CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,237
COMMITMENTS
3,221 1,942 46 9,970 11,249 13,237 13,237 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -50)
-75 0 0 25 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.7 0.3 75.3 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 40,118
COMMITMENTS
16,079 11,024 45 23,809 28,864 39,933 39,933 185 185
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,174)
-2,147 -38 -50 23 -2,086 -2,174 -2,174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 27.5 0.1 59.3 71.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 6 1 20 13 30 19
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 143,023
COMMITMENTS
35,889 35,576 17,114 89,887 90,232 142,891 142,923 132 100
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -9,808)
-2,031 -3,594 -441 -7,337 -5,773 -9,809 -9,808 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 24.9 12.0 62.8 63.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
30 13 18 29 24 67 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,746
COMMITMENTS
61,889 22,560 3,465 119,392 158,721 184,746 184,746 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,100)
-94 -386 744 2,450 2,742 3,100 3,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 12.2 1.9 64.6 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 3 16 15 22 23
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 161,031
COMMITMENTS
23,626 17,249 5,711 131,694 138,071 161,031 161,031 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 852)
3,082 -400 -1,188 -1,042 2,441 852 852 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 10.7 3.5 81.8 85.7 100.0 100.0 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,456
COMMITMENTS
10,983 2,613 2,278 23,028 31,541 36,288 36,431 168 25
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -291)
-681 -325 122 254 -85 -305 -288 15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 7.2 6.2 63.2 86.5 99.5 99.9 0.5 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,154
COMMITMENTS
6,050 1,000 0 28,104 33,154 34,154 34,154 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -132)
0 -92 0 -132 -40 -132 -132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 2.9 0.0 82.3 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 0 12 8 18 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,780
COMMITMENTS
9,030 1,371 3,707 20,043 27,652 32,780 32,730 0 50
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 131)
-165 -500 0 296 631 131 131 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 4.2 11.3 61.1 84.4 100.0 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,447
COMMITMENTS
1,345 2,098 347 25,241 24,844 26,932 27,289 515 158
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -438)
0 -4 -6 -432 -403 -438 -413 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.6 1.3 92.0 90.5 98.1 99.4 1.9 0.6
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 04/28/20 |
--------------------------------------------------------------| 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: 11,878
COMMITMENTS
1,467 3,605 150 10,261 8,123 11,878 11,878 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 85)
0 5 0 85 80 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 30.4 1.3 86.4 68.4 100.0 100.0 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 04/28/20 |
--------------------------------------------------------------| 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: 20,771
COMMITMENTS
2,479 7,870 100 18,167 12,801 20,746 20,771 25 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 121)
0 1 0 121 120 121 121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 37.9 0.5 87.5 61.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 8 1 12 9 16 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 34,082
COMMITMENTS
14,836 8,470 2,331 16,915 23,281 34,082 34,082 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 20)
500 -50 0 -480 70 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 24.9 6.8 49.6 68.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 4 14 10 20 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,916
COMMITMENTS
3,044 953 5,909 30,704 32,991 39,657 39,853 259 63
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,946)
35 -10 659 1,242 1,297 1,936 1,946 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.4 14.8 76.9 82.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 7 28 24 36 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,191
COMMITMENTS
1,277 5,290 3,338 28,589 25,563 33,204 34,191 987 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 737)
39 -56 343 355 450 737 737 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 15.5 9.8 83.6 74.8 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 5 24 17 30 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,887
COMMITMENTS
2,950 0 1,047 3,765 6,810 7,762 7,857 125 30
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 76)
12 0 12 52 64 76 76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 0.0 13.3 47.7 86.3 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 16 14 19 17
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,112,007
COMMITMENTS
920,762 40,547 392,134 4761807 5639607 6074703 6072288 37,304 39,719
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 105,537)
44,678 -3,566 -18,562 75,862 107,952 101,978 85,824 3,559 19,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.7 6.4 77.9 92.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
49 19 52 156 138 218 196
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,524,471
COMMITMENTS
58,567 32,917 544,840 919,471 946,260 1522878 1524017 1,593 454
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -195,116)
-10,360 -13,496 -113,116 -71,625 -68,025 -195,101 -194,637 -15 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.2 35.7 60.3 62.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 14 20 46 43 69 64
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 284,644
COMMITMENTS
5,826 3,185 212 252,406 274,341 258,444 277,738 26,200 6,906
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,099)
123 0 0 222 1,005 345 1,005 2,754 2,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 0.1 88.7 96.4 90.8 97.6 9.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 26 18 29 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,413
COMMITMENTS
614 0 65 148,769 152,737 149,448 152,802 10,965 7,611
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,394)
335 -28 -398 1,271 2,063 1,208 1,637 1,186 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 92.7 95.2 93.2 95.3 6.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 20 24 22 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 364,212
COMMITMENTS
15,755 694 7,964 326,057 351,131 349,776 359,789 14,436 4,423
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,369)
3,149 225 -32 -6,968 -2,426 -3,851 -2,233 1,482 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.2 2.2 89.5 96.4 96.0 98.8 4.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 2 6 33 28 43 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 940,036
COMMITMENTS
1,821 11,901 2,913 925,551 923,625 930,285 938,439 9,751 1,597
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 14,827)
289 -448 933 12,831 14,341 14,053 14,826 774 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.3 0.3 98.5 98.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 4 38 30 43 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,370
COMMITMENTS
3,302 5,806 736 367,289 370,434 371,327 376,976 14,043 8,394
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,312)
607 -1,604 4 7,464 11,706 8,075 10,106 -1,763 -3,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.5 0.2 95.3 96.1 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 3 2 39 37 41 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 590,084
COMMITMENTS
1,430 248 951 577,991 583,476 580,372 584,675 9,712 5,409
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 8,067)
677 0 278 6,373 7,510 7,328 7,788 739 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.2 98.0 98.9 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 1 2 39 45 43 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 456,839
COMMITMENTS
2,034 4,090 150 440,902 441,728 443,086 445,968 13,753 10,871
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -7,257)
0 312 91 -6,635 -7,797 -6,544 -7,394 -713 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.0 96.5 96.7 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 4 3 37 31 41 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,323
COMMITMENTS
620 4,734 0 101,695 98,465 102,315 103,199 4,008 3,124
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,399)
0 1,586 0 3,248 1,812 3,248 3,398 151 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.5 0.0 95.6 92.6 96.2 97.1 3.8 2.9
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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,823
COMMITMENTS
0 527 0 33,109 33,814 33,109 34,341 1,714 482
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,635)
0 527 0 2,810 2,294 2,810 2,821 -175 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 95.1 97.1 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 13 14 13 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 323,637
COMMITMENTS
0 7,297 341 316,127 312,463 316,468 320,101 7,169 3,536
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,888)
0 -1,432 0 1,620 5,577 1,620 4,145 2,268 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.1 97.7 96.5 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 2 27 29 29 34
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 198,347
COMMITMENTS
0 0 0 191,075 194,436 191,075 194,436 7,272 3,911
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,152)
0 0 0 604 1,214 604 1,214 548 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 98.0 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 28 24 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 323,928
COMMITMENTS
1,534 2,736 0 314,234 319,221 315,768 321,957 8,160 1,971
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 15,622)
0 0 0 16,095 16,124 16,095 16,124 -473 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.0 97.0 98.5 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 25 23 26 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,506
COMMITMENTS
6,075 0 240 50,230 57,896 56,545 58,136 1,961 370
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 7,106)
1,060 0 240 5,306 7,102 6,606 7,342 500 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.4 85.9 99.0 96.6 99.4 3.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 1 20 15 24 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 619,449
COMMITMENTS
15,661 8,922 7,824 582,909 595,781 606,394 612,527 13,055 6,922
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,528)
3,936 889 -270 672 3,982 4,338 4,601 -810 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 1.3 94.1 96.2 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
5 10 6 52 46 61 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,831
COMMITMENTS
0 605 1,456 192,353 190,607 193,809 192,668 4,022 5,163
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,996)
-987 155 0 -1,223 -1,969 -2,210 -1,814 -786 -1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.7 97.2 96.3 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 23 21 24 23
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,469
COMMITMENTS
0 0 0 141,799 141,565 141,799 141,565 2,670 2,904
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,900)
0 0 0 2,524 3,295 2,524 3,295 376 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 98.0 98.2 98.0 1.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 19 20 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 256,108
COMMITMENTS
7,166 8,077 0 244,628 245,911 251,794 253,988 4,314 2,120
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 27,826)
3,415 6,975 0 27,599 20,355 31,014 27,330 -3,188 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.2 0.0 95.5 96.0 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 5 0 35 34 42 39
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,850
COMMITMENTS
17,562 6,066 4,185 252,093 263,171 273,840 273,422 1,010 1,428
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 31,453)
251 4,154 3,375 27,875 23,636 31,501 31,165 -48 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.2 1.5 91.7 95.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 4 3 44 48 57 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,153
COMMITMENTS
0 0 0 131,998 132,190 131,998 132,190 3,155 2,963
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,637)
0 0 0 5,831 6,358 5,831 6,358 806 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.8 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 24 27 24 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 47,152
COMMITMENTS
371 3,586 0 45,491 42,478 45,862 46,064 1,290 1,088
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,116)
371 1,934 0 775 -1,395 1,146 539 -30 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.6 0.0 96.5 90.1 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 18 16 19 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 294,346
COMMITMENTS
4,218 4,273 2,493 279,429 277,611 286,140 284,377 8,206 9,969
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,936)
1,733 1,648 1,149 4,132 5,261 7,014 8,058 -78 -1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 0.8 94.9 94.3 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 3 40 39 46 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,136
COMMITMENTS
0 0 0 123,565 123,615 123,565 123,615 571 521
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,885)
0 0 0 1,914 1,668 1,914 1,668 -29 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 15 16 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,783
COMMITMENTS
0 554 0 99,483 98,515 99,483 99,069 13,300 13,714
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,507)
0 554 0 692 2,553 692 3,107 1,815 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 88.2 87.3 88.2 87.8 11.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 19 15 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 238,923
COMMITMENTS
0 1,551 1,568 234,468 228,465 236,036 231,584 2,887 7,339
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,635)
0 873 -109 1,655 -684 1,546 80 89 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.7 98.1 95.6 98.8 96.9 1.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 2 23 30 25 34
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,639
COMMITMENTS
0 320 0 187,654 196,246 187,654 196,566 10,985 2,073
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,867)
0 0 0 -3,771 -3,943 -3,771 -3,943 904 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.5 98.8 94.5 99.0 5.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 18 20 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,136
COMMITMENTS
128 0 365 76,557 81,988 77,050 82,353 9,086 3,783
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -672)
91 0 -30 -640 -276 -579 -306 -93 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.4 88.9 95.2 89.5 95.6 10.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 16 21 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,151
COMMITMENTS
510 617 403 61,913 63,531 62,826 64,551 2,325 600
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,418)
0 -124 124 4,092 2,666 4,216 2,666 -1,798 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.9 0.6 95.0 97.5 96.4 99.1 3.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 19 11 21 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,743
COMMITMENTS
3,227 0 93 198,368 202,167 201,688 202,260 7,055 6,483
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,124)
-153 0 93 4,193 5,128 4,133 5,221 991 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 95.0 96.8 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 19 19 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,369
COMMITMENTS
8,020 2,129 1,626 183,863 187,513 193,509 191,268 8,860 11,101
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -3,196)
1,980 -1,623 -2,015 -2,142 -718 -2,177 -4,356 -1,019 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.1 0.8 90.9 92.7 95.6 94.5 4.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 33 29 38 32
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,566
COMMITMENTS
0 240 0 23,892 21,888 23,892 22,128 674 2,438
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.3 89.1 97.3 90.1 2.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 9 12 9 13
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 51,700
COMMITMENTS
0 0 0 47,955 50,229 47,955 50,229 3,745 1,471
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -311)
0 0 0 -404 -373 -404 -373 93 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 97.2 92.8 97.2 7.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 16 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,222
COMMITMENTS
0 0 0 76,096 74,044 76,096 74,044 1,126 3,178
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,100)
0 0 0 3,069 3,193 3,069 3,193 31 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 95.9 98.5 95.9 1.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 16 11 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 261,426
COMMITMENTS
1,697 1,052 3,751 247,380 250,780 252,828 255,583 8,598 5,843
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,538)
-1,307 8 372 6,069 5,480 5,134 5,860 404 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 1.4 94.6 95.9 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 2 31 35 34 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 140,034
COMMITMENTS
0 1,617 2 132,241 136,467 132,243 138,086 7,791 1,948
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 8,258)
0 217 0 9,861 10,252 9,861 10,469 -1,603 -2,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 94.4 97.5 94.4 98.6 5.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 21 25 22 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,046
COMMITMENTS
586 0 0 164,724 173,220 165,310 173,220 10,736 2,826
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -429)
0 0 0 -491 -243 -491 -243 62 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.6 98.4 93.9 98.4 6.1 1.6
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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 48,075
COMMITMENTS
210 0 0 44,693 45,080 44,903 45,080 3,172 2,995
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,023)
0 0 0 74 -296 74 -296 949 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 93.0 93.8 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 13 19 14 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 268,068
COMMITMENTS
0 1,457 0 249,951 265,679 249,951 267,136 18,117 932
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 7,609)
0 1,457 0 9,387 6,214 9,387 7,671 -1,778 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 93.2 99.1 93.2 99.7 6.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 26 19 26 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 106,065
COMMITMENTS
4,352 1,498 0 93,105 101,539 97,457 103,037 8,608 3,028
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,461)
0 1,498 0 2,399 901 2,399 2,399 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.4 0.0 87.8 95.7 91.9 97.1 8.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 14 15 15 16
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 24,307
COMMITMENTS
1,720 0 0 21,485 23,487 23,205 23,487 1,102 820
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 527)
0 0 0 341 465 341 465 186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 88.4 96.6 95.5 96.6 4.5 3.4
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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 196,376
COMMITMENTS
0 0 0 190,496 191,112 190,496 191,112 5,880 5,264
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -3,752)
0 -278 -31 -3,295 -4,247 -3,326 -4,556 -426 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 97.3 97.0 97.3 3.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 20 23 20 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 23,559
COMMITMENTS
1,816 2,564 2,943 18,576 17,784 23,336 23,291 224 268
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 187)
12 -83 43 237 243 292 203 -105 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 10.9 12.5 78.8 75.5 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 9 14 21 24 37 39
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,430
COMMITMENTS
4,185 340 2,182 36,048 39,883 42,415 42,405 15 25
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 472)
50 -175 275 147 372 472 472 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.8 5.1 85.0 94.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 6 24 24 30 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 34,806
COMMITMENTS
3,625 873 2,106 29,075 31,827 34,806 34,806 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,165)
400 75 125 1,640 1,965 2,165 2,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.5 6.1 83.5 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 6 21 20 27 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 143,723
COMMITMENTS
5,325 7,371 10,557 127,645 125,711 143,527 143,639 196 84
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 669)
501 259 -107 299 517 693 669 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.1 7.3 88.8 87.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 15 12 34 36 51 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,250
COMMITMENTS
1,275 2,989 3,743 65,232 63,497 70,250 70,230 0 20
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 625)
129 394 159 338 73 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.3 5.3 92.9 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 7 4 24 25 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 40,226
COMMITMENTS
800 1,478 800 38,626 37,948 40,226 40,226 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,203)
250 575 -25 978 653 1,203 1,203 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.7 2.0 96.0 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 4 15 16 20 21
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,765
COMMITMENTS
17,272 1,340 4,914 36,402 52,498 58,588 58,752 177 13
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -1,066)
-3 0 2 -1,065 -1,068 -1,066 -1,066 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 2.3 8.4 61.9 89.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 3 23 24 31 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 77,706
COMMITMENTS
25,889 2,780 3,062 47,978 71,691 76,929 77,533 777 173
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -591)
119 148 32 -747 -726 -596 -546 5 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 3.6 3.9 61.7 92.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 5 4 24 24 34 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,947
COMMITMENTS
2,073 227 2,260 69,032 71,450 73,365 73,937 582 10
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,896)
0 -3 3 1,893 1,912 1,896 1,912 0 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.3 3.1 93.4 96.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 25 26 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,054
COMMITMENTS
1,772 241 2,738 86,708 88,835 91,218 91,814 836 240
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,461)
28 0 0 2,430 2,466 2,458 2,466 3 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 3.0 94.2 96.5 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,050
COMMITMENTS
225 45 230 42,447 42,399 42,902 42,674 148 376
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 560)
0 0 0 560 560 560 560 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 29,781
COMMITMENTS
360 996 0 28,896 28,775 29,256 29,771 525 10
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,612)
0 0 0 1,612 1,612 1,612 1,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.3 0.0 97.0 96.6 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 19 18 20 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| 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 04/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 88,194
COMMITMENTS
19,777 1,783 2,191 65,674 84,066 87,642 88,040 552 154
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -1,397)
-695 93 -82 -637 -1,404 -1,414 -1,393 17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 2.0 2.5 74.5 95.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 5 10 35 38 53 51
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,136
COMMITMENTS
6,695 599 286 35,869 41,954 42,850 42,839 286 297
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.4 0.7 83.2 97.3 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,131
COMMITMENTS
240 121 254 47,460 47,355 47,954 47,730 177 401
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 260)
0 0 0 260 260 260 260 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,087
COMMITMENTS
50 1,140 100 36,771 36,795 36,921 38,035 1,166 52
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,335)
40 -5 -95 1,390 1,435 1,335 1,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.0 0.3 96.5 96.6 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 2 24 24 26 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,579
COMMITMENTS
1,840 305 73 67,776 69,946 69,689 70,324 890 255
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,043)
0 25 0 2,043 2,003 2,043 2,028 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 0.1 96.0 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,193
COMMITMENTS
2,318 295 60 70,325 72,658 72,703 73,013 490 180
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,681)
-33 0 0 1,709 1,681 1,676 1,681 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 0.1 96.1 99.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 1 26 19 30 23
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 78,947
COMMITMENTS
184 1,859 1,133 77,415 75,755 78,732 78,747 215 200
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,215)
5 522 -207 2,417 1,880 2,215 2,195 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 1.4 98.1 96.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 98,275
COMMITMENTS
1,878 2,642 2,653 93,403 92,951 97,933 98,245 342 30
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,366)
-113 681 -89 3,584 2,780 3,381 3,371 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.7 2.7 95.0 94.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 11 7 32 32 40 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 63,368
COMMITMENTS
325 5,521 425 62,598 57,422 63,348 63,368 20 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 585)
-275 -75 375 485 285 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.7 0.7 98.8 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 3 16 17 19 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 54,900
COMMITMENTS
1,450 600 375 53,075 53,925 54,900 54,900 0 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,430)
300 0 0 1,130 1,430 1,430 1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.1 0.7 96.7 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 60,399
COMMITMENTS
1,348 1,641 1,007 58,000 57,595 60,355 60,243 44 156
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -164)
0 -230 50 -214 31 -164 -149 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.7 1.7 96.0 95.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 3 24 23 28 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 67,909
COMMITMENTS
1,710 4,289 2,420 63,636 60,951 67,766 67,660 143 249
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,186)
110 -188 78 998 1,291 1,186 1,181 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.3 3.6 93.7 89.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 5 4 23 19 32 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,705
COMMITMENTS
0 710 0 24,534 23,885 24,534 24,595 171 110
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 365)
0 420 -75 436 0 361 345 4 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 99.3 96.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 13 17 15
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 24,285
COMMITMENTS
0 225 0 23,764 24,055 23,764 24,280 521 5
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 230)
-75 225 0 298 0 223 225 7 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 97.9 99.1 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 13 16 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,583
COMMITMENTS
390 1,688 1,345 29,828 28,550 31,563 31,583 20 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 320)
225 144 -9 115 185 331 320 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.3 4.3 94.4 90.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 5 22 21 30 26
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 18,385
COMMITMENTS
751 2,340 185 16,099 15,374 17,035 17,899 1,350 486
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 38)
20 -12 -20 35 70 35 38 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.7 1.0 87.6 83.6 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,557
COMMITMENTS
5,535 4,735 1,322 51,679 52,475 58,536 58,532 21 25
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -228)
-50 -395 0 -178 167 -228 -228 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.1 2.3 88.3 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 6 31 27 40 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,613
COMMITMENTS
1,180 1,157 1,025 34,282 34,347 36,487 36,529 126 84
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 29)
50 -270 0 3 299 53 29 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.2 2.8 93.6 93.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 5 25 20 33 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,795
COMMITMENTS
450 640 426 18,784 18,729 19,660 19,795 135 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -135)
75 0 0 -210 -135 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.2 2.2 94.9 94.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 3 17 17 20 24
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 21,885
COMMITMENTS
525 400 0 21,243 21,485 21,768 21,885 117 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,042
COMMITMENTS
125 1,525 25 8,732 7,492 8,882 9,042 160 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 25)
25 0 0 0 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 16.9 0.3 96.6 82.9 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,315
COMMITMENTS
125 2,175 25 9,060 7,115 9,210 9,315 105 0
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 25)
25 0 0 0 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 23.3 0.3 97.3 76.4 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 1 13 10 17 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| 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 04/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 04/28/20 |
--------------------------------------------------------------| 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 04/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 04/28/20 |
--------------------------------------------------------------| 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 04/21/20 (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: 33)
3 3 1 22 14 26 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| 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 04/21/20 (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 4.9 6.5 89.4 88.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,995
COMMITMENTS
2,189 5,177 1,591 105,137 102,207 108,917 108,975 78 20
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,993)
76 -535 180 2,732 3,348 2,988 2,993 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.7 1.5 96.5 93.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 8 7 38 30 48 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,767
COMMITMENTS
3,033 6,270 2,715 117,945 114,772 123,693 123,757 74 10
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,167)
-45 -228 243 2,965 3,152 3,163 3,167 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.1 2.2 95.3 92.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 12 11 41 33 57 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 534,624
COMMITMENTS
40,631 25,497 48,518 445,184 460,483 534,334 534,499 290 125
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 11,540)
-137 569 1,154 10,473 9,786 11,490 11,510 50 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.8 9.1 83.3 86.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 20 26 48 43 84 80
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,144
COMMITMENTS
4,885 600 55 12,809 17,419 17,749 18,074 395 70
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 3.3 0.3 70.6 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 04/28/20 |
--------------------------------------------------------------| 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 04/21/20 (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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,517
COMMITMENTS
6,837 1,850 50 6,608 11,582 13,495 13,482 22 35
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,125)
457 350 50 598 720 1,105 1,120 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 13.7 0.4 48.9 85.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 14 19 18 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,707
COMMITMENTS
48 245 117 3,748 3,483 3,913 3,845 794 862
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 146)
15 63 67 11 -122 93 8 53 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.2 2.5 79.6 74.0 83.1 81.7 16.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 25 25 27 28
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,699
COMMITMENTS
2,463 0 0 30,829 33,508 33,292 33,508 407 191
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 477)
0 0 0 477 477 477 477 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 91.5 99.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 31 36 32 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 29,447
COMMITMENTS
35 0 264 29,048 28,601 29,347 28,865 100 582
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,370)
-15 0 240 5,123 5,142 5,348 5,382 22 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.9 98.6 97.1 99.7 98.0 0.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 30 31 31 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,286
COMMITMENTS
152 192 214 8,140 8,521 8,506 8,927 780 359
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 712)
-18 -32 65 782 750 829 783 -117 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 2.3 87.7 91.8 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 29 30 32 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 41,839
COMMITMENTS
1,594 961 95 39,567 40,708 41,256 41,764 583 75
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 653)
37 37 37 579 579 653 653 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 0.2 94.6 97.3 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 3 1 33 46 38 49
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,969
COMMITMENTS
3,264 763 2,450 47,668 50,032 53,382 53,245 587 724
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,295)
840 -65 84 662 1,566 1,586 1,585 -291 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.4 4.5 88.3 92.7 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
11 4 12 67 65 82 78
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,322
COMMITMENTS
72 0 3 1,362 1,872 1,437 1,875 885 447
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.1 58.7 80.6 61.9 80.7 38.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 19 17 20
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 25,018
COMMITMENTS
0 0 0 23,353 23,429 23,353 23,429 1,665 1,589
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 824)
0 0 0 659 869 659 869 165 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 93.6 93.3 93.6 6.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 25 24 25 24
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,744
COMMITMENTS
0 0 0 9,459 9,700 9,459 9,700 285 44
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 330)
0 0 0 330 330 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 99.5 97.1 99.5 2.9 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 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 229,549
COMMITMENTS
0 505 785 216,165 213,802 216,950 215,092 12,599 14,457
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -12,199)
-570 505 -505 -13,291 -12,223 -14,366 -12,223 2,167 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.3 94.2 93.1 94.5 93.7 5.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 14 17 15 18
Updated May 01, 2020