CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,960
COMMITMENTS
16,179 11,348 45 23,551 28,382 39,775 39,775 185 185
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 21)
0 -1 0 21 22 21 21 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 147,628
COMMITMENTS
32,233 37,923 15,559 99,707 94,046 147,500 147,528 128 100
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,059)
-108 697 455 2,181 907 2,529 2,059 -470 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 25.7 10.5 67.5 63.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 15 17 30 24 67 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,321
COMMITMENTS
62,482 22,560 3,115 118,724 158,646 184,321 184,321 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -600)
50 0 -350 -300 -250 -600 -600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 12.2 1.7 64.4 86.1 100.0 100.0 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 162,024
COMMITMENTS
24,064 17,499 5,132 132,828 139,394 162,024 162,024 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 530)
-488 250 193 825 87 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 10.8 3.2 82.0 86.0 100.0 100.0 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,622
COMMITMENTS
9,852 2,588 2,252 26,324 33,708 38,428 38,548 194 74
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 298)
-231 0 -1 530 299 298 298 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.7 5.8 68.2 87.3 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,994
COMMITMENTS
6,000 1,000 0 27,994 32,994 33,994 33,994 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -50)
-50 0 0 0 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 2.9 0.0 82.3 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,946
COMMITMENTS
8,443 534 3,544 20,959 28,868 32,946 32,946 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -721)
-750 0 0 29 -721 -721 -721 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 1.6 10.8 63.6 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 2 2 15 12 27 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,546
COMMITMENTS
1,387 2,286 301 25,298 24,823 26,985 27,410 561 136
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 69)
-1 -5 6 129 39 133 39 -65 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.3 1.1 91.8 90.1 98.0 99.5 2.0 0.5
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 05/19/20 |
--------------------------------------------------------------| 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: 12,662
COMMITMENTS
1,317 3,338 150 11,187 9,174 12,654 12,662 8 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 198)
0 158 0 190 40 190 198 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 26.4 1.2 88.4 72.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 1 12 9 14 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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: 21,651
COMMITMENTS
2,294 8,455 260 19,072 12,936 21,626 21,651 25 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 380)
-25 450 -50 455 -20 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 39.1 1.2 88.1 59.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 7 2 12 11 16 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,781
COMMITMENTS
18,686 12,570 2,731 17,364 23,480 38,781 38,781 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 700)
700 700 0 0 0 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 32.4 7.0 44.8 60.5 100.0 100.0 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 41,452
COMMITMENTS
4,215 139 5,446 31,649 35,852 41,310 41,437 142 15
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,172)
-39 0 525 1,686 1,647 2,172 2,172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.3 13.1 76.4 86.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 27 29 33 35
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,761
COMMITMENTS
1,119 7,591 2,039 28,693 23,131 31,851 32,761 910 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -275)
0 601 -184 -91 -692 -275 -275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 23.2 6.2 87.6 70.6 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 23 15 28 19
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,756
COMMITMENTS
2,736 0 897 2,999 5,839 6,632 6,736 124 20
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 218)
235 0 0 -17 218 218 218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 0.0 13.3 44.4 86.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 13 14 16 17
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,089,028
COMMITMENTS
946,183 29,922 392,957 4720239 5647059 6059379 6069938 29,649 19,090
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -955)
-14,774 -1,141 -20,186 34,731 19,935 -229 -1,392 -726 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.5 6.5 77.5 92.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
54 13 55 155 137 220 194
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,597,381
COMMITMENTS
53,181 21,349 552,168 989,434 1022778 1594783 1596294 2,598 1,087
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 34,637)
-8,139 -7,908 26,032 16,752 16,525 34,644 34,648 -7 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 34.6 61.9 64.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 14 21 48 45 71 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,305
COMMITMENTS
5,458 2,782 90 251,991 275,749 257,539 278,621 25,766 4,684
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,845)
-89 0 -60 5,954 8,227 5,805 8,167 40 -2,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.0 0.0 88.9 97.3 90.9 98.3 9.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 26 20 28 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,380
COMMITMENTS
399 157 270 152,999 157,649 153,668 158,076 10,712 6,304
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,308)
120 157 270 4,436 4,712 4,826 5,139 482 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.2 93.1 95.9 93.5 96.2 6.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 20 27 22 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,973
COMMITMENTS
15,427 497 8,772 342,159 366,790 366,358 376,059 10,615 914
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 6,839)
191 365 -449 9,109 8,019 8,851 7,935 -2,012 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 2.3 90.8 97.3 97.2 99.8 2.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 2 4 41 36 51 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 931,204
COMMITMENTS
1,614 11,337 4,861 912,931 912,033 919,406 928,231 11,798 2,973
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -3,927)
1,349 40 -174 -4,204 -4,243 -3,029 -4,377 -898 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 0.5 98.0 97.9 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 4 37 27 42 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,824
COMMITMENTS
3,037 1,897 963 361,390 371,888 365,390 374,748 13,434 4,076
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,915)
221 -2,309 -189 2,364 7,375 2,396 4,877 -481 -2,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.3 95.4 98.2 96.5 98.9 3.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 4 41 40 45 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 571,707
COMMITMENTS
350 248 651 560,352 564,418 561,353 565,317 10,354 6,390
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 9,005)
124 0 -62 7,816 8,179 7,878 8,117 1,127 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 98.0 98.7 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 1 1 37 44 38 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 451,050
COMMITMENTS
2,034 2,667 0 435,442 438,752 437,476 441,419 13,574 9,631
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,767)
0 -432 -216 6,793 7,901 6,577 7,253 -810 -1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 96.5 97.3 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 0 37 31 38 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,102
COMMITMENTS
620 3,171 0 101,742 100,890 102,362 104,061 3,740 2,041
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,598)
0 545 0 5,588 2,849 5,588 3,394 -1,990 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.0 0.0 95.9 95.1 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 18 19 19 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,583
COMMITMENTS
0 527 0 24,104 24,874 24,104 25,401 1,479 182
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,470)
0 0 0 1,440 1,350 1,440 1,350 30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 94.2 97.2 94.2 99.3 5.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 12 12 12 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 333,643
COMMITMENTS
0 6,040 310 323,946 322,729 324,256 329,079 9,387 4,564
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 17,026)
0 215 -62 16,444 17,150 16,382 17,303 644 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.1 97.1 96.7 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 2 32 29 34 33
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,643
COMMITMENTS
0 0 0 181,429 184,124 181,429 184,124 7,214 4,519
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -885)
0 0 0 -731 -946 -731 -946 -154 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 97.6 96.2 97.6 3.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 27 23 27 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 305,430
COMMITMENTS
1,530 1,368 0 299,588 302,604 301,118 303,972 4,312 1,458
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,250)
0 0 0 -1,097 -1,527 -1,097 -1,527 -153 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 98.1 99.1 98.6 99.5 1.4 0.5
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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,469
COMMITMENTS
3,472 240 0 40,603 45,491 44,075 45,731 2,394 738
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,459)
0 240 0 2,339 1,884 2,339 2,124 120 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.5 0.0 87.4 97.9 94.8 98.4 5.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 17 16 20 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 604,502
COMMITMENTS
9,097 5,263 9,139 577,541 582,556 595,777 596,958 8,725 7,544
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,523)
-64 622 1,038 5,361 4,312 6,335 5,972 -812 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 1.5 95.5 96.4 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
4 10 8 51 46 60 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,679
COMMITMENTS
0 240 0 196,493 196,272 196,493 196,512 5,186 5,167
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 11,057)
-323 232 -935 12,166 11,812 10,908 11,109 149 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.4 97.3 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 20 19 20 20
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 148,251
COMMITMENTS
0 0 0 145,352 144,377 145,352 144,377 2,899 3,874
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,936)
0 0 0 4,192 2,242 4,192 2,242 -1,256 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.4 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 17 21 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,075
COMMITMENTS
13,839 240 861 198,093 216,714 212,793 217,815 7,282 2,260
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 13,560)
13,839 -831 861 -990 13,320 13,710 13,350 -150 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.1 0.4 90.0 98.5 96.7 99.0 3.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 19 25 23 27
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 238,213
COMMITMENTS
21,126 7,680 861 214,469 227,826 236,456 236,367 1,757 1,846
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 12,960)
13,929 -831 861 -1,556 12,930 13,234 12,960 -274 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.2 0.4 90.0 95.6 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 4 1 34 38 44 43
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,199
COMMITMENTS
0 0 0 124,052 126,357 124,052 126,357 4,147 1,842
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,160)
0 0 0 2,160 1,980 2,160 1,980 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.6 96.8 98.6 3.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 21 22 21 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 37,928
COMMITMENTS
341 3,406 0 35,961 33,914 36,302 37,320 1,626 608
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 892)
0 0 0 802 892 802 892 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.0 0.0 94.8 89.4 95.7 98.4 4.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 15 13 16 16
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 298,792
COMMITMENTS
1,832 384 1,954 285,354 286,358 289,140 288,696 9,652 10,096
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 710)
-987 -1,065 98 -689 538 -1,578 -429 2,288 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.7 95.5 95.8 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 2 40 38 43 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,148
COMMITMENTS
0 0 0 112,904 112,683 112,904 112,683 244 465
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,204
COMMITMENTS
886 0 0 105,694 111,173 106,580 111,173 12,624 8,031
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,399)
886 0 0 1,123 1,308 2,009 1,308 -610 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 88.7 93.3 89.4 93.3 10.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 21 18 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 235,663
COMMITMENTS
1,108 1,100 1,191 229,972 226,814 232,271 229,105 3,392 6,558
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,590)
0 482 -164 3,209 1,532 3,045 1,850 545 1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.5 97.6 96.2 98.6 97.2 1.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 3 25 30 28 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,151
COMMITMENTS
0 0 0 180,275 190,982 180,275 190,982 12,876 2,169
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,726)
0 -320 0 -546 1,666 -546 1,346 2,272 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 98.9 93.3 98.9 6.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,916
COMMITMENTS
466 0 150 77,896 77,189 78,512 77,339 4,404 5,577
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,171)
0 0 0 1,868 1,302 1,868 1,302 -697 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 93.9 93.1 94.7 93.3 5.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 14 21 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,131
COMMITMENTS
403 0 0 59,761 61,090 60,164 61,090 1,967 1,041
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,680)
0 0 0 4,650 4,650 4,650 4,650 30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.2 98.3 96.8 98.3 3.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 16 9 17 9
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,884
COMMITMENTS
2,469 0 241 198,455 201,188 201,165 201,429 8,719 8,455
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,740)
206 0 91 507 2,604 804 2,695 936 -955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 94.6 95.9 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 16 21 19 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,387
COMMITMENTS
5,817 2,776 1,192 167,310 171,905 174,319 175,873 10,068 8,514
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,669)
153 282 339 3,173 4,875 3,665 5,496 4 -1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.5 0.6 90.7 93.2 94.5 95.4 5.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 30 30 34 33
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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 48,935 46,769 48,935 3,514 1,348
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -31 0 -31 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 97.3 93.0 97.3 7.0 2.7
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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,952
COMMITMENTS
0 0 0 69,246 67,066 69,246 67,066 706 2,886
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 620)
0 0 0 530 924 530 924 90 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 95.9 99.0 95.9 1.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 15 11 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 264,404
COMMITMENTS
3,683 1,733 1,390 249,840 255,311 254,913 258,434 9,491 5,970
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,106)
0 209 0 1,029 1,260 1,029 1,469 77 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 0.5 94.5 96.6 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 31 34 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 136,833
COMMITMENTS
0 1,092 2 129,582 132,317 129,584 133,411 7,249 3,422
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 843)
0 0 0 901 1,753 901 1,753 -58 -910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 94.7 96.7 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 26 25 27 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 169,406
COMMITMENTS
586 1,712 0 158,832 165,201 159,418 166,913 9,988 2,493
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,112)
0 0 0 1,992 2,112 1,992 2,112 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 16 25 17 26
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 46,233
COMMITMENTS
0 0 0 42,131 43,234 42,131 43,234 4,102 2,999
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,758)
0 0 0 4,578 4,248 4,578 4,248 180 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 93.5 91.1 93.5 8.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 15 11 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 284,828
COMMITMENTS
0 0 0 267,788 283,777 267,788 283,777 17,040 1,051
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 9,975)
0 0 0 10,599 9,903 10,599 9,903 -624 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 99.6 94.0 99.6 6.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 30 16 30 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 104,789
COMMITMENTS
3,335 1,498 0 92,994 99,563 96,329 101,061 8,460 3,728
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,153)
0 0 0 3,247 2,755 3,247 2,755 -94 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 0.0 88.7 95.0 91.9 96.4 8.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 14 17 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 183,990
COMMITMENTS
0 0 0 177,115 177,354 177,115 177,354 6,875 6,636
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,372)
0 0 0 4,561 4,096 4,561 4,096 -189 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 96.4 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 18 23 18 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 20,735
COMMITMENTS
1,413 2,224 2,533 16,613 15,807 20,558 20,564 177 171
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 496)
69 -14 170 260 339 499 496 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 10.7 12.2 80.1 76.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 10 13 20 23 36 36
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 41,069
COMMITMENTS
3,763 915 2,422 34,869 37,717 41,054 41,054 15 15
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 903)
-252 390 528 628 -15 903 903 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.2 5.9 84.9 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 6 24 24 30 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 34,968
COMMITMENTS
3,900 665 1,986 29,082 32,317 34,968 34,968 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,085)
0 -75 200 885 960 1,085 1,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.9 5.7 83.2 92.4 100.0 100.0 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 139,209
COMMITMENTS
5,568 6,707 11,229 122,297 121,136 139,094 139,072 115 137
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 665)
665 47 123 -123 515 665 685 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.8 8.1 87.9 87.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 11 13 35 34 55 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,291
COMMITMENTS
1,421 2,763 2,639 63,230 61,827 67,291 67,230 0 61
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 154)
-325 -55 -223 702 432 154 154 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.1 3.9 94.0 91.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 6 4 25 26 33 34
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 39,856
COMMITMENTS
1,225 2,503 225 38,406 37,128 39,856 39,856 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -50)
150 100 -150 -50 0 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.3 0.6 96.4 93.2 100.0 100.0 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 59,207
COMMITMENTS
17,356 1,212 4,945 36,624 53,038 58,925 59,195 282 12
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 691)
50 0 0 641 691 691 691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 2.0 8.4 61.9 89.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 3 23 24 31 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 76,552
COMMITMENTS
25,984 2,288 3,504 46,552 70,695 76,040 76,487 512 65
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -135)
21 -35 45 -162 -55 -96 -45 -39 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 3.0 4.6 60.8 92.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 4 6 25 24 37 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,780
COMMITMENTS
1,708 68 2,621 67,899 70,091 72,228 72,780 552 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 795)
-20 50 20 795 725 795 795 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.1 3.6 93.3 96.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 25 26 29 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 91,304
COMMITMENTS
1,348 260 3,273 86,086 87,771 90,707 91,304 597 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,716)
30 85 20 1,661 1,611 1,711 1,716 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 3.6 94.3 96.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 3 27 27 32 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,280
COMMITMENTS
200 20 230 42,706 42,673 43,136 42,923 144 357
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 95 95 95 0 0
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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 27,983
COMMITMENTS
360 990 0 27,131 26,983 27,491 27,973 492 10
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -760)
0 60 0 -760 -820 -760 -760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.5 0.0 97.0 96.4 98.2 100.0 1.8 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,917
COMMITMENTS
560 0 50 17,255 17,867 17,865 17,917 52 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 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 14 17 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 85,828
COMMITMENTS
14,189 2,462 2,762 68,500 80,394 85,451 85,618 377 210
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 544)
-1,703 381 525 1,907 -380 728 526 -184 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.9 3.2 79.8 93.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 7 9 37 37 53 50
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,682
COMMITMENTS
5,670 900 260 35,416 40,110 41,346 41,270 336 412
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,714
COMMITMENTS
490 125 225 46,827 46,977 47,542 47,327 172 387
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 199)
0 0 0 179 199 179 199 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.5 98.1 98.5 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 23 19 26 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,332
COMMITMENTS
230 910 50 38,126 38,343 38,406 39,303 926 29
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,346)
20 0 -10 2,646 2,359 2,656 2,349 -310 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.3 0.1 96.9 97.5 97.6 99.9 2.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 1 24 24 26 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,030
COMMITMENTS
1,764 260 73 66,168 68,426 68,005 68,759 1,025 271
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,025)
125 0 0 900 1,025 1,025 1,025 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.4 0.1 95.9 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,261
COMMITMENTS
2,220 200 85 70,481 72,796 72,786 73,081 475 180
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 947)
130 0 0 817 947 947 947 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.3 0.1 96.2 99.4 99.4 99.8 0.6 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 80,862
COMMITMENTS
267 2,540 1,604 78,629 76,633 80,500 80,777 362 85
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,522)
96 -209 489 913 1,222 1,498 1,502 24 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.1 2.0 97.2 94.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 5 27 24 32 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,283
COMMITMENTS
769 3,794 3,988 96,139 93,471 100,896 101,253 387 30
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,891)
-648 -178 922 1,572 1,143 1,846 1,886 45 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.7 3.9 94.9 92.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 10 8 31 33 40 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 62,489
COMMITMENTS
125 5,293 275 62,069 56,921 62,469 62,489 20 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,333)
75 56 -75 1,333 1,352 1,333 1,333 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.5 0.4 99.3 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 6 2 16 17 19 23
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 54,825
COMMITMENTS
1,350 775 250 53,225 53,800 54,825 54,825 0 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,250)
0 50 0 1,250 1,200 1,250 1,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 0.5 97.1 98.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 14 9 16 13
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 55,604
COMMITMENTS
1,255 1,705 860 53,445 52,905 55,560 55,470 44 134
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,480)
-124 0 -2 -1,354 -1,478 -1,480 -1,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.1 1.5 96.1 95.1 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 62,584
COMMITMENTS
1,769 4,802 1,530 58,991 56,012 62,290 62,344 294 240
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -2,315)
-31 215 -192 -2,092 -2,333 -2,315 -2,310 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.7 2.4 94.3 89.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 4 22 20 30 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,827
COMMITMENTS
0 820 0 23,695 22,876 23,695 23,696 132 131
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 221)
0 60 0 240 130 240 190 -19 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 99.4 96.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 14 18 15
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 23,408
COMMITMENTS
0 225 0 22,929 23,176 22,929 23,401 479 7
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 130)
0 0 0 130 130 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 98.0 99.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 14 16 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,261
COMMITMENTS
1,030 1,475 1,186 28,978 27,955 31,194 30,616 67 645
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 239)
-5 120 -25 245 132 215 227 24 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.7 3.8 92.7 89.4 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 4 19 20 23 25
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 17,843
COMMITMENTS
756 2,196 109 15,764 15,078 16,629 17,383 1,214 460
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 514)
0 60 -20 534 474 514 514 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.3 0.6 88.3 84.5 93.2 97.4 6.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 2 10 11 12 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,215
COMMITMENTS
4,087 5,226 2,072 50,980 49,822 57,139 57,120 76 95
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 349)
-644 135 387 580 -218 323 304 26 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 9.1 3.6 89.1 87.1 99.9 99.8 0.1 0.2
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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,567
COMMITMENTS
1,085 1,746 863 33,487 32,886 35,435 35,495 132 72
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 468)
10 5 10 444 453 464 468 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.9 2.4 94.2 92.5 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,275
COMMITMENTS
550 564 376 18,229 18,335 19,155 19,275 120 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 315)
-125 -25 100 340 240 315 315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.9 2.0 94.6 95.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 3 17 19 21 26
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| 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 05/12/20 (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 05/19/20 |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 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 05/19/20 |
--------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,172
COMMITMENTS
400 150 510 10,031 10,512 10,941 11,172 231 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 70)
105 -65 -35 -15 170 55 70 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.3 4.6 89.8 94.1 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 16 16 19 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,188
COMMITMENTS
370 150 505 9,097 9,533 9,972 10,188 216 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 86)
75 -95 -5 16 186 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.5 5.0 89.3 93.6 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,159
COMMITMENTS
1,350 2,835 2,055 31,720 30,269 35,125 35,159 34 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 625)
0 625 0 625 0 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.1 5.8 90.2 86.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 1 22 14 26 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,609
COMMITMENTS
1,350 2,520 2,085 32,140 31,004 35,575 35,609 34 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 625)
0 625 0 625 0 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.1 5.9 90.3 87.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 1 22 15 26 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,113
COMMITMENTS
825 5,071 2,539 107,678 103,483 111,042 111,093 71 20
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,624)
-11 429 -164 1,799 1,359 1,624 1,624 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.6 2.3 96.9 93.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 11 8 40 31 49 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,154
COMMITMENTS
885 5,653 4,238 119,989 115,253 125,112 125,144 42 10
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,165)
0 630 -31 2,196 1,566 2,165 2,165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.5 3.4 95.9 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 12 42 34 57 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 542,659
COMMITMENTS
36,284 25,553 50,975 455,131 465,967 542,390 542,495 269 164
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 7,449)
1,656 959 -682 6,467 7,190 7,442 7,468 7 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.7 9.4 83.9 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 15 23 48 42 81 75
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,196
COMMITMENTS
4,730 600 55 12,056 16,471 16,841 17,126 355 70
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 3.5 0.3 70.1 95.8 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 18 11 21 13
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,067
COMMITMENTS
4,185 600 55 9,346 13,412 13,586 14,067 481 0
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 4.3 0.4 66.4 95.3 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 11 19 13
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,436
COMMITMENTS
4,002 800 100 9,302 12,521 13,404 13,421 32 15
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 828)
50 -100 100 668 848 818 848 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 6.0 0.7 69.2 93.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 15 21 20 22
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,136
COMMITMENTS
122 229 93 3,312 3,104 3,527 3,426 609 710
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 160)
-3 75 0 139 83 136 158 24 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.5 2.2 80.1 75.0 85.3 82.8 14.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 25 26 28 30
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,946
COMMITMENTS
2,237 0 0 31,332 33,916 33,569 33,916 377 30
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 1,205 1,299 1,205 1,299 -10 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 92.3 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 33 40 35 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,962
COMMITMENTS
15 63 328 26,467 25,922 26,810 26,313 152 649
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 423)
0 0 27 396 382 423 409 0 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.2 98.2 96.1 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 27 31 29 33
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,145
COMMITMENTS
191 150 208 8,121 8,588 8,520 8,946 625 199
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 626)
42 55 20 522 531 584 606 42 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.6 2.3 88.8 93.9 93.2 97.8 6.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 3 30 32 33 35
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,077
COMMITMENTS
1,704 710 98 36,275 36,984 38,077 37,792 0 285
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,314)
802 47 -47 1,237 1,484 1,992 1,484 -678 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 0.3 95.3 97.1 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 2 1 32 43 36 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 51,506
COMMITMENTS
2,220 796 2,284 46,299 47,765 50,803 50,845 703 661
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 723)
-77 55 -143 1,166 1,108 946 1,020 -223 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.5 4.4 89.9 92.7 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
7 8 10 64 61 76 75
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,172
COMMITMENTS
124 0 64 1,435 1,733 1,623 1,797 549 375
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 271)
37 0 13 215 231 265 244 6 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 2.9 66.1 79.8 74.7 82.7 25.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 17 18 20 20
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 28,876
COMMITMENTS
0 0 0 27,106 27,124 27,106 27,124 1,770 1,752
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -812)
0 0 0 -897 -975 -897 -975 85 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 93.9 93.9 93.9 6.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 26 17 26 17
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 8,341
COMMITMENTS
0 0 0 7,966 8,314 7,966 8,314 375 27
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,998)
0 0 0 -2,088 -1,981 -2,088 -1,981 90 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 99.7 95.5 99.7 4.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 12 13 12
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 232,597
COMMITMENTS
0 1,365 405 220,583 215,440 220,988 217,210 11,609 15,387
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,237)
0 250 0 1,413 747 1,413 997 -176 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 94.8 92.6 95.0 93.4 5.0 6.6
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 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 68,151
COMMITMENTS
0 1,020 90 56,965 50,273 57,055 51,383 11,096 16,768
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -449)
0 0 0 -179 2 -179 2 -270 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.1 83.6 73.8 83.7 75.4 16.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 15 13 16
Updated May 22, 2020