CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 17,314
COMMITMENTS
4,776 954 516 12,022 15,839 17,314 17,309 0 5
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,070)
-120 380 120 1,070 570 1,070 1,070 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 5.5 3.0 69.4 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 3 2 13 8 23 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 70,769
COMMITMENTS
40,606 22,936 2,469 27,504 45,179 70,579 70,584 190 185
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -712)
-813 0 -22 123 -690 -712 -712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 32.4 3.5 38.9 63.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 8 4 20 19 41 29
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 68,224
COMMITMENTS
28,383 17,579 7,938 31,755 42,553 68,076 68,070 148 154
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 992)
231 662 -164 899 415 966 913 26 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 25.8 11.6 46.5 62.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 9 15 22 18 50 37
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 154,033
COMMITMENTS
41,935 24,401 3,984 108,114 125,648 154,033 154,033 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 15.8 2.6 70.2 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 7 4 16 15 22 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 124,442
COMMITMENTS
17,520 15,298 3,687 103,235 105,457 124,442 124,442 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,626)
143 0 0 1,483 1,626 1,626 1,626 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 12.3 3.0 83.0 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 2 3 18 11 26 15
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,919
COMMITMENTS
14,219 3,751 2,113 12,587 23,055 28,919 28,919 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,065)
1,907 50 249 -91 1,766 2,065 2,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 13.0 7.3 43.5 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 4 3 9 15 21 21
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,666
COMMITMENTS
8,160 1,100 0 27,506 34,566 35,666 35,666 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 3.1 0.0 77.1 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 1 0 13 5 21 6
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,817
COMMITMENTS
6,536 450 858 6,423 12,509 13,817 13,817 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 170)
220 -25 0 -50 195 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 3.3 6.2 46.5 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 2 7 11 17 14
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 13,550
COMMITMENTS
1,015 500 0 12,535 13,050 13,550 13,550 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 160)
0 0 0 161 160 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.7 0.0 92.5 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 11 9 14 10
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| 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: 12,338
COMMITMENTS
850 2,800 365 11,123 9,173 12,338 12,338 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -20)
-31 300 151 -140 -471 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 22.7 3.0 90.2 74.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 5 2 12 8 15 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| 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: 19,900
COMMITMENTS
2,168 5,875 930 16,775 13,095 19,873 19,900 27 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 91)
-130 250 80 141 -239 91 91 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 29.5 4.7 84.3 65.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 7 3 12 11 17 20
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 44,335
COMMITMENTS
21,345 10,200 2,237 20,753 31,898 44,335 44,335 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 23.0 5.0 46.8 71.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 4 15 10 23 16
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 14,435
COMMITMENTS
550 7,400 1,450 12,435 5,585 14,435 14,435 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 51.3 10.0 86.1 38.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 11 7 14 11
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,064
COMMITMENTS
3,220 0 2,666 19,940 23,327 25,826 25,993 238 71
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,375)
-430 -518 -946 -8,984 -8,951 -10,360 -10,415 -15 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 10.2 76.5 89.5 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 0 5 22 21 30 26
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,067
COMMITMENTS
1,912 2,698 2,721 29,302 29,615 33,935 35,034 1,132 33
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,530)
-128 730 -1,341 -234 -899 -1,703 -1,510 173 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.7 7.8 83.6 84.5 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 3 20 19 26 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,098
COMMITMENTS
119 1,925 404 5,563 3,769 6,086 6,098 12 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,282)
-2 -233 -417 -860 -622 -1,279 -1,272 -3 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 31.6 6.6 91.2 61.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 11 17 13
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,018,664
COMMITMENTS
253,674 154,420 412,019 4322860 4423463 4988553 4989902 30,111 28,762
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 106,990)
8,342 23,573 33,364 64,731 49,010 106,437 105,947 553 1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.1 8.2 86.1 88.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
34 27 44 143 114 198 164
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,083,045
COMMITMENTS
27,155 55,788 326,988 727,206 698,496 1081350 1081272 1,696 1,774
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 70,865)
9,991 12,919 25,833 34,858 31,939 70,683 70,691 183 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.2 30.2 67.1 64.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 9 18 42 41 62 62
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,134
COMMITMENTS
4,993 5,402 302 237,317 256,720 242,612 262,424 24,522 4,710
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,782)
-461 -403 0 -3,144 -3,005 -3,605 -3,408 -177 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.0 0.1 88.8 96.1 90.8 98.2 9.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 25 22 28 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,444
COMMITMENTS
183 217 775 129,271 120,520 130,229 121,512 5,215 13,932
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,301)
-1,603 -1,569 -152 -9,121 -6,908 -10,876 -8,629 1,575 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.6 95.4 89.0 96.1 89.7 3.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 20 22 22
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,097
COMMITMENTS
5,811 5,256 5,287 299,499 310,066 310,597 320,609 12,500 2,488
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -17,857)
-2,626 -2,280 -419 -14,846 -15,063 -17,891 -17,762 34 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.6 1.6 92.7 96.0 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 3 33 33 37 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 842,660
COMMITMENTS
8,407 10,537 2,060 822,498 828,366 832,965 840,963 9,695 1,697
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -24,099)
596 -371 -620 -24,518 -23,254 -24,542 -24,245 443 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.3 0.2 97.6 98.3 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 2 4 39 27 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 357,994
COMMITMENTS
2,599 5,786 1,418 346,356 338,554 350,373 345,758 7,621 12,236
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -23,247)
-833 1,109 -65 -23,152 -27,729 -24,050 -26,685 803 3,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.4 96.7 94.6 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 3 40 37 43 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 499,618
COMMITMENTS
1,022 596 58 490,073 490,258 491,153 490,912 8,465 8,706
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -20,488)
0 -651 -62 -19,540 -20,960 -19,602 -21,673 -886 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.0 98.1 98.1 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 2 1 40 35 42 37
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,939
COMMITMENTS
0 3,346 0 375,121 368,650 375,121 371,996 6,818 9,943
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,368)
0 -2,074 -61 -9,877 -9,740 -9,938 -11,875 -2,430 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.2 96.5 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 0 36 32 36 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,029
COMMITMENTS
126 4,276 286 95,947 93,534 96,359 98,096 4,670 2,933
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,671)
-29 -581 -265 -9,997 -10,311 -10,291 -11,157 -380 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.2 0.3 95.0 92.6 95.4 97.1 4.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 18 22 20 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,922
COMMITMENTS
0 362 0 20,605 20,233 20,605 20,595 1,317 1,327
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -11,115)
0 -862 -31 -10,836 -10,522 -10,867 -11,415 -248 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 94.0 92.3 94.0 93.9 6.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 13 15 13 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,283
COMMITMENTS
0 484 58 234,094 228,173 234,152 228,715 3,131 8,568
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,977)
0 -793 0 -11,865 -11,525 -11,865 -12,318 -1,112 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.7 96.2 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 25 22 26 23
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,904
COMMITMENTS
0 0 0 171,863 175,293 171,863 175,293 6,041 2,611
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -11,176)
0 0 0 -10,093 -10,483 -10,093 -10,483 -1,083 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.5 96.6 98.5 3.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 21 24 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,902
COMMITMENTS
0 2,736 0 257,336 258,911 257,336 261,647 6,566 2,255
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -14,605)
0 0 0 -14,374 -14,132 -14,374 -14,132 -231 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.5 98.1 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 22 22 22 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,650
COMMITMENTS
3,999 0 0 24,093 28,579 28,092 28,579 1,558 1,071
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,478)
-2,573 0 0 -7,099 -9,982 -9,672 -9,982 -806 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.0 81.3 96.4 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 0 11 14 15 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 561,359
COMMITMENTS
28,219 122 6,394 514,827 543,866 549,440 550,382 11,919 10,977
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -27,124)
-1,560 -1,984 -218 -25,320 -26,124 -27,098 -28,326 -26 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 1.1 91.7 96.9 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 1 5 48 36 56 41
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,096
COMMITMENTS
298 419 1,582 180,933 176,948 182,813 178,949 4,283 8,147
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,795)
-904 -2,118 -542 -2,678 -2,377 -4,124 -5,037 329 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.8 96.7 94.6 97.7 95.6 2.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 22 18 24 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,129
COMMITMENTS
526 0 544 37,137 37,646 38,207 38,190 922 939
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,590)
0 -372 0 -6,652 -5,865 -6,652 -6,237 62 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.4 94.9 96.2 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 9 16 10
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,743
COMMITMENTS
0 0 0 80,295 80,277 80,295 80,277 5,448 5,466
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,588)
-992 0 -31 -7,818 -7,250 -8,841 -7,281 1,253 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 93.6 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 14 15 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,600
COMMITMENTS
1,320 0 0 254,492 262,052 255,812 262,052 6,788 548
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -36,546)
-6,095 -6,758 -558 -30,715 -29,038 -37,368 -36,354 822 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.9 99.8 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 16 22 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,871
COMMITMENTS
7,446 6,975 558 230,151 233,509 238,155 241,042 3,716 829
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -45,054)
-17,701 -7,843 -868 -26,454 -35,754 -45,023 -44,465 -31 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.9 0.2 95.2 96.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 2 1 33 25 39 28
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,367
COMMITMENTS
0 868 0 109,160 109,639 109,160 110,507 2,207 860
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -22,878)
-620 -248 0 -21,731 -22,103 -22,351 -22,351 -527 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.0 98.4 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 19 20 19 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 22,411
COMMITMENTS
383 0 0 20,997 22,256 21,380 22,256 1,031 155
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,359)
0 0 0 -9,260 -9,483 -9,260 -9,483 -99 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 93.7 99.3 95.4 99.3 4.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 14 13 15 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,331
COMMITMENTS
370 762 1,070 245,712 239,155 247,152 240,987 4,179 10,344
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -21,142)
-1,040 0 -4 -19,507 -23,447 -20,551 -23,451 -591 2,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.4 97.8 95.2 98.3 95.9 1.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 1 36 32 37 34
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,012
COMMITMENTS
0 0 0 97,857 97,268 97,857 97,268 155 744
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -11,718)
0 0 0 -11,563 -11,160 -11,563 -11,160 -155 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.2 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 9 14 9 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,538
COMMITMENTS
0 0 0 84,071 81,303 84,071 81,303 11,467 14,235
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,529)
0 -248 -62 -5,799 -5,788 -5,861 -6,098 -668 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 85.1 88.0 85.1 12.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 15 15 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,238
COMMITMENTS
0 898 0 203,170 200,938 203,170 201,836 4,068 5,402
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -23,236)
0 -535 -116 -22,871 -21,901 -22,987 -22,552 -249 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 98.0 97.0 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 24 28 24 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,746
COMMITMENTS
0 0 0 178,887 180,599 178,887 180,599 4,859 3,147
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,490)
0 0 0 -9,135 -7,218 -9,135 -7,218 645 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 98.3 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 21 18 21 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,958
COMMITMENTS
0 0 0 74,096 79,891 74,096 79,891 7,862 2,067
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,331)
0 0 0 -3,862 -4,510 -3,862 -4,510 -469 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 97.5 90.4 97.5 9.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 14 19 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,848
COMMITMENTS
2,860 0 0 168,258 167,266 171,118 167,266 7,730 11,582
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,782)
-726 0 -80 -9,819 -12,526 -10,625 -12,606 843 2,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.1 93.5 95.7 93.5 4.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 16 18 17 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,547
COMMITMENTS
0 8,288 6,376 133,957 125,806 140,333 140,470 11,214 11,077
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,632)
0 -1,080 -372 -12,233 -10,875 -12,605 -12,327 -27 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 4.2 88.4 83.0 92.6 92.7 7.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 2 25 26 27 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,421
COMMITMENTS
367 0 0 39,986 40,131 40,353 40,131 1,068 1,290
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,685)
-950 -310 0 -7,011 -8,704 -7,961 -9,014 -724 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.5 96.9 97.4 96.9 2.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 14 13 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 222,463
COMMITMENTS
0 3,092 2,753 214,301 209,446 217,054 215,291 5,409 7,172
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,808)
0 -6 -406 -10,889 -12,115 -11,295 -12,527 487 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.2 96.3 94.1 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 5 3 35 35 38 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 126,579
COMMITMENTS
1,031 310 174 120,553 122,751 121,758 123,235 4,821 3,344
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -12,564)
-52 124 -281 -12,466 -11,872 -12,799 -12,029 235 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.1 95.2 97.0 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 25 25 27 27
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 150,864
COMMITMENTS
600 0 0 142,641 146,270 143,241 146,270 7,623 4,594
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,925)
-310 0 0 -9,847 -11,953 -10,157 -11,953 -768 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.5 97.0 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 18 19 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 24,081
COMMITMENTS
0 1,753 387 20,807 20,816 21,194 22,956 2,887 1,125
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,735)
-372 0 0 -7,099 -7,878 -7,471 -7,878 -264 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 1.6 86.4 86.4 88.0 95.3 12.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 9 14 10 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 275,368
COMMITMENTS
0 0 0 261,303 274,961 261,303 274,961 14,065 407
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,270)
0 -217 0 -9,342 -10,053 -9,342 -10,270 -928 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 99.9 94.9 99.9 5.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 27 16 27 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,703
COMMITMENTS
7,622 8,774 0 84,954 89,305 92,576 98,079 8,127 2,624
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,804)
-1,457 0 0 -3,539 -5,711 -4,996 -5,711 -808 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.7 0.0 84.4 88.7 91.9 97.4 8.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 13 13 14 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 200,060
COMMITMENTS
0 848 360 197,517 197,416 197,877 198,624 2,183 1,436
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,755)
0 0 0 -8,197 -8,609 -8,197 -8,609 -558 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 98.7 98.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 21 24 22 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 24,269
COMMITMENTS
3,094 2,114 2,944 17,703 18,935 23,740 23,992 529 277
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,541)
-423 -838 -257 -1,823 -1,371 -2,503 -2,466 -38 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.7 12.1 72.9 78.0 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 9 17 23 23 40 41
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,033
COMMITMENTS
5,810 1,095 890 34,213 39,048 40,913 41,033 120 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,203)
-1,750 367 135 547 -1,705 -1,068 -1,203 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.7 2.2 83.4 95.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 5 25 24 34 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,020
COMMITMENTS
4,619 425 534 25,867 30,061 31,020 31,020 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,621)
-1,290 250 209 -413 -2,080 -1,494 -1,621 -127 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 1.4 1.7 83.4 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 4 18 20 23 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 130,267
COMMITMENTS
3,528 7,849 10,419 116,040 111,550 129,987 129,818 280 449
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,114)
-420 -165 -405 -5,363 -5,535 -6,188 -6,105 74 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.0 8.0 89.1 85.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 9 9 31 33 43 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,937
COMMITMENTS
1,390 936 2,673 65,843 66,308 69,907 69,917 30 20
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,471)
-310 346 -143 -3,048 -3,613 -3,501 -3,411 30 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 3.8 94.1 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 4 5 20 24 28 31
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,287
COMMITMENTS
551 75 200 31,536 32,012 32,287 32,287 0 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,675)
75 0 -75 -1,675 -1,600 -1,675 -1,675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.6 97.7 99.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 10 14 14 16
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,109
COMMITMENTS
16,128 795 5,399 37,199 52,883 58,726 59,077 383 32
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,141)
-145 679 -714 -1,179 -2,133 -2,038 -2,168 -103 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 1.3 9.1 62.9 89.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 3 25 24 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 80,005
COMMITMENTS
25,609 2,314 4,256 49,804 73,370 79,669 79,940 336 65
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,043)
83 656 -1,162 -2,014 -2,449 -3,093 -2,955 50 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 2.9 5.3 62.3 91.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 6 26 28 34 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,817
COMMITMENTS
2,245 1,320 1,294 68,430 70,099 71,969 72,713 848 104
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,836)
-813 -52 0 -4,954 -5,791 -5,767 -5,843 -69 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.8 1.8 94.0 96.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 27 25 30 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,321
COMMITMENTS
2,361 1,290 1,836 87,158 89,135 91,355 92,261 966 60
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -7,696)
-973 -3 0 -6,617 -7,681 -7,590 -7,684 -106 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.4 2.0 94.4 96.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 2 30 27 34 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,807
COMMITMENTS
450 420 0 40,215 39,798 40,665 40,218 142 589
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,438)
0 0 0 1,438 1,174 1,438 1,174 0 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.0 98.5 97.5 99.7 98.6 0.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 19 21 21 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,579
COMMITMENTS
355 805 65 24,888 24,609 25,308 25,479 271 100
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 577)
0 0 0 577 577 577 577 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.1 0.3 97.3 96.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 20 20 22 25
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 86,509
COMMITMENTS
19,386 704 2,882 63,889 82,816 86,157 86,402 352 107
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,264)
-300 32 559 1,002 673 1,261 1,264 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.8 3.3 73.9 95.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 2 13 32 32 52 46
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,189
COMMITMENTS
8,921 355 600 27,363 35,892 36,884 36,847 305 342
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 85)
-200 0 0 285 85 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 1.0 1.6 73.6 96.5 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 2 19 22 25 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,531
COMMITMENTS
600 395 25 45,753 45,582 46,378 46,002 153 529
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,646)
0 0 0 1,646 1,382 1,646 1,382 0 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.1 98.3 98.0 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 23 25 24
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,264
COMMITMENTS
535 2,033 5 39,669 39,126 40,209 41,164 1,055 100
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 609)
0 0 0 609 609 609 609 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.9 0.0 96.1 94.8 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 1 21 20 25 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,580
COMMITMENTS
2,463 1,700 0 58,509 59,535 60,972 61,235 608 345
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,442)
-241 -75 0 -3,186 -3,367 -3,427 -3,442 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.8 0.0 95.0 96.7 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 23 14 25 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,626
COMMITMENTS
3,471 4,000 60 60,765 60,346 64,296 64,406 330 220
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,452)
-525 -375 0 -3,922 -4,117 -4,447 -4,492 -5 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.2 0.1 94.0 93.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 24 15 28 17
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,836
COMMITMENTS
1,527 2,161 55 75,989 75,605 77,571 77,821 265 15
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,940)
-4 523 0 -3,923 -4,468 -3,927 -3,945 -13 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.8 0.1 97.6 97.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 5 2 26 28 29 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 95,939
COMMITMENTS
2,569 7,545 392 92,649 87,932 95,610 95,869 329 70
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,383)
85 -701 -14 -5,461 -4,712 -5,390 -5,427 7 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.9 0.4 96.6 91.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 14 5 28 28 35 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 52,822
COMMITMENTS
50 3,722 325 52,427 48,775 52,802 52,822 20 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,605)
-25 -18 100 -2,680 -2,687 -2,605 -2,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.0 0.6 99.3 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 3 15 13 19 18
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 63,245
COMMITMENTS
1,446 1,490 743 61,007 60,755 63,196 62,988 49 257
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,057)
-230 -1,101 -40 -1,782 -1,021 -2,052 -2,162 -5 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.4 1.2 96.5 96.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 22 20 27 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 70,343
COMMITMENTS
1,760 2,098 4,692 63,831 63,466 70,283 70,256 60 87
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -100)
-155 -909 -50 138 859 -67 -100 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.0 6.7 90.7 90.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 4 2 23 20 32 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,667
COMMITMENTS
865 575 0 25,606 26,072 26,471 26,647 196 20
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,422)
-135 35 -50 -1,204 -1,393 -1,389 -1,408 -33 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.2 0.0 96.0 97.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 12 17 13
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 25,986
COMMITMENTS
745 50 0 24,884 25,866 25,629 25,916 357 70
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,348)
-65 -10 0 -1,421 -1,301 -1,486 -1,311 138 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 0.0 95.8 99.5 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 11 17 12
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,789
COMMITMENTS
36 2,988 1,130 32,388 29,524 33,554 33,642 235 147
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,177)
0 16 -79 -1,949 -1,860 -2,028 -1,923 -149 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.8 3.3 95.9 87.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 3 18 17 22 22
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,329
COMMITMENTS
333 2,963 377 19,683 17,969 20,393 21,309 936 20
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,632)
40 -92 -40 -1,900 -1,510 -1,900 -1,642 268 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.9 1.8 92.3 84.2 95.6 99.9 4.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 12 13 14 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,785
COMMITMENTS
2,296 3,615 1,344 51,041 49,811 54,681 54,770 104 15
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,102)
-153 85 -144 -1,839 -2,058 -2,136 -2,117 34 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.6 2.5 93.2 90.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 6 28 28 36 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,774
COMMITMENTS
626 824 893 36,962 37,057 38,481 38,774 293 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,311)
59 -158 -117 -1,448 -1,036 -1,506 -1,311 195 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 2.3 95.3 95.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 5 24 24 30 29
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,918
COMMITMENTS
1,574 300 252 17,972 19,351 19,798 19,903 120 15
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,272)
-445 0 150 -962 -1,397 -1,257 -1,247 -15 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.5 1.3 90.2 97.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 16 15 20 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,664
COMMITMENTS
100 1,285 250 10,149 9,129 10,499 10,664 165 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -965)
0 -10 -15 -925 -940 -940 -965 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 12.0 2.3 95.2 85.6 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 13 12 16 15
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,826
COMMITMENTS
100 1,675 175 10,431 8,976 10,706 10,826 120 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -965)
0 -10 -15 -950 -940 -965 -965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 15.5 1.6 96.4 82.9 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 14 12 17 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,070
COMMITMENTS
1,155 200 730 11,683 13,095 13,568 14,025 502 45
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,930)
-25 -55 -95 -2,087 -1,774 -2,207 -1,924 277 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 1.4 5.2 83.0 93.1 96.4 99.7 3.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 14 13 17 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,810
COMMITMENTS
1,355 130 565 11,415 13,070 13,335 13,765 475 45
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,884)
90 -125 -90 -2,152 -1,664 -2,152 -1,879 268 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.9 4.1 82.7 94.6 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 14 13 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,506
COMMITMENTS
500 975 2,965 33,875 33,506 37,340 37,446 166 60
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,451)
-15 -155 -10 -2,535 -2,286 -2,560 -2,451 109 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 7.9 90.3 89.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 20 12 23 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,397
COMMITMENTS
745 765 2,860 33,625 33,772 37,230 37,397 167 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,420)
115 -75 -140 -2,502 -2,205 -2,527 -2,420 107 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.0 7.6 89.9 90.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 4 20 13 24 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,104
COMMITMENTS
1,120 8,001 1,223 99,688 92,845 102,031 102,069 73 35
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6,899)
-405 -766 -143 -6,356 -5,990 -6,904 -6,899 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.8 1.2 97.6 90.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 7 5 38 32 45 40
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 109,594
COMMITMENTS
1,656 7,255 2,201 105,685 100,073 109,542 109,529 52 65
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -9,443)
-158 -772 -148 -9,172 -8,533 -9,478 -9,453 35 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.6 2.0 96.4 91.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 9 7 40 35 51 45
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 418,630
COMMITMENTS
20,024 27,466 41,517 356,733 349,416 418,275 418,399 355 231
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,641)
-3,786 -2,090 -1,490 663 -1,175 -4,613 -4,755 -28 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.6 9.9 85.2 83.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 16 20 42 40 68 70
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,617
COMMITMENTS
3,820 0 0 10,652 14,617 14,472 14,617 145 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,364)
-310 -25 0 -1,192 -1,339 -1,502 -1,364 138 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 0.0 0.0 72.9 100.0 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 18 8 21 8
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,182
COMMITMENTS
3,290 0 70 10,497 13,982 13,857 14,052 325 130
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,237)
-225 -115 -10 -1,145 -1,242 -1,380 -1,367 143 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.0 0.5 74.0 98.6 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 17 6 19 7
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 4,789
COMMITMENTS
1,805 450 0 2,983 4,339 4,788 4,789 1 0
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 9.4 0.0 62.3 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 0 13 13 16 14
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,368
COMMITMENTS
77 154 25 3,638 3,281 3,740 3,460 628 908
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -775)
-61 -271 -128 -525 -405 -714 -804 -61 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.5 0.6 83.3 75.1 85.6 79.2 14.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 23 24 24 28
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 29,687
COMMITMENTS
3,299 149 0 25,725 29,397 29,024 29,546 663 141
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,938)
-610 71 0 -4,850 -5,032 -5,460 -4,961 522 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.5 0.0 86.7 99.0 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 0 31 34 33 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,606
COMMITMENTS
60 0 35 16,295 15,487 16,390 15,522 216 1,084
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,832)
-55 0 0 -2,932 -3,198 -2,987 -3,198 155 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.2 98.1 93.3 98.7 93.5 1.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 21 20 22
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,078
COMMITMENTS
439 65 5 6,828 7,461 7,272 7,531 806 547
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,185)
105 12 -142 -2,099 -2,254 -2,136 -2,384 -49 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.8 0.1 84.5 92.4 90.0 93.2 10.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 1 24 27 27 29
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,150
COMMITMENTS
1,227 1,938 151 37,870 38,059 39,248 40,148 902 2
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,712)
-2,507 -174 -36 -1,974 -4,484 -4,517 -4,694 -195 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.8 0.4 94.3 94.8 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 1 2 24 38 32 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,755
COMMITMENTS
1,687 1,859 1,057 50,360 50,008 53,104 52,924 651 831
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,071)
-435 -188 -1,766 -3,122 -3,589 -5,323 -5,543 252 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.5 2.0 93.7 93.0 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
7 10 10 55 58 68 72
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 259,303
COMMITMENTS
2,335 199,619 351 249,899 32,950 252,585 232,920 6,718 26,383
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -14,977)
-50 -14,141 -150 -14,560 70 -14,760 -14,221 -217 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 77.0 0.1 96.4 12.7 97.4 89.8 2.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 2 11 6 13 12
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 24,940
COMMITMENTS
0 0 0 24,793 24,441 24,793 24,441 147 499
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 410)
0 0 0 410 410 410 410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.0 99.4 98.0 0.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 22 25 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,960
COMMITMENTS
50 245 0 9,800 9,485 9,850 9,730 110 230
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 0)
0 0 0 40 15 40 15 -40 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 0.0 98.4 95.2 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 11 17 12 18
Updated January 10, 2020