CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,269
COMMITMENTS
4,896 574 396 7,977 12,294 13,269 13,264 0 5
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 4.3 3.0 60.1 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 2 1 13 9 23 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 61,021
COMMITMENTS
35,986 18,510 250 24,570 42,051 60,806 60,811 215 210
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,586)
-854 -221 75 -832 -1,465 -1,611 -1,611 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 30.3 0.4 40.3 68.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 8 3 19 20 37 30
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 84,700
COMMITMENTS
32,820 14,880 11,876 39,807 57,835 84,504 84,592 196 109
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 9,969)
3,519 1,026 1,713 4,727 7,255 9,959 9,995 10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 17.6 14.0 47.0 68.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
31 6 15 25 19 60 36
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 173,387
COMMITMENTS
53,971 30,307 2,430 116,986 140,650 173,387 173,387 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,021)
1,145 145 -45 -79 921 1,021 1,021 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 17.5 1.4 67.5 81.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 9 4 16 15 24 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 148,268
COMMITMENTS
26,456 16,598 7,245 114,567 124,425 148,268 148,268 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 6,535)
3,551 1,450 -398 3,382 5,482 6,535 6,535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.2 4.9 77.3 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 3 3 17 12 25 17
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,668
COMMITMENTS
16,852 3,594 2,219 13,598 26,855 32,668 32,668 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 185)
-292 0 -11 489 197 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 11.0 6.8 41.6 82.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 3 10 16 23 21
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,064
COMMITMENTS
8,160 900 0 25,904 33,164 34,064 34,064 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 2.6 0.0 76.0 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 1 0 11 6 19 7
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,524
COMMITMENTS
12,018 450 1,258 9,248 20,816 22,524 22,524 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 2,450)
1,950 175 300 200 1,975 2,450 2,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 2.0 5.6 41.1 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 2 3 11 12 25 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,339
COMMITMENTS
1,486 568 77 14,706 15,684 16,269 16,329 70 10
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 41)
724 1 -1 -682 41 41 41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.5 0.5 90.0 96.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 1 11 10 17 12
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,079
COMMITMENTS
1,450 3,316 130 10,499 8,633 12,079 12,079 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 61)
200 160 -60 -79 -39 61 61 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 27.5 1.1 86.9 71.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 1 11 8 14 12
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,675
COMMITMENTS
2,339 6,370 706 17,605 13,599 20,650 20,675 25 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -76)
-255 95 30 149 -201 -76 -76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 30.8 3.4 85.2 65.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 7 4 12 10 18 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,377
COMMITMENTS
20,820 11,420 2,100 23,457 32,857 46,377 46,377 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -50)
50 50 -100 0 0 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 24.6 4.5 50.6 70.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 4 15 10 22 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,578
COMMITMENTS
2,150 316 2,602 27,631 29,619 32,383 32,537 195 41
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 3,590)
-17 0 56 3,551 3,534 3,590 3,590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.0 8.0 84.8 90.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 1 5 21 24 30 29
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,272
COMMITMENTS
711 2,312 2,604 29,389 29,345 32,704 34,261 1,568 11
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -631)
-79 277 186 -888 -1,088 -781 -625 150 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.7 7.6 85.8 85.6 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 3 22 20 27 25
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,826
COMMITMENTS
28 613 875 4,912 4,173 5,815 5,661 11 165
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 637)
10 225 180 482 255 672 660 -35 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.5 15.0 84.3 71.6 99.8 97.2 0.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 16 12 19 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,054,841
COMMITMENTS
275,706 160,006 344,067 4403555 4527222 5023328 5031295 31,513 23,546
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 52,697)
28,863 36,358 -49,666 73,063 70,262 52,260 56,954 437 -4,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.2 6.8 87.1 89.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
32 34 45 151 126 204 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,395,284
COMMITMENTS
45,176 29,406 504,895 841,711 858,553 1391782 1392854 3,502 2,430
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 142,540)
9,049 -3,046 79,305 54,747 66,243 143,101 142,502 -561 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.1 36.2 60.3 61.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 16 20 47 44 70 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,209
COMMITMENTS
6,436 3,978 124 239,849 266,874 246,409 270,976 29,800 5,233
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -7,168)
1,256 -377 124 -9,551 -3,781 -8,171 -4,034 1,003 -3,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 0.0 86.8 96.6 89.2 98.1 10.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 25 19 28 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,667
COMMITMENTS
3,752 248 804 132,817 126,181 137,373 127,233 3,294 13,434
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -6,667)
-238 -648 -71 -5,892 -4,840 -6,201 -5,559 -466 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 0.6 94.4 89.7 97.7 90.4 2.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 20 25 22 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,003
COMMITMENTS
12,506 0 6,298 308,124 326,992 326,928 333,290 12,075 5,713
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,410)
-834 0 609 -3,953 -5,356 -4,178 -4,747 1,768 2,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 1.9 90.9 96.5 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 0 3 34 31 40 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 840,676
COMMITMENTS
4,583 10,618 2,170 824,852 826,471 831,605 839,259 9,071 1,417
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 3,274)
128 61 -1,191 5,532 5,100 4,469 3,970 -1,195 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.3 98.1 98.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 4 38 28 43 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 375,553
COMMITMENTS
2,733 5,975 1,292 364,059 361,209 368,084 368,476 7,469 7,077
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,678)
-657 -436 -263 -4,068 -2,095 -4,988 -2,794 310 -1,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.3 96.9 96.2 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 4 3 37 40 40 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 531,706
COMMITMENTS
1,355 248 648 522,487 522,372 524,490 523,268 7,216 8,438
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -17,469)
-336 -782 1 -16,383 -9,057 -16,718 -9,838 -751 -7,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 98.3 98.2 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 1 1 42 40 44 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 417,856
COMMITMENTS
0 8,298 181 410,350 399,455 410,531 407,934 7,325 9,922
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -7,702)
0 -2,867 -90 -5,006 -4,367 -5,096 -7,324 -2,606 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 98.2 95.6 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 3 1 36 30 37 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,686
COMMITMENTS
0 4,827 490 101,713 98,309 102,203 103,626 3,483 2,060
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -8,009)
-152 240 -543 -6,925 -7,671 -7,620 -7,974 -389 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.5 96.2 93.0 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 18 22 20 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,430
COMMITMENTS
0 0 0 22,573 22,006 22,573 22,006 857 1,424
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -10,168)
0 -362 0 -3,906 -9,212 -3,906 -9,574 -6,262 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 93.9 96.3 93.9 3.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 13 15 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 292,921
COMMITMENTS
601 7,226 835 288,091 276,732 289,527 284,793 3,394 8,128
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,126)
601 -2,594 835 79 3,288 1,515 1,529 -2,641 -2,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.5 0.3 98.4 94.5 98.8 97.2 1.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 2 27 26 29 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 201,165
COMMITMENTS
0 0 0 195,096 196,690 195,096 196,690 6,069 4,475
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -8,803)
0 0 0 -8,801 -5,175 -8,801 -5,175 -2 -3,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 97.8 97.0 97.8 3.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 24 28 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 317,202
COMMITMENTS
0 3,250 0 313,625 311,397 313,625 314,647 3,577 2,555
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,205)
0 60 0 1,928 -3,630 1,928 -3,570 -5,133 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.9 98.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 23 24 23 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,940
COMMITMENTS
2,750 0 0 37,919 41,352 40,669 41,352 1,271 588
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -7,593)
-3,743 0 0 -3,603 -7,577 -7,346 -7,577 -247 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 90.4 98.6 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 15 16 17 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 593,064
COMMITMENTS
26,276 5,125 7,827 547,458 572,992 581,561 585,944 11,503 7,120
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -12,706)
-2,069 582 553 -9,556 -8,927 -11,072 -7,792 -1,634 -4,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.9 1.3 92.3 96.6 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 4 8 52 45 61 55
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,560
COMMITMENTS
0 203 1,105 184,613 179,303 185,718 180,611 2,842 7,949
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -764)
-879 1 -455 910 710 -424 256 -340 -1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 97.9 95.1 98.5 95.8 1.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 25 20 26 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,140
COMMITMENTS
0 0 0 85,256 86,983 85,256 86,983 5,884 4,157
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,056)
0 -214 0 -1,220 -1,607 -1,220 -1,821 -836 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 95.4 93.5 95.4 6.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,375
COMMITMENTS
961 2,087 0 271,773 276,339 272,734 278,426 6,641 949
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -25,847)
-2,374 -1,364 -682 -12,886 -21,845 -15,942 -23,891 -9,905 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.0 97.3 98.9 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 22 15 23 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,762
COMMITMENTS
4,296 5,393 0 254,265 253,810 258,561 259,203 1,201 559
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -32,276)
-5,877 -5,682 -695 -22,344 -23,238 -28,916 -29,615 -3,360 -2,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.1 0.0 97.9 97.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 3 0 37 31 42 34
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,070
COMMITMENTS
493 348 0 113,068 112,264 113,561 112,612 2,509 3,458
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -16,611)
232 -984 0 -15,884 -15,974 -15,652 -16,958 -959 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 97.4 96.7 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 17 21 19 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 32,228
COMMITMENTS
0 1,674 0 31,849 30,293 31,849 31,967 379 261
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -455)
-383 1,674 0 1,190 1,281 807 2,955 -1,262 -3,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 98.8 94.0 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 16 17 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,394
COMMITMENTS
308 5,721 1,571 263,288 254,019 265,167 261,311 4,227 8,083
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 815)
137 2,183 -448 475 351 164 2,086 651 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.1 0.6 97.7 94.3 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 3 38 36 41 40
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,166
COMMITMENTS
0 0 0 86,674 84,279 86,674 84,279 9,492 11,887
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -5,661)
0 0 0 -4,318 -2,453 -4,318 -2,453 -1,343 -3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.1 87.6 90.1 87.6 9.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 18 15 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,878
COMMITMENTS
0 360 1,510 214,645 214,607 216,155 216,477 3,723 3,401
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -11,513)
-724 -50 906 -10,495 -11,240 -10,313 -10,384 -1,200 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.7 97.6 97.6 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 1 25 34 26 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,385
COMMITMENTS
0 0 0 193,521 196,636 193,521 196,636 4,864 1,749
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 390)
0 -754 0 2,185 2,430 2,185 1,676 -1,795 -1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.1 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 21 18 21 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,842
COMMITMENTS
523 0 310 79,598 85,767 80,431 86,077 7,411 1,765
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 229)
-416 0 155 1,281 -326 1,020 -171 -791 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 90.6 97.6 91.6 98.0 8.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 14 23 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,426
COMMITMENTS
620 0 0 24,680 27,136 25,300 27,136 2,126 290
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -7,037)
0 0 0 -6,169 -4,960 -6,169 -4,960 -868 -2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 90.0 98.9 92.2 98.9 7.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 13 17 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,465
COMMITMENTS
2,886 0 515 176,729 177,260 180,130 177,775 7,335 9,690
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,859)
-429 0 -153 -691 324 -1,273 171 -586 -2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.3 94.3 94.6 96.1 94.8 3.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 18 18 20 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,150
COMMITMENTS
56 7,869 6,741 164,313 157,005 171,110 171,615 14,040 13,535
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,448)
56 -955 42 -3,641 -1,186 -3,543 -2,099 95 -1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 3.6 88.7 84.8 92.4 92.7 7.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 3 26 28 29 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,687
COMMITMENTS
0 815 0 63,538 62,278 63,538 63,093 2,149 2,594
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 2,944)
-367 -62 0 7,209 2,046 6,842 1,984 -3,898 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 96.7 94.8 96.7 96.1 3.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 16 15 16 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,978
COMMITMENTS
1,103 2,188 4,025 225,591 223,793 230,719 230,006 6,259 6,972
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -14,374)
999 -361 -594 -12,373 -12,984 -11,968 -13,939 -2,406 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 1.7 95.2 94.4 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 2 33 34 35 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 128,673
COMMITMENTS
343 744 818 123,919 125,547 125,080 127,109 3,593 1,564
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -8,402)
49 -377 -166 -8,062 -3,273 -8,179 -3,816 -223 -4,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.6 0.6 96.3 97.6 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 25 26 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,677
COMMITMENTS
310 0 0 152,572 155,467 152,882 155,467 7,795 5,210
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -7,024)
-290 0 0 -6,649 -7,644 -6,939 -7,644 -85 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 95.0 96.8 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 22 21 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,836
COMMITMENTS
232 0 0 32,788 32,469 33,020 32,469 2,816 3,367
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -5,491)
-186 -1,498 0 -3,683 -5,567 -3,869 -7,065 -1,622 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 91.5 90.6 92.1 90.6 7.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 13 14 14 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 265,310
COMMITMENTS
0 0 0 250,267 264,972 250,267 264,972 15,043 338
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -11,401)
0 -232 0 -10,529 -10,493 -10,529 -10,725 -872 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 99.9 94.3 99.9 5.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 28 16 28 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 107,120
COMMITMENTS
6,317 8,774 0 90,695 93,773 97,012 102,547 10,108 4,573
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,375)
-1,305 0 0 -2,981 -2,365 -4,286 -2,365 -89 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.2 0.0 84.7 87.5 90.6 95.7 9.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 12 15 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 197,028
COMMITMENTS
0 836 372 193,331 194,777 193,703 195,985 3,325 1,043
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -10,837)
0 0 0 -9,540 -10,257 -9,540 -10,257 -1,297 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.2 98.1 98.9 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
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 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 24,449
COMMITMENTS
3,171 2,016 3,365 17,431 18,828 23,967 24,210 482 240
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -967)
-152 -705 201 106 -226 155 -730 -1,122 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.2 13.8 71.3 77.0 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 8 14 25 22 42 38
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,344
COMMITMENTS
3,775 4,010 1,175 37,264 37,159 42,214 42,344 130 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 606)
25 -14 100 471 520 596 606 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 9.5 2.8 88.0 87.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 9 4 23 22 28 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,975
COMMITMENTS
3,475 1,181 878 27,382 29,916 31,735 31,975 240 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 45)
0 75 -125 170 95 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.7 2.7 85.6 93.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 4 20 17 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 139,450
COMMITMENTS
3,804 8,690 10,490 124,715 120,132 139,009 139,312 441 138
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,124)
1,217 449 -1,248 -3,933 -1,278 -3,964 -2,077 -160 -2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.2 7.5 89.4 86.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 11 30 33 44 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,406
COMMITMENTS
2,350 2,357 2,532 66,524 66,498 71,406 71,386 0 20
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,295)
100 250 -381 -3,014 -3,163 -3,295 -3,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.3 3.5 93.2 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 4 24 24 30 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,254
COMMITMENTS
376 475 474 31,404 31,305 32,254 32,254 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,750)
-175 -25 -25 -1,550 -1,700 -1,750 -1,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.5 1.5 97.4 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 12 16 16 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 62,043
COMMITMENTS
16,780 1,422 4,908 40,318 55,678 62,006 62,008 37 35
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,582)
111 1,025 -1,231 -1,447 -1,980 -2,567 -2,186 -15 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 2.3 7.9 65.0 89.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 4 24 25 31 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 82,370
COMMITMENTS
26,103 3,303 3,750 52,374 75,301 82,227 82,354 143 16
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,722)
1,102 1,130 -1,309 -2,181 -2,294 -2,388 -2,473 -334 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 4.0 4.6 63.6 91.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 6 5 26 27 38 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,291
COMMITMENTS
2,315 1,281 1,189 66,053 67,481 69,557 69,951 734 340
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,766)
-420 -99 0 -3,364 -4,364 -3,784 -4,463 -982 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.8 1.7 94.0 96.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 28 25 31 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 89,058
COMMITMENTS
2,258 1,461 1,836 84,162 85,503 88,256 88,800 802 258
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -5,378)
-522 -74 0 -3,508 -4,885 -4,030 -4,959 -1,348 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 2.1 94.5 96.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 31 27 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,644
COMMITMENTS
325 95 230 42,675 42,898 43,230 43,223 414 421
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -750)
-75 -25 0 -651 -710 -726 -735 -24 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 97.8 98.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 15 19 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,780
COMMITMENTS
360 825 35 26,842 26,903 27,237 27,763 543 17
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 434)
0 -30 0 449 451 449 421 -15 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.0 0.1 96.6 96.8 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 19 17 21 19
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 90,360
COMMITMENTS
24,322 1,874 3,798 61,825 84,564 89,944 90,236 416 124
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -224)
1,626 218 206 -1,991 -655 -160 -231 -64 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 2.1 4.2 68.4 93.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 6 13 32 32 53 49
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,773
COMMITMENTS
11,966 300 275 26,242 37,871 38,483 38,446 290 327
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,569)
-130 0 -25 -1,404 -1,529 -1,559 -1,554 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 0.8 0.7 67.7 97.7 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 1 1 17 21 25 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,363
COMMITMENTS
375 123 277 47,586 47,648 48,238 48,048 125 315
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,334)
-125 -21 -4 -1,205 -1,284 -1,334 -1,309 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.6 98.4 98.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 22 21 26 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,709
COMMITMENTS
100 1,950 0 38,269 37,616 38,369 39,566 1,340 143
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -928)
0 -123 0 -869 -821 -869 -944 -59 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.9 0.0 96.4 94.7 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 7 0 20 20 21 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,793
COMMITMENTS
2,282 750 0 61,883 63,698 64,165 64,448 628 345
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,244)
-221 -650 0 -2,851 -3,594 -3,072 -4,244 -1,172 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.2 0.0 95.5 98.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 24 15 26 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,203
COMMITMENTS
3,006 650 60 65,757 68,313 68,823 69,023 380 180
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,914)
-370 -550 0 -2,361 -3,234 -2,731 -3,784 -1,183 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.9 0.1 95.0 98.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 1 25 17 29 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 77,030
COMMITMENTS
1,517 980 528 74,731 75,471 76,776 76,979 254 51
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -5,003)
70 -389 192 -5,238 -4,832 -4,976 -5,029 -27 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 0.7 97.0 98.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 5 27 30 33 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 97,679
COMMITMENTS
2,579 2,794 1,645 93,127 93,207 97,351 97,646 328 33
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -5,311)
448 -1,261 251 -5,974 -4,230 -5,276 -5,240 -35 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.9 1.7 95.3 95.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 12 8 30 32 41 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,318
COMMITMENTS
400 5,382 275 53,623 48,661 54,298 54,318 20 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,314)
0 -150 0 -2,314 -2,164 -2,314 -2,314 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.9 0.5 98.7 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 4 16 13 20 20
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 45,465
COMMITMENTS
499 650 725 44,241 44,090 45,465 45,465 0 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,940)
74 -76 -74 -2,940 -2,790 -2,940 -2,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.4 1.6 97.3 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 11 9 14 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,041
COMMITMENTS
1,331 1,785 527 60,141 59,522 61,999 61,834 42 207
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -912)
-223 55 -65 -569 -815 -857 -825 -55 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.9 0.8 96.9 95.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 22 21 26 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 70,207
COMMITMENTS
1,849 2,279 4,375 63,928 63,311 70,152 69,965 55 242
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,258)
-123 21 -292 -1,838 -1,997 -2,253 -2,268 -5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.2 6.2 91.1 90.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 4 3 24 17 33 23
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,522
COMMITMENTS
785 590 0 24,562 24,732 25,347 25,322 175 200
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,330)
-80 -210 -5 -1,097 -1,035 -1,182 -1,250 -148 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.3 0.0 96.2 96.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 13 17 15
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 25,111
COMMITMENTS
685 25 0 24,103 25,021 24,788 25,046 323 65
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,120)
-60 -25 0 -919 -835 -979 -860 -141 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.1 0.0 96.0 99.6 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 12 17 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,704
COMMITMENTS
137 1,679 1,322 31,233 29,692 32,692 32,693 12 11
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,005)
137 -390 -137 -1,384 -1,153 -1,384 -1,680 -621 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.1 4.0 95.5 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 5 21 19 27 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 20,613
COMMITMENTS
534 3,094 191 18,995 17,303 19,720 20,588 893 25
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,484)
161 49 -161 -1,145 -582 -1,145 -694 -339 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 15.0 0.9 92.2 83.9 95.7 99.9 4.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 14 15 15 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,487
COMMITMENTS
3,155 4,718 1,157 52,117 50,607 56,429 56,482 58 5
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,947)
536 625 -432 -1,539 -1,836 -1,435 -1,643 -512 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.4 2.0 92.3 89.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 4 5 27 28 36 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 37,233
COMMITMENTS
710 1,112 910 35,549 35,211 37,169 37,233 64 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,715)
219 318 -185 -1,590 -1,630 -1,556 -1,497 -159 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.0 2.4 95.5 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 5 27 25 33 30
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,275
COMMITMENTS
725 884 226 18,214 18,150 19,165 19,260 110 15
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -331)
0 25 0 -331 -356 -331 -331 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.6 1.2 94.5 94.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 17 19 21
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 19,116
COMMITMENTS
525 500 0 18,503 18,616 19,028 19,116 88 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.6 0.0 96.8 97.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 12 9 13 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,461
COMMITMENTS
50 1,635 200 10,046 8,626 10,296 10,461 165 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -921)
-50 -200 0 -826 -541 -876 -741 -45 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 15.6 1.9 96.0 82.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 1 13 12 16 16
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,644
COMMITMENTS
50 2,050 125 10,344 8,469 10,519 10,644 125 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,000)
-50 -275 0 -860 50 -910 -225 -90 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 19.3 1.2 97.2 79.6 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 1 14 12 17 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,615
COMMITMENTS
960 400 610 11,781 12,605 13,351 13,615 264 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -936)
-115 80 -120 -594 -796 -829 -836 -107 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.9 4.5 86.5 92.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 16 14 19 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,188
COMMITMENTS
970 140 635 10,608 12,410 12,213 13,185 975 3
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -926)
-185 10 -50 -1,030 -785 -1,265 -825 339 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.1 4.8 80.4 94.1 92.6 100.0 7.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 14 14 17 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,788
COMMITMENTS
945 995 2,570 32,120 32,153 35,635 35,718 153 70
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,223)
375 -285 -375 -1,910 -1,371 -1,910 -2,031 -313 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 7.2 89.8 89.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 20 12 24 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,739
COMMITMENTS
1,065 700 2,590 31,930 32,429 35,585 35,719 154 20
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,223)
495 -125 -495 -1,825 -1,401 -1,825 -2,021 -398 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.0 7.2 89.3 90.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 5 20 13 25 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 102,067
COMMITMENTS
1,790 7,479 1,128 99,083 93,385 102,001 101,992 66 75
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -6,780)
255 -830 -185 -5,058 -4,718 -4,988 -5,733 -1,792 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.3 1.1 97.1 91.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 9 7 39 31 49 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 118,050
COMMITMENTS
2,389 6,848 2,049 113,551 109,123 117,989 118,020 61 30
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -6,129)
260 -602 -345 -4,663 -4,421 -4,748 -5,368 -1,381 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.8 1.7 96.2 92.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 9 9 40 37 52 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 493,697
COMMITMENTS
28,174 24,948 48,009 417,201 420,146 493,384 493,104 313 593
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 566)
3,329 -660 -1,436 -224 3,988 1,669 1,892 -1,103 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.1 9.7 84.5 85.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 26 25 43 41 74 81
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,102
COMMITMENTS
5,445 600 75 10,447 15,427 15,967 16,102 135 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 440)
-125 600 0 680 520 555 1,120 -115 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 3.7 0.5 64.9 95.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 19 9 22 11
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,071
COMMITMENTS
4,550 600 15 10,034 14,456 14,599 15,071 472 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 359)
-65 600 0 342 435 277 1,035 82 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 4.0 0.1 66.6 95.9 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 18 8 20 10
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 6,395
COMMITMENTS
3,750 550 0 2,625 5,845 6,375 6,395 20 0
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 675)
600 0 0 75 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 8.6 0.0 41.0 91.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 12 14 16 15
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,278
COMMITMENTS
131 138 89 3,443 3,307 3,663 3,534 615 744
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 192)
7 30 12 10 226 29 268 163 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.2 2.1 80.5 77.3 85.6 82.6 14.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 24 27 26 32
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,774
COMMITMENTS
3,152 126 30 27,207 30,511 30,389 30,667 385 106
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,054)
0 -27 0 1,030 1,034 1,030 1,007 24 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.4 0.1 88.4 99.1 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 1 1 35 38 37 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,084
COMMITMENTS
40 0 79 18,873 17,982 18,992 18,061 92 1,023
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -35)
0 0 24 -86 -59 -62 -35 27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.4 98.9 94.2 99.5 94.6 0.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 24 21 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,597
COMMITMENTS
359 35 63 6,244 7,279 6,666 7,377 931 220
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 177)
27 0 38 -27 132 38 170 139 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.5 0.8 82.2 95.8 87.7 97.1 12.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 3 22 25 27 28
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,696
COMMITMENTS
778 1,436 70 37,243 36,865 38,091 38,371 605 325
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 403)
150 0 25 228 378 403 403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.7 0.2 96.2 95.3 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 2 2 25 36 31 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 55,687
COMMITMENTS
1,721 1,937 1,516 51,795 51,741 55,032 55,194 655 493
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 2,402)
193 -61 430 1,789 2,048 2,412 2,417 -10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.5 2.7 93.0 92.9 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
6 10 10 66 65 77 80
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 25,598
COMMITMENTS
0 90 0 25,538 25,098 25,538 25,188 60 410
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,690)
0 90 0 1,840 1,750 1,840 1,840 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.8 98.0 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 27 21 27 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,740
COMMITMENTS
45 195 30 9,565 9,315 9,640 9,540 100 200
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 160)
0 0 0 160 160 160 160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.0 0.3 98.2 95.6 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 12 15 13 17
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,172
COMMITMENTS
0 15 90 10,082 9,832 10,172 9,937 0 235
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 420)
0 15 0 615 345 615 360 -195 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.9 99.1 96.7 100.0 97.7 0.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 14 16 15 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 227,049
COMMITMENTS
0 0 0 212,819 212,783 212,819 212,783 14,230 14,266
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -760)
0 0 0 -495 -700 -495 -700 -265 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 93.7 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 15 12 15
Updated February 14, 2020