CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,595
COMMITMENTS
2,584 1,663 0 10,011 10,932 12,595 12,595 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -25)
-25 0 0 0 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 13.2 0.0 79.5 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,129
COMMITMENTS
15,015 9,917 0 19,104 24,212 34,119 34,129 10 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 1)
0 0 0 1 1 1 1 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 137,082
COMMITMENTS
25,391 30,180 17,205 94,355 89,622 136,951 137,007 131 75
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,871)
-988 -512 1,347 4,541 4,037 4,900 4,871 -29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 22.0 12.6 68.8 65.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 15 17 29 26 62 50
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,279
COMMITMENTS
49,308 16,622 2,385 95,586 128,272 147,279 147,279 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -134)
-100 0 100 -134 -234 -134 -134 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 11.3 1.6 64.9 87.1 100.0 100.0 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 120,267
COMMITMENTS
15,038 14,751 2,547 102,682 102,969 120,267 120,267 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 51)
-1,006 1,200 -484 1,541 -666 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.3 2.1 85.4 85.6 100.0 100.0 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,938
COMMITMENTS
10,338 3,503 1,580 24,854 31,829 36,772 36,912 166 26
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 222)
956 0 15 -745 206 226 221 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 9.5 4.3 67.3 86.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 3 5 16 17 33 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,882
COMMITMENTS
5,625 850 0 26,257 31,032 31,882 31,882 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -647)
-250 0 0 -397 -647 -647 -647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 2.7 0.0 82.4 97.3 100.0 100.0 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,563
COMMITMENTS
6,847 616 3,532 23,184 29,415 33,563 33,563 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 72)
-228 0 0 300 72 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 1.8 10.5 69.1 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 23,421
COMMITMENTS
2,550 11,750 300 20,571 11,371 23,421 23,421 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 650)
-150 -200 0 800 850 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 50.2 1.3 87.8 48.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 13 7 20 11
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,565
COMMITMENTS
2,357 2,480 329 23,386 23,732 26,071 26,541 494 24
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -89)
-313 -7 87 135 -171 -91 -90 2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 9.3 1.2 88.0 89.3 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 3 17 13 20 18
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 14,189
COMMITMENTS
1,715 2,100 0 12,474 12,089 14,189 14,189 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.8 0.0 87.9 85.2 100.0 100.0 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 08/11/20 |
--------------------------------------------------------------| 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: 18,739
COMMITMENTS
1,355 7,140 340 17,019 11,259 18,714 18,739 25 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 80)
0 100 -100 180 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 38.1 1.8 90.8 60.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 1 11 10 13 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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 08/04/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,023
COMMITMENTS
3,958 0 0 19,065 23,023 23,023 23,023 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.0 0.0 82.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 10 5 15 5
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 10,385
COMMITMENTS
3,045 555 465 6,850 9,340 10,360 10,360 25 25
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 5.3 4.5 66.0 89.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 1 8 9 13 11
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,480
COMMITMENTS
0 0 0 9,331 9,330 9,331 9,330 149 150
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 302)
0 0 0 272 302 272 302 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.4 98.4 98.4 1.6 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,468
COMMITMENTS
4,979 730 1,945 26,409 30,777 33,333 33,452 135 16
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 787)
-66 90 57 786 630 777 777 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 2.2 5.8 78.9 92.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 5 25 26 31 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,683
COMMITMENTS
758 5,934 744 23,379 19,005 24,881 25,683 802 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 114)
0 55 0 164 59 164 114 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 23.1 2.9 91.0 74.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 21 18 26 23
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,090,661
COMMITMENTS
1099622 24,682 435,474 4517243 5609240 6052339 6069396 38,322 21,265
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 67,807)
22,601 4,666 23,546 21,111 38,118 67,258 66,330 549 1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.4 7.1 74.2 92.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
47 18 53 153 134 213 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,569,252
COMMITMENTS
39,380 27,737 561,075 964,669 977,505 1565124 1566318 4,127 2,934
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 15,083)
7,680 4,597 -2,390 9,904 11,249 15,194 13,457 -111 1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.8 35.8 61.5 62.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 15 26 55 51 83 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,030
COMMITMENTS
3,196 2,020 62 221,347 240,270 224,605 242,352 24,425 6,678
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,878)
0 -217 0 -5,057 -4,854 -5,057 -5,071 -3,821 -3,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.0 88.9 96.5 90.2 97.3 9.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 27 22 29 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,193
COMMITMENTS
687 178 908 140,713 144,472 142,308 145,558 8,885 5,635
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -10,196)
-386 -241 -494 -8,109 -7,602 -8,989 -8,337 -1,207 -1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.6 93.1 95.6 94.1 96.3 5.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 19 26 22 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,523
COMMITMENTS
10,843 2,500 5,446 289,732 305,560 306,021 313,506 11,502 4,017
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -19,343)
-413 -948 34 -17,042 -18,890 -17,421 -19,804 -1,922 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.8 1.7 91.2 96.2 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 2 2 36 38 45 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,133,803
COMMITMENTS
2,779 11,575 3,240 1115560 1115995 1121579 1130810 12,224 2,993
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -21,459)
-696 -249 -406 -21,359 -15,903 -22,461 -16,558 1,002 -4,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.3 98.4 98.4 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 39 28 43 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,119
COMMITMENTS
6,402 2,001 1,112 384,645 393,181 392,159 396,294 8,960 4,825
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -13,676)
1,842 110 627 -15,450 -13,191 -12,981 -12,454 -695 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.3 95.9 98.0 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 3 43 42 48 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 614,257
COMMITMENTS
872 544 554 602,648 611,188 604,074 612,286 10,183 1,971
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,414)
-1,372 -836 -306 -5,414 -6,195 -7,092 -7,337 -1,322 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.1 98.1 99.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 1 1 36 46 38 48
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 459,678
COMMITMENTS
4,029 1,159 0 448,263 448,650 452,292 449,809 7,386 9,869
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -16,483)
0 -3,592 -87 -14,307 -12,776 -14,394 -16,455 -2,089 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.0 97.5 97.6 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 40 30 41 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,135
COMMITMENTS
0 3,788 7 89,323 87,896 89,330 91,691 5,805 3,444
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -6,839)
0 1,497 7 -6,264 -6,650 -6,257 -5,146 -582 -1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 93.9 92.4 93.9 96.4 6.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 14 19 15 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,337
COMMITMENTS
434 0 0 18,436 19,625 18,870 19,625 1,467 712
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -6,257)
-93 0 0 -2,933 -6,318 -3,026 -6,318 -3,231 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 90.7 96.5 92.8 96.5 7.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 314,201
COMMITMENTS
0 4,005 0 302,660 304,837 302,660 308,842 11,541 5,359
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -17,382)
0 -2,348 0 -11,593 -12,857 -11,593 -15,205 -5,789 -2,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 96.3 97.0 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 0 28 28 28 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 189,347
COMMITMENTS
0 0 0 182,820 184,874 182,820 184,874 6,527 4,473
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -9,935)
0 0 0 -8,732 -8,960 -8,732 -8,960 -1,203 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.6 96.6 97.6 3.4 2.4
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,123
COMMITMENTS
831 0 453 275,088 278,724 276,372 279,177 5,751 2,946
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -15,978)
-2,375 0 0 -8,235 -17,641 -10,610 -17,641 -5,368 1,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 97.5 98.8 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 23 23 24 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,392
COMMITMENTS
899 620 0 25,961 27,062 26,860 27,682 1,532 710
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -13,171)
-4,526 310 -620 -7,122 -13,447 -12,268 -13,757 -903 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.2 0.0 91.4 95.3 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 590,101
COMMITMENTS
7,045 8,535 7,135 566,691 566,060 580,871 581,730 9,230 8,371
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -26,519)
-1,586 5,779 467 -24,189 -31,161 -25,308 -24,915 -1,211 -1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.4 1.2 96.0 95.9 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 4 5 52 40 59 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,322
COMMITMENTS
0 0 0 186,310 185,015 186,310 185,015 3,012 4,307
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -6,339)
-404 0 -30 -5,589 -5,969 -6,023 -5,999 -316 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 97.7 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 21 19 21 19
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,518
COMMITMENTS
238 0 62 180,260 184,244 180,560 184,306 4,958 1,212
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,955)
238 0 62 -2,903 -3,097 -2,603 -3,035 -1,352 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 97.2 99.3 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 20 21 21 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,520
COMMITMENTS
310 427 0 169,850 174,081 170,160 174,508 6,360 2,012
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -47,400)
-19,654 -4,123 0 -30,928 -39,206 -50,582 -43,329 3,182 -4,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 96.2 98.6 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 18 21 19
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,526
COMMITMENTS
20,274 4,953 0 166,636 182,139 186,910 187,092 616 434
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -57,617)
-23,209 -155 -1,271 -26,830 -50,704 -51,310 -52,130 -6,307 -5,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.6 0.0 88.9 97.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 6 0 29 47 36 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,612
COMMITMENTS
0 372 0 116,413 116,624 116,413 116,996 1,199 616
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -23,945)
0 0 0 -22,984 -23,325 -22,984 -23,325 -961 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.0 99.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 18 26 18 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,836
COMMITMENTS
217 1,511 0 27,784 27,325 28,001 28,836 835 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -10,042)
-620 -248 0 -9,143 -9,329 -9,763 -9,577 -279 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.2 0.0 96.4 94.8 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 12 13 13 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,292
COMMITMENTS
6,816 1,708 901 256,326 258,174 264,043 260,783 4,249 7,509
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -18,852)
1,602 -1,188 122 -20,327 -15,888 -18,603 -16,954 -249 -1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 0.3 95.5 96.2 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 3 36 39 40 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,853
COMMITMENTS
0 372 0 109,512 108,954 109,512 109,326 341 527
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,905)
0 0 0 -5,781 -5,409 -5,781 -5,409 -124 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.7 99.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 15 13 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,609
COMMITMENTS
1,636 0 244 95,036 99,409 96,916 99,653 9,693 6,956
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,615)
177 0 244 -4,024 -4,154 -3,603 -3,910 -1,012 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 89.1 93.2 90.9 93.5 9.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 19 20 21 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 230,123
COMMITMENTS
560 407 1,730 224,877 222,026 227,167 224,163 2,956 5,960
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -10,953)
560 -963 -410 -10,074 -9,378 -9,924 -10,751 -1,029 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.8 97.7 96.5 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 30 31 32 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,577
COMMITMENTS
0 0 0 179,437 183,127 179,437 183,127 6,140 2,450
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -6,627)
0 -336 -31 -6,379 -5,796 -6,410 -6,163 -217 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.7 96.7 98.7 3.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 20 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,198
COMMITMENTS
615 0 0 84,110 81,095 84,725 81,095 3,473 7,103
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,480)
0 0 0 -4,926 -4,544 -4,926 -4,544 -554 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.4 91.9 96.1 91.9 3.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 15 18 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,801
COMMITMENTS
0 0 0 28,017 28,186 28,017 28,186 1,784 1,615
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -13,790)
0 0 0 -11,277 -13,848 -11,277 -13,848 -2,513 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 94.6 94.0 94.6 6.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 10 15 10
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,783
COMMITMENTS
976 0 0 200,127 199,734 201,103 199,734 7,680 9,049
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -7,627)
-923 0 0 -6,086 -6,118 -7,009 -6,118 -618 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.9 95.7 96.3 95.7 3.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 14 17 15 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,805
COMMITMENTS
5,429 2,037 824 161,443 163,003 167,696 165,864 7,109 8,941
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -11,197)
-899 -1,308 37 -9,970 -10,935 -10,832 -12,206 -365 1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.2 0.5 92.4 93.2 95.9 94.9 4.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 2 31 30 35 33
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,921
COMMITMENTS
0 496 0 56,534 55,016 56,534 55,512 1,387 2,409
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -11,718)
-1,147 496 -558 -6,107 -11,160 -7,812 -11,222 -3,906 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 97.6 95.0 97.6 95.8 2.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 11 20 11 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 226,265
COMMITMENTS
7,508 248 488 209,290 219,875 217,286 220,611 8,979 5,654
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -17,648)
-2,095 248 -709 -10,762 -17,515 -13,566 -17,976 -4,082 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.1 0.2 92.5 97.2 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 1 31 35 35 37
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 10,201
COMMITMENTS
3,751 682 0 5,989 9,271 9,740 9,953 461 248
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,177)
-1,674 -372 0 -3,348 -4,278 -5,022 -4,650 -155 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 6.7 0.0 58.7 90.9 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 5 10 9 11
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 125,567
COMMITMENTS
0 2,764 1 122,114 119,921 122,115 122,686 3,452 2,881
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -12,698)
0 -248 0 -12,509 -12,181 -12,509 -12,429 -189 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 97.3 95.5 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 27 28 28 30
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 137,779
COMMITMENTS
390 1,712 0 130,274 134,317 130,664 136,029 7,115 1,750
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -12,682)
-1,717 -707 0 -9,117 -11,275 -10,834 -11,982 -1,848 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.0 94.6 97.5 94.8 98.7 5.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 20 25 21 26
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 55,214
COMMITMENTS
1,661 1,629 0 52,414 50,946 54,075 52,575 1,139 2,639
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,155)
0 -378 0 -2,068 -4,734 -2,068 -5,112 -3,087 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.0 0.0 94.9 92.3 97.9 95.2 2.1 4.8
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 31,864
COMMITMENTS
0 0 0 29,604 31,348 29,604 31,348 2,260 516
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -9,744)
0 0 0 -8,659 -9,215 -8,659 -9,215 -1,085 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.9 98.4 92.9 98.4 7.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 15 20 15 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 262,682
COMMITMENTS
0 426 0 253,045 261,655 253,045 262,081 9,637 601
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -19,341)
0 -3,843 0 -18,119 -15,433 -18,119 -19,276 -1,222 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.3 99.6 96.3 99.8 3.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 0 32 24 32 25
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,475
COMMITMENTS
3,243 0 0 85,053 89,855 88,296 89,855 7,179 5,620
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,086)
-503 -1,870 0 -7,684 -10,298 -8,187 -12,168 101 4,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 89.1 94.1 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 15 19 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 183,525
COMMITMENTS
729 0 0 176,965 177,724 177,694 177,724 5,831 5,801
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -15,748)
-650 0 0 -14,172 -13,945 -14,822 -13,945 -926 -1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.4 96.8 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 19 31 20 31
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 17,608
COMMITMENTS
620 0 0 15,762 16,403 16,382 16,403 1,226 1,205
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,917)
-279 0 0 -8,568 -7,925 -8,847 -7,925 -70 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 89.5 93.2 93.0 93.2 7.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 9 13 10 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 11,108
COMMITMENTS
994 717 1,396 8,580 8,877 10,970 10,990 138 118
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,361)
264 -507 -336 -1,134 -254 -1,205 -1,097 -156 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.5 12.6 77.2 79.9 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 8 11 23 22 34 36
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,801
COMMITMENTS
4,307 1,905 1,764 30,715 32,892 36,786 36,561 15 240
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 317)
25 25 125 167 167 317 317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.2 4.8 83.5 89.4 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 7 6 19 22 25 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,938
COMMITMENTS
3,875 206 654 27,409 31,078 31,938 31,938 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -130)
-25 -25 -100 -5 -5 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.6 2.0 85.8 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 4 15 19 21 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 140,110
COMMITMENTS
16,166 4,431 7,370 115,997 128,148 139,533 139,949 577 161
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,850)
48 -696 -347 -2,961 -916 -3,260 -1,959 -590 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.2 5.3 82.8 91.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 9 13 37 38 58 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,042
COMMITMENTS
2,047 1,428 1,361 61,634 62,226 65,042 65,015 0 27
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,974)
168 -1,020 -590 -4,552 -3,330 -4,974 -4,940 0 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.2 2.1 94.8 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 6 4 26 25 32 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 38,495
COMMITMENTS
825 1,977 125 37,545 36,393 38,495 38,495 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,001)
-425 -301 -25 -2,551 -2,675 -3,001 -3,001 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.1 0.3 97.5 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 14 14 18 16
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 55,336
COMMITMENTS
15,828 2,522 3,666 35,572 49,050 55,066 55,238 270 98
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,897)
-163 340 -395 -1,239 -1,635 -1,797 -1,690 -100 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 4.6 6.6 64.3 88.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 2 3 23 24 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,327
COMMITMENTS
22,590 3,226 2,576 43,504 63,444 68,670 69,246 657 81
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,951)
-557 152 -172 -816 -1,857 -1,545 -1,877 -406 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 4.7 3.7 62.8 91.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 3 6 24 24 35 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,139
COMMITMENTS
2,134 731 1,334 63,209 65,074 66,677 67,139 462 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,675)
-256 -27 17 -3,098 -2,980 -3,337 -2,990 -338 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.1 2.0 94.1 96.9 99.3 100.0 0.7 0.0
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,608
COMMITMENTS
2,034 845 2,041 80,071 81,717 84,146 84,603 462 5
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,711)
-336 -88 -25 -3,770 -3,903 -4,131 -4,016 -580 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 2.4 94.6 96.6 99.5 100.0 0.5 0.0
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,216
COMMITMENTS
230 0 175 40,402 40,750 40,807 40,925 409 291
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,509)
-50 0 -25 -1,419 -1,469 -1,494 -1,494 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 98.0 98.9 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 25,643
COMMITMENTS
360 926 0 24,871 24,717 25,231 25,643 412 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,333)
0 -275 0 -1,300 -1,040 -1,300 -1,315 -33 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.6 0.0 97.0 96.4 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 21 18 22 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,683
COMMITMENTS
2,075 177 300 21,210 23,206 23,585 23,683 98 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -501)
-25 -45 0 -470 -456 -495 -501 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.7 1.3 89.6 98.0 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 84,651
COMMITMENTS
10,136 3,318 2,865 71,211 77,994 84,212 84,177 439 474
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,744)
140 278 -40 -2,743 -2,846 -2,643 -2,608 -101 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 3.9 3.4 84.1 92.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 7 10 39 38 58 50
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 16,228
COMMITMENTS
725 125 0 15,479 16,103 16,204 16,228 24 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 100)
-25 -25 0 125 125 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 0.0 95.4 99.2 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,268
COMMITMENTS
725 125 0 15,519 16,143 16,244 16,268 24 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 100)
-25 -25 0 125 125 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 0.0 95.4 99.2 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,613
COMMITMENTS
1,070 2,425 2,310 45,915 44,480 49,295 49,215 318 398
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,030)
-3,050 -275 2,025 -993 -3,775 -2,018 -2,025 -12 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.9 4.7 92.5 89.7 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 4 20 20 24 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,985
COMMITMENTS
390 100 150 45,313 45,414 45,853 45,664 132 321
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,608)
-150 0 -25 -1,423 -1,568 -1,598 -1,593 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.3 98.5 98.8 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 24 19 27 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,777
COMMITMENTS
615 950 250 39,114 39,537 39,979 40,737 798 40
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,577)
220 -125 0 -1,647 -1,434 -1,427 -1,559 -150 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.3 0.6 95.9 97.0 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 1 22 23 25 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,411
COMMITMENTS
1,723 250 92 59,666 61,829 61,481 62,171 930 240
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,229)
-2 0 -18 -2,953 -3,211 -2,973 -3,229 -256 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.1 95.6 99.1 98.5 99.6 1.5 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,079
COMMITMENTS
2,460 525 75 64,059 66,269 66,594 66,869 485 210
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,367)
-131 -350 0 -4,125 -4,011 -4,256 -4,361 -111 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.8 0.1 95.5 98.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 1 25 16 28 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 82,961
COMMITMENTS
2,659 528 2,223 77,683 80,140 82,565 82,891 396 70
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,797)
694 5 170 -3,639 -2,970 -2,775 -2,795 -22 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 2.7 93.6 96.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 27 23 32 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,472
COMMITMENTS
1,512 2,790 3,576 96,035 95,098 101,123 101,464 349 8
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,474)
-453 9 367 -3,377 -3,850 -3,463 -3,474 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.7 3.5 94.6 93.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 11 7 29 30 36 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,217
COMMITMENTS
0 3,904 0 60,217 56,313 60,217 60,217 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,216)
-200 -736 -25 -3,991 -3,455 -4,216 -4,216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 100.0 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 0 15 15 15 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 55,490
COMMITMENTS
1,050 650 0 54,440 54,840 55,490 55,490 0 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,400)
0 -225 0 -2,400 -2,175 -2,400 -2,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.2 0.0 98.1 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 12 8 13 11
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| 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: 57,110
COMMITMENTS
1,769 1,845 677 54,510 54,517 56,956 57,039 154 71
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,917)
-11 125 -115 -1,791 -1,900 -1,917 -1,890 0 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.2 1.2 95.4 95.5 99.7 99.9 0.3 0.1
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,886
COMMITMENTS
2,535 5,220 708 61,426 58,606 64,669 64,534 217 352
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,159)
-288 20 -128 -1,745 -1,936 -2,161 -2,044 2 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.0 1.1 94.7 90.3 99.7 99.5 0.3 0.5
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,370
COMMITMENTS
0 2,045 0 24,063 21,990 24,063 24,035 307 335
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,135)
0 1,160 0 -912 -2,140 -912 -980 -223 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.0 98.7 90.2 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 17 14 17 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,986
COMMITMENTS
0 225 0 23,649 23,576 23,649 23,801 337 185
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,170)
0 0 0 -889 -930 -889 -930 -281 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.6 98.3 98.6 99.2 1.4 0.8
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,481
COMMITMENTS
1,299 1,381 585 26,501 25,824 28,385 27,790 96 691
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,781)
-161 -340 -45 -1,363 -1,389 -1,569 -1,774 -212 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.8 2.1 93.0 90.7 99.7 97.6 0.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 4 20 17 24 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,890
COMMITMENTS
410 1,766 172 15,150 14,507 15,732 16,445 1,158 445
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,721)
-275 -160 -25 -1,688 -899 -1,988 -1,084 267 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.5 1.0 89.7 85.9 93.1 97.4 6.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 2 13 10 15 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,817
COMMITMENTS
5,199 5,751 1,283 50,213 49,722 56,695 56,756 122 61
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,281)
-112 -649 -86 -2,806 -2,446 -3,004 -3,181 -277 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 10.1 2.3 88.4 87.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 4 30 23 37 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 35,316
COMMITMENTS
1,326 2,682 491 33,327 32,100 35,144 35,273 172 43
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,972)
-20 -73 -25 -1,707 -1,797 -1,752 -1,895 -220 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.6 1.4 94.4 90.9 99.5 99.9 0.5 0.1
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,851
COMMITMENTS
875 210 125 16,776 17,516 17,776 17,851 75 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 30)
75 0 0 -45 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.2 0.7 94.0 98.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 1 19 17 23 21
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,405
COMMITMENTS
525 50 0 21,815 22,355 22,340 22,405 65 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 0.0 97.4 99.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 10 14 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,403
COMMITMENTS
360 100 470 9,843 10,673 10,673 11,243 730 160
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -745)
-20 0 -30 -605 -395 -655 -425 -90 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 4.1 86.3 93.6 93.6 98.6 6.4 1.4
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,383
COMMITMENTS
280 100 495 8,922 9,628 9,697 10,223 686 160
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -740)
-70 0 0 -606 -420 -676 -420 -64 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.0 4.8 85.9 92.7 93.4 98.5 6.6 1.5
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,204
COMMITMENTS
1,005 3,035 2,030 31,005 29,139 34,040 34,204 164 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,321)
-145 -155 -5 -1,910 -2,026 -2,060 -2,186 -261 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.9 5.9 90.6 85.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 2 20 14 25 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,420
COMMITMENTS
1,030 2,900 2,000 31,226 29,520 34,256 34,420 164 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,350)
-145 -115 -5 -1,539 -2,125 -1,689 -2,245 -661 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 8.4 5.8 90.7 85.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 2 20 15 25 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,072
COMMITMENTS
1,140 5,802 2,064 106,804 102,126 110,008 109,992 64 80
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,714)
-215 -540 -126 -7,772 -5,983 -8,113 -6,649 -601 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.3 1.9 97.0 92.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 9 8 38 32 48 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 120,591
COMMITMENTS
1,192 4,820 4,623 114,707 111,051 120,522 120,494 69 97
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -10,431)
-283 -729 -305 -9,512 -8,117 -10,100 -9,151 -331 -1,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.0 3.8 95.1 92.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 9 9 41 32 53 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 539,349
COMMITMENTS
40,184 14,732 57,611 441,029 466,665 538,824 539,008 525 341
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -4,380)
-1,749 -984 1,431 -3,184 -1,314 -3,502 -867 -878 -3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.7 10.7 81.8 86.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 14 30 47 44 87 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,058
COMMITMENTS
3,697 149 566 11,695 15,293 15,958 16,008 100 50
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,010)
-421 149 -149 -298 -540 -868 -540 -142 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.9 3.5 72.8 95.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,746
COMMITMENTS
3,157 450 215 9,274 12,081 12,646 12,746 100 0
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -890)
-397 150 -150 -253 -430 -800 -430 -90 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 3.5 1.7 72.8 94.8 99.2 100.0 0.8 0.0
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 13,260
COMMITMENTS
110 1,895 225 12,230 10,235 12,565 12,355 695 905
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -15)
-250 -100 -430 500 90 -180 -440 165 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 14.3 1.7 92.2 77.2 94.8 93.2 5.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 1 15 18 17 23
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 10,703
COMMITMENTS
1,210 572 205 9,288 9,885 10,703 10,662 0 41
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -5,115)
-685 -425 -50 -4,380 -4,649 -5,115 -5,124 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.3 1.9 86.8 92.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 17 21 23 24
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,554
COMMITMENTS
954 695 130 4,045 3,910 5,129 4,735 425 819
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 396)
173 161 15 216 245 404 421 -8 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 12.5 2.3 72.8 70.4 92.3 85.3 7.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 5 7 26 27 35 35
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,060
COMMITMENTS
2,058 0 0 28,550 30,817 30,608 30,817 452 243
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 575)
32 0 0 533 515 565 515 10 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 91.9 99.2 98.5 99.2 1.5 0.8
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,203
COMMITMENTS
0 106 167 19,850 19,237 20,017 19,510 186 693
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 162)
0 0 0 142 132 142 132 20 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.8 98.3 95.2 99.1 96.6 0.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 16 27 17 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,249
COMMITMENTS
349 338 299 9,220 9,191 9,868 9,828 381 421
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 157)
5 20 -10 172 147 167 157 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.3 2.9 90.0 89.7 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 2 34 26 38 29
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 24,341
COMMITMENTS
1,018 309 277 22,831 23,365 24,126 23,951 215 390
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 519)
0 -1 38 481 482 519 519 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.3 1.1 93.8 96.0 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 2 31 43 35 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 51,763
COMMITMENTS
5,675 943 1,361 44,182 48,848 51,218 51,152 545 611
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 3,533)
1,743 83 50 1,997 3,823 3,790 3,956 -257 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.8 2.6 85.4 94.4 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
8 7 7 65 60 78 69
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,258
COMMITMENTS
163 0 81 1,278 1,748 1,522 1,829 736 429
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 85)
120 0 9 -34 12 95 21 -10 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 3.6 56.6 77.4 67.4 81.0 32.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 2 14 18 18 20
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 35,890
COMMITMENTS
0 0 0 34,865 34,827 34,865 34,827 1,025 1,063
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,122)
0 0 0 4,122 4,122 4,122 4,122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.0 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 24 27 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 5,918
COMMITMENTS
44 0 0 5,834 5,723 5,878 5,723 40 195
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -170)
0 0 0 -170 -170 -170 -170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.6 96.7 99.3 96.7 0.7 3.3
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 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 11,260
COMMITMENTS
0 0 0 11,105 11,252 11,105 11,252 155 8
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 960)
0 0 0 945 1,005 945 1,005 15 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.9 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 16 16 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 202,913
COMMITMENTS
0 1,200 0 190,239 191,181 190,239 192,381 12,674 10,532
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,707)
0 0 0 3,912 4,712 3,912 4,712 795 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 93.8 94.2 93.8 94.8 6.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 17 12 18
Updated August 14, 2020