CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,620
COMMITMENTS
2,609 1,663 0 10,011 10,957 12,620 12,620 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 500)
-405 0 0 905 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 13.2 0.0 79.3 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 0 12 9 17 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,128
COMMITMENTS
15,015 9,917 0 19,103 24,211 34,118 34,128 10 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 29.1 0.0 56.0 70.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 0 17 13 24 19
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 132,211
COMMITMENTS
26,378 30,692 15,859 89,814 85,585 132,051 132,136 160 75
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -1,292)
-887 -266 131 -544 -1,107 -1,300 -1,242 8 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 23.2 12.0 67.9 64.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
24 15 17 29 26 61 50
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,413
COMMITMENTS
49,408 16,622 2,285 95,720 128,506 147,413 147,413 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -39,948)
-11,460 -9,407 -494 -27,994 -30,047 -39,948 -39,948 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 11.3 1.6 64.9 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 3 15 15 22 23
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 120,217
COMMITMENTS
16,044 13,551 3,031 101,142 103,635 120,217 120,217 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -38,960)
-8,682 -9,758 -1,710 -28,568 -27,492 -38,960 -38,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 11.3 2.5 84.1 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 4 6 17 11 26 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,716
COMMITMENTS
9,382 3,503 1,565 25,599 31,624 36,546 36,691 170 25
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -25)
7 0 -20 -15 -5 -29 -25 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.5 4.3 69.7 86.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 3 5 17 17 34 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 32,529
COMMITMENTS
5,875 850 0 26,654 31,679 32,529 32,529 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.6 0.0 81.9 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 15 7 20 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,491
COMMITMENTS
7,075 616 3,532 22,884 29,343 33,491 33,491 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.8 10.5 68.3 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 16 11 27 15
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,771
COMMITMENTS
2,700 11,950 300 19,771 10,521 22,771 22,771 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 200)
-650 0 0 850 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 52.5 1.3 86.8 46.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 13 6 20 10
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,654
COMMITMENTS
2,670 2,487 241 23,251 23,903 26,162 26,631 491 23
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -772)
150 146 -147 -661 -763 -658 -764 -114 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.3 0.9 87.2 89.7 98.2 99.9 1.8 0.1
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 08/04/20 |
--------------------------------------------------------------| 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: 13,969
COMMITMENTS
1,715 2,100 0 12,254 11,869 13,969 13,969 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.0 0.0 87.7 85.0 100.0 100.0 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 08/04/20 |
--------------------------------------------------------------| 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: 18,659
COMMITMENTS
1,355 7,040 440 16,839 11,179 18,634 18,659 25 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 37.7 2.4 90.2 59.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 2 11 10 14 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,556
COMMITMENTS
21,286 14,739 3,982 19,288 25,835 44,556 44,556 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,950)
1,200 -100 1,100 -350 950 1,950 1,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 33.1 8.9 43.3 58.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 4 14 11 21 18
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,178
COMMITMENTS
0 0 0 9,059 9,028 9,059 9,028 119 150
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 98.4 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 16 16 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,681
COMMITMENTS
5,045 640 1,888 25,623 30,147 32,556 32,675 125 6
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -5,991)
-1,422 232 -504 -4,038 -5,719 -5,964 -5,991 -27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.0 5.8 78.4 92.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 5 25 25 31 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,569
COMMITMENTS
758 5,879 744 23,215 18,946 24,717 25,569 852 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -4,866)
-73 -1,503 -189 -4,610 -3,174 -4,872 -4,866 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 23.0 2.9 90.8 74.1 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 3 20 18 25 23
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,022,854
COMMITMENTS
1077021 20,016 411,928 4496132 5571122 5985081 6003066 37,773 19,788
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -163,857)
77,511 -21,831 -55,276 -187,159 -88,522 -164,924 -165,629 1,067 1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.3 6.8 74.7 92.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
50 14 51 147 133 207 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,554,168
COMMITMENTS
31,700 23,140 563,465 954,765 966,256 1549930 1552861 4,238 1,308
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 101,686)
-16,518 3,928 85,719 30,499 16,394 99,700 106,041 1,986 -4,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 36.3 61.4 62.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 11 24 52 49 78 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,908
COMMITMENTS
3,196 2,237 62 226,404 245,124 229,662 247,423 28,246 10,485
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,680)
-1,670 0 0 -3,036 -6,249 -4,706 -6,249 2,026 3,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 0.0 87.8 95.0 89.0 95.9 11.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 26 21 28 23
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,389
COMMITMENTS
1,073 419 1,402 148,822 152,074 151,297 153,895 10,092 7,494
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,416)
32 -3 427 478 -1,065 937 -641 479 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.9 92.2 94.2 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 3 20 26 26 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 336,866
COMMITMENTS
11,256 3,448 5,412 306,774 324,450 323,442 333,310 13,424 3,556
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 945)
5 649 -184 -967 941 -1,146 1,406 2,091 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.0 1.6 91.1 96.3 96.0 98.9 4.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 3 3 38 37 49 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,155,262
COMMITMENTS
3,475 11,824 3,646 1136919 1131898 1144040 1147368 11,222 7,894
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 10,331)
1,128 490 12 7,787 4,213 8,927 4,715 1,404 5,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.3 98.4 98.0 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 3 39 29 44 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 414,795
COMMITMENTS
4,560 1,891 485 400,095 406,372 405,140 408,748 9,655 6,047
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,208)
-180 -63 -99 2,103 1,381 1,824 1,219 384 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.1 96.5 98.0 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 3 3 43 43 48 48
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 622,671
COMMITMENTS
2,244 1,380 860 608,062 617,383 611,166 619,623 11,505 3,048
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 13,898)
464 1,156 488 12,507 12,636 13,459 14,280 439 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.1 97.7 99.2 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 4 3 38 48 42 54
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 476,161
COMMITMENTS
4,029 4,751 87 462,570 461,426 466,686 466,264 9,475 9,897
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 6,256)
0 -647 31 4,397 4,541 4,428 3,925 1,828 2,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.0 97.1 96.9 98.0 97.9 2.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 1 41 31 43 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,974
COMMITMENTS
0 2,291 0 95,587 94,546 95,587 96,837 6,387 5,137
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,270)
0 -2,523 -62 3,500 3,502 3,438 917 -168 2,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 93.7 92.7 93.7 95.0 6.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 18 15 20
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus OPEN INTEREST: 13,901
COMMITMENTS
558 0 0 10,344 13,436 10,902 13,436 2,999 465
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 74.4 96.7 78.4 96.7 21.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 14 10 14
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,594
COMMITMENTS
527 0 0 21,369 25,943 21,896 25,943 4,698 651
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 155)
0 0 0 -1,860 -93 -1,860 -93 2,015 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 80.4 97.6 82.3 97.6 17.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 17 15 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 331,583
COMMITMENTS
0 6,353 0 314,253 317,694 314,253 324,047 17,330 7,536
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 4,955)
0 -1,594 -286 -880 3,863 -1,166 1,983 6,121 2,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 94.8 95.8 94.8 97.7 5.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 0 29 30 29 34
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 199,282
COMMITMENTS
0 0 0 191,552 193,834 191,552 193,834 7,730 5,448
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,025)
0 0 0 695 2,114 695 2,114 1,330 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 97.3 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 23 24 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 298,101
COMMITMENTS
3,206 0 453 283,323 296,365 286,982 296,818 11,119 1,283
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,954)
374 0 0 -3,992 2,954 -3,618 2,954 6,572 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 95.0 99.4 96.3 99.6 3.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 23 24 25 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,563
COMMITMENTS
5,425 310 620 33,083 40,509 39,128 41,439 2,435 124
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,331)
341 0 0 707 1,331 1,048 1,331 283 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.7 1.5 79.6 97.5 94.1 99.7 5.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 1 22 21 27 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 616,620
COMMITMENTS
8,631 2,756 6,668 590,880 597,221 606,179 606,645 10,441 9,975
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 10,095)
-979 -2,387 125 9,427 10,805 8,573 8,543 1,522 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 1.1 95.8 96.9 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 2 4 53 43 61 47
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,661
COMMITMENTS
404 0 30 191,899 190,984 192,333 191,014 3,328 4,647
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -9,566)
-527 -465 0 -10,079 -9,659 -10,606 -10,124 1,040 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 98.1 97.6 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 22 20 23 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,473
COMMITMENTS
0 0 0 183,163 187,341 183,163 187,341 6,310 2,132
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 8,799)
-461 0 0 8,203 8,337 7,742 8,337 1,057 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.9 96.7 98.9 3.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 21 24 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 223,920
COMMITMENTS
19,964 4,550 0 200,778 213,287 220,742 217,837 3,178 6,083
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 14,649)
10,974 1,643 -31 3,369 8,734 14,312 10,346 337 4,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.0 0.0 89.7 95.3 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 6 0 26 43 33 49
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,143
COMMITMENTS
43,483 5,108 1,271 193,466 232,843 238,220 239,222 6,923 5,921
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 16,261)
8,291 520 813 947 9,379 10,051 10,712 6,210 5,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 2.1 0.5 78.9 95.0 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
12 4 3 36 54 49 60
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,557
COMMITMENTS
0 372 0 139,397 139,949 139,397 140,321 2,160 1,236
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,648)
0 0 0 2,524 2,462 2,524 2,462 124 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 98.5 98.9 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 0 22 31 22 32
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 38,878
COMMITMENTS
837 1,759 0 36,927 36,654 37,764 38,413 1,114 465
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 833)
0 124 0 709 461 709 585 124 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.5 0.0 95.0 94.3 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 13 16 14 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,144
COMMITMENTS
5,214 2,896 779 276,653 274,062 282,646 277,737 4,498 9,407
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,845)
1,713 104 646 -60 393 2,299 1,143 -454 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 0.3 96.3 95.4 98.4 96.7 1.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 4 39 40 45 45
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,758
COMMITMENTS
0 372 0 115,293 114,363 115,293 114,735 465 1,023
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,116)
0 0 0 1,116 1,581 1,116 1,581 0 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.6 98.8 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 16 16 17
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 14,067
COMMITMENTS
0 1,116 0 11,845 12,269 11,845 13,385 2,222 682
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 93)
0 93 0 -93 0 -93 93 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 84.2 87.2 84.2 95.2 15.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 12 11 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,224
COMMITMENTS
1,459 0 0 99,060 103,563 100,519 103,563 10,705 7,661
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 80)
30 0 0 -199 -108 -169 -108 249 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 89.1 93.1 90.4 93.1 9.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 21 20 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,076
COMMITMENTS
0 1,370 2,140 234,951 231,404 237,091 234,914 3,985 6,162
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,114)
0 88 90 2,435 2,936 2,525 3,114 589 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.9 97.5 96.0 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 3 31 33 34 36
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,204
COMMITMENTS
0 336 31 185,816 188,923 185,847 189,290 6,357 2,914
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,031)
0 0 0 1,973 2,003 1,973 2,003 58 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.7 98.3 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 20 23 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,678
COMMITMENTS
615 0 0 89,036 85,639 89,651 85,639 4,027 8,039
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -159)
30 0 0 -509 -1,564 -479 -1,564 320 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.0 91.4 95.7 91.4 4.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 16 20 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,591
COMMITMENTS
0 0 0 39,294 42,034 39,294 42,034 4,297 1,557
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 31)
0 0 0 -1,829 31 -1,829 31 1,860 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 96.4 90.1 96.4 9.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 14 19 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,410
COMMITMENTS
1,899 0 0 206,213 205,852 208,112 205,852 8,298 10,558
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 172)
-59 0 0 1,025 -1,347 966 -1,347 -794 1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 95.3 95.1 96.2 95.1 3.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 14 17 16 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,002
COMMITMENTS
6,328 3,345 787 171,413 173,938 178,528 178,070 7,474 7,932
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,849)
-56 -196 -174 1,368 1,599 1,138 1,229 711 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.8 0.4 92.2 93.5 96.0 95.7 4.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 1 33 31 37 34
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 18,471
COMMITMENTS
2,216 217 0 14,140 16,495 16,356 16,712 2,115 1,759
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.2 0.0 76.6 89.3 88.5 90.5 11.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 12 14 13
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 46,642
COMMITMENTS
1,294 0 0 41,354 38,664 42,648 38,664 3,994 7,978
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 90)
-35 0 -182 29 -5,449 -188 -5,631 278 5,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 88.7 82.9 91.4 82.9 8.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 14 12 17 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,639
COMMITMENTS
1,147 0 558 62,641 66,176 64,346 66,734 5,293 2,905
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,832)
-62 0 62 -1,547 159 -1,547 221 3,379 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.8 90.0 95.0 92.4 95.8 7.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 14 20 16 22
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,913
COMMITMENTS
9,603 0 1,197 220,052 237,390 230,852 238,587 13,061 5,326
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,086)
1,357 0 154 -3,820 1,438 -2,309 1,592 4,395 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.5 90.2 97.3 94.6 97.8 5.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 0 2 32 37 41 39
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,378
COMMITMENTS
5,425 1,054 0 9,337 13,549 14,762 14,603 616 775
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 682)
651 124 0 31 -31 682 93 0 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 6.9 0.0 60.7 88.1 96.0 95.0 4.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 7 12 11 13
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 138,265
COMMITMENTS
0 3,012 1 134,623 132,102 134,624 135,115 3,641 3,150
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 237)
0 -118 0 106 231 106 113 131 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 97.4 95.5 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 1 28 29 29 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 36,113
COMMITMENTS
651 0 0 34,354 35,927 35,005 35,927 1,108 186
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -310 0 -310 0 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 95.1 99.5 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 11 11 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 150,461
COMMITMENTS
2,107 2,419 0 139,391 145,592 141,498 148,011 8,963 2,450
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 428)
0 124 0 -459 -1,121 -459 -997 887 1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.6 0.0 92.6 96.8 94.0 98.4 6.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 21 26 23 28
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 60,369
COMMITMENTS
1,661 2,007 0 54,482 55,680 56,143 57,687 4,226 2,682
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,533)
0 62 0 -381 2,256 -381 2,318 2,914 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.3 0.0 90.2 92.2 93.0 95.6 7.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 11 12 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,608
COMMITMENTS
0 0 0 38,263 40,563 38,263 40,563 3,345 1,045
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 62)
-217 0 0 -682 -155 -899 -155 961 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 97.5 92.0 97.5 8.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 17 22 17 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 282,023
COMMITMENTS
0 4,269 0 271,164 277,088 271,164 281,357 10,859 666
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,682)
0 1,456 0 3,888 1,958 3,888 3,414 -206 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 96.1 98.3 96.1 99.8 3.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 0 34 25 34 28
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 103,561
COMMITMENTS
3,746 1,870 0 92,737 100,153 96,483 102,023 7,078 1,538
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,213)
0 124 0 3,611 2,844 3,611 2,968 -398 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.8 0.0 89.5 96.7 93.2 98.5 6.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 19 15 20 17
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 20,438
COMMITMENTS
1,054 0 0 17,714 19,818 18,768 19,818 1,670 620
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 732)
0 0 0 -74 546 -74 546 806 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 86.7 97.0 91.8 97.0 8.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 13 15 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 199,273
COMMITMENTS
1,379 0 0 191,137 191,669 192,516 191,669 6,757 7,604
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,678)
0 0 0 2,194 1,710 2,194 1,710 484 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.9 96.2 96.6 96.2 3.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 21 32 22 32
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 26,525
COMMITMENTS
899 0 0 24,330 24,328 25,229 24,328 1,296 2,197
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 837)
0 0 0 961 -589 961 -589 -124 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 91.7 91.7 95.1 91.7 4.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 12 17 14 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 12,469
COMMITMENTS
730 1,224 1,732 9,713 9,131 12,175 12,087 294 382
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,156)
116 -393 -469 -1,959 -1,547 -2,313 -2,409 157 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.8 13.9 77.9 73.2 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 11 24 22 35 36
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,484
COMMITMENTS
4,282 1,880 1,639 30,548 32,725 36,469 36,244 15 240
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,371)
659 -430 -450 -2,580 -1,491 -2,371 -2,371 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.2 4.5 83.7 89.7 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 7 5 19 23 24 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 32,068
COMMITMENTS
3,900 231 754 27,414 31,083 32,068 32,068 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,052)
475 -23 -500 -2,027 -1,529 -2,052 -2,052 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.7 2.4 85.5 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 4 15 19 21 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 143,960
COMMITMENTS
16,118 5,127 7,717 118,958 129,064 142,793 141,908 1,167 2,052
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 3,868)
1,014 -552 286 1,654 2,210 2,954 1,944 914 1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.6 5.4 82.6 89.7 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 11 12 37 37 57 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,016
COMMITMENTS
1,879 2,448 1,951 66,186 65,556 70,016 69,955 0 61
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -403)
407 -144 0 -809 -258 -403 -403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.5 2.8 94.5 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 6 4 28 26 34 36
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 41,496
COMMITMENTS
1,250 2,278 150 40,096 39,068 41,496 41,496 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 223)
0 -100 0 223 323 223 223 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.5 0.4 96.6 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 14 15 18 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 57,233
COMMITMENTS
15,991 2,182 4,061 36,811 50,685 56,863 56,928 370 305
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 53)
-28 40 -15 1 -177 -42 -152 95 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 3.8 7.1 64.3 88.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 4 24 24 32 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,278
COMMITMENTS
23,147 3,074 2,748 44,320 65,301 70,215 71,123 1,063 155
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -258)
-28 48 -15 -503 -340 -546 -307 288 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 4.3 3.9 62.2 91.6 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 4 6 24 24 34 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,814
COMMITMENTS
2,390 758 1,317 66,307 68,054 70,014 70,129 800 685
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -90)
75 10 -60 -413 -725 -398 -775 308 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.1 1.9 93.6 96.1 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 3 28 29 31 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 89,319
COMMITMENTS
2,370 933 2,066 83,841 85,620 88,277 88,619 1,042 700
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 435)
243 64 0 -358 -329 -115 -265 550 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.0 2.3 93.9 95.9 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 4 30 28 34 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,725
COMMITMENTS
280 0 200 41,821 42,219 42,301 42,419 424 306
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -900)
0 0 0 -900 -900 -900 -900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 97.9 98.8 99.0 99.3 1.0 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 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,976
COMMITMENTS
360 1,201 0 26,171 25,757 26,531 26,958 445 18
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 432)
0 0 0 435 425 435 425 -3 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 0.0 97.0 95.5 98.4 99.9 1.6 0.1
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 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,184
COMMITMENTS
2,100 222 300 21,680 23,662 24,080 24,184 104 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,451)
0 0 0 1,451 1,451 1,451 1,451 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.9 1.2 89.6 97.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 12 16 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 87,394
COMMITMENTS
9,996 3,040 2,905 73,953 80,839 86,854 86,784 540 610
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,103)
-162 -157 3 1,212 1,114 1,053 959 50 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.5 3.3 84.6 92.5 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 9 14 39 38 61 55
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,128
COMMITMENTS
750 150 0 15,354 15,978 16,104 16,128 24 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 612)
0 0 0 612 612 612 612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.9 0.0 95.2 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 8 15 10 16
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,168
COMMITMENTS
750 150 0 15,394 16,018 16,144 16,168 24 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 612)
0 0 0 612 612 612 612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.9 0.0 95.2 99.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 15 11 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,643
COMMITMENTS
4,120 2,700 285 46,908 48,255 51,313 51,240 330 403
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,312)
0 0 0 1,312 1,312 1,312 1,312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.2 0.6 90.8 93.4 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 20 20 24 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,593
COMMITMENTS
540 100 175 46,736 46,982 47,451 47,257 142 336
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -605)
0 0 0 -595 -620 -595 -620 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.4 98.2 98.7 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 24 18 27 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,354
COMMITMENTS
395 1,075 250 40,761 40,971 41,406 42,296 948 58
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,079)
75 0 0 882 1,071 957 1,071 122 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.5 0.6 96.2 96.7 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 1 22 22 25 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,640
COMMITMENTS
1,725 250 110 62,619 65,040 64,454 65,400 1,186 240
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 165)
60 0 0 -105 165 -45 165 210 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 0.2 95.4 99.1 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 21 14 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,446
COMMITMENTS
2,591 875 75 68,184 70,280 70,850 71,230 596 216
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 165)
5 30 0 64 109 69 139 96 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 0.1 95.4 98.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 24 16 27 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 85,758
COMMITMENTS
1,965 523 2,053 81,322 83,110 85,340 85,686 418 72
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,752)
-279 0 -466 2,497 2,218 1,752 1,752 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 2.4 94.8 96.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 26 24 31 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,946
COMMITMENTS
1,965 2,781 3,209 99,412 98,948 104,586 104,938 360 8
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,008)
595 178 -1,232 2,615 3,074 1,978 2,020 30 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.6 3.1 94.7 94.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 10 7 30 32 38 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 64,433
COMMITMENTS
200 4,640 25 64,208 59,768 64,433 64,433 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,831)
0 276 0 2,831 2,555 2,831 2,831 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.2 0.0 99.7 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 1 15 15 17 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| 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: 57,890
COMMITMENTS
1,050 875 0 56,840 57,015 57,890 57,890 0 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,500)
0 0 0 1,500 1,500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.5 0.0 98.2 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 12 9 13 12
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 59,027
COMMITMENTS
1,780 1,720 792 56,301 56,417 58,873 58,929 154 98
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 846)
81 0 0 932 859 1,013 859 -167 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.9 1.3 95.4 95.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 4 3 23 23 29 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 67,045
COMMITMENTS
2,823 5,200 836 63,171 60,542 66,830 66,578 215 467
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 835)
297 -16 -35 593 803 855 752 -20 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.8 1.2 94.2 90.3 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 5 6 24 22 33 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,505
COMMITMENTS
0 885 0 24,975 24,130 24,975 25,015 530 490
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -346 -230 -346 -230 346 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 97.9 94.6 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 15 18 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 25,156
COMMITMENTS
0 225 0 24,538 24,506 24,538 24,731 618 425
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -310 -240 -310 -240 310 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 97.5 97.4 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 14 18 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,262
COMMITMENTS
1,460 1,721 630 27,864 27,213 29,954 29,564 308 698
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 145)
15 -20 45 -121 145 -61 170 206 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.7 2.1 92.1 89.9 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 4 20 18 24 23
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,611
COMMITMENTS
685 1,926 197 16,838 15,406 17,720 17,529 891 1,082
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 296)
0 -45 45 566 -336 611 -336 -315 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 10.3 1.1 90.5 82.8 95.2 94.2 4.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 14 11 16 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,098
COMMITMENTS
5,311 6,400 1,369 53,019 52,168 59,699 59,937 399 161
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 378)
-34 125 -32 143 175 77 268 301 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.6 2.3 88.2 86.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 4 29 23 36 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 37,288
COMMITMENTS
1,346 2,755 516 35,034 33,897 36,896 37,168 392 120
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 40)
0 0 0 -208 -25 -208 -25 248 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.4 1.4 94.0 90.9 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 25 18 31 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,821
COMMITMENTS
800 210 125 16,821 17,486 17,746 17,821 75 0
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -1,138)
-50 -54 -50 -1,023 -1,034 -1,123 -1,138 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.2 0.7 94.4 98.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 19 17 22 21
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,148
COMMITMENTS
380 100 500 10,448 11,068 11,328 11,668 820 480
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -95)
0 0 0 -143 -410 -143 -410 48 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 4.1 86.0 91.1 93.2 96.0 6.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,123
COMMITMENTS
350 100 495 9,528 10,048 10,373 10,643 750 480
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -154 -440 -154 -440 29 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 4.5 85.7 90.3 93.3 95.7 6.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 12 15 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,525
COMMITMENTS
1,150 3,190 2,035 32,915 31,165 36,100 36,390 425 135
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,120)
0 0 0 860 985 860 985 260 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.7 5.6 90.1 85.3 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 20 15 25 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,770
COMMITMENTS
1,175 3,015 2,005 32,765 31,645 35,945 36,665 825 105
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,190)
25 0 0 505 1,085 530 1,085 660 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.2 5.5 89.1 86.1 97.8 99.7 2.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 20 16 25 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,786
COMMITMENTS
1,355 6,342 2,190 114,576 108,109 118,121 116,641 665 2,145
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,388)
-125 1 -1 932 -677 806 -677 582 2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.3 1.8 96.5 91.0 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 8 7 38 32 47 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 131,022
COMMITMENTS
1,475 5,549 4,928 124,219 119,168 130,622 129,645 400 1,377
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,199)
153 149 -108 826 -139 871 -98 328 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.2 3.8 94.8 91.0 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 10 9 42 33 54 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 543,729
COMMITMENTS
41,933 15,717 56,180 444,213 467,978 542,326 539,874 1,403 3,854
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 10,100)
2,528 1,490 1,482 5,695 3,885 9,705 6,857 395 3,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.9 10.3 81.7 86.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 14 32 50 42 90 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,068
COMMITMENTS
4,118 0 715 11,993 15,833 16,826 16,548 242 520
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
-37 0 0 -90 -460 -127 -460 127 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.0 4.2 70.3 92.8 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 4 16 12 22 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,636
COMMITMENTS
3,554 300 365 9,527 12,511 13,446 13,176 190 460
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -75 -460 -75 -460 75 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 2.2 2.7 69.9 91.7 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 3 16 12 22 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 13,275
COMMITMENTS
360 1,995 655 11,730 10,145 12,745 12,795 530 480
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,460)
-1,055 1,185 40 3,555 1,180 2,540 2,405 -80 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 15.0 4.9 88.4 76.4 96.0 96.4 4.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 8 4 21 18 27 26
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,818
COMMITMENTS
1,895 997 255 13,668 14,534 15,818 15,786 0 32
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 294)
-25 0 0 329 291 304 291 -10 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.3 1.6 86.4 91.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 18 24 24 27
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,158
COMMITMENTS
781 534 115 3,829 3,665 4,725 4,314 433 844
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -839)
75 -63 -56 -728 -704 -709 -823 -130 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 10.4 2.2 74.2 71.1 91.6 83.6 8.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 5 26 27 32 33
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,485
COMMITMENTS
2,026 0 0 28,017 30,302 30,043 30,302 442 183
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,409)
208 0 0 -2,647 -2,468 -2,439 -2,468 30 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 91.9 99.4 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 32 36 34 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,041
COMMITMENTS
0 106 167 19,708 19,105 19,875 19,378 166 663
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -1,679)
0 -58 0 -1,540 -1,415 -1,540 -1,473 -139 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.8 98.3 95.3 99.2 96.7 0.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 15 27 16 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,092
COMMITMENTS
344 318 309 9,048 9,044 9,701 9,671 391 421
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -1,572)
-102 109 -107 -1,292 -1,615 -1,501 -1,613 -71 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.2 3.1 89.7 89.6 96.1 95.8 3.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 34 26 39 29
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 23,822
COMMITMENTS
1,018 310 239 22,350 22,883 23,607 23,432 215 390
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -4,637)
-1,034 -417 69 -3,687 -4,325 -4,652 -4,673 15 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.3 1.0 93.8 96.1 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 1 2 28 43 32 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 48,230
COMMITMENTS
3,932 860 1,311 42,185 45,025 47,428 47,196 802 1,034
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -5,254)
371 91 -755 -5,008 -4,831 -5,392 -5,495 138 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.8 2.7 87.5 93.4 98.3 97.9 1.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
9 5 7 64 60 76 69
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,173
COMMITMENTS
43 0 72 1,312 1,736 1,427 1,808 746 365
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -556)
-145 -34 -1 -178 -541 -324 -576 -232 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 3.3 60.4 79.9 65.7 83.2 34.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 15 20 17 21
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 31,768
COMMITMENTS
0 0 0 30,743 30,705 30,743 30,705 1,025 1,063
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,116)
0 0 0 1,116 1,116 1,116 1,116 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 96.7 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 22 26 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,088
COMMITMENTS
44 0 0 6,004 5,893 6,048 5,893 40 195
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.6 96.8 99.3 96.8 0.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 13 10 13
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,300
COMMITMENTS
0 0 0 10,160 10,247 10,160 10,247 140 53
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 135)
0 0 0 135 135 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.5 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 16 15 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 198,206
COMMITMENTS
0 1,200 0 186,327 186,469 186,327 187,669 11,879 10,537
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,754)
0 0 0 2,505 2,970 2,505 2,970 249 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 94.0 94.1 94.0 94.7 6.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 16 12 17
Updated August 07, 2020