CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,645
COMMITMENTS
3,114 1,988 0 9,531 10,657 12,645 12,645 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -81)
-82 0 0 1 -81 -81 -81 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 15.7 0.0 75.4 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 12 8 17 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,939
COMMITMENTS
16,179 11,348 45 23,530 28,361 39,754 39,754 185 185
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -274)
0 -130 0 -274 -144 -274 -274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 28.4 0.1 58.9 71.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 7 1 19 13 30 20
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 145,569
COMMITMENTS
32,341 37,226 15,104 97,526 93,139 144,971 145,469 598 100
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,299)
-1,385 1,737 -1,448 3,673 1,010 840 1,299 459 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 25.6 10.4 67.0 64.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 15 18 30 24 68 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,921
COMMITMENTS
62,432 22,560 3,465 119,024 158,896 184,921 184,921 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 750)
350 0 0 400 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 12.2 1.9 64.4 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 3 16 15 22 23
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 161,495
COMMITMENTS
24,552 17,249 4,939 132,004 139,307 161,495 161,495 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -26)
373 0 -727 328 701 -26 -26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 10.7 3.1 81.7 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 6 17 12 26 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,324
COMMITMENTS
10,083 2,588 2,253 25,794 33,409 38,130 38,250 194 74
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,240)
-593 0 26 1,794 1,165 1,226 1,190 13 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 6.8 5.9 67.3 87.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 3 5 16 17 31 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,044
COMMITMENTS
6,050 1,000 0 27,994 33,044 34,044 34,044 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.9 0.0 82.2 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 0 13 8 19 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,667
COMMITMENTS
9,193 534 3,544 20,930 29,589 33,667 33,667 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,191)
163 -337 -163 1,191 1,741 1,191 1,241 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 1.6 10.5 62.2 87.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 2 2 14 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,477
COMMITMENTS
1,388 2,291 295 25,169 24,785 26,852 27,371 626 107
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -15)
-3 -7 5 -26 -11 -23 -13 8 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.3 1.1 91.6 90.2 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 3 15 12 19 16
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| 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: 12,464
COMMITMENTS
1,317 3,180 150 10,997 9,134 12,464 12,464 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 563)
-150 -410 0 713 973 563 563 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 25.5 1.2 88.2 73.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 1 12 10 14 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 21,271
COMMITMENTS
2,319 8,005 310 18,617 12,956 21,246 21,271 25 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 415)
-160 100 210 365 105 415 415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 37.6 1.5 87.5 60.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 7 3 12 11 17 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,081
COMMITMENTS
17,986 11,870 2,731 17,364 23,480 38,081 38,081 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,399)
1,550 1,300 0 -151 99 1,399 1,399 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 31.2 7.2 45.6 61.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 4 4 14 10 21 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,280
COMMITMENTS
4,254 139 4,921 29,963 34,205 39,138 39,265 142 15
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,063)
-56 12 393 1,722 1,658 2,059 2,063 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.4 12.5 76.3 87.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 5 26 27 32 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,036
COMMITMENTS
1,119 6,990 2,223 28,784 23,823 32,126 33,036 910 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 530)
0 -214 0 590 744 590 530 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 21.2 6.7 87.1 72.1 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 4 23 15 29 19
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,538
COMMITMENTS
2,501 0 897 3,016 5,621 6,414 6,518 124 20
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 85)
0 0 0 85 85 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 0.0 13.7 46.1 86.0 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 13 13 16 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,089,983
COMMITMENTS
960,957 31,063 413,143 4685508 5627124 6059608 6071330 30,375 18,653
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 119,106)
-35,916 1,581 51,595 106,441 67,985 122,120 121,161 -3,014 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.5 6.8 76.9 92.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
50 14 52 151 137 212 192
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,562,745
COMMITMENTS
61,321 29,257 526,136 972,682 1006253 1560139 1561646 2,605 1,098
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -11,303)
-7,939 -15,792 -36,857 33,277 41,315 -11,519 -11,333 216 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.9 33.7 62.2 64.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 11 22 46 45 70 67
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,460
COMMITMENTS
5,547 2,782 150 246,037 267,522 251,734 270,454 25,726 7,006
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,238)
0 0 0 2,511 2,206 2,511 2,206 -273 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 0.1 88.7 96.4 90.7 97.5 9.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 25 18 27 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,072
COMMITMENTS
279 0 0 148,563 152,937 148,842 152,937 10,230 6,135
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,656)
0 0 0 3,771 3,531 3,771 3,531 -115 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 93.4 96.1 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 20 27 21 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 370,134
COMMITMENTS
15,236 132 9,221 333,050 358,771 357,507 368,124 12,627 2,010
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 17,910)
439 -483 1,526 17,037 16,926 19,002 17,969 -1,092 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 2.5 90.0 96.9 96.6 99.5 3.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 1 5 36 34 46 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 935,131
COMMITMENTS
265 11,297 5,035 917,135 916,276 922,435 932,608 12,696 2,523
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,026)
265 -672 1,300 -1,451 268 114 896 1,912 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.5 98.1 98.0 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 4 37 29 41 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,909
COMMITMENTS
2,816 4,206 1,152 359,026 364,513 362,994 369,871 13,915 7,038
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 6,787)
26 850 194 7,142 10,778 7,362 11,822 -575 -5,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 0.3 95.3 96.7 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 3 3 38 38 41 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 562,702
COMMITMENTS
226 248 713 552,536 556,239 553,475 557,200 9,227 5,502
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,692)
226 -242 2 -2,069 -1,611 -1,841 -1,851 149 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.1 98.2 98.9 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 1 1 38 45 39 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 445,283
COMMITMENTS
2,034 3,099 216 428,649 430,851 430,899 434,166 14,384 11,117
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,487)
0 432 216 2,843 2,150 3,059 2,798 -572 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.0 96.3 96.8 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 1 35 29 37 31
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,504
COMMITMENTS
620 2,626 0 96,154 98,041 96,774 100,667 5,730 1,837
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,106)
-31 -1,070 0 2,311 4,938 2,280 3,868 826 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.6 0.0 93.8 95.6 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 16 19 17 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,113
COMMITMENTS
0 527 0 22,664 23,524 22,664 24,051 1,449 62
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 960)
0 0 0 960 960 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 94.0 97.6 94.0 99.7 6.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 11 11 11 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 316,617
COMMITMENTS
0 5,825 372 307,502 305,579 307,874 311,776 8,743 4,841
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 10,998)
0 -307 155 8,014 10,940 8,169 10,788 2,829 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.1 97.1 96.5 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 2 32 27 34 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 189,528
COMMITMENTS
0 0 0 182,160 185,070 182,160 185,070 7,368 4,458
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,008)
0 0 0 1,961 1,303 1,961 1,303 47 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 97.6 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 22 27 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 306,680
COMMITMENTS
1,530 1,368 0 300,685 304,131 302,215 305,499 4,465 1,181
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -262)
0 0 0 -232 -262 -232 -262 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 98.0 99.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 26 25 27 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,010
COMMITMENTS
3,472 0 0 38,264 43,607 41,736 43,607 2,274 403
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -3,006)
0 -240 0 -3,192 -3,006 -3,192 -3,246 186 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 86.9 99.1 94.8 99.1 5.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 16 16 19 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 598,979
COMMITMENTS
9,161 4,641 8,101 572,180 578,244 589,442 590,986 9,537 7,993
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 7,295)
-5,717 598 962 13,355 6,493 8,600 8,053 -1,305 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 1.4 95.5 96.5 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 8 6 50 46 57 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,622
COMMITMENTS
323 8 935 184,327 184,460 185,585 185,403 5,037 5,219
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 48)
-328 -8 -600 1,406 -76 478 -684 -430 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.5 96.7 96.8 97.4 97.3 2.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 20 19 22 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,315
COMMITMENTS
0 0 0 141,160 142,135 141,160 142,135 4,155 3,180
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 426)
0 0 0 327 357 327 357 99 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.8 97.1 97.8 2.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 16 19 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,515
COMMITMENTS
0 1,071 0 199,083 203,394 199,083 204,465 7,432 2,050
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -5,412)
0 0 0 -5,652 -4,800 -5,652 -4,800 240 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.4 98.5 96.4 99.0 3.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 18 22 18 23
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 225,253
COMMITMENTS
7,197 8,511 0 216,025 214,896 223,222 223,407 2,031 1,846
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -5,352)
0 0 0 -5,652 -5,536 -5,652 -5,536 300 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.8 0.0 95.9 95.4 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 5 0 32 35 39 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,039
COMMITMENTS
0 0 0 121,892 124,377 121,892 124,377 4,147 1,662
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,810)
0 0 0 3,720 3,810 3,720 3,810 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.7 96.7 98.7 3.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 21 21 21
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 37,036
COMMITMENTS
341 3,406 0 35,159 33,022 35,500 36,428 1,536 608
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.2 0.0 94.9 89.2 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 14 12 15 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 298,082
COMMITMENTS
2,819 1,449 1,856 286,043 285,820 290,718 289,125 7,364 8,957
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 11,456)
647 -233 -506 11,629 13,761 11,770 13,022 -314 -1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.6 96.0 95.9 97.5 97.0 2.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 2 40 39 43 41
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,805
COMMITMENTS
0 0 0 104,571 109,865 104,571 109,865 13,234 7,940
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 12,551)
0 0 0 11,692 14,677 11,692 14,677 859 -2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 93.3 88.8 93.3 11.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 20 16 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 232,073
COMMITMENTS
1,108 618 1,355 226,763 225,282 229,226 227,255 2,847 4,818
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 9,664)
1,108 618 1,355 8,343 8,891 10,806 10,864 -1,142 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.6 97.7 97.1 98.8 97.9 1.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 24 30 26 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,425
COMMITMENTS
0 320 0 180,821 189,316 180,821 189,636 10,604 1,789
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,125)
0 0 0 2,062 1,882 2,062 1,882 63 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.5 98.9 94.5 99.1 5.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 18 20 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,745
COMMITMENTS
466 0 150 76,028 75,887 76,644 76,037 5,101 5,708
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -6)
31 0 0 -35 -123 -4 -123 -2 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 93.0 92.8 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 13 20 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,451
COMMITMENTS
403 0 0 55,111 56,440 55,514 56,440 1,937 1,011
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,440)
0 0 0 1,440 1,320 1,440 1,320 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.9 98.2 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 9 16 9
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,144
COMMITMENTS
2,263 0 150 197,948 198,584 200,361 198,734 7,783 9,410
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 4,990)
-2 0 -2 4,724 3,087 4,720 3,085 270 1,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 95.1 95.4 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 15 21 17 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,718
COMMITMENTS
5,664 2,494 853 164,137 167,030 170,654 170,377 10,064 10,341
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 5,962)
0 -1,109 277 3,755 6,737 4,032 5,905 1,930 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.4 0.5 90.8 92.4 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 30 29 33 31
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 50,283
COMMITMENTS
0 0 0 46,769 48,966 46,769 48,966 3,514 1,317
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 366)
0 0 0 366 366 366 366 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 97.4 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 15 15 15
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,332
COMMITMENTS
0 0 0 68,716 66,142 68,716 66,142 616 3,190
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 95.4 99.1 95.4 0.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 14 11 14
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 263,298
COMMITMENTS
3,683 1,524 1,390 248,811 254,051 253,884 256,965 9,414 6,333
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 5,183)
-915 -1,139 -302 6,579 6,199 5,362 4,758 -179 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 0.5 94.5 96.5 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 1 31 34 34 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 135,990
COMMITMENTS
0 1,092 2 128,681 130,564 128,683 131,658 7,307 4,332
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,068)
0 -915 0 5,318 3,451 5,318 2,536 -2,250 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 94.6 96.0 94.6 96.8 5.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 22 23 23 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,294
COMMITMENTS
586 1,712 0 156,840 163,089 157,426 164,801 9,868 2,493
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,972)
0 1,712 0 1,972 252 1,972 1,964 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 0.0 93.8 97.5 94.1 98.5 5.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 15 24 16 25
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,475
COMMITMENTS
0 0 0 37,553 38,986 37,553 38,986 3,922 2,489
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 94.0 90.5 94.0 9.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 16 11 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 274,853
COMMITMENTS
0 0 0 257,189 273,874 257,189 273,874 17,664 979
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 23,683)
0 0 0 24,545 23,664 24,545 23,664 -862 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 99.6 93.6 99.6 6.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 16 27 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 101,636
COMMITMENTS
3,335 1,498 0 89,747 96,808 93,082 98,306 8,554 3,330
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,087)
-428 0 0 2,515 2,515 2,087 2,515 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.5 0.0 88.3 95.2 91.6 96.7 8.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 14 14 15 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 179,618
COMMITMENTS
0 0 0 172,554 173,258 172,554 173,258 7,064 6,360
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -833)
0 0 0 -2,147 -1,784 -2,147 -1,784 1,314 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 96.5 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 22 17 22
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 20,240
COMMITMENTS
1,344 2,238 2,363 16,353 15,468 20,059 20,069 180 171
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -53)
-98 422 -123 176 -311 -46 -12 -8 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.1 11.7 80.8 76.4 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 9 13 20 23 36 36
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 40,166
COMMITMENTS
4,016 525 1,894 34,241 37,732 40,151 40,151 15 15
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 539)
-49 -130 34 540 636 524 539 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.3 4.7 85.3 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 6 24 24 30 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 33,883
COMMITMENTS
3,900 740 1,786 28,197 31,357 33,883 33,883 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 545)
-500 -100 225 820 420 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.2 5.3 83.2 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 6 20 22 26 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 138,544
COMMITMENTS
4,903 6,660 11,106 122,420 120,621 138,429 138,387 115 157
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 509)
-392 -223 318 653 321 579 416 -70 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.8 8.0 88.4 87.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 10 14 35 35 54 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,137
COMMITMENTS
1,746 2,818 2,863 62,528 61,395 67,137 67,076 0 61
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -3,848)
125 -390 -511 -3,463 -1,634 -3,848 -2,534 0 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.2 4.3 93.1 91.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 4 24 26 32 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 39,906
COMMITMENTS
1,075 2,403 375 38,456 37,128 39,906 39,906 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,515)
0 150 0 -1,515 -1,415 -1,515 -1,265 0 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.0 0.9 96.4 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 16 16 21 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 58,516
COMMITMENTS
17,306 1,212 4,945 35,983 52,347 58,234 58,504 282 12
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 473)
415 0 0 58 473 473 473 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 2.1 8.5 61.5 89.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 2 3 23 24 30 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 76,687
COMMITMENTS
25,963 2,323 3,459 46,714 70,750 76,136 76,532 551 155
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 239)
745 65 0 -218 174 527 239 -288 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 3.0 4.5 60.9 92.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 4 5 25 24 37 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,985
COMMITMENTS
1,728 18 2,601 67,104 69,366 71,433 71,985 552 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,451)
0 0 60 1,391 1,391 1,451 1,451 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 3.6 93.2 96.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 25 26 29 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 89,588
COMMITMENTS
1,318 175 3,253 84,425 86,160 88,996 89,588 592 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,772)
144 75 267 1,712 1,637 2,123 1,979 -351 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 3.6 94.2 96.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 27 27 31 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,185
COMMITMENTS
200 20 230 42,611 42,578 43,041 42,828 144 357
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,141)
-25 -25 0 -1,112 -1,076 -1,137 -1,101 -4 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.5 98.7 98.6 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 17 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,743
COMMITMENTS
360 930 0 27,891 27,803 28,251 28,733 492 10
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -514)
0 -66 0 -481 -448 -481 -514 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.2 0.0 97.0 96.7 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 20 18 21 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,892
COMMITMENTS
560 0 50 17,230 17,842 17,840 17,892 52 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,055)
-25 0 0 -1,025 -1,055 -1,050 -1,055 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.3 96.3 99.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 13 17 14
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,777
COMMITMENTS
560 0 50 19,115 19,727 19,725 19,777 52 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,055)
-25 0 0 -1,025 -1,055 -1,050 -1,055 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.3 96.7 99.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 12 11 16 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 85,284
COMMITMENTS
15,892 2,081 2,237 66,594 80,774 84,723 85,092 561 192
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -4,245)
-3,768 329 -168 -302 -4,450 -4,239 -4,289 -6 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 2.4 2.6 78.1 94.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 7 9 37 36 54 49
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,836
COMMITMENTS
450 150 0 11,362 11,686 11,812 11,836 24 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 0.0 96.0 98.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 9 13 11 14
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,732
COMMITMENTS
5,670 900 260 35,466 40,160 41,396 41,320 336 412
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,394)
-1,075 301 -26 -1,343 -2,784 -2,444 -2,509 50 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.2 0.6 85.0 96.2 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 2 19 20 23 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,515
COMMITMENTS
490 125 225 46,648 46,778 47,363 47,128 152 387
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,077)
150 4 -29 -2,173 -2,038 -2,052 -2,063 -25 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.5 98.2 98.4 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 20 24 23
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 36,986
COMMITMENTS
210 910 60 35,480 35,984 35,750 36,954 1,236 32
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -279)
90 -180 -90 -349 11 -349 -259 70 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.5 0.2 95.9 97.3 96.7 99.9 3.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 2 24 23 26 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,005
COMMITMENTS
1,639 260 73 65,268 67,401 66,980 67,734 1,025 271
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,330)
-60 0 0 2,390 2,330 2,330 2,330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.4 0.1 96.0 99.1 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 22 13 26 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,314
COMMITMENTS
2,090 200 85 69,664 71,849 71,839 72,134 475 180
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,521)
25 0 25 2,476 2,496 2,526 2,521 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.3 0.1 96.3 99.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 1 25 17 29 19
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 79,340
COMMITMENTS
171 2,749 1,115 77,716 75,411 79,002 79,275 338 65
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,215)
-18 506 -13 -766 -1,632 -797 -1,139 -418 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.5 1.4 98.0 95.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 5 27 26 32 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 99,391
COMMITMENTS
1,417 3,973 3,066 94,567 92,328 99,049 99,366 342 25
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,607)
-529 246 607 -1,479 -2,329 -1,402 -1,476 -205 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.0 3.1 95.1 92.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 10 7 32 32 40 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 61,156
COMMITMENTS
50 5,237 350 60,736 55,569 61,136 61,156 20 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,568)
-175 -359 -75 -2,142 -2,134 -2,392 -2,568 -176 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.6 0.6 99.3 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 6 3 16 16 20 23
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 53,575
COMMITMENTS
1,350 725 250 51,975 52,600 53,575 53,575 0 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,815)
-100 -25 0 -1,590 -1,445 -1,690 -1,470 -125 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 0.5 97.0 98.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 14 8 16 12
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 57,084
COMMITMENTS
1,379 1,705 862 54,799 54,383 57,040 56,950 44 134
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,731)
0 50 0 -1,731 -1,781 -1,731 -1,731 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.0 1.5 96.0 95.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 2 24 22 28 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,899
COMMITMENTS
1,800 4,587 1,722 61,083 58,345 64,605 64,654 294 245
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,884)
245 20 -600 -1,649 -1,304 -2,004 -1,884 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.1 2.7 94.1 89.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 4 23 20 31 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,606
COMMITMENTS
0 760 0 23,455 22,746 23,455 23,506 151 100
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -40 -50 -40 -50 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 99.4 96.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 13 18 14
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 23,278
COMMITMENTS
0 225 0 22,799 23,046 22,799 23,271 479 7
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 257)
0 0 0 265 255 265 255 -8 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.9 99.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 13 16 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,022
COMMITMENTS
1,035 1,355 1,211 28,733 27,823 30,979 30,389 43 633
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 273)
37 -457 -5 241 278 273 -184 0 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.4 3.9 92.6 89.7 99.9 98.0 0.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 20 20 24 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 17,329
COMMITMENTS
756 2,136 129 15,230 14,604 16,115 16,869 1,214 460
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 12.3 0.7 87.9 84.3 93.0 97.3 7.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 2 11 11 13 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,866
COMMITMENTS
4,731 5,091 1,685 50,400 50,040 56,816 56,816 50 50
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 831)
-308 107 248 863 456 803 811 28 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.0 3.0 88.6 88.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 6 31 26 39 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,099
COMMITMENTS
1,075 1,741 853 33,043 32,433 34,971 35,027 128 72
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 773)
-55 320 53 769 400 767 773 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.0 2.4 94.1 92.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 5 24 20 30 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,960
COMMITMENTS
675 589 276 17,889 18,095 18,840 18,960 120 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 270)
0 0 0 270 270 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.1 1.5 94.4 95.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 2 17 19 20 25
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 20,281
COMMITMENTS
500 275 0 19,677 20,006 20,177 20,281 104 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 0.0 97.0 98.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 12 8 14 10
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,677
COMMITMENTS
75 1,425 25 8,452 7,227 8,552 8,677 125 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 50)
0 -475 0 50 525 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.4 0.3 97.4 83.3 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 12 10 16 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,850
COMMITMENTS
75 2,050 25 8,650 6,775 8,750 8,850 100 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -25)
0 -475 0 -25 450 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 23.2 0.3 97.7 76.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 13 10 17 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,102
COMMITMENTS
295 215 545 10,046 10,342 10,886 11,102 216 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 250)
125 0 0 125 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.9 4.9 90.5 93.2 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 16 16 19 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,102
COMMITMENTS
295 245 510 9,081 9,347 9,886 10,102 216 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 250)
125 0 0 125 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.4 5.0 89.9 92.5 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 15 16 18 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,534
COMMITMENTS
1,350 2,210 2,055 31,095 30,269 34,500 34,534 34 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,300 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.4 6.0 90.0 87.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 22 14 26 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,984
COMMITMENTS
1,350 1,895 2,085 31,515 31,004 34,950 34,984 34 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,300)
0 0 0 1,300 1,300 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.4 6.0 90.1 88.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 22 15 26 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,489
COMMITMENTS
836 4,642 2,703 105,879 102,124 109,418 109,469 71 20
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,847)
-52 523 202 2,697 2,182 2,847 2,907 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.2 2.5 96.7 93.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 9 8 40 30 49 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 122,989
COMMITMENTS
885 5,023 4,269 117,793 113,687 122,947 122,979 42 10
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,583)
-565 54 552 3,596 3,037 3,583 3,643 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.1 3.5 95.8 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 11 42 34 56 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 535,210
COMMITMENTS
34,628 24,593 51,657 448,664 458,777 534,948 535,027 262 183
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 5,311)
-1,321 1,661 -505 7,154 4,149 5,328 5,305 -17 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.6 9.7 83.8 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 16 23 47 42 81 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,136
COMMITMENTS
4,730 600 55 11,996 16,411 16,781 17,066 355 70
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 3.5 0.3 70.0 95.8 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 18 10 21 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,007
COMMITMENTS
4,185 600 55 9,286 13,352 13,526 14,007 481 0
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 30 0 30 0 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.3 0.4 66.3 95.3 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 17 10 19 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,608
COMMITMENTS
3,952 900 0 8,634 11,673 12,586 12,573 22 35
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,174)
-2,785 -950 -50 1,661 -174 -1,174 -1,174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 7.1 0.0 68.5 92.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 14 18 17 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,976
COMMITMENTS
125 154 93 3,173 3,021 3,391 3,268 585 708
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 156)
2 102 -24 148 126 126 204 30 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.9 2.3 79.8 76.0 85.3 82.2 14.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 24 25 27 29
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,751
COMMITMENTS
2,237 0 0 30,127 32,617 32,364 32,617 387 134
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,261)
46 0 0 1,215 1,287 1,261 1,287 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 92.0 99.6 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 31 38 33 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,539
COMMITMENTS
15 63 301 26,071 25,540 26,387 25,904 152 635
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 554)
0 -10 10 544 554 554 554 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.1 98.2 96.2 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 28 30 30 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,519
COMMITMENTS
149 95 188 7,599 8,057 7,936 8,340 583 179
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 381)
-10 95 60 532 354 582 509 -201 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.1 2.2 89.2 94.6 93.2 97.9 6.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 3 30 31 33 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,763
COMMITMENTS
902 663 145 35,038 35,500 36,085 36,308 678 455
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 624)
-70 -50 50 264 244 244 244 380 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.8 0.4 95.3 96.6 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 1 33 44 37 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 50,783
COMMITMENTS
2,297 741 2,427 45,133 46,657 49,857 49,825 926 958
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 682)
-81 -136 148 360 510 427 522 255 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.5 4.8 88.9 91.9 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
8 6 10 65 62 78 74
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 1,901
COMMITMENTS
87 0 51 1,220 1,502 1,358 1,553 543 348
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 160)
0 0 10 209 119 219 129 -59 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.7 64.2 79.0 71.4 81.7 28.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 17 18 19 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 29,688
COMMITMENTS
0 0 0 28,003 28,099 28,003 28,099 1,685 1,589
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,745)
0 0 0 3,745 3,745 3,745 3,745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 94.6 94.3 94.6 5.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 22 27 22
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,339
COMMITMENTS
0 0 0 10,054 10,295 10,054 10,295 285 44
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 145)
0 0 0 145 145 145 145 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 99.6 97.2 99.6 2.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 15 16 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 231,360
COMMITMENTS
0 1,115 405 219,170 214,693 219,575 216,213 11,785 15,147
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 286)
0 0 0 10 -94 10 -94 276 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 94.7 92.8 94.9 93.5 5.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 17 16 18
ARGUS WTI HOUSTON/WTI TRADE MO - ICE FUTURES ENERGY DIV Code-06743D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 68,600
COMMITMENTS
0 1,020 90 57,144 50,271 57,234 51,381 11,366 17,219
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 83.3 73.3 83.4 74.9 16.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 15 13 16
Updated May 15, 2020