,732
COMMITMENTS
1,450 1,765 2,315 31,930 31,652 35,695 35,732 37 0
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 4.9 6.5 89.4 88.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 22 15 27 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,002
COMMITMENTS
2,113 5,712 1,411 102,405 98,859 105,929 105,982 73 20
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,380)
3 -19 44 2,310 2,355 2,357 2,380 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.4 1.3 96.6 93.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 9 7 38 30 47 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 120,600
COMMITMENTS
3,078 6,498 2,472 114,980 111,620 120,530 120,590 70 10
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,715)
-15 -73 113 2,617 2,675 2,715 2,715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.4 2.0 95.3 92.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 13 10 41 34 56 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 523,084
COMMITMENTS
40,768 24,928 47,364 434,712 450,697 522,844 522,989 240 95
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 7,043)
-583 -43 200 7,437 6,839 7,054 6,995 -11 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.8 9.1 83.1 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 20 27 48 43 85 80
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,069
COMMITMENTS
4,885 600 55 12,734 17,344 17,674 17,999 395 70
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 0)
50 0 0 -50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.3 0.3 70.5 96.0 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 18 11 21 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,857
COMMITMENTS
4,340 600 55 9,926 14,197 14,321 14,852 536 5
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 4.0 0.4 66.8 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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,392
COMMITMENTS
6,380 1,500 0 6,010 10,862 12,390 12,362 2 30
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 72)
-150 50 0 220 2 70 52 2 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 12.1 0.0 48.5 87.7 100.0 99.8 0.0 0.2
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,561
COMMITMENTS
33 182 50 3,737 3,605 3,820 3,837 741 724
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 220)
0 91 0 195 105 195 196 25 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.0 1.1 81.9 79.0 83.8 84.1 16.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 26 27 27 29
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,222
COMMITMENTS
2,463 0 0 30,352 33,031 32,815 33,031 407 191
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 915)
0 0 0 903 915 903 915 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 91.4 99.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 33 37 34 37
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 24,077
COMMITMENTS
50 0 24 23,925 23,459 23,999 23,483 78 594
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 963)
0 0 0 957 957 957 957 6 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 99.4 97.4 99.7 97.5 0.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 28 30 29 31
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,574
COMMITMENTS
170 224 149 7,358 7,771 7,677 8,144 897 430
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 409)
170 -98 -44 256 530 382 388 27 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.6 1.7 85.8 90.6 89.5 95.0 10.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 3 27 28 30 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,186
COMMITMENTS
1,557 924 58 38,988 40,129 40,603 41,111 583 75
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,459)
536 286 0 948 1,153 1,484 1,439 -25 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.2 0.1 94.7 97.4 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 1 32 46 37 49
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 52,674
COMMITMENTS
2,424 828 2,366 47,006 48,466 51,796 51,660 878 1,014
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,956)
629 -212 477 677 1,716 1,783 1,981 173 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.6 4.5 89.2 92.0 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
9 5 12 66 63 80 76
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 24,194
COMMITMENTS
0 0 0 22,694 22,560 22,694 22,560 1,500 1,634
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -5,199)
0 0 0 -4,612 -4,715 -4,612 -4,715 -587 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 93.2 93.8 93.2 6.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 23 27 23
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,414
COMMITMENTS
0 0 0 9,129 9,370 9,129 9,370 285 44
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -1,315)
0 0 0 -1,420 -1,178 -1,420 -1,178 105 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 99.5 97.0 99.5 3.0 0.5
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 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 241,748
COMMITMENTS
570 0 1,290 229,456 226,025 231,316 227,315 10,432 14,433
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -830)
0 0 0 -5,805 -1,753 -5,805 -1,753 4,975 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 94.9 93.5 95.7 94.0 4.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 15 19 16 20
Updated April 24, 2020