CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,120
COMMITMENTS
3,014 1,663 0 9,106 10,457 12,120 12,120 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -625)
0 -325 0 -625 -300 -625 -625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 13.7 0.0 75.1 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 11 8 16 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,162
COMMITMENTS
15,454 9,917 0 21,708 27,245 37,162 37,162 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -2,294)
-400 -504 0 -1,709 -1,605 -2,109 -2,109 -185 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 26.7 0.0 58.4 73.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 0 16 14 23 20
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 135,009
COMMITMENTS
28,382 30,697 16,342 90,183 87,895 134,907 134,934 102 75
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -11,072)
-2,473 -2,316 -863 -7,682 -7,869 -11,017 -11,047 -55 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 22.7 12.1 66.8 65.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 16 17 31 25 61 49
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,006
COMMITMENTS
60,882 23,443 3,265 119,859 157,298 184,006 184,006 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -7,951)
-700 283 0 -7,251 -8,234 -7,951 -7,951 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 12.7 1.8 65.1 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 7 3 15 16 21 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 156,472
COMMITMENTS
22,713 18,922 5,341 128,418 132,209 156,472 156,472 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -3,680)
-1,145 200 -145 -2,390 -3,735 -3,680 -3,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.1 3.4 82.1 84.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 6 17 13 26 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,023
COMMITMENTS
8,473 3,389 1,553 26,831 32,005 36,857 36,947 166 76
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -358)
-66 11 -109 -171 -262 -346 -359 -12 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.2 4.2 72.5 86.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 4 5 16 17 31 25
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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
5,875 1,000 0 27,304 32,179 33,179 33,179 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.0 0.0 82.3 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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,471
COMMITMENTS
7,255 616 3,532 22,684 29,323 33,471 33,471 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 0)
-68 82 -82 150 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 1.8 10.6 67.8 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 15 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,169
COMMITMENTS
3,145 2,293 258 23,446 24,526 26,849 27,077 320 92
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -1,360)
100 16 -1 -1,486 -1,371 -1,387 -1,356 27 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 8.4 0.9 86.3 90.3 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 16 13 19 17
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 13,936
COMMITMENTS
1,715 2,130 0 12,221 11,806 13,936 13,936 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,038)
550 150 0 488 888 1,038 1,038 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.3 0.0 87.7 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 0 11 10 12 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 18,060
COMMITMENTS
1,355 6,840 540 16,140 10,680 18,035 18,060 25 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 407)
-495 427 330 572 -350 407 407 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 37.9 3.0 89.4 59.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 3 11 10 15 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,565
COMMITMENTS
20,086 14,839 2,882 19,597 24,844 42,565 42,565 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 400)
0 70 0 400 330 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 34.9 6.8 46.0 58.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 4 14 10 21 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 40,685
COMMITMENTS
5,962 1,380 3,516 31,113 35,770 40,591 40,666 94 19
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,354)
74 20 -31 1,428 1,362 1,471 1,351 -117 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.4 8.6 76.5 87.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 5 25 28 31 34
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,100
COMMITMENTS
1,091 7,889 1,122 30,024 24,089 32,237 33,100 863 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,679)
0 -320 75 1,604 1,924 1,679 1,679 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 23.8 3.4 90.7 72.8 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 4 26 15 32 20
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,290
COMMITMENTS
1,316 0 945 2,903 4,335 5,164 5,280 126 10
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 0.0 17.9 54.9 81.9 97.6 99.8 2.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 3 15 13 18 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,932,810
COMMITMENTS
866,111 37,411 480,305 4556919 5397415 5903335 5915131 29,475 17,679
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -253,466)
-25,573 -35,951 -30,913 -197,463 -184,756 -253,949 -251,620 483 -1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.6 8.1 76.8 91.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
49 14 51 151 138 209 194
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,472,713
COMMITMENTS
39,661 20,052 503,090 927,575 948,699 1470325 1471841 2,388 872
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -134,622)
-44,148 -23,759 -48,964 -41,959 -62,353 -135,072 -135,076 450 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 34.2 63.0 64.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 13 22 47 46 72 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,342
COMMITMENTS
5,979 2,392 62 242,332 267,980 248,373 270,434 27,969 5,908
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 273)
155 0 62 -92 300 125 362 148 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 0.0 87.7 97.0 89.9 97.9 10.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 20 27 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,836
COMMITMENTS
1,164 88 1,233 148,830 154,210 151,227 155,531 9,609 5,305
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,565)
378 88 45 1,302 1,277 1,725 1,410 -160 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.8 92.5 95.9 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 3 20 26 25 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,624
COMMITMENTS
13,493 372 6,292 332,357 352,005 352,142 358,669 9,482 2,955
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,040)
-649 0 -1,202 1,993 931 142 -271 898 1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.1 1.7 91.9 97.3 97.4 99.2 2.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 1 2 38 38 46 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,163,473
COMMITMENTS
2,197 11,692 4,340 1146637 1144999 1153174 1161031 10,299 2,442
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 6,226)
227 1,102 -125 6,805 5,836 6,907 6,813 -681 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.4 98.6 98.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 4 38 28 44 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 413,330
COMMITMENTS
2,542 253 996 402,905 406,909 406,443 408,158 6,887 5,172
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,142)
-401 29 -610 3,006 1,056 1,995 475 147 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.2 97.5 98.4 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 2 3 46 41 49 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 587,393
COMMITMENTS
477 303 465 573,609 581,015 574,551 581,783 12,842 5,610
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 13,207)
45 55 93 12,974 13,148 13,112 13,296 95 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.1 97.7 98.9 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 2 2 37 47 40 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 478,193
COMMITMENTS
2,034 2,522 62 464,241 466,058 466,337 468,642 11,856 9,551
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 15,849)
0 185 62 19,016 15,533 19,078 15,780 -3,229 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.0 97.1 97.5 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 1 39 35 41 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,115
COMMITMENTS
248 5,392 0 100,426 98,540 100,674 103,932 5,441 2,183
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 933)
248 461 -74 1,094 1,646 1,268 2,033 -335 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.1 0.0 94.6 92.9 94.9 97.9 5.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 0 17 20 18 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,091
COMMITMENTS
0 511 0 27,478 26,944 27,478 27,455 613 636
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 713)
0 31 0 620 868 620 899 93 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 97.8 95.9 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 14 15 14 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 330,884
COMMITMENTS
159 6,282 275 319,053 318,352 319,487 324,909 11,397 5,975
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -3,138)
159 581 120 -5,119 -3,357 -4,840 -2,656 1,702 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.1 96.4 96.2 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 1 29 30 30 34
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,959
COMMITMENTS
0 0 0 181,779 183,543 181,779 183,543 7,180 5,416
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,562)
0 0 0 2,567 1,617 2,567 1,617 -1,005 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 97.1 96.2 97.1 3.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 24 26 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 295,616
COMMITMENTS
1,230 0 0 289,373 293,750 290,603 293,750 5,013 1,866
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 311)
0 0 0 45 -27 45 -27 266 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.9 99.4 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 23 25 24 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,680
COMMITMENTS
9,912 790 0 36,656 47,560 46,568 48,350 2,112 330
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 3,034)
1,328 0 0 1,453 3,250 2,781 3,250 253 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 1.6 0.0 75.3 97.7 95.7 99.3 4.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 0 21 20 26 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 606,253
COMMITMENTS
14,359 5,126 6,867 577,900 585,735 599,126 597,728 7,127 8,525
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 9,543)
1,177 802 377 7,986 7,517 9,540 8,696 3 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.8 1.1 95.3 96.6 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 7 7 55 43 66 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,115
COMMITMENTS
279 0 0 202,893 201,566 203,172 201,566 2,943 4,549
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,068)
279 0 0 865 1,158 1,144 1,158 -76 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.4 97.8 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 23 21 24 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,638
COMMITMENTS
0 0 0 144,911 143,680 144,911 143,680 3,727 4,958
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,151)
0 0 0 624 1,291 624 1,291 1,527 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 96.7 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 18 21 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,122
COMMITMENTS
25,396 1,333 644 207,569 234,403 233,609 236,380 3,513 742
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 29,824)
17,212 1,030 55 16,276 29,597 33,543 30,682 -3,719 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.6 0.3 87.5 98.9 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 2 1 32 43 42 46
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,923
COMMITMENTS
54,372 2,020 644 205,878 257,612 260,894 260,276 1,029 1,647
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 31,963)
18,057 992 0 14,341 31,026 32,398 32,018 -435 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.8 0.2 78.6 98.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 1 1 37 44 50 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,632
COMMITMENTS
0 0 0 136,874 137,956 136,874 137,956 2,758 1,676
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 10,964)
0 -248 0 11,053 11,146 11,053 10,898 -89 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.8 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 23 29 23 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 40,920
COMMITMENTS
620 1,224 0 39,472 39,479 40,092 40,703 828 217
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,201)
0 0 0 2,201 2,537 2,201 2,537 0 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.0 0.0 96.5 96.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 15 18 16 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 294,298
COMMITMENTS
3,222 1,434 953 286,770 283,419 290,945 285,806 3,353 8,492
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -966)
-245 542 -181 -1,350 -1,798 -1,776 -1,437 810 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.3 97.4 96.3 98.9 97.1 1.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 3 40 39 44 44
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,471
COMMITMENTS
0 0 0 116,165 115,037 116,165 115,037 306 1,434
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 3,374)
0 0 0 3,467 3,157 3,467 3,157 -93 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.8 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 17 15 17
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 13,722
COMMITMENTS
0 279 0 11,630 12,708 11,630 12,987 2,092 735
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 84.8 92.6 84.8 94.6 15.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 13 12 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,035
COMMITMENTS
1,554 112 255 101,128 104,168 102,937 104,535 12,098 10,500
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 231)
0 0 0 93 107 93 107 138 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.2 87.9 90.6 89.5 90.9 10.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 21 20 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,408
COMMITMENTS
0 1,469 1,408 246,096 240,764 247,504 243,641 3,904 7,767
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 3,718)
0 1,211 -93 4,414 2,207 4,321 3,325 -603 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.6 97.9 95.8 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 2 30 33 32 37
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,902
COMMITMENTS
0 660 0 181,216 190,820 181,216 191,480 12,686 2,422
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -206)
0 660 0 1,916 -854 1,916 -194 -2,122 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 93.5 98.4 93.5 98.8 6.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 21 19 21 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,940
COMMITMENTS
616 403 0 95,463 92,433 96,079 92,836 3,861 7,104
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 654)
0 403 0 623 -54 623 349 31 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.0 95.5 92.5 96.1 92.9 3.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 19 15 20 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,638
COMMITMENTS
0 0 0 58,018 57,754 58,018 57,754 1,620 1,884
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 434)
0 0 0 341 93 341 93 93 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 96.8 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 12 20 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,750
COMMITMENTS
2,515 0 0 204,883 206,940 207,398 206,940 8,352 8,810
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -866)
60 0 0 -213 -1,011 -153 -1,011 -713 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.0 95.9 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 18 16 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,358
COMMITMENTS
6,868 2,624 116 164,534 166,396 171,518 169,136 6,840 9,222
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 598)
31 -94 -30 499 783 500 659 98 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.5 0.1 92.2 93.3 96.2 94.8 3.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 3 31 32 36 36
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,707
COMMITMENTS
1,795 0 0 69,076 71,143 70,871 71,143 1,836 1,564
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 5,898)
431 0 0 5,743 6,355 6,174 6,355 -276 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.0 97.8 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 15 20 17 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 259,410
COMMITMENTS
5,983 776 1,475 243,330 250,927 250,788 253,178 8,622 6,232
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 849)
-151 776 154 424 -51 427 879 422 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.3 0.6 93.8 96.7 96.7 97.6 3.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 2 33 36 38 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 144,143
COMMITMENTS
0 3,530 105 140,341 138,278 140,446 141,913 3,697 2,230
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,322)
0 0 0 2,604 1,556 2,604 1,556 -1,282 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 97.4 95.9 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 1 28 30 29 32
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 33,592
COMMITMENTS
1,130 0 31 31,301 33,561 32,462 33,592 1,130 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,674)
-31 0 31 1,674 1,767 1,674 1,798 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.1 93.2 99.9 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 9 13 11 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,540
COMMITMENTS
3,497 1,712 0 150,771 158,241 154,268 159,953 8,272 2,587
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,092)
899 0 0 2,010 1,964 2,909 1,964 -817 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 0.0 92.8 97.4 94.9 98.4 5.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 0 18 24 22 25
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 45,181
COMMITMENTS
0 0 0 42,897 43,072 42,897 43,072 2,284 2,109
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 186)
0 0 0 31 213 31 213 155 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 95.3 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 20 19 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 282,792
COMMITMENTS
186 1,085 186 271,092 280,937 271,464 282,208 11,328 584
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,907)
0 775 0 2,753 2,194 2,753 2,969 154 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.1 95.9 99.3 96.0 99.8 4.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 34 24 35 26
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 107,762
COMMITMENTS
4,769 1,498 0 94,987 105,230 99,756 106,728 8,006 1,034
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 487)
0 0 0 336 487 336 487 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.4 0.0 88.1 97.7 92.6 99.0 7.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 15 18 16
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 20,964
COMMITMENTS
1,444 0 0 18,904 20,874 20,348 20,874 616 90
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,519)
558 0 0 837 1,889 1,395 1,889 124 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 90.2 99.6 97.1 99.6 2.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 14 15 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 192,754
COMMITMENTS
1,385 157 246 183,432 184,636 185,063 185,039 7,691 7,715
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 4,434)
153 157 246 4,053 4,559 4,452 4,962 -18 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.1 95.2 95.8 96.0 96.0 4.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 18 29 21 30
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 24,935
COMMITMENTS
279 0 0 22,966 23,963 23,245 23,963 1,690 972
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 558)
279 0 0 -62 438 217 438 341 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 92.1 96.1 93.2 96.1 6.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 11 14 12 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 16,211
COMMITMENTS
957 1,898 2,052 13,046 12,110 16,056 16,060 155 151
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -2,573)
-40 152 -714 -1,818 -2,011 -2,572 -2,573 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.7 12.7 80.5 74.7 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 15 22 23 37 39
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,569
COMMITMENTS
3,844 1,510 2,389 33,251 35,019 39,484 38,918 85 651
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,601)
-25 560 125 1,551 280 1,651 965 -50 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.8 6.0 84.0 88.5 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 6 6 21 25 27 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 33,754
COMMITMENTS
4,175 381 1,079 28,327 32,294 33,581 33,754 173 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -52)
-305 65 123 -43 -240 -225 -52 173 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.1 3.2 83.9 95.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 4 19 22 26 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 137,014
COMMITMENTS
11,054 5,677 8,407 117,300 122,840 136,761 136,924 253 90
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,949)
1,764 -157 -458 1,635 3,539 2,941 2,924 8 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.1 6.1 85.6 89.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 9 11 35 36 52 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,513
COMMITMENTS
846 3,162 2,564 66,103 63,726 69,513 69,452 0 61
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 527)
225 -124 54 248 597 527 527 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.5 3.7 95.1 91.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 4 27 24 33 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 40,711
COMMITMENTS
1,175 2,303 300 39,236 38,108 40,711 40,711 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 295)
125 -50 0 170 345 295 295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.7 0.7 96.4 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 16 15 20 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 60,456
COMMITMENTS
17,013 1,610 4,553 38,660 54,207 60,226 60,370 230 86
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -75)
-26 -20 -25 -24 -30 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 2.7 7.5 63.9 89.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 4 24 23 32 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 76,725
COMMITMENTS
25,530 3,008 2,907 47,786 70,745 76,223 76,660 502 65
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 733)
1,016 168 -168 144 725 992 725 -259 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 3.9 3.8 62.3 92.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 5 5 24 23 35 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,617
COMMITMENTS
1,948 808 1,504 67,643 69,305 71,095 71,617 522 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,844)
41 0 0 1,803 1,844 1,844 1,844 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.1 2.1 94.5 96.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 28 28 31 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 90,500
COMMITMENTS
1,754 1,020 2,166 86,058 87,314 89,978 90,500 522 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,237)
106 0 0 2,131 2,237 2,237 2,237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.1 2.4 95.1 96.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 30 28 34 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,432
COMMITMENTS
280 0 225 43,513 43,886 44,018 44,111 414 321
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -90 -90 -90 0 0
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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,099
COMMITMENTS
360 1,295 0 27,265 26,794 27,625 28,089 474 10
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -745)
0 0 0 -745 -745 -745 -745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.6 0.0 97.0 95.4 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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,337
COMMITMENTS
395 222 300 19,535 19,815 20,230 20,337 107 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,250)
-210 222 210 2,250 1,818 2,250 2,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.1 1.5 96.1 97.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 13 13 17 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 86,608
COMMITMENTS
12,564 2,578 1,951 71,708 81,832 86,223 86,361 385 247
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 750)
-269 -117 12 1,091 806 834 701 -84 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 3.0 2.3 82.8 94.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 8 11 35 35 55 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 13,104
COMMITMENTS
750 150 0 12,354 12,954 13,104 13,104 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 144)
0 0 0 144 144 144 144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.1 0.0 94.3 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 13 12 14
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,044
COMMITMENTS
750 150 0 12,294 12,894 13,044 13,044 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 144)
0 0 0 144 144 144 144 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.1 0.0 94.3 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 13 12 14
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,161
COMMITMENTS
5,245 1,000 310 40,282 44,443 45,837 45,753 324 408
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,310)
0 0 0 2,310 2,310 2,310 2,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.2 0.7 87.3 96.3 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 19 19 23 25
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,088
COMMITMENTS
1,509 100 25 11,339 12,619 12,873 12,744 215 344
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,415)
120 0 0 2,275 2,415 2,395 2,415 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.8 0.2 86.6 96.4 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 14 15 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,102
COMMITMENTS
690 100 200 48,055 48,466 48,945 48,766 157 336
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 93)
0 0 0 93 93 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 97.9 98.7 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 24 19 27 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,065
COMMITMENTS
455 1,265 60 41,039 40,728 41,554 42,053 511 12
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -52 -42 -52 -42 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.0 0.1 97.6 96.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 2 25 23 29 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,050
COMMITMENTS
1,473 200 73 66,503 68,537 68,049 68,810 1,001 240
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 300)
0 0 0 294 300 294 300 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 0.1 96.3 99.3 98.6 99.7 1.4 0.3
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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,821
COMMITMENTS
2,022 725 104 71,195 72,807 73,321 73,636 500 185
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 406)
25 175 0 381 231 406 406 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.0 0.1 96.4 98.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 2 25 16 28 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 84,425
COMMITMENTS
1,375 473 2,713 79,897 81,169 83,985 84,355 440 70
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,108)
162 -313 343 603 1,078 1,108 1,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 3.2 94.6 96.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 5 29 24 34 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,673
COMMITMENTS
2,378 1,563 3,705 97,263 98,340 103,346 103,608 327 65
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 312)
422 -1,127 428 -539 980 312 282 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.5 3.6 93.8 94.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 6 8 32 33 43 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,613
COMMITMENTS
325 4,934 100 60,173 55,579 60,598 60,613 15 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -64)
225 139 0 -289 -203 -64 -64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.1 0.2 99.3 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 15 18 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| 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: 54,715
COMMITMENTS
1,250 875 225 53,240 53,615 54,715 54,715 0 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 25)
0 -25 0 25 50 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.6 0.4 97.3 98.0 100.0 100.0 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 06/30/20 |
--------------------------------------------------------------| 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: 58,567
COMMITMENTS
1,767 1,597 938 55,531 55,881 58,236 58,416 331 151
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 629)
217 0 -12 424 635 629 623 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.7 1.6 94.8 95.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 3 22 22 26 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,754
COMMITMENTS
2,718 5,078 1,139 61,741 59,139 65,598 65,356 156 398
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 945)
522 6 -85 508 1,021 945 942 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.7 1.7 93.9 89.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 6 4 23 22 30 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,256
COMMITMENTS
0 925 0 26,164 25,111 26,164 26,036 92 220
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 445)
0 0 0 445 425 445 425 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 99.6 95.6 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 15 19 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,020
COMMITMENTS
0 225 0 25,636 25,655 25,636 25,880 384 140
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.5 98.6 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 15 19 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,304
COMMITMENTS
1,350 2,141 515 29,380 28,043 31,245 30,699 59 605
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 43)
0 0 0 41 65 41 65 2 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.8 1.6 93.9 89.6 99.8 98.1 0.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 4 21 19 25 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,985
COMMITMENTS
675 2,133 162 16,950 16,235 17,787 18,530 1,198 455
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 85)
0 50 -20 105 55 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.2 0.9 89.3 85.5 93.7 97.6 6.3 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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,502
COMMITMENTS
4,803 5,884 1,940 52,603 51,639 59,346 59,463 156 39
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 387)
264 289 108 29 -10 401 387 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.9 3.3 88.4 86.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 2 4 31 26 38 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 37,540
COMMITMENTS
1,316 2,178 763 35,308 34,532 37,387 37,473 153 67
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 54)
30 218 -90 114 -74 54 54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.8 2.0 94.1 92.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 5 27 19 33 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,865
COMMITMENTS
751 464 200 18,704 19,201 19,655 19,865 210 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 195)
-100 0 0 190 195 90 195 105 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 1.0 94.2 96.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 1 19 19 23 24
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 19,526
COMMITMENTS
575 150 0 18,820 19,376 19,395 19,526 131 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -40 0 -40 0 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 0.0 96.4 99.2 99.3 100.0 0.7 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 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,390
COMMITMENTS
445 100 490 11,000 11,630 11,935 12,220 455 170
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,245)
0 0 0 1,245 1,110 1,245 1,110 0 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.8 4.0 88.8 93.9 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 13 17 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,381
COMMITMENTS
415 100 485 10,041 10,626 10,941 11,211 440 170
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,245)
0 0 0 1,245 1,110 1,245 1,110 0 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.9 4.3 88.2 93.4 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 13 12 16 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,736
COMMITMENTS
1,250 3,715 1,925 32,395 30,096 35,570 35,736 166 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 30)
-50 -50 0 -55 80 -105 30 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.4 5.4 90.7 84.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 19 15 24 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,131
COMMITMENTS
1,250 3,500 1,855 32,860 30,776 35,965 36,131 166 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 20)
-50 -50 0 -65 70 -115 20 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 9.7 5.1 90.9 85.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 19 16 24 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,629
COMMITMENTS
490 5,996 2,554 113,508 107,999 116,552 116,549 77 80
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,903)
-230 -295 200 1,929 1,998 1,899 1,903 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.1 2.2 97.3 92.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 9 5 41 32 47 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 130,309
COMMITMENTS
595 5,451 4,721 124,933 120,057 130,249 130,229 60 80
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,361)
-164 105 242 2,275 2,014 2,353 2,361 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.2 3.6 95.9 92.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 11 9 44 34 55 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 545,705
COMMITMENTS
34,190 20,334 54,518 456,662 470,689 545,370 545,541 335 164
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 5,870)
-1,796 -2,227 969 6,663 7,129 5,836 5,870 34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.7 10.0 83.7 86.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 14 25 49 41 84 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,259
COMMITMENTS
4,303 100 565 12,261 16,524 17,129 17,189 130 70
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 720)
-335 -500 500 745 720 910 720 -190 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 0.6 3.3 71.0 95.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 2 16 14 22 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,096
COMMITMENTS
3,858 300 355 9,753 13,441 13,966 14,096 130 0
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 435)
-335 -300 300 645 435 610 435 -175 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 2.1 2.5 69.2 95.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 2 15 14 21 16
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,940
COMMITMENTS
2,320 1,250 225 14,371 15,435 16,916 16,910 24 30
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 784)
-100 200 75 809 509 784 784 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.4 1.3 84.8 91.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 16 27 22 30
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,258
COMMITMENTS
225 415 129 4,302 3,926 4,656 4,470 602 788
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 381)
-20 34 21 327 236 328 291 53 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.9 2.5 81.8 74.7 88.6 85.0 11.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 26 28 30 32
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,157
COMMITMENTS
1,919 0 0 30,861 33,061 32,780 33,061 377 96
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 498)
-46 0 0 559 452 513 452 -15 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 93.1 99.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 0 0 34 40 35 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,600
COMMITMENTS
239 0 231 26,003 25,754 26,473 25,985 127 615
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 50)
10 0 -10 0 -20 0 -30 50 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.9 97.8 96.8 99.5 97.7 0.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 28 28 30 30
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,540
COMMITMENTS
101 185 373 10,441 10,442 10,915 11,000 625 540
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,054)
10 -10 118 831 841 959 949 95 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.6 3.2 90.5 90.5 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 31 31 34 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,054
COMMITMENTS
2,630 649 52 32,192 33,962 34,874 34,663 180 391
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,468)
490 187 -37 1,022 1,318 1,475 1,468 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.9 0.1 91.8 96.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 4 2 33 44 37 48
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 54,374
COMMITMENTS
2,881 1,275 2,089 48,660 50,334 53,630 53,698 744 676
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,055)
-344 -127 89 2,227 2,102 1,972 2,064 83 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.3 3.8 89.5 92.6 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
8 9 11 64 58 81 69
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,744
COMMITMENTS
19 35 78 1,854 2,129 1,951 2,242 793 502
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 360)
0 9 -6 168 304 162 307 198 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 2.8 67.6 77.6 71.1 81.7 28.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 23 17 25
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 104,774
COMMITMENTS
26,642 2,250 19,656 28,730 65,363 75,028 87,269 29,746 17,504
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 2.1 18.8 27.4 62.4 71.6 83.3 28.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 6 11 11 20 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 33,967
COMMITMENTS
0 0 0 32,547 32,507 32,547 32,507 1,420 1,460
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 962)
0 0 0 962 962 962 962 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 95.7 95.8 95.7 4.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 22 20 22 20
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 7,170
COMMITMENTS
0 0 0 6,860 7,160 6,860 7,160 310 10
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 260)
0 0 0 260 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 99.9 95.7 99.9 4.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 13 13 13
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 211,270
COMMITMENTS
0 1,590 0 205,055 194,624 205,055 196,214 6,215 15,056
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -13,456)
0 -180 0 -12,189 -12,469 -12,189 -12,649 -1,267 -807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 97.1 92.1 97.1 92.9 2.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 18 15 19
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 27,189
COMMITMENTS
11,937 2,478 4,076 8,721 19,038 24,734 25,592 2,455 1,597
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -402)
-120 -158 -192 -60 5 -372 -345 -30 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 9.1 15.0 32.1 70.0 91.0 94.1 9.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 5 17 14 23 20
Updated July 06, 2020