CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,172
COMMITMENTS
5,276 1,562 426 8,470 12,184 14,172 14,172 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,428)
280 988 30 1,118 410 1,428 1,428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 11.0 3.0 59.8 86.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 2 2 10 10 19 12
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 56,756
COMMITMENTS
33,347 17,359 465 22,644 38,648 56,456 56,471 300 285
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,375)
-2,414 -56 420 544 -1,814 -1,450 -1,450 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 30.6 0.8 39.9 68.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 11 3 21 18 39 29
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 124,178
COMMITMENTS
32,991 30,605 13,860 76,703 79,112 123,555 123,578 623 600
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 17,397)
-5,032 6,239 2,306 20,033 8,734 17,306 17,279 91 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 24.6 11.2 61.8 63.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
26 15 18 29 22 63 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 182,386
COMMITMENTS
61,632 32,022 2,016 118,738 148,348 182,386 182,386 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,657)
3,911 -188 -161 -93 4,006 3,657 3,657 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 17.6 1.1 65.1 81.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 8 4 16 15 24 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 167,174
COMMITMENTS
27,266 17,452 7,219 132,689 142,503 167,174 167,174 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,093)
-2,684 100 198 1,393 -1,391 -1,093 -1,093 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.4 4.3 79.4 85.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 3 17 12 26 17
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,913
COMMITMENTS
17,133 3,083 2,630 16,150 30,175 35,913 35,889 0 24
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 314)
-614 -269 -124 1,051 702 314 308 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 8.6 7.3 45.0 84.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 3 8 12 17 29 26
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,339
COMMITMENTS
6,710 900 0 26,629 32,439 33,339 33,339 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -725)
-1,400 0 0 675 -725 -725 -725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 2.7 0.0 79.9 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 1 0 12 8 19 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,591
COMMITMENTS
15,412 1,562 1,042 12,887 26,687 29,341 29,291 250 300
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 245)
440 810 -225 -220 -590 -5 -5 250 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 5.3 3.5 43.6 90.2 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 2 3 13 11 32 15
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,554
COMMITMENTS
30,004 16,400 0 4,550 18,154 34,554 34,554 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.8 47.5 0.0 13.2 52.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 0 6 6 14 8
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,570
COMMITMENTS
1,345 2,081 402 22,933 24,088 24,680 26,570 1,890 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,514)
-553 1,466 259 5,384 4,789 5,089 6,514 1,425 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.8 1.5 86.3 90.7 92.9 100.0 7.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 15 12 19 16
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 12,248
COMMITMENTS
1,432 3,505 0 10,816 8,743 12,248 12,248 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -19)
0 -41 0 -19 22 -19 -19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 28.6 0.0 88.3 71.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 0 11 8 13 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 21,641
COMMITMENTS
2,879 7,300 491 18,246 13,850 21,616 21,641 25 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 277)
174 150 -149 252 276 277 277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 33.7 2.3 84.3 64.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 8 2 12 10 17 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 30,780
COMMITMENTS
13,866 9,850 300 16,614 20,630 30,780 30,780 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,200)
100 0 -1,300 0 100 -1,200 -1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 32.0 1.0 54.0 67.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 3 14 9 20 15
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,632
COMMITMENTS
298 0 321 12,805 12,976 13,424 13,297 208 335
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 2.4 93.9 95.2 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 12 15 13 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,733
COMMITMENTS
2,412 1,159 2,738 29,555 30,756 34,705 34,653 28 80
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,394)
-64 82 140 1,463 1,137 1,539 1,359 -145 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.3 7.9 85.1 88.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 3 6 26 28 34 35
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,043
COMMITMENTS
654 3,658 2,333 28,494 27,042 31,481 33,033 1,562 10
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 843)
-147 422 341 674 81 868 844 -25 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.1 7.1 86.2 81.8 95.3 100.0 4.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 4 21 22 27 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,010
COMMITMENTS
1,263 123 1,260 4,477 5,597 7,000 6,980 10 30
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 1.8 18.0 63.9 79.8 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 16 14 19 17
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,428,191
COMMITMENTS
414,746 68,052 468,418 4508578 4869967 5391742 5406437 36,449 21,754
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 124,409)
57,080 -26,488 28,259 50,009 126,621 135,348 128,392 -10,939 -3,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.3 8.6 83.1 89.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
43 19 48 154 127 213 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,613,186
COMMITMENTS
62,766 23,956 636,051 912,289 951,577 1611106 1611585 2,080 1,601
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 165,424)
6,847 -4,006 81,402 77,006 88,117 165,254 165,513 170 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.5 39.4 56.6 59.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 11 23 49 48 79 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,789
COMMITMENTS
6,007 3,575 153 246,443 272,033 252,603 275,761 29,186 6,028
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,322)
243 0 0 2,263 2,350 2,506 2,350 -184 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.3 0.1 87.5 96.5 89.6 97.9 10.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 24 16 27 18
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 142,099
COMMITMENTS
2,520 0 274 134,584 133,750 137,378 134,024 4,721 8,075
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 4,449)
-1,063 0 -123 4,039 11,576 2,853 11,453 1,596 -7,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 94.7 94.1 96.7 94.3 3.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 17 22 19 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 357,538
COMMITMENTS
11,879 132 5,858 323,213 347,285 340,950 353,275 16,588 4,263
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,960)
-167 0 -208 2,865 3,491 2,490 3,283 -530 -1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 1.6 90.4 97.1 95.4 98.8 4.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 3 33 28 39 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 904,691
COMMITMENTS
4,763 11,885 1,642 885,972 888,831 892,377 902,358 12,314 2,333
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 19,986)
1,559 249 57 19,300 19,109 20,916 19,415 -930 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.2 97.9 98.2 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 5 36 29 42 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,563
COMMITMENTS
2,588 3,893 1,989 368,623 363,902 373,200 369,784 12,363 15,779
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 5,763)
617 -999 100 4,801 7,511 5,518 6,612 245 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.0 0.5 95.6 94.4 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 3 37 35 40 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 573,065
COMMITMENTS
1,208 451 523 563,772 562,061 565,503 563,035 7,562 10,030
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 20,863)
-332 67 182 21,430 19,194 21,280 19,443 -417 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.1 98.4 98.1 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 2 1 37 41 39 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 438,491
COMMITMENTS
0 3,806 370 424,005 418,386 424,375 422,562 14,116 15,929
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,734)
0 -1,050 187 6,226 3,744 6,413 2,881 321 3,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 96.7 95.4 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 2 36 30 38 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,245
COMMITMENTS
620 4,749 0 103,341 100,716 103,961 105,465 3,284 1,780
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,000)
0 -636 0 1,308 1,605 1,308 969 -308 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.4 0.0 96.4 93.9 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 19 23 20 26
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,318
COMMITMENTS
0 157 60 26,458 26,177 26,518 26,394 800 924
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,260)
0 -60 60 1,020 1,080 1,080 1,080 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 96.9 95.8 97.1 96.6 2.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 14 14 15 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 304,751
COMMITMENTS
0 9,352 91 298,913 283,826 299,004 293,269 5,747 11,482
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 13,615)
0 -29 -32 12,530 12,400 12,498 12,339 1,117 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 98.1 93.1 98.1 96.2 1.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 22 21 23 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 200,644
COMMITMENTS
0 0 0 196,058 194,573 196,058 194,573 4,586 6,071
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 5,236)
0 0 0 5,083 5,072 5,083 5,072 153 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.0 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 29 21 29 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 314,150
COMMITMENTS
1,712 3,280 0 305,690 308,451 307,402 311,731 6,748 2,419
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 8,494)
214 -30 0 7,709 8,466 7,923 8,436 571 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 0.0 97.3 98.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 24 22 25 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,646
COMMITMENTS
6,393 899 0 45,786 52,375 52,179 53,274 1,467 372
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,718)
0 0 0 2,146 1,718 2,146 1,718 -428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.7 0.0 85.3 97.6 97.3 99.3 2.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 0 16 18 20 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 601,665
COMMITMENTS
14,788 6,185 7,806 565,664 580,983 588,258 594,974 13,407 6,691
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,916)
265 -3,275 959 5,301 9,154 6,525 6,838 391 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.0 1.3 94.0 96.6 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
3 7 6 50 48 56 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,685
COMMITMENTS
1,153 0 1,776 195,420 193,608 198,349 195,384 4,336 7,301
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,358)
72 0 1,384 4,708 5,242 6,164 6,626 194 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.9 96.4 95.5 97.9 96.4 2.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 22 18 24 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,275
COMMITMENTS
0 217 0 44,746 44,195 44,746 44,412 1,529 1,863
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.7 95.5 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 234,893
COMMITMENTS
0 1,138 150 226,820 231,527 226,970 232,815 7,923 2,078
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -2,903)
0 -360 150 -3,023 -1,589 -2,873 -1,799 -30 -1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.1 96.6 98.6 96.6 99.1 3.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 21 17 22 18
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,750
COMMITMENTS
13,981 9,693 150 224,326 232,013 238,457 241,856 4,293 894
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,254)
0 -360 150 6,104 6,619 6,254 6,409 0 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.0 0.1 92.4 95.6 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
3 8 1 32 37 36 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,658
COMMITMENTS
0 0 0 119,985 121,133 119,985 121,133 2,673 1,525
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,014)
0 0 0 6,014 7,120 6,014 7,120 0 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 98.8 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 18 23 18 23
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 37,459
COMMITMENTS
217 3,076 0 36,870 33,246 37,087 36,322 372 1,137
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,100)
0 0 0 2,100 2,162 2,100 2,162 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.2 0.0 98.4 88.8 99.0 97.0 1.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 18 13 19 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,585
COMMITMENTS
537 2,040 825 270,660 266,928 272,022 269,793 10,563 12,792
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 533)
0 -1,382 0 28 2,092 28 710 505 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.3 95.8 94.5 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 38 34 40 38
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,754
COMMITMENTS
0 217 0 127,952 128,047 127,952 128,264 802 490
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,494)
0 0 0 3,374 3,066 3,374 3,066 120 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.4 99.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 13 12 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,166
COMMITMENTS
0 0 0 96,944 92,985 96,944 92,985 9,222 13,181
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,559)
0 0 0 7,094 7,723 7,094 7,723 -535 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.3 87.6 91.3 87.6 8.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 17 16 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 232,553
COMMITMENTS
862 0 1,504 226,898 226,087 229,264 227,591 3,289 4,962
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,591)
-6 0 6 2,884 1,258 2,884 1,264 -293 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.6 97.6 97.2 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 1 23 28 24 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,139
COMMITMENTS
0 352 0 191,149 197,781 191,149 198,133 9,990 3,006
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 421)
0 96 0 2,590 -70 2,590 26 -2,169 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.0 98.3 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 17 19 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,309
COMMITMENTS
0 850 124 78,417 84,580 78,541 85,554 12,768 5,755
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 605)
0 391 -151 -281 -1,620 -432 -1,380 1,037 1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.1 85.9 92.6 86.0 93.7 14.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 11 16 12
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,229
COMMITMENTS
1,020 0 0 38,731 42,136 39,751 42,136 2,478 93
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 990)
90 0 0 930 990 1,020 990 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 91.7 99.8 94.1 99.8 5.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 14 18 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,668
COMMITMENTS
3,610 0 60 190,349 189,882 194,019 189,942 7,649 11,726
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,471)
707 0 29 685 1,546 1,421 1,575 50 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 94.4 94.2 96.2 94.2 3.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 12 17 14 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,692
COMMITMENTS
3,788 8,845 7,869 180,792 175,959 192,449 192,673 12,243 12,019
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 4,513)
1,588 -83 169 5,123 5,258 6,880 5,344 -2,367 -831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.3 3.8 88.3 86.0 94.0 94.1 6.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 27 22 31 25
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,578
COMMITMENTS
0 1,414 0 75,465 73,762 75,465 75,176 2,113 2,402
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 4,030)
0 0 0 3,970 3,910 3,970 3,910 60 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 97.3 95.1 97.3 96.9 2.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 12 17 12 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 250,191
COMMITMENTS
2,371 620 3,611 234,565 238,335 240,547 242,566 9,644 7,625
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 7,627)
10 0 -30 6,719 7,586 6,699 7,556 928 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 1.4 93.8 95.3 96.1 97.0 3.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 28 32 30 34
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 136,620
COMMITMENTS
0 999 3 129,604 129,691 129,607 130,693 7,013 5,927
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 487)
0 0 0 456 336 456 336 31 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 94.9 94.9 94.9 95.7 5.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 21 21 22
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 170,197
COMMITMENTS
0 0 0 160,549 165,912 160,549 165,912 9,648 4,285
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 6,167)
0 0 0 6,809 9,377 6,809 9,377 -642 -3,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 97.5 94.3 97.5 5.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 13 20 13 20
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,641
COMMITMENTS
279 0 0 39,407 41,758 39,686 41,758 4,955 2,883
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,444)
0 0 0 1,464 2,414 1,464 2,414 980 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 88.3 93.5 88.9 93.5 11.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 14 16 15 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 263,417
COMMITMENTS
0 0 0 242,453 263,079 242,453 263,079 20,964 338
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 5,262)
0 0 0 5,904 5,262 5,904 5,262 -642 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 99.9 92.0 99.9 8.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 17 23 17
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,034
COMMITMENTS
4,922 0 0 82,549 92,415 87,471 92,415 8,563 3,619
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 511)
0 0 0 511 -93 511 -93 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 86.0 96.2 91.1 96.2 8.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 12 14 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 206,942
COMMITMENTS
0 1,208 0 198,569 200,516 198,569 201,724 8,373 5,218
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 618)
0 0 0 1,902 1,104 1,902 1,104 -1,284 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.0 96.9 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 18 17 19
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 23,208
COMMITMENTS
2,369 2,283 3,224 17,074 17,432 22,667 22,940 541 268
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 845)
-105 138 133 812 553 840 824 5 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.8 13.9 73.6 75.1 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 11 15 19 20 36 37
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,550
COMMITMENTS
4,195 1,858 2,117 36,236 38,560 42,548 42,535 2 15
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,390)
-50 -125 275 1,165 1,240 1,390 1,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.4 5.0 85.2 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 8 5 24 23 30 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 31,306
COMMITMENTS
3,050 651 1,428 26,588 29,227 31,066 31,306 240 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,550)
-75 -200 250 1,375 1,500 1,550 1,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.1 4.6 84.9 93.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 6 21 20 27 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 140,969
COMMITMENTS
3,415 10,362 9,615 127,681 120,936 140,711 140,913 258 56
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,365)
-232 -410 0 3,557 3,795 3,325 3,385 40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.4 6.8 90.6 85.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 13 11 32 35 46 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,420
COMMITMENTS
2,313 3,206 2,600 67,508 66,595 72,420 72,400 0 20
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 539)
-300 -50 48 790 541 539 539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.4 3.6 93.2 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 4 23 24 30 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,940
COMMITMENTS
575 650 525 33,840 33,765 34,940 34,940 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,080)
0 0 0 1,080 1,080 1,080 1,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.9 1.5 96.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 2 12 15 16 19
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,111
COMMITMENTS
16,927 1,342 4,855 37,160 52,901 58,942 59,098 169 13
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -45)
-4 -5 0 -41 -40 -45 -45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 2.3 8.2 62.9 89.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 2 24 23 31 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 81,050
COMMITMENTS
26,068 3,844 2,902 51,491 74,211 80,461 80,957 589 93
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 682)
47 -65 -7 294 718 334 646 348 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 4.7 3.6 63.5 91.6 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 5 3 25 24 35 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,326
COMMITMENTS
2,195 370 2,158 66,254 68,494 70,607 71,022 719 304
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 248)
0 0 0 244 249 244 249 4 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.5 3.0 92.9 96.0 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 26 24 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,949
COMMITMENTS
2,245 539 2,700 82,191 84,473 87,136 87,712 813 237
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 802)
0 55 0 797 747 797 802 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.6 3.1 93.5 96.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 28 29 31 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,973
COMMITMENTS
250 170 230 43,071 43,155 43,551 43,555 422 418
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 420)
0 0 0 420 405 420 405 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.5 97.9 98.1 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 18 17 20 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 26,131
COMMITMENTS
460 961 0 25,131 25,170 25,591 26,131 540 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 534)
0 20 0 519 514 519 534 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.7 0.0 96.2 96.3 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 19 18 21 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 89,162
COMMITMENTS
21,948 1,128 2,681 64,068 85,167 88,698 88,976 464 186
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -283)
-260 -94 -76 -2 -130 -337 -299 54 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 1.3 3.0 71.9 95.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 3 13 35 34 55 49
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,634
COMMITMENTS
10,135 499 251 28,968 38,572 39,354 39,322 280 312
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 422)
1,400 0 0 -978 422 422 422 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 1.3 0.6 73.1 97.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 2 18 21 25 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,891
COMMITMENTS
350 102 273 49,123 49,196 49,746 49,571 145 320
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 609)
0 0 0 604 609 604 609 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 98.5 98.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 24 19 28 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,576
COMMITMENTS
130 2,140 120 36,033 35,199 36,283 37,459 1,293 117
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -159)
50 10 0 -209 -169 -159 -159 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.7 0.3 95.9 93.7 96.6 99.7 3.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 8 1 21 23 23 32
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,530
COMMITMENTS
2,223 250 0 60,559 63,040 62,782 63,290 748 240
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 595)
0 0 0 565 700 565 700 30 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 0.0 95.3 99.2 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 0 23 16 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,691
COMMITMENTS
2,536 230 60 64,740 67,221 67,336 67,511 355 180
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 922)
0 0 0 912 922 912 922 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.3 0.1 95.6 99.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 24 17 26 20
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 74,058
COMMITMENTS
1,225 671 862 71,734 72,505 73,821 74,038 237 20
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,057)
0 -521 194 863 1,384 1,057 1,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 1.2 96.9 97.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 5 28 26 34 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 95,449
COMMITMENTS
2,585 3,281 2,077 90,452 90,060 95,114 95,418 335 31
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 376)
38 415 -128 461 104 371 390 5 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.4 2.2 94.8 94.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 9 7 27 30 35 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,843
COMMITMENTS
625 5,934 0 60,198 54,909 60,823 60,843 20 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 4,851)
0 228 0 4,851 4,623 4,851 4,851 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.8 0.0 98.9 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 0 15 13 17 18
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 52,900
COMMITMENTS
700 775 450 51,750 51,675 52,900 52,900 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,750)
0 0 0 3,750 3,750 3,750 3,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.5 0.9 97.8 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 2 12 10 14 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 62,001
COMMITMENTS
1,436 1,915 560 59,961 59,344 61,957 61,819 44 182
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 339)
0 -5 0 339 344 339 339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.1 0.9 96.7 95.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 2 23 22 27 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 68,629
COMMITMENTS
1,547 4,475 2,409 64,561 61,368 68,517 68,252 112 377
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 278)
0 5 0 359 209 359 214 -81 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.5 3.5 94.1 89.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 3 23 19 29 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,410
COMMITMENTS
0 506 75 25,130 24,549 25,205 25,130 205 280
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 740)
0 -75 75 645 650 720 650 20 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.3 98.9 96.6 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 12 19 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 24,871
COMMITMENTS
75 0 0 24,454 24,871 24,529 24,871 342 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 550)
75 0 0 435 610 510 610 40 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 98.3 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 13 18 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,851
COMMITMENTS
295 1,039 1,350 31,170 30,457 32,815 32,846 36 5
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 820)
-50 -160 194 676 786 820 820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.2 4.1 94.9 92.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 5 21 20 28 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 21,029
COMMITMENTS
671 2,199 305 18,930 18,235 19,906 20,739 1,123 290
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,157)
0 -150 150 1,007 977 1,157 977 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.5 1.5 90.0 86.7 94.7 98.6 5.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 2 13 12 16 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,820
COMMITMENTS
4,646 4,921 1,769 53,344 53,130 59,759 59,820 61 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 743)
-680 465 467 1,021 -165 808 767 -66 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.2 3.0 89.2 88.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 2 6 30 28 38 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,670
COMMITMENTS
790 1,020 1,202 34,522 34,363 36,514 36,585 156 85
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 551)
-20 300 0 571 251 551 551 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.8 3.3 94.1 93.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 23 22 30 28
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,942
COMMITMENTS
700 626 251 18,841 19,050 19,792 19,927 150 15
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.1 1.3 94.5 95.5 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 2 19 17 22 22
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 21,823
COMMITMENTS
500 475 0 21,193 21,348 21,693 21,823 130 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.2 0.0 97.1 97.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 13 9 14 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,406
COMMITMENTS
75 1,550 25 9,141 7,831 9,241 9,406 165 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 40)
0 0 0 0 40 0 40 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 16.5 0.3 97.2 83.3 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 11 13 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,484
COMMITMENTS
75 1,900 0 9,299 7,584 9,374 9,484 110 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 20.0 0.0 98.0 80.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 11 13 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,217
COMMITMENTS
865 150 515 10,589 11,552 11,969 12,217 248 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -153)
0 0 0 -153 -153 -153 -153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.2 4.2 86.7 94.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 14 15 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,133
COMMITMENTS
1,135 150 415 10,335 11,568 11,885 12,133 248 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -127)
0 0 0 -127 -127 -127 -127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.2 3.4 85.2 95.3 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 13 15 15 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,075
COMMITMENTS
1,270 935 2,070 31,695 32,030 35,035 35,035 40 40
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 255)
0 50 -50 410 275 360 275 -105 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.7 5.9 90.4 91.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 22 15 26 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,006
COMMITMENTS
1,560 700 2,070 31,230 32,216 34,860 34,986 146 20
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 205)
-50 0 0 255 205 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.0 5.9 89.2 92.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 3 21 15 26 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 103,703
COMMITMENTS
1,980 6,924 763 100,871 95,956 103,614 103,643 89 60
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,910)
80 -295 225 1,602 1,980 1,907 1,910 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.7 0.7 97.3 92.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 7 37 31 46 39
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 120,865
COMMITMENTS
2,480 7,515 1,651 116,696 111,694 120,827 120,860 38 5
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,839)
-78 123 293 3,612 3,423 3,827 3,839 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.2 1.4 96.6 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 12 10 41 35 54 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 513,952
COMMITMENTS
31,451 25,149 49,395 432,088 439,368 512,934 513,912 1,018 40
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,976)
-778 508 -244 4,317 3,696 3,295 3,959 681 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.9 9.6 84.1 85.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 20 27 47 39 80 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,834
COMMITMENTS
5,100 600 55 10,244 15,109 15,399 15,764 435 70
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -10)
-75 0 55 -15 -65 -35 -10 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 3.8 0.3 64.7 95.4 97.3 99.6 2.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 8 19 10
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,824
COMMITMENTS
4,525 600 55 9,641 14,169 14,221 14,824 603 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -20)
-75 0 55 -25 -75 -45 -20 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 4.0 0.4 65.0 95.6 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 8 18 10
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,873
COMMITMENTS
5,450 951 0 5,423 9,922 10,873 10,873 0 0
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,370)
1,150 500 0 1,220 1,872 2,370 2,372 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 8.7 0.0 49.9 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 12 17 16 18
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,551
COMMITMENTS
104 163 60 3,696 3,579 3,860 3,802 691 749
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 420)
104 0 60 460 414 624 474 -204 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.6 1.3 81.2 78.6 84.8 83.5 15.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 26 26 29 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,345
COMMITMENTS
2,845 0 30 31,140 34,253 34,015 34,283 330 62
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,125)
0 -126 0 1,171 1,252 1,171 1,126 -46 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.1 90.7 99.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 34 35 36 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,244
COMMITMENTS
70 0 24 16,053 15,385 16,147 15,409 97 835
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 98.8 94.7 99.4 94.9 0.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 18 20 19 21
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,414
COMMITMENTS
258 108 81 6,261 6,944 6,600 7,133 814 281
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 168)
-17 0 -14 243 185 212 171 -44 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.5 1.1 84.4 93.7 89.0 96.2 11.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 25 28 29 30
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 39,789
COMMITMENTS
2,476 637 0 36,718 38,852 39,194 39,489 595 300
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,052)
32 62 0 2,020 1,990 2,052 2,052 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.6 0.0 92.3 97.6 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 0 23 38 26 42
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 55,155
COMMITMENTS
1,573 2,000 1,680 50,958 50,552 54,211 54,232 944 923
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,022)
67 143 -16 970 949 1,021 1,076 1 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.6 3.0 92.4 91.7 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
6 11 10 65 62 76 78
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 29,627
COMMITMENTS
0 0 0 28,122 28,891 28,122 28,891 1,505 736
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 -1,370 -433 -1,370 -433 1,445 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 97.5 94.9 97.5 5.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 24 26 24
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,109
COMMITMENTS
0 0 0 11,881 11,549 11,881 11,549 228 560
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 62)
0 0 0 -158 -330 -158 -330 220 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 95.4 98.1 95.4 1.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 14 17 14
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 233,688
COMMITMENTS
0 510 1,170 216,123 218,753 217,293 220,433 16,395 13,255
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 8,039)
0 -1,730 180 6,874 7,521 7,054 5,971 985 2,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.5 92.5 93.6 93.0 94.3 7.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 15 19 16 20
Updated March 20, 2020