CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,337
COMMITMENTS
4,269 1,992 46 9,022 11,299 13,337 13,337 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -737)
0 30 -30 -700 -730 -730 -730 -7 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 14.9 0.3 67.6 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 1 12 9 18 12
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 44,524
COMMITMENTS
20,903 13,177 95 23,341 31,067 44,339 44,339 185 185
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -8,960)
-7,030 -3,519 -10 -1,836 -5,357 -8,876 -8,886 -84 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 29.6 0.2 52.4 69.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 8 1 20 13 32 21
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 136,221
COMMITMENTS
34,042 41,054 11,999 90,024 82,815 136,065 135,868 156 353
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -16,205)
3,408 317 -732 -17,208 -15,878 -14,532 -16,294 -1,673 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 30.1 8.8 66.1 60.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
28 11 18 30 22 65 44
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,408
COMMITMENTS
62,090 29,960 2,666 119,652 151,782 184,408 184,408 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 208)
258 -200 -50 0 458 208 208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 16.2 1.4 64.9 82.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 8 3 17 15 23 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 162,251
COMMITMENTS
22,694 17,749 8,319 131,238 136,183 162,251 162,251 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -1,631)
-219 -50 16 -1,428 -1,597 -1,631 -1,631 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 10.9 5.1 80.9 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 4 17 12 26 18
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,720
COMMITMENTS
12,410 2,888 1,710 20,575 30,092 34,695 34,690 25 30
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -2)
57 -246 -173 120 424 3 5 -5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 8.3 4.9 59.3 86.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 3 5 12 16 25 23
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,409
COMMITMENTS
6,350 1,000 0 28,059 33,409 34,409 34,409 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 2.9 0.0 81.5 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 1 0 13 8 20 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,474
COMMITMENTS
9,270 1,871 4,132 20,072 27,421 33,474 33,424 0 50
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -104)
-325 -450 250 -24 96 -99 -104 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.6 12.3 60.0 81.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 3 3 14 14 27 19
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,184
COMMITMENTS
1,345 2,107 361 23,752 23,503 25,459 25,971 725 213
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -868)
0 24 -50 -667 -926 -718 -953 -150 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.0 1.4 90.7 89.8 97.2 99.2 2.8 0.8
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 03/31/20 |
--------------------------------------------------------------| 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: 12,151
COMMITMENTS
1,245 3,628 50 10,856 8,473 12,151 12,151 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 29.9 0.4 89.3 69.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 6 1 10 8 12 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| 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: 20,438
COMMITMENTS
2,464 7,722 120 17,829 12,596 20,413 20,438 25 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -301)
11 222 -322 10 -201 -301 -301 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 37.8 0.6 87.2 61.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 9 1 12 10 16 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 32,362
COMMITMENTS
13,436 9,620 1,430 17,496 21,312 32,362 32,362 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -306)
-680 570 130 244 -1,006 -306 -306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 29.7 4.4 54.1 65.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 3 14 11 21 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 38,029
COMMITMENTS
2,417 1,047 4,652 30,928 32,231 37,997 37,930 32 99
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,537)
-5 -203 1,303 1,210 1,428 2,508 2,528 29 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.8 12.2 81.3 84.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 6 29 27 37 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 37,060
COMMITMENTS
656 5,482 2,960 31,822 28,608 35,438 37,050 1,622 10
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,603)
2 1,399 188 2,353 1,016 2,543 2,603 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 14.8 8.0 85.9 77.2 95.6 100.0 4.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 5 22 22 29 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 9,177
COMMITMENTS
2,809 0 1,383 4,879 7,764 9,071 9,147 106 30
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,161)
828 -93 93 240 1,161 1,161 1,161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 0.0 15.1 53.2 84.6 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 3 18 15 21 18
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,506,036
COMMITMENTS
622,322 59,366 401,314 4441983 5024572 5465619 5485252 40,417 20,784
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -95,701)
105,326 -22,724 -22,964 -183,187 -50,936 -100,825 -96,624 5,124 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.1 7.3 80.7 91.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
41 24 46 150 126 204 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,492,152
COMMITMENTS
44,189 14,137 567,351 878,464 909,199 1490003 1490687 2,149 1,465
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -215,665)
-29,528 -26,392 -115,173 -71,491 -75,060 -216,192 -216,625 527 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 38.0 58.9 60.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 6 20 48 45 71 66
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 287,367
COMMITMENTS
5,271 3,575 153 253,147 279,725 258,571 283,453 28,796 3,914
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,783)
0 0 0 2,635 4,110 2,635 4,110 -852 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.2 0.1 88.1 97.3 90.0 98.6 10.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 25 18 28 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,063
COMMITMENTS
1,609 0 447 134,764 141,423 136,820 141,870 13,243 8,193
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 5,830)
-1,124 0 43 -2,127 5,356 -3,208 5,399 9,038 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.3 89.8 94.2 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 19 24 21 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 348,568
COMMITMENTS
10,659 962 7,772 313,907 333,370 332,338 342,104 16,230 6,464
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -216)
509 227 496 -1,741 -1,226 -736 -503 520 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.3 2.2 90.1 95.6 95.3 98.1 4.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 4 31 27 37 31
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 924,051
COMMITMENTS
2,440 12,155 1,737 907,177 908,052 911,354 921,944 12,697 2,107
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 5,904)
89 -24 -131 5,883 5,338 5,841 5,183 63 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.3 0.2 98.2 98.3 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 3 37 29 41 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,072
COMMITMENTS
3,145 6,777 2,045 379,141 377,018 384,331 385,840 10,741 9,232
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,633)
-67 62 -124 2,761 5,840 2,570 5,778 1,063 -2,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.7 0.5 96.0 95.4 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 4 2 40 37 43 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 592,368
COMMITMENTS
0 815 273 583,655 580,709 583,928 581,797 8,440 10,571
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 15,755)
-1,208 399 -66 16,026 15,175 14,752 15,508 1,003 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.5 98.0 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 3 2 38 41 40 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,790
COMMITMENTS
0 2,774 0 437,612 429,956 437,612 432,730 15,178 20,060
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 9,677)
0 -574 -152 9,607 9,449 9,455 8,723 222 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.6 95.0 96.6 95.6 3.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 0 39 30 39 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,363
COMMITMENTS
620 4,869 0 105,427 102,475 106,047 107,344 3,316 2,019
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,848)
0 60 0 1,847 1,578 1,847 1,638 1 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.5 0.0 96.4 93.7 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 19 24 20 27
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,372
COMMITMENTS
0 217 0 40,394 40,112 40,394 40,329 978 1,043
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 930)
0 60 -60 810 780 750 780 180 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 97.6 97.0 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 17 21 17 22
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 318,454
COMMITMENTS
0 10,223 62 313,101 299,827 313,163 310,112 5,291 8,342
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,708)
0 455 -62 3,473 5,051 3,411 5,444 297 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 98.3 94.2 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 23 24 24 27
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 203,125
COMMITMENTS
0 0 0 198,050 196,286 198,050 196,286 5,075 6,839
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 579)
0 0 0 74 -34 74 -34 505 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 96.6 97.5 96.6 2.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 29 23 29 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 323,261
COMMITMENTS
1,712 2,736 0 314,561 319,091 316,273 321,827 6,988 1,434
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 5,964)
0 -454 0 6,426 6,268 6,426 5,814 -462 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.0 97.3 98.7 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 26 25 27 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,856
COMMITMENTS
9,176 899 0 48,910 58,379 58,086 59,278 1,770 578
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,150)
438 0 0 2,430 2,880 2,868 2,880 282 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.5 0.0 81.7 97.5 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 0 21 19 25 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 624,393
COMMITMENTS
15,118 7,264 9,073 584,613 600,239 608,804 616,576 15,589 7,817
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 11,487)
-250 -220 792 11,482 9,559 12,024 10,131 -537 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 1.5 93.6 96.1 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
4 12 8 50 47 58 64
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,046
COMMITMENTS
0 16 1,456 205,251 204,142 206,707 205,614 6,339 7,432
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 6,140)
-1,291 0 -181 6,380 6,078 4,908 5,897 1,232 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 96.3 95.8 97.0 96.5 3.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 23 19 24 20
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,059
COMMITMENTS
0 337 0 46,316 45,649 46,316 45,986 1,743 2,073
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 540)
0 120 0 540 270 540 390 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.4 95.0 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 12 14 13
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,674
COMMITMENTS
0 0 0 111,064 113,187 111,064 113,187 5,610 3,487
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 9,655)
0 0 0 9,388 9,869 9,388 9,869 267 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 97.0 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 14 15 14
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 264,116
COMMITMENTS
13,290 2,098 810 246,004 258,748 260,104 261,656 4,012 2,460
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 17,755)
5,730 1,650 -30 11,395 16,569 17,095 18,189 660 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.8 0.3 93.1 98.0 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 2 1 31 34 39 36
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 276,317
COMMITMENTS
23,576 6,624 5,050 245,856 263,586 274,482 275,260 1,835 1,057
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 22,729)
3,986 -459 2,259 16,160 22,073 22,405 23,873 324 -1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.4 1.8 89.0 95.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
8 8 5 44 47 55 57
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,901
COMMITMENTS
0 0 0 129,084 129,340 129,084 129,340 2,817 2,561
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,615)
0 0 0 3,582 3,681 3,582 3,681 33 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.1 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 22 26 22 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 47,401
COMMITMENTS
217 3,016 0 45,312 43,008 45,529 46,024 1,872 1,377
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 450)
0 -60 0 600 572 600 512 -150 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.4 0.0 95.6 90.7 96.1 97.1 3.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 19 15 20 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 294,441
COMMITMENTS
1,104 3,077 404 285,264 279,342 286,772 282,823 7,669 11,618
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 5,069)
267 976 -947 4,448 5,389 3,768 5,418 1,301 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 0.1 96.9 94.9 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 2 39 34 41 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,068
COMMITMENTS
0 217 0 132,000 132,671 132,000 132,888 1,068 180
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 758)
0 0 0 578 578 578 578 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.2 99.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 15 16 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,157
COMMITMENTS
792 0 0 103,208 101,351 104,000 101,351 11,157 13,806
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 553)
342 0 -515 576 -60 403 -575 150 1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 89.6 88.0 90.3 88.0 9.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 18 18 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,811
COMMITMENTS
288 722 1,505 247,871 245,743 249,664 247,970 3,147 4,841
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,728)
-604 722 31 3,334 2,827 2,761 3,580 -1,033 -1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.3 0.6 98.0 97.2 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 26 30 28 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,927
COMMITMENTS
0 680 0 194,695 201,953 194,695 202,633 10,232 2,294
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,235)
0 -60 0 1,233 2,003 1,233 1,943 2 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 95.0 98.5 95.0 98.9 5.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 19 18 19 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,840
COMMITMENTS
0 911 124 80,696 85,913 80,820 86,948 12,020 5,892
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 532)
0 61 0 942 272 942 333 -410 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 86.9 92.5 87.1 93.7 12.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 11 17 12
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,449
COMMITMENTS
1,260 1,020 180 50,019 52,976 51,459 54,176 2,990 273
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 7,268)
0 0 180 6,750 7,088 6,930 7,268 338 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 0.3 91.9 97.3 94.5 99.5 5.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 18 14 20 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,409
COMMITMENTS
3,921 0 20 192,335 195,653 196,276 195,673 7,133 7,736
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,600)
38 0 -130 2,743 2,478 2,651 2,348 -51 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 94.6 96.2 96.5 96.2 3.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 14 18 17 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,303
COMMITMENTS
4,826 8,662 6,853 190,313 184,731 201,992 200,246 10,311 12,057
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,859)
276 -759 -711 3,348 2,046 2,913 576 -1,054 1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.1 3.2 89.6 87.0 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 29 26 32 28
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,003
COMMITMENTS
3,796 1,057 0 29,493 32,921 33,289 33,978 2,714 2,025
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.9 0.0 81.9 91.4 92.5 94.4 7.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 10 13 11 15
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,115
COMMITMENTS
0 889 0 29,782 27,361 29,782 28,250 333 1,865
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 120)
0 120 0 301 31 301 151 -181 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.9 90.9 98.9 93.8 1.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 9 13 9 15
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 54,463
COMMITMENTS
0 0 0 51,024 53,087 51,024 53,087 3,439 1,376
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 97.5 93.7 97.5 6.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 13 15 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,744
COMMITMENTS
0 1,414 0 79,707 77,175 79,707 78,589 1,037 2,155
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,160)
0 0 0 1,980 3,143 1,980 3,143 180 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.7 95.6 98.7 97.3 1.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 15 21 15 22
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 261,776
COMMITMENTS
2,404 804 3,851 247,536 250,515 253,791 255,170 7,985 6,606
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 9,462)
33 184 240 9,648 8,555 9,921 8,979 -459 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 1.5 94.6 95.7 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 29 35 32 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 139,164
COMMITMENTS
0 1,269 3 131,345 134,617 131,348 135,889 7,816 3,275
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 917)
0 270 0 1,010 283 1,010 553 -93 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 94.4 96.7 94.4 97.6 5.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 22 24 23 26
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 30,351
COMMITMENTS
1,954 0 0 27,973 30,046 29,927 30,046 424 305
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,050)
0 0 0 961 900 961 900 89 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 92.2 99.0 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 12 12 12
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,051
COMMITMENTS
586 0 0 168,509 175,676 169,095 175,676 10,956 4,375
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,838)
186 0 0 1,224 1,838 1,410 1,838 428 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 93.6 97.6 93.9 97.6 6.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 13 21 14 21
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 53,198
COMMITMENTS
582 0 0 49,320 50,778 49,902 50,778 3,296 2,420
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,960)
303 0 0 2,670 2,812 2,973 2,812 -1,013 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 92.7 95.5 93.8 95.5 6.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 17 22 19 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 271,668
COMMITMENTS
0 1,080 0 250,441 270,250 250,441 271,330 21,227 338
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 4,782)
0 360 0 3,944 4,572 3,944 4,932 838 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 92.2 99.5 92.2 99.9 7.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 24 19 24 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,602
COMMITMENTS
4,922 0 0 87,117 95,246 92,039 95,246 8,563 5,356
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 4,750)
0 0 0 4,719 3,013 4,719 3,013 31 1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 86.6 94.7 91.5 94.7 8.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 12 14 12
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 28,183
COMMITMENTS
3,332 0 0 23,594 27,789 26,926 27,789 1,257 394
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 0.0 83.7 98.6 95.5 98.6 4.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 10 12 10
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 214,900
COMMITMENTS
0 1,208 0 207,477 208,375 207,477 209,583 7,423 5,317
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 4,913)
0 0 0 5,923 4,386 5,923 4,386 -1,010 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.5 97.0 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 19 19 20
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 29,615
COMMITMENTS
0 0 0 28,149 26,559 28,149 26,559 1,466 3,056
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 89.7 95.0 89.7 5.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 23,671
COMMITMENTS
2,484 2,453 3,327 17,534 17,598 23,345 23,378 326 293
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -747)
81 -30 -142 -469 -601 -530 -774 -217 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.4 14.1 74.1 74.3 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 10 15 21 21 38 37
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 42,873
COMMITMENTS
3,877 915 2,103 35,796 39,157 41,776 42,175 1,097 698
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 348)
-93 -218 -27 -627 -90 -747 -335 1,095 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.1 4.9 83.5 91.3 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 6 24 24 30 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 33,664
COMMITMENTS
2,925 676 1,903 28,446 31,080 33,274 33,659 390 5
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,495)
-125 75 425 1,045 990 1,345 1,490 150 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.0 5.7 84.5 92.3 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 2 6 22 20 28 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 142,721
COMMITMENTS
3,259 8,542 10,319 128,935 123,764 142,513 142,625 208 96
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,502)
5 -1,306 730 777 2,078 1,512 1,502 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.0 7.2 90.3 86.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 14 12 32 34 47 51
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,930
COMMITMENTS
1,391 2,847 3,783 68,756 67,281 73,930 73,910 0 20
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 409)
-350 30 380 379 -1 409 409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.9 5.1 93.0 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 4 24 26 31 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 36,855
COMMITMENTS
325 675 825 35,705 35,355 36,855 36,855 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 865)
-25 -50 150 740 765 865 865 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 2.2 96.9 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 4 13 17 18 22
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,659
COMMITMENTS
17,031 1,510 4,892 37,567 53,244 59,490 59,646 169 13
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 27)
100 -62 47 -120 42 27 27 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 2.5 8.2 63.0 89.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 2 23 23 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 78,614
COMMITMENTS
25,686 3,681 2,892 49,404 71,993 77,982 78,566 632 48
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -630)
-415 -80 0 -252 -555 -667 -635 37 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 4.7 3.7 62.8 91.6 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 5 3 26 25 36 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,712
COMMITMENTS
2,208 80 2,208 67,577 70,170 71,993 72,458 719 254
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 370)
-47 -300 50 427 655 430 405 -60 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 3.0 92.9 96.5 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 2 26 25 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 89,497
COMMITMENTS
2,212 325 2,750 83,712 86,220 88,674 89,295 823 202
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 703)
-33 -234 50 746 907 763 723 -60 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.4 3.1 93.5 96.3 99.1 99.8 0.9 0.2
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 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,421
COMMITMENTS
250 170 230 42,519 42,593 42,999 42,993 422 428
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -747)
0 0 0 -747 -757 -747 -757 0 10
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 19 18 21 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 25,751
COMMITMENTS
460 946 0 24,751 24,805 25,211 25,751 540 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -525)
0 -15 0 -525 -510 -525 -525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.7 0.0 96.1 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 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 89,681
COMMITMENTS
20,009 1,378 2,559 66,745 85,502 89,314 89,440 367 241
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 510)
838 109 100 -424 290 514 499 -4 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.5 2.9 74.4 95.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 6 11 38 37 56 52
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,149
COMMITMENTS
7,980 499 251 31,638 39,087 39,869 39,837 280 312
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.2 0.6 78.8 97.4 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 2 19 22 25 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,131
COMMITMENTS
350 102 273 49,328 49,446 49,951 49,821 180 310
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -625)
0 0 0 -625 -630 -625 -630 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.2 0.5 98.4 98.6 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 24 21 28 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,650
COMMITMENTS
135 1,640 120 36,112 35,513 36,367 37,273 1,283 377
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -355)
0 -120 0 -355 -235 -355 -355 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.4 0.3 95.9 94.3 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 7 1 21 23 23 31
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,197
COMMITMENTS
1,824 245 185 63,440 65,527 65,449 65,957 748 240
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 730)
0 0 0 730 730 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.3 95.8 99.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 2 23 16 27 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,090
COMMITMENTS
2,583 295 90 67,092 69,525 69,765 69,910 325 180
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 539)
34 0 0 505 539 539 539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.4 0.1 95.7 99.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 2 25 20 29 25
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 76,865
COMMITMENTS
1,093 768 972 74,563 75,125 76,628 76,865 237 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,815)
-77 67 70 2,822 2,678 2,815 2,815 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.0 1.3 97.0 97.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 5 29 27 35 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 96,619
COMMITMENTS
1,628 2,265 2,828 91,802 91,489 96,259 96,583 360 36
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 560)
-640 -147 344 837 363 540 560 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 2.9 95.0 94.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 9 7 28 30 36 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 63,668
COMMITMENTS
600 5,965 50 62,998 57,653 63,648 63,668 20 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 198)
-125 -72 50 273 220 198 198 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.4 0.1 98.9 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 1 16 15 18 21
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 53,265
COMMITMENTS
1,000 700 525 51,740 52,040 53,265 53,265 0 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 225 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 1.0 97.1 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 13 10 15 15
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 61,314
COMMITMENTS
1,386 1,391 1,074 58,810 58,652 61,270 61,117 44 197
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 347)
0 110 0 347 222 347 332 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.3 1.8 95.9 95.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 3 24 22 28 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 68,533
COMMITMENTS
1,634 3,887 2,527 64,260 61,742 68,421 68,156 112 377
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 712)
0 -35 40 672 707 712 712 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.7 3.7 93.8 90.1 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 5 3 23 20 30 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,559
COMMITMENTS
0 511 75 25,285 24,650 25,360 25,236 199 323
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -11)
0 5 0 -15 -19 -15 -14 4 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.3 98.9 96.4 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 17 12 18 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 25,320
COMMITMENTS
75 0 0 24,899 25,320 24,974 25,320 346 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 29)
0 0 0 25 29 25 29 4 0
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 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,052
COMMITMENTS
300 1,164 1,355 30,356 29,528 32,011 32,047 41 5
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -696)
110 144 -85 -726 -755 -701 -696 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 4.2 94.7 92.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 5 21 19 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 20,500
COMMITMENTS
651 2,199 325 18,400 17,686 19,376 20,210 1,124 290
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -579)
-20 0 20 -580 -599 -580 -579 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 10.7 1.6 89.8 86.3 94.5 98.6 5.5 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 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,789
COMMITMENTS
4,881 5,158 1,628 55,218 54,973 61,727 61,759 62 30
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,367)
415 30 -169 2,121 2,476 2,367 2,337 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.3 2.6 89.4 89.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 4 6 31 28 39 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,848
COMMITMENTS
1,125 1,040 1,248 36,314 36,475 38,687 38,763 161 85
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,295)
325 20 56 914 1,219 1,295 1,295 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.7 3.2 93.5 93.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 5 24 22 31 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 20,344
COMMITMENTS
625 796 276 19,213 19,272 20,114 20,344 230 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 225)
-75 120 0 220 125 145 245 80 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.9 1.4 94.4 94.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 2 19 18 22 24
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 21,948
COMMITMENTS
500 475 0 21,228 21,473 21,728 21,948 220 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 -65 25 -65 25 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.2 0.0 96.7 97.8 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 14 9 15 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,536
COMMITMENTS
125 1,500 25 9,221 8,011 9,371 9,536 165 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 80)
25 -50 0 55 130 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 15.7 0.3 96.7 84.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 12 11 16 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,635
COMMITMENTS
125 1,950 0 9,400 7,685 9,525 9,635 110 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 100)
25 50 0 75 50 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 20.2 0.0 97.6 79.8 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 13 11 16 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,827
COMMITMENTS
795 380 460 11,324 11,987 12,579 12,827 248 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 425)
0 0 0 425 425 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.0 3.6 88.3 93.5 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 13 18 15 20
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,055
COMMITMENTS
795 160 550 10,462 11,345 11,807 12,055 248 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -153)
-40 10 35 -148 -198 -153 -153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.3 4.6 86.8 94.1 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 13 16 15 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,055
COMMITMENTS
1,195 2,100 2,270 33,550 32,685 37,015 37,055 40 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 200)
0 -200 200 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.7 6.1 90.5 88.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 22 14 26 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,976
COMMITMENTS
1,195 1,535 2,550 33,190 32,891 36,935 36,976 41 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 210)
0 -200 190 20 220 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.2 6.9 89.8 89.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 22 15 27 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 108,677
COMMITMENTS
1,985 5,579 1,275 105,353 101,823 108,613 108,677 64 0
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,947)
0 170 -70 2,012 1,847 1,942 1,947 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.1 1.2 96.9 93.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 8 8 38 31 48 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,454
COMMITMENTS
2,692 6,344 2,267 118,408 114,808 123,367 123,419 87 35
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 833)
150 235 -75 731 673 806 833 27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.1 1.8 95.9 93.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 13 10 41 35 55 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 526,054
COMMITMENTS
32,838 24,102 52,760 439,200 448,446 524,798 525,308 1,256 746
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -628)
1,572 843 397 -2,643 -2,358 -674 -1,118 46 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.6 10.0 83.5 85.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
25 22 26 49 41 84 79
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,876
COMMITMENTS
5,070 600 55 13,316 18,151 18,441 18,806 435 70
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,065)
0 0 0 3,065 3,065 3,065 3,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 3.2 0.3 70.5 96.2 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 18 11 20 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,744
COMMITMENTS
4,525 600 55 10,581 15,084 15,161 15,739 583 5
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 925)
0 0 0 925 925 925 925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 3.8 0.3 67.2 95.8 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 17 10 19 12
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 1,680
COMMITMENTS
150 425 0 1,320 1,000 1,470 1,425 210 255
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 25.3 0.0 78.6 59.5 87.5 84.8 12.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 0 15 9 18 11
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,943
COMMITMENTS
6,285 1,451 0 5,658 10,482 11,943 11,933 0 10
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 620)
585 250 0 35 360 620 610 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 12.1 0.0 47.4 87.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 13 17 17 18
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,006
COMMITMENTS
54 164 103 4,071 3,879 4,228 4,146 778 860
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 260)
0 1 53 217 161 270 215 -10 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.3 2.1 81.3 77.5 84.5 82.8 15.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 3 23 26 26 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,920
COMMITMENTS
2,845 0 30 31,715 34,828 34,590 34,858 330 62
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 582)
0 0 0 582 582 582 582 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.1 90.8 99.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 1 35 37 37 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 22,375
COMMITMENTS
70 0 24 22,179 21,721 22,273 21,745 102 630
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,897)
0 0 0 2,887 2,937 2,887 2,937 10 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 99.1 97.1 99.5 97.2 0.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 22 26 23 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,717
COMMITMENTS
245 405 128 7,499 7,831 7,872 8,364 845 353
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 520)
-30 132 46 485 342 501 520 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.6 1.5 86.0 89.8 90.3 96.0 9.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 3 27 28 31 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 43,955
COMMITMENTS
2,725 625 63 40,572 43,227 43,360 43,915 595 40
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,465)
249 113 0 2,216 2,387 2,465 2,500 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.4 0.1 92.3 98.3 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 4 1 29 48 34 52
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,017
COMMITMENTS
1,786 1,627 2,023 51,896 51,841 55,705 55,491 1,312 1,526
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 779)
-34 -52 126 517 373 609 447 170 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.9 3.5 91.0 90.9 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 8 11 66 63 79 78
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 260,404
COMMITMENTS
555 204,190 665 252,109 35,262 253,329 240,117 7,075 20,287
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 78.4 0.3 96.8 13.5 97.3 92.2 2.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 12 7 14 11
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,477
COMMITMENTS
0 0 0 27,050 26,899 27,050 26,899 1,427 1,578
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,572)
0 0 0 1,450 1,450 1,450 1,450 122 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 94.5 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 28 23 28 23
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 11,239
COMMITMENTS
0 0 0 11,149 11,058 11,149 11,058 90 181
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 150)
0 0 0 90 120 90 120 60 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 98.4 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 239,295
COMMITMENTS
2,520 0 510 225,818 225,805 228,848 226,315 10,447 12,980
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -9,530)
1,555 0 -180 -6,987 -10,288 -5,612 -10,468 -3,918 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 94.4 94.4 95.6 94.6 4.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 16 21 17 22
Updated April 03, 2020