CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,726
COMMITMENTS
3,196 1,988 0 9,530 10,738 12,726 12,726 0 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -511)
-25 46 -46 -440 -511 -511 -511 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 15.6 0.0 74.9 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 12 8 17 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 40,213
COMMITMENTS
16,179 11,478 45 23,804 28,505 40,028 40,028 185 185
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 95)
100 454 0 -5 -359 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 28.5 0.1 59.2 70.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 1 20 13 31 20
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 144,269
COMMITMENTS
33,726 35,489 16,552 93,853 92,129 144,130 144,169 139 100
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,247)
-2,164 -88 -562 3,966 1,897 1,240 1,247 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 24.6 11.5 65.1 63.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 15 18 31 24 70 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,171
COMMITMENTS
62,082 22,560 3,465 118,624 158,146 184,171 184,171 0 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -575)
193 0 0 -768 -575 -575 -575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 12.2 1.9 64.4 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 3 16 15 22 23
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 161,521
COMMITMENTS
24,179 17,249 5,666 131,676 138,605 161,521 161,521 0 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 489)
553 0 -45 -19 534 489 489 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.7 3.5 81.5 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 5 17 12 26 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,084
COMMITMENTS
10,676 2,588 2,227 24,001 32,244 36,904 37,060 180 25
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 628)
-307 -25 -50 973 703 616 628 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 7.0 6.0 64.7 86.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 3 5 16 17 31 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,194
COMMITMENTS
6,050 1,000 0 28,144 33,194 34,194 34,194 0 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 2.9 0.0 82.3 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 0 13 8 19 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,476
COMMITMENTS
9,030 871 3,707 19,739 27,848 32,476 32,426 0 50
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -304)
0 -500 0 -304 196 -304 -304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 2.7 11.4 60.8 85.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 3 2 15 12 27 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,492
COMMITMENTS
1,390 2,298 290 25,195 24,795 26,875 27,383 617 109
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 45)
45 201 -57 -45 -49 -57 94 102 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.4 1.1 91.6 90.2 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 15 13 19 17
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 11,901
COMMITMENTS
1,467 3,590 150 10,284 8,161 11,901 11,901 0 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 23)
0 -15 0 23 38 23 23 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 30.2 1.3 86.4 68.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 1 12 9 14 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,856
COMMITMENTS
2,479 7,905 100 18,252 12,851 20,831 20,856 25 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 85)
0 35 0 85 50 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 37.9 0.5 87.5 61.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 8 1 12 9 16 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 36,682
COMMITMENTS
16,436 10,570 2,731 17,515 23,381 36,682 36,682 0 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,600)
1,600 2,100 400 600 100 2,600 2,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 28.8 7.4 47.7 63.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 4 14 10 21 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 37,217
COMMITMENTS
4,310 127 4,528 28,241 32,547 37,079 37,202 138 15
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,699)
1,266 -826 -1,381 -2,463 -444 -2,578 -2,651 -121 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.3 12.2 75.9 87.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 5 26 27 32 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,506
COMMITMENTS
1,119 7,204 2,223 28,194 23,079 31,536 32,506 970 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,685)
-158 1,914 -1,115 -395 -2,484 -1,668 -1,685 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 22.2 6.8 86.7 71.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 4 23 15 29 19
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,453
COMMITMENTS
2,501 0 897 2,931 5,536 6,329 6,433 124 20
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,434)
-449 0 -150 -834 -1,274 -1,433 -1,424 -1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 0.0 13.9 45.4 85.8 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 13 13 16 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,970,877
COMMITMENTS
996,873 29,482 361,548 4579067 5559139 5937488 5950169 33,389 20,708
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -141,130)
76,111 -11,065 -30,586 -182,740 -80,468 -137,215 -122,119 -3,915 -19,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.5 6.1 76.7 93.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
51 11 48 145 134 203 186
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,574,048
COMMITMENTS
69,260 45,049 562,993 939,405 964,938 1571658 1572980 2,389 1,068
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 49,577)
10,692 12,132 18,154 19,934 18,677 48,780 48,963 797 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.9 35.8 59.7 61.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 16 22 46 45 70 67
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,222
COMMITMENTS
5,547 2,782 150 243,526 265,316 249,223 268,248 25,999 6,974
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -9,422)
-279 -403 -62 -8,880 -9,025 -9,221 -9,490 -201 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 0.1 88.5 96.4 90.6 97.5 9.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 25 18 27 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,416
COMMITMENTS
279 0 0 144,792 149,406 145,071 149,406 10,345 6,010
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,997)
-335 0 -65 -3,977 -3,331 -4,377 -3,396 -620 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 93.2 96.1 93.3 96.1 6.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 19 26 20 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 352,224
COMMITMENTS
14,797 615 7,695 316,013 341,845 338,505 350,155 13,719 2,069
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -11,988)
-958 -79 -269 -10,044 -9,286 -11,271 -9,634 -717 -2,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 2.2 89.7 97.1 96.1 99.4 3.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 2 5 32 31 42 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 933,105
COMMITMENTS
0 11,969 3,735 918,586 916,008 922,321 931,712 10,784 1,393
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -6,931)
-1,821 68 822 -6,965 -7,617 -7,964 -6,727 1,033 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.4 98.4 98.2 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 4 3 37 29 40 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,122
COMMITMENTS
2,790 3,356 958 351,884 353,735 355,632 358,049 14,490 12,073
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -15,248)
-512 -2,450 222 -15,405 -16,699 -15,695 -18,927 447 3,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.9 0.3 95.1 95.6 96.1 96.7 3.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 2 37 36 39 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 564,394
COMMITMENTS
0 490 711 554,605 557,850 555,316 559,051 9,078 5,343
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -25,690)
-1,430 242 -240 -23,386 -25,626 -25,056 -25,624 -634 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 98.3 98.8 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 2 1 38 45 39 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 442,796
COMMITMENTS
2,034 2,667 0 425,806 428,701 427,840 431,368 14,956 11,428
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -14,043)
0 -1,423 -150 -15,096 -13,027 -15,246 -14,600 1,203 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 96.2 96.8 96.6 97.4 3.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 0 35 29 36 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,398
COMMITMENTS
651 3,696 0 93,843 93,103 94,494 96,799 4,904 2,599
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -6,925)
31 -1,038 0 -7,852 -5,362 -7,821 -6,400 896 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 0.0 94.4 93.7 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 15 18 16 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,153
COMMITMENTS
0 527 0 21,704 22,564 21,704 23,091 1,449 62
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -11,670)
0 0 0 -11,405 -11,250 -11,405 -11,250 -265 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 93.7 97.5 93.7 99.7 6.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 11 11 11 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 305,619
COMMITMENTS
0 6,132 217 299,488 294,639 299,705 300,988 5,914 4,631
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -18,018)
0 -1,165 -124 -16,639 -17,824 -16,763 -19,113 -1,255 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.1 98.0 96.4 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 2 28 27 30 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 187,520
COMMITMENTS
0 0 0 180,199 183,767 180,199 183,767 7,321 3,753
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -10,827)
0 0 0 -10,876 -10,669 -10,876 -10,669 49 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.0 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 21 27 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 306,942
COMMITMENTS
1,530 1,368 0 300,917 304,393 302,447 305,761 4,495 1,181
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -16,986)
-4 -1,368 0 -13,317 -14,828 -13,321 -16,196 -3,665 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 98.0 99.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 26 24 27 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,016
COMMITMENTS
3,472 240 0 41,456 46,613 44,928 46,853 2,088 163
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -11,490)
-2,603 240 -240 -8,774 -11,283 -11,617 -11,283 127 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.5 0.0 88.2 99.1 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 15 12 18 13
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 591,684
COMMITMENTS
14,878 4,043 7,139 558,825 571,751 580,842 582,933 10,842 8,751
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -27,765)
-783 -4,879 -685 -24,084 -24,030 -25,552 -29,594 -2,213 1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.7 1.2 94.4 96.6 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 7 6 49 44 57 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,574
COMMITMENTS
651 16 1,535 182,921 184,536 185,107 186,087 5,467 4,487
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -7,257)
651 -589 79 -9,432 -6,071 -8,702 -6,581 1,445 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.8 96.0 96.8 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 20 20 22 22
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,889
COMMITMENTS
0 0 0 140,833 141,778 140,833 141,778 4,056 3,111
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 420)
0 0 0 -966 213 -966 213 1,386 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.9 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 17 19 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,927
COMMITMENTS
0 1,071 0 204,735 208,194 204,735 209,265 7,192 2,662
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -44,181)
-7,166 -7,006 0 -39,893 -37,717 -47,059 -44,723 2,878 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.6 98.2 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 18 20 18 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 230,605
COMMITMENTS
7,197 8,511 0 221,677 220,432 228,874 228,943 1,731 1,662
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -44,245)
-10,365 2,445 -4,185 -30,416 -42,739 -44,966 -44,479 721 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.7 0.0 96.1 95.6 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 5 0 32 34 39 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,229
COMMITMENTS
0 0 0 118,172 120,567 118,172 120,567 4,057 1,662
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -12,924)
0 0 0 -13,826 -11,623 -13,826 -11,623 902 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.6 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 21 21 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 37,066
COMMITMENTS
341 3,406 0 35,189 33,052 35,530 36,458 1,536 608
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -10,086)
-30 -180 0 -10,302 -9,426 -10,332 -9,606 246 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.2 0.0 94.9 89.2 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 14 12 15 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 286,626
COMMITMENTS
2,172 1,682 2,362 274,414 272,059 278,948 276,103 7,678 10,523
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -7,720)
-2,046 -2,591 -131 -5,015 -5,552 -7,192 -8,274 -528 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 0.8 95.7 94.9 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 39 37 42 39
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,254
COMMITMENTS
0 0 0 92,879 95,188 92,879 95,188 12,375 10,066
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -7,529)
0 -554 0 -6,604 -3,327 -6,604 -3,881 -925 -3,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.2 90.4 88.2 90.4 11.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 19 14 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 222,409
COMMITMENTS
0 0 0 218,420 216,391 218,420 216,391 3,989 6,018
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -16,514)
0 -1,551 -1,568 -16,048 -12,074 -17,616 -15,193 1,102 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 97.3 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 24 30 24 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,300
COMMITMENTS
0 320 0 178,759 187,434 178,759 187,754 10,541 1,546
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -9,339)
0 0 0 -8,895 -8,812 -8,895 -8,812 -444 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.4 99.0 94.4 99.2 5.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 18 20 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,751
COMMITMENTS
435 0 150 76,063 76,010 76,648 76,160 5,103 5,591
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,385)
307 0 -215 -494 -5,978 -402 -6,193 -3,983 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 93.0 93.0 93.8 93.2 6.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 13 20 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,011
COMMITMENTS
403 0 0 53,671 55,120 54,074 55,120 1,937 891
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -9,140)
-107 -617 -403 -8,242 -8,411 -8,752 -9,431 -388 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.8 98.4 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 9 16 9
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,154
COMMITMENTS
2,265 0 152 193,224 195,497 195,641 195,649 7,513 7,505
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -5,589)
-962 0 59 -5,144 -6,670 -6,047 -6,611 458 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 95.1 96.2 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 15 19 17 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,756
COMMITMENTS
5,664 3,603 576 160,382 160,293 166,622 164,472 8,134 10,284
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -27,613)
-2,356 1,474 -1,050 -23,481 -27,220 -26,887 -26,796 -726 -817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.1 0.3 91.8 91.7 95.3 94.1 4.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 30 29 32 31
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 49,917
COMMITMENTS
0 0 0 46,403 48,600 46,403 48,600 3,514 1,317
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,783)
0 0 0 -1,552 -1,629 -1,552 -1,629 -231 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 97.4 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,332
COMMITMENTS
0 0 0 68,716 66,142 68,716 66,142 616 3,190
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -7,890)
0 0 0 -7,380 -7,902 -7,380 -7,902 -510 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 95.4 99.1 95.4 0.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 14 11 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 258,115
COMMITMENTS
4,598 2,663 1,692 242,232 247,852 248,522 252,207 9,593 5,908
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -3,311)
2,901 1,611 -2,059 -5,148 -2,928 -4,306 -3,376 995 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 0.7 93.8 96.0 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 31 35 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 132,922
COMMITMENTS
0 2,007 2 123,363 127,113 123,365 129,122 9,557 3,800
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -7,112)
0 390 0 -8,878 -9,354 -8,878 -8,964 1,766 1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 92.8 95.6 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 22 20 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 165,322
COMMITMENTS
586 0 0 154,868 162,837 155,454 162,837 9,868 2,485
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -10,724)
0 0 0 -9,856 -10,383 -9,856 -10,383 -868 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 93.7 98.5 94.0 98.5 6.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 15 23 16 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,385
COMMITMENTS
0 0 0 37,463 38,896 37,463 38,896 3,922 2,489
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -6,690)
-210 0 0 -7,230 -6,184 -7,440 -6,184 750 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 94.0 90.5 94.0 9.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 15 11 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 251,170
COMMITMENTS
0 0 0 232,644 250,210 232,644 250,210 18,526 960
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -16,898)
0 -1,457 0 -17,307 -15,469 -17,307 -16,926 409 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 99.6 92.6 99.6 7.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 16 24 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,549
COMMITMENTS
3,763 1,498 0 87,232 94,293 90,995 95,791 8,554 3,758
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -6,516)
-589 0 0 -5,873 -7,246 -6,462 -7,246 -54 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 0.0 87.6 94.7 91.4 96.2 8.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 180,451
COMMITMENTS
0 0 0 174,701 175,042 174,701 175,042 5,750 5,409
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -15,925)
0 0 0 -15,795 -16,070 -15,795 -16,070 -130 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.0 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 22 18 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 20,293
COMMITMENTS
1,442 1,816 2,486 16,177 15,779 20,105 20,080 188 213
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -3,266)
-374 -749 -457 -2,399 -2,005 -3,230 -3,211 -36 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.9 12.3 79.7 77.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 8 13 20 22 36 35
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 39,626
COMMITMENTS
4,065 655 1,860 33,701 37,096 39,626 39,611 0 15
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,803)
-120 315 -322 -2,346 -2,787 -2,788 -2,793 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.7 4.7 85.0 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 6 24 24 31 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 33,338
COMMITMENTS
4,400 840 1,561 27,377 30,937 33,338 33,338 0 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,468)
775 -33 -545 -1,698 -890 -1,468 -1,468 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.5 4.7 82.1 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 5 21 22 27 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 138,035
COMMITMENTS
5,295 6,883 10,788 121,767 120,300 137,850 137,971 185 64
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -5,688)
-30 -488 231 -5,878 -5,411 -5,677 -5,668 -11 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.0 7.8 88.2 87.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 14 14 35 34 53 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,985
COMMITMENTS
1,621 3,208 3,374 65,991 63,029 70,985 69,610 0 1,375
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 735)
346 218 -370 759 -468 735 -620 0 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.5 4.8 93.0 88.8 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 6 4 24 25 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 41,421
COMMITMENTS
1,075 2,253 375 39,971 38,543 41,421 41,171 0 250
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,195)
275 775 -425 1,345 595 1,195 945 0 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.4 0.9 96.5 93.1 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 16 16 21 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,043
COMMITMENTS
16,891 1,212 4,945 35,925 51,874 57,761 58,031 282 12
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -722)
-381 -128 31 -477 -624 -827 -721 105 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 2.1 8.5 61.9 89.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 23 24 30 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 76,448
COMMITMENTS
25,218 2,258 3,459 46,932 70,576 75,609 76,293 839 155
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,258)
-671 -522 397 -1,046 -1,115 -1,320 -1,240 62 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 3.0 4.5 61.4 92.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 4 5 25 24 36 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,534
COMMITMENTS
1,728 18 2,541 65,713 67,975 69,982 70,534 552 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -3,413)
-345 -209 281 -3,319 -3,475 -3,383 -3,403 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 3.6 93.2 96.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 25 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,816
COMMITMENTS
1,174 100 2,986 82,713 84,523 86,873 87,609 943 207
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,238)
-598 -141 248 -3,995 -4,312 -4,345 -4,205 107 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 3.4 94.2 96.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 27 27 30 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,326
COMMITMENTS
225 45 230 43,723 43,654 44,178 43,929 148 397
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,276)
0 0 0 1,276 1,255 1,276 1,255 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.5 98.6 98.5 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 18 21 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 29,257
COMMITMENTS
360 996 0 28,372 28,251 28,732 29,247 525 10
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -524)
0 0 0 -524 -524 -524 -524 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.4 0.0 97.0 96.6 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 19 18 20 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,947
COMMITMENTS
585 0 50 18,255 18,897 18,890 18,947 57 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 260)
10 0 50 260 210 320 260 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.3 96.3 99.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 13 17 14
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,832
COMMITMENTS
585 0 50 20,140 20,782 20,775 20,832 57 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.2 96.7 99.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 12 11 16 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 89,529
COMMITMENTS
19,660 1,751 2,406 66,896 85,224 88,962 89,381 567 148
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,334)
-117 -32 214 1,222 1,158 1,319 1,340 15 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 2.0 2.7 74.7 95.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 6 9 36 38 53 51
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,126
COMMITMENTS
6,745 599 286 36,809 42,944 43,840 43,829 286 297
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 990)
50 0 0 940 990 990 990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.4 0.6 83.4 97.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 20 22 25 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,592
COMMITMENTS
340 121 254 48,821 48,816 49,415 49,191 177 401
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,461)
100 0 0 1,361 1,461 1,461 1,461 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 98.4 98.4 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 22 21 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,265
COMMITMENTS
120 1,090 150 35,829 35,973 36,099 37,213 1,166 52
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -822)
70 -50 50 -942 -822 -822 -822 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.9 0.4 96.1 96.5 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 24 24 27 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,675
COMMITMENTS
1,699 260 73 62,878 65,071 64,650 65,404 1,025 271
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,904)
-141 -45 0 -4,898 -4,875 -5,039 -4,920 135 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 0.1 95.7 99.1 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 22 13 26 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,793
COMMITMENTS
2,065 200 60 67,188 69,353 69,313 69,613 480 180
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -3,400)
-253 -95 0 -3,137 -3,305 -3,390 -3,400 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 0.1 96.3 99.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 25 16 28 18
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,555
COMMITMENTS
189 2,243 1,128 78,482 77,043 79,799 80,414 756 141
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,608)
5 384 -5 1,067 1,288 1,067 1,667 541 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.8 1.4 97.4 95.6 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 5 28 27 33 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 100,998
COMMITMENTS
1,946 3,726 2,459 96,046 94,657 100,451 100,842 547 156
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,723)
69 1,085 -194 2,644 1,706 2,518 2,597 205 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.7 2.4 95.1 93.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 11 7 32 32 39 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 63,724
COMMITMENTS
225 5,596 425 62,878 57,703 63,528 63,724 196 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 356)
-100 75 0 280 281 180 356 176 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.8 0.7 98.7 90.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 3 16 17 19 24
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 55,390
COMMITMENTS
1,450 750 250 53,565 54,045 55,265 55,045 125 345
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 490)
0 150 -125 490 120 365 145 125 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.4 0.5 96.7 97.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 14 8 16 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 58,815
COMMITMENTS
1,379 1,655 862 56,530 56,164 58,771 58,681 44 134
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,584)
31 14 -145 -1,470 -1,431 -1,584 -1,562 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.8 1.5 96.1 95.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 2 24 22 28 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 66,783
COMMITMENTS
1,555 4,567 2,322 62,732 59,649 66,609 66,538 174 245
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,126)
-155 278 -98 -904 -1,302 -1,157 -1,122 31 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.8 3.5 93.9 89.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 4 23 20 31 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,656
COMMITMENTS
0 760 0 23,495 22,796 23,495 23,556 161 100
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,049)
0 50 0 -1,039 -1,089 -1,039 -1,039 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 99.3 96.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 13 17 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 23,021
COMMITMENTS
0 225 0 22,534 22,791 22,534 23,016 487 5
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,264)
0 0 0 -1,230 -1,264 -1,230 -1,264 -34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.9 99.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 13 16 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,749
COMMITMENTS
998 1,812 1,216 28,492 27,545 30,706 30,573 43 176
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -834)
608 124 -129 -1,336 -1,005 -857 -1,010 23 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.9 4.0 92.7 89.6 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 4 20 20 24 25
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,035
COMMITMENTS
5,039 4,984 1,437 49,537 49,584 56,013 56,005 22 30
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,522)
-496 249 115 -2,142 -2,891 -2,523 -2,527 1 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.9 2.6 88.4 88.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 7 30 26 38 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,326
COMMITMENTS
1,130 1,421 800 32,274 32,033 34,204 34,254 122 72
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,287)
-50 264 -225 -2,008 -2,314 -2,283 -2,275 -4 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.1 2.3 94.0 93.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 5 24 20 30 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,690
COMMITMENTS
675 589 276 17,619 17,825 18,570 18,690 120 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,105)
225 -51 -150 -1,165 -904 -1,090 -1,105 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.2 1.5 94.3 95.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 17 17 20 23
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 20,281
COMMITMENTS
500 275 0 19,677 20,006 20,177 20,281 104 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,604)
-25 -125 0 -1,566 -1,479 -1,591 -1,604 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 0.0 97.0 98.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 12 8 14 10
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,627
COMMITMENTS
75 1,900 25 8,402 6,702 8,502 8,627 125 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -415)
-50 375 0 -330 -790 -380 -415 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 22.0 0.3 97.4 77.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 11 10 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,875
COMMITMENTS
75 2,525 25 8,675 6,325 8,775 8,875 100 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -440)
-50 350 0 -385 -790 -435 -440 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 28.5 0.3 97.7 71.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 12 10 16 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,852
COMMITMENTS
170 215 545 9,921 10,092 10,636 10,852 216 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -864)
0 -45 -5 -843 -814 -848 -864 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 5.0 91.4 93.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 16 16 18 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,852
COMMITMENTS
170 245 510 8,956 9,097 9,636 9,852 216 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -909)
0 -95 0 -893 -814 -893 -909 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.5 5.2 90.9 92.3 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 15 16 17 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,234
COMMITMENTS
1,350 2,210 2,055 29,795 28,969 33,200 33,234 34 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,278)
-100 -20 -80 -2,095 -2,178 -2,275 -2,278 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.6 6.2 89.7 87.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 22 14 26 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,684
COMMITMENTS
1,350 1,895 2,085 30,215 29,704 33,650 33,684 34 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,048)
-100 130 -230 -1,715 -1,948 -2,045 -2,048 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.6 6.2 89.7 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 22 15 26 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 106,642
COMMITMENTS
888 4,119 2,501 103,182 99,942 106,571 106,562 71 80
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,353)
-1,301 -1,058 910 -1,955 -2,265 -2,346 -2,413 -7 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.9 2.3 96.8 93.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 8 9 39 30 49 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 119,406
COMMITMENTS
1,450 4,969 3,717 114,197 110,650 119,364 119,336 42 70
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,361)
-1,583 -1,301 1,002 -3,748 -4,122 -4,329 -4,421 -32 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.2 3.1 95.6 92.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 11 12 41 33 56 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 529,899
COMMITMENTS
35,948 22,932 52,162 441,509 454,628 529,620 529,722 279 177
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -4,725)
-4,683 -2,565 3,643 -3,675 -5,855 -4,714 -4,777 -11 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.3 9.8 83.3 85.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 15 28 46 41 81 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,166
COMMITMENTS
4,730 600 55 12,026 16,441 16,811 17,096 355 70
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -978)
-155 0 0 -783 -978 -938 -978 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 3.5 0.3 70.1 95.8 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 18 10 21 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,007
COMMITMENTS
4,185 600 55 9,256 13,352 13,496 14,007 511 0
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -850)
-155 0 0 -670 -845 -825 -845 -25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.3 0.4 66.1 95.3 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 17 10 19 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,782
COMMITMENTS
6,737 1,850 50 6,973 11,847 13,760 13,747 22 35
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 265)
-100 0 0 365 265 265 265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 13.4 0.4 50.6 86.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 14 19 18 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,820
COMMITMENTS
123 52 117 3,025 2,895 3,265 3,064 555 756
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -887)
75 -193 0 -723 -588 -648 -781 -239 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 3.1 79.2 75.8 85.5 80.2 14.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 3 23 24 26 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,490
COMMITMENTS
2,191 0 0 28,912 31,330 31,103 31,330 387 160
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,209)
-272 0 0 -1,917 -2,178 -2,189 -2,178 -20 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 91.8 99.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 31 36 32 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 25,985
COMMITMENTS
15 73 291 25,527 24,986 25,833 25,350 152 635
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -3,462)
-20 73 27 -3,521 -3,615 -3,514 -3,515 52 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 1.1 98.2 96.2 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 29 30 31 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,138
COMMITMENTS
159 0 128 7,067 7,703 7,354 7,831 784 307
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,148)
7 -192 -86 -1,073 -818 -1,152 -1,096 4 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 1.6 86.8 94.7 90.4 96.2 9.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 27 30 29 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,139
COMMITMENTS
972 713 95 34,774 35,256 35,841 36,064 298 75
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -5,700)
-622 -248 0 -4,793 -5,452 -5,415 -5,700 -285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.0 0.3 96.2 97.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 2 1 32 44 36 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 50,101
COMMITMENTS
2,378 877 2,279 44,773 46,147 49,430 49,303 671 798
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -3,868)
-886 114 -171 -2,895 -3,885 -3,952 -3,942 84 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.8 4.5 89.4 92.1 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
9 5 11 63 61 76 74
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,741
COMMITMENTS
87 0 41 1,011 1,383 1,139 1,424 602 317
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -581)
15 0 38 -351 -489 -298 -451 -283 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 2.4 58.1 79.4 65.4 81.8 34.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 17 14 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 25,943
COMMITMENTS
0 0 0 24,258 24,354 24,258 24,354 1,685 1,589
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 925)
0 0 0 905 925 905 925 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 93.9 93.5 93.9 6.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 22 24 22
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,194
COMMITMENTS
0 0 0 9,909 10,150 9,909 10,150 285 44
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 99.6 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 15 16 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 231,074
COMMITMENTS
0 1,115 405 219,160 214,787 219,565 216,307 11,509 14,767
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,525)
0 610 -380 2,995 985 2,615 1,215 -1,090 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 94.8 93.0 95.0 93.6 5.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 17 16 18
Updated May 08, 2020