CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,645
COMMITMENTS
3,014 1,988 0 9,631 10,657 12,645 12,645 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 0)
-100 0 0 100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 15.7 0.0 76.2 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 12 8 17 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,571
COMMITMENTS
16,079 10,471 0 23,307 28,915 39,386 39,386 185 185
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -137)
0 -158 0 -137 21 -137 -137 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 26.5 0.0 58.9 73.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 6 0 18 15 27 21
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 143,732
COMMITMENTS
30,636 36,029 15,991 96,984 91,611 143,612 143,632 120 100
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -382)
107 -1,094 404 -884 1,482 -372 793 -10 -1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 25.1 11.1 67.5 63.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 16 18 31 26 67 50
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,621
COMMITMENTS
62,632 22,560 3,115 118,874 158,946 184,621 184,621 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 12.2 1.7 64.4 86.1 100.0 100.0 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 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 159,099
COMMITMENTS
24,626 18,199 4,868 129,605 136,032 159,099 159,099 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -900)
302 600 -202 -1,000 -1,298 -900 -900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 11.4 3.1 81.5 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 6 17 13 26 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,710
COMMITMENTS
10,047 3,378 1,719 26,754 33,540 38,520 38,637 190 74
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -758)
-549 50 -5 -203 -803 -758 -758 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 8.7 4.4 69.1 86.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 3 5 16 17 31 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,179
COMMITMENTS
5,775 1,000 0 27,404 32,179 33,179 33,179 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -590)
0 0 0 -590 -590 -590 -590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 3.0 0.0 82.6 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 14 7 19 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,296
COMMITMENTS
8,493 534 3,144 21,659 29,618 33,296 33,296 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 75)
50 0 75 -50 0 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 1.6 9.4 65.0 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 2 2 15 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,744
COMMITMENTS
2,429 2,295 289 24,485 25,048 27,204 27,633 541 111
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 977)
924 3 -4 56 987 976 986 2 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 8.3 1.0 88.3 90.3 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 16 13 20 17
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| 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: 9,803
COMMITMENTS
1,165 1,880 0 8,638 7,923 9,803 9,803 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 67)
0 0 0 67 67 67 67 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 19.2 0.0 88.1 80.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 0 11 9 12 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| 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: 17,290
COMMITMENTS
1,800 6,435 260 15,205 10,595 17,265 17,290 25 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -115)
0 100 0 -115 -215 -115 -115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 37.2 1.5 87.9 61.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 2 11 10 14 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 41,165
COMMITMENTS
20,086 13,769 2,882 18,197 24,514 41,165 41,165 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,684)
850 849 1 833 834 1,684 1,684 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 33.4 7.0 44.2 59.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 4 14 10 21 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,696
COMMITMENTS
5,949 1,388 3,298 25,253 29,981 34,500 34,667 196 29
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -222)
-314 3 522 -437 -747 -229 -222 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.0 9.5 72.8 86.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 5 23 26 29 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,875
COMMITMENTS
830 8,168 966 27,216 20,741 29,012 29,875 863 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,439)
0 -396 241 1,228 1,594 1,469 1,439 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 27.3 3.2 91.1 69.4 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 3 25 15 30 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,063,688
COMMITMENTS
880,505 30,938 450,594 4702288 5565658 6033387 6047190 30,301 16,498
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 81,938)
-31,013 2,947 23,960 89,231 55,501 82,178 82,408 -240 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.5 7.4 77.5 91.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
49 17 53 152 139 214 196
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,457,601
COMMITMENTS
47,336 15,126 488,382 919,253 953,037 1454972 1456546 2,630 1,056
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 7,303)
425 -1,606 -2,969 9,834 11,884 7,290 7,310 13 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 33.5 63.1 65.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 12 24 46 44 72 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,813
COMMITMENTS
5,886 2,392 0 239,874 264,681 245,760 267,073 28,053 6,740
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -14,859)
0 -390 0 -17,171 -13,056 -17,171 -13,446 2,312 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 0.0 87.6 96.7 89.8 97.5 10.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 20 26 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,949
COMMITMENTS
399 0 0 142,390 147,777 142,789 147,777 11,160 6,172
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -10,624)
-740 -35 -600 -9,201 -9,837 -10,541 -10,472 -83 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 92.5 96.0 92.8 96.0 7.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 19 26 20 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,766
COMMITMENTS
14,715 372 7,387 330,281 351,713 352,383 359,472 9,383 2,294
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -16,917)
-1,804 120 -151 -15,027 -18,475 -16,982 -18,506 65 1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 2.0 91.3 97.2 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 1 2 35 34 44 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 934,363
COMMITMENTS
1,251 10,995 4,223 917,422 916,205 922,896 931,423 11,467 2,940
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 21,055)
1,013 362 208 21,198 20,265 22,419 20,835 -1,364 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.5 98.2 98.1 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 37 26 41 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,863
COMMITMENTS
2,542 628 716 355,244 363,478 358,502 364,822 10,361 4,041
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -15,968)
-429 -1,335 91 -14,664 -13,355 -15,002 -14,599 -966 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.2 96.3 98.5 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 3 43 41 46 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 561,659
COMMITMENTS
0 485 421 550,935 554,570 551,356 555,476 10,303 6,183
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -30,095)
-43 -19 -168 -29,085 -28,637 -29,296 -28,824 -799 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 98.1 98.7 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
0 3 1 36 47 37 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 450,870
COMMITMENTS
2,034 2,461 93 434,459 438,974 436,586 441,528 14,284 9,342
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -12,494)
0 -1,274 -150 -12,230 -9,612 -12,380 -11,036 -114 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 96.4 97.4 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 1 38 34 40 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,991
COMMITMENTS
0 3,919 42 98,576 95,166 98,618 99,127 4,373 3,864
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -6,674)
-104 -1,022 -288 -6,198 -6,284 -6,590 -7,594 -84 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.0 95.7 92.4 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 18 18 19 20
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 340,893
COMMITMENTS
3 5,121 369 329,335 330,963 329,707 336,453 11,186 4,440
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -11,195)
3 -891 28 -8,958 -10,868 -8,927 -11,731 -2,268 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 96.6 97.1 96.7 98.7 3.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 29 28 30 32
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,879
COMMITMENTS
0 0 0 175,825 178,199 175,825 178,199 8,054 5,680
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -9,961)
0 0 0 -9,638 -9,977 -9,638 -9,977 -323 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 96.9 95.6 96.9 4.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 22 25 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 293,918
COMMITMENTS
1,230 0 0 286,607 288,983 287,837 288,983 6,081 4,935
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -12,805)
-270 -1,368 0 -7,524 -14,523 -7,794 -15,891 -5,011 3,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.5 98.3 97.9 98.3 2.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 22 22 23 22
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,374
COMMITMENTS
4,771 480 0 30,624 35,803 35,395 36,283 1,979 1,091
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -15,407)
-3,232 0 -240 -10,815 -15,155 -14,287 -15,395 -1,120 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.3 0.0 81.9 95.8 94.7 97.1 5.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 17 13 21 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 582,165
COMMITMENTS
10,496 4,701 7,703 556,486 563,290 574,685 575,694 7,480 6,471
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -31,875)
-173 -1,542 -728 -28,165 -27,074 -29,066 -29,344 -2,809 -2,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.8 1.3 95.6 96.8 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 9 7 50 45 59 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,011
COMMITMENTS
0 0 0 199,106 197,341 199,106 197,341 2,905 4,670
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,048)
0 0 0 -2,133 -2,592 -2,133 -2,592 -1,915 -1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 97.7 98.6 97.7 1.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 23 21 23 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,533
COMMITMENTS
0 0 0 142,088 139,548 142,088 139,548 2,445 4,985
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,871)
0 0 0 -5,208 -7,199 -5,208 -7,199 -663 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 96.6 98.3 96.6 1.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 16 21 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,591
COMMITMENTS
0 613 31 180,638 183,809 180,669 184,453 6,922 3,138
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -59,180)
-27,248 -167 -830 -32,395 -55,113 -60,473 -56,110 1,293 -3,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.3 98.0 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 18 17 19 18
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,331
COMMITMENTS
27,449 780 644 179,960 206,119 208,053 207,543 1,278 1,788
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -59,291)
-5,321 -4,645 -1,957 -48,186 -50,448 -55,464 -57,050 -3,827 -2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.4 0.3 86.0 98.5 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 1 1 28 36 37 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,607
COMMITMENTS
0 0 0 116,498 117,365 116,498 117,365 2,109 1,242
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -19,054)
0 0 0 -17,911 -18,094 -17,911 -18,094 -1,143 -960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.0 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 21 26 21 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,792
COMMITMENTS
0 1,224 0 26,112 26,448 26,112 27,672 1,680 120
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -11,966)
-341 -2,182 0 -11,679 -9,300 -12,020 -11,482 54 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 94.0 95.2 94.0 99.6 6.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 14 13 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,974
COMMITMENTS
2,960 1,557 747 274,922 275,051 278,629 277,355 6,345 7,619
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -14,045)
353 1,197 338 -13,370 -12,168 -12,679 -10,633 -1,366 -3,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.5 0.3 96.5 96.5 97.8 97.3 2.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 3 40 40 44 44
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,149
COMMITMENTS
0 0 0 108,029 107,087 108,029 107,087 120 1,062
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -6,875)
0 0 0 -6,751 -6,718 -6,751 -6,718 -124 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.0 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,644
COMMITMENTS
1,616 0 0 101,417 104,085 103,033 104,085 11,611 10,559
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,950)
394 0 0 -5,350 -5,269 -4,956 -5,269 -994 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 88.5 90.8 89.9 90.8 10.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 21 19 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,543
COMMITMENTS
1,108 245 697 221,229 217,944 223,034 218,886 3,509 7,657
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -11,904)
0 -1,698 -260 -11,128 -10,234 -11,388 -12,192 -516 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.3 97.7 96.2 98.5 96.6 1.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 28 30 30 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,816
COMMITMENTS
0 416 0 177,941 190,770 177,941 191,186 14,875 1,630
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,678)
-360 0 0 -1,234 -1,528 -1,594 -1,528 -84 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 92.3 98.9 92.3 99.2 7.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 19 19 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,802
COMMITMENTS
616 0 0 75,242 72,403 75,858 72,403 3,944 7,399
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,701)
150 0 -150 -4,431 -4,370 -4,431 -4,520 -270 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 94.3 90.7 95.1 90.7 4.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 14 20 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,228
COMMITMENTS
0 0 0 49,721 49,414 49,721 49,414 2,507 2,814
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -14,353)
-523 0 0 -10,751 -14,290 -11,274 -14,290 -3,079 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 94.6 95.2 94.6 4.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 7 16 7
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,407
COMMITMENTS
1,565 0 0 196,866 196,369 198,431 196,369 6,976 9,038
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -7,902)
-1,606 0 -31 -5,184 -8,215 -6,821 -8,246 -1,081 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.8 95.6 96.6 95.6 3.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 15 19 16 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,324
COMMITMENTS
6,589 4,139 731 162,565 164,198 169,885 169,068 6,439 7,256
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -11,952)
-175 27 549 -9,222 -9,648 -8,848 -9,072 -3,104 -2,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.3 0.4 92.2 93.1 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 2 31 33 34 37
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,767
COMMITMENTS
0 0 0 62,063 61,136 62,063 61,136 1,704 2,631
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -8,975)
0 0 0 -6,422 -8,417 -6,422 -8,417 -2,553 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 95.9 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 15 11 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 250,896
COMMITMENTS
4,678 0 1,567 237,873 243,639 244,118 245,206 6,778 5,690
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -15,659)
35 -1,908 -66 -10,842 -13,637 -10,873 -15,611 -4,786 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.6 94.8 97.1 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 1 32 35 36 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 132,068
COMMITMENTS
0 1,092 1 125,761 127,456 125,762 128,549 6,306 3,519
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,822)
0 -300 -31 -4,308 -5,825 -4,339 -6,156 -1,483 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 95.2 96.5 95.2 97.3 4.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 25 24 26 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 157,243
COMMITMENTS
555 1,712 0 147,136 153,405 147,691 155,117 9,552 2,126
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -10,600)
0 0 0 -10,039 -8,882 -10,039 -8,882 -561 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.1 0.0 93.6 97.6 93.9 98.6 6.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 15 23 16 24
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,058
COMMITMENTS
0 0 0 38,288 39,783 38,288 39,783 2,770 1,275
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -7,619)
0 0 0 -7,270 -6,019 -7,270 -6,019 -349 -1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 96.9 93.3 96.9 6.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 14 17 14 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 272,815
COMMITMENTS
186 0 186 259,914 272,064 260,286 272,250 12,529 565
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -16,236)
186 -690 186 -15,717 -14,976 -15,345 -15,480 -891 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 95.3 99.7 95.4 99.8 4.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 1 31 20 32 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 101,002
COMMITMENTS
2,765 1,498 0 90,827 96,495 93,592 97,993 7,410 3,009
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -6,842)
-570 0 0 -6,427 -6,724 -6,997 -6,724 155 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.5 0.0 89.9 95.5 92.7 97.0 7.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 14 17 15
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 17,709
COMMITMENTS
390 0 0 16,797 17,373 17,187 17,373 522 336
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,960)
-1,240 0 0 -3,286 -4,650 -4,526 -4,650 -434 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 94.9 98.1 97.1 98.1 2.9 1.9
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 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 178,906
COMMITMENTS
0 0 0 171,586 172,226 171,586 172,226 7,320 6,680
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -7,670)
0 0 0 -7,659 -5,502 -7,659 -5,502 -11 -2,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 96.3 95.9 96.3 4.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 18 27 18 27
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 17,858
COMMITMENTS
1,011 1,733 2,355 14,334 13,619 17,700 17,707 158 151
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -907)
-252 -556 82 -578 -154 -748 -627 -159 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.7 13.2 80.3 76.3 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 11 12 19 20 33 34
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,762
COMMITMENTS
4,119 850 2,089 31,419 34,808 37,627 37,747 135 15
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -102)
-285 -610 158 25 350 -102 -102 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 2.3 5.5 83.2 92.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 6 22 22 28 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 32,647
COMMITMENTS
4,530 241 981 26,896 31,425 32,407 32,647 240 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 400)
550 50 -225 75 575 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.7 3.0 82.4 96.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 3 19 21 26 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 131,421
COMMITMENTS
6,413 6,348 9,910 114,855 115,098 131,178 131,356 243 65
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,796)
411 108 -992 -3,976 -2,694 -4,557 -3,578 -239 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.8 7.5 87.4 87.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 10 10 36 34 52 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,173
COMMITMENTS
946 2,422 2,426 64,801 63,263 68,173 68,112 0 61
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -692)
-31 -988 -367 -294 663 -692 -692 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.6 3.6 95.1 92.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 4 25 24 31 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 38,391
COMMITMENTS
1,050 2,153 275 37,066 35,963 38,391 38,391 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,740)
-25 -350 100 -1,815 -1,490 -1,740 -1,740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.6 0.7 96.5 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 15 15 19 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 59,447
COMMITMENTS
16,921 1,640 4,560 37,736 53,158 59,217 59,358 230 89
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,046)
-190 410 -415 -511 -791 -1,116 -796 70 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 2.8 7.7 63.5 89.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 3 24 23 32 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 75,778
COMMITMENTS
24,227 2,855 3,050 47,735 69,811 75,012 75,716 766 62
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,830)
-729 357 -399 -824 -1,551 -1,952 -1,593 122 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 3.8 4.0 63.0 92.1 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 5 6 24 24 34 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,814
COMMITMENTS
1,876 768 1,505 64,911 66,541 68,292 68,814 522 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,778)
184 -48 -327 -3,545 -3,053 -3,688 -3,428 -90 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.1 2.2 94.3 96.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 27 26 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,882
COMMITMENTS
1,586 868 2,186 82,588 83,828 86,360 86,882 522 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,934)
174 0 -264 -4,398 -4,210 -4,488 -4,474 -446 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 2.5 95.1 96.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 29 28 33 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,232
COMMITMENTS
280 0 225 43,313 43,686 43,818 43,911 414 321
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 62)
80 -20 -5 -283 123 -208 98 270 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 97.9 98.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 19 15 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,266
COMMITMENTS
360 1,235 0 27,432 27,021 27,792 28,256 474 10
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -280)
0 100 0 -262 -380 -262 -280 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.4 0.0 97.0 95.6 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 20 17 21 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,087
COMMITMENTS
605 0 90 17,285 17,997 17,980 18,087 107 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -600)
-85 0 -50 -520 -550 -655 -600 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.5 95.6 99.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 13 17 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 84,022
COMMITMENTS
13,882 2,258 1,900 67,832 79,658 83,614 83,816 408 206
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,540)
-454 -229 -77 -3,989 -4,211 -4,521 -4,518 -19 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.7 2.3 80.7 94.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 6 9 36 34 53 46
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,448
COMMITMENTS
450 150 0 10,998 11,298 11,448 11,448 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -488)
0 0 0 -488 -488 -488 -488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.3 0.0 96.1 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 12 12 13
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,388
COMMITMENTS
450 150 0 10,938 11,238 11,388 11,388 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -475)
0 0 0 -475 -475 -475 -475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.3 0.0 96.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 12 12 13
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,832
COMMITMENTS
5,245 700 310 34,953 39,415 40,508 40,425 324 407
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -2,165)
-525 -200 -25 -1,605 -1,935 -2,155 -2,160 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.7 0.8 85.6 96.5 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 18 20 22 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,259
COMMITMENTS
690 100 200 47,212 47,623 48,102 47,923 157 336
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -653)
200 -25 -25 -808 -552 -633 -602 -20 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 97.8 98.7 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 23 18 26 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,471
COMMITMENTS
360 1,275 70 40,530 40,114 40,960 41,459 511 12
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,648)
-10 150 20 -1,643 -1,821 -1,633 -1,651 -15 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.1 0.2 97.7 96.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 1 25 22 27 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,199
COMMITMENTS
1,408 200 73 64,723 66,686 66,204 66,959 995 240
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,693)
-297 -60 0 -3,216 -3,602 -3,513 -3,662 -180 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 0.1 96.3 99.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 22 15 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,223
COMMITMENTS
1,944 350 99 69,680 71,589 71,723 72,038 500 185
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,252)
-168 50 0 -3,069 -3,299 -3,237 -3,249 -15 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.5 0.1 96.5 99.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 25 15 28 19
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 79,587
COMMITMENTS
415 1,927 1,521 77,211 76,069 79,147 79,517 440 70
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,854)
128 190 -58 -1,972 -1,986 -1,902 -1,854 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.4 1.9 97.0 95.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 5 29 24 34 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,770
COMMITMENTS
824 4,319 3,384 97,212 94,037 101,420 101,740 350 30
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,669)
106 177 -118 -1,618 -1,713 -1,630 -1,654 -39 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.2 3.3 95.5 92.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 9 8 32 34 42 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,319
COMMITMENTS
100 4,985 100 60,104 55,234 60,304 60,319 15 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,072)
-25 -402 -175 -2,867 -2,495 -3,067 -3,072 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.3 0.2 99.6 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 15 15 17 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,465
COMMITMENTS
1,250 900 225 52,990 53,340 54,465 54,465 0 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,235)
0 75 -125 -1,110 -1,185 -1,235 -1,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.7 0.4 97.3 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 14 9 16 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 56,854
COMMITMENTS
1,523 1,560 950 54,067 54,194 56,540 56,704 314 150
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,167)
7 -110 -90 -1,219 -940 -1,302 -1,140 135 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.7 1.7 95.1 95.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 3 21 21 25 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,078
COMMITMENTS
1,984 5,092 1,141 59,804 56,440 62,929 62,673 149 405
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -761)
-1 83 -152 -550 -646 -703 -715 -58 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.1 1.8 94.8 89.5 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 6 4 23 22 29 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,968
COMMITMENTS
0 805 0 22,884 22,083 22,884 22,888 84 80
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,145)
0 -15 0 -934 -905 -934 -920 -211 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 99.6 96.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 15 18 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,830
COMMITMENTS
0 225 0 22,469 22,585 22,469 22,810 361 20
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,040)
0 0 0 -778 -835 -778 -835 -262 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.4 98.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 14 18 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,953
COMMITMENTS
1,340 1,881 515 29,057 27,900 30,912 30,296 41 657
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,344)
345 46 -561 -834 -788 -1,050 -1,303 -294 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.1 1.7 93.9 90.1 99.9 97.9 0.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 4 20 19 24 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,896
COMMITMENTS
675 1,999 210 16,835 16,232 17,720 18,441 1,176 455
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 417)
19 -88 -24 501 954 496 842 -79 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 10.6 1.1 89.1 85.9 93.8 97.6 6.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 2 11 10 13 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,607
COMMITMENTS
4,308 5,560 2,028 50,142 48,990 56,478 56,578 129 29
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,670)
-7 -199 -41 -1,449 -1,333 -1,497 -1,573 -173 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.8 3.6 88.6 86.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 4 31 26 38 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 35,142
COMMITMENTS
1,281 1,880 738 32,970 32,457 34,989 35,075 153 67
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,278)
96 -46 -115 -1,164 -1,048 -1,183 -1,209 -95 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.3 2.1 93.8 92.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 25 19 31 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,345
COMMITMENTS
826 439 350 18,064 18,556 19,240 19,345 105 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 225)
125 -25 0 100 250 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.3 1.8 93.4 95.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 2 17 19 21 25
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 19,061
COMMITMENTS
475 150 0 18,495 18,911 18,970 19,061 91 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.8 0.0 97.0 99.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 13 9 15 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,395
COMMITMENTS
445 100 490 9,005 9,770 9,940 10,360 455 35
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -823)
20 -50 -20 -964 -688 -964 -758 141 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.0 4.7 86.6 94.0 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 12 11 15 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,436
COMMITMENTS
415 100 485 8,096 8,816 8,996 9,401 440 35
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -801)
20 -50 -20 -972 -666 -972 -736 171 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.1 5.1 85.8 93.4 95.3 99.6 4.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 11 10 14 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,051
COMMITMENTS
1,200 3,740 1,925 30,895 28,386 34,020 34,051 31 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,983)
-150 130 -130 -1,470 -1,851 -1,750 -1,851 -233 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.0 5.7 90.7 83.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 2 19 13 24 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,436
COMMITMENTS
1,200 3,525 1,855 31,350 29,056 34,405 34,436 31 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -2,033)
-150 230 -230 -1,410 -1,901 -1,790 -1,901 -243 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.2 5.4 91.0 84.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 2 19 14 24 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,710
COMMITMENTS
655 5,591 2,404 107,582 102,652 110,641 110,647 69 63
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,797)
-135 -20 -73 -2,236 -2,982 -2,444 -3,075 -1,353 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.1 2.2 97.2 92.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 9 5 40 32 46 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,407
COMMITMENTS
712 5,007 4,224 118,429 114,116 123,365 123,347 42 60
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,860)
2 -290 -291 -4,306 -4,208 -4,595 -4,789 -1,265 -1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 3.4 96.0 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 9 8 43 35 53 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 537,638
COMMITMENTS
33,479 21,693 54,032 449,817 461,715 537,329 537,441 309 197
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -10,233)
-2,141 -2,899 851 -8,208 -4,487 -9,497 -6,535 -736 -3,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.0 10.0 83.7 85.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 13 21 50 41 84 68
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,464
COMMITMENTS
4,588 600 65 11,371 15,729 16,024 16,394 440 70
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -991)
-205 0 0 -741 -366 -946 -366 -45 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 3.6 0.4 69.1 95.5 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 14 12 17 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,436
COMMITMENTS
4,143 600 55 8,813 12,781 13,011 13,436 425 0
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -846)
-155 0 0 -540 -221 -695 -221 -151 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 4.5 0.4 65.6 95.1 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 13 12 16 14
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 5,110
COMMITMENTS
1,065 645 25 3,355 4,060 4,445 4,730 665 380
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 12.6 0.5 65.7 79.5 87.0 92.6 13.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 1 18 17 22 23
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,546
COMMITMENTS
2,420 1,050 150 12,918 14,316 15,488 15,516 58 30
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,095)
-882 -300 0 -193 -790 -1,075 -1,090 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 6.8 1.0 83.1 92.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 14 24 19 26
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,209
COMMITMENTS
99 262 67 3,388 3,087 3,554 3,416 655 793
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 360)
8 44 0 349 360 357 404 3 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.2 1.6 80.5 73.3 84.4 81.2 15.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 25 26 27 28
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,307
COMMITMENTS
1,965 0 0 27,894 30,192 29,859 30,192 448 114
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 95)
0 0 0 78 96 78 96 16 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 92.0 99.6 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 32 39 34 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 25,630
COMMITMENTS
15 51 370 25,106 24,604 25,491 25,025 139 605
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,082)
0 0 0 1,072 1,072 1,072 1,072 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.4 98.0 96.0 99.5 97.6 0.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 27 30 29 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,219
COMMITMENTS
100 185 237 7,347 7,602 7,684 8,024 535 195
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 225)
5 0 25 195 200 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.3 2.9 89.4 92.5 93.5 97.6 6.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 26 29 28 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,204
COMMITMENTS
1,885 562 52 30,260 31,209 32,197 31,823 7 381
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,174)
192 0 0 975 1,084 1,167 1,084 7 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.7 0.2 94.0 96.9 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 1 29 42 32 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 48,736
COMMITMENTS
2,373 840 1,763 43,962 45,481 48,098 48,084 638 652
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,297)
460 208 -330 1,377 1,614 1,507 1,492 -210 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.7 3.6 90.2 93.3 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
10 7 7 63 59 77 69
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,201
COMMITMENTS
30 0 95 1,480 1,576 1,605 1,671 596 530
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 4.3 67.2 71.6 72.9 75.9 27.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 18 17 20
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 37,063
COMMITMENTS
0 0 0 35,053 35,026 35,053 35,026 2,010 2,037
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 4,010)
0 0 0 3,785 3,830 3,785 3,830 225 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 94.5 94.6 94.5 5.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 20 25 20
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 8,541
COMMITMENTS
0 0 0 8,196 8,499 8,196 8,499 345 42
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 90 45 90 45 -15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 99.5 96.0 99.5 4.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 13 15 13
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 220,483
COMMITMENTS
0 1,770 0 212,034 203,145 212,034 204,915 8,449 15,568
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 3,565)
0 0 0 3,625 2,426 3,625 2,426 -60 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.2 92.1 96.2 92.9 3.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 16 14 17
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 25,491
COMMITMENTS
10,632 2,886 4,368 7,799 16,913 22,799 24,167 2,692 1,324
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 11.3 17.1 30.6 66.3 89.4 94.8 10.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 5 11 11 17 16
Updated June 12, 2020