CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| 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 05/26/20 (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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,708
COMMITMENTS
16,079 10,629 0 23,444 28,894 39,523 39,523 185 185
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -468)
0 -422 -145 -323 99 -468 -468 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 26.8 0.0 59.0 72.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 7 0 18 15 27 22
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 144,114
COMMITMENTS
30,529 37,124 15,587 97,868 90,129 143,984 142,839 130 1,275
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,287)
-580 -1,171 250 -960 -1,541 -1,290 -2,462 3 1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 25.8 10.8 67.9 62.5 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 15 17 30 26 64 50
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 184,221
COMMITMENTS
62,632 22,560 3,115 118,474 158,546 184,221 184,221 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -100)
100 0 0 -200 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 12.2 1.7 64.3 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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 160,000
COMMITMENTS
24,324 17,599 5,070 130,606 137,330 160,000 160,000 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,614)
291 100 -93 -1,812 -1,622 -1,614 -1,614 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.0 3.2 81.6 85.8 100.0 100.0 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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,468
COMMITMENTS
10,596 3,328 1,724 26,957 34,342 39,278 39,394 190 74
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -147)
607 675 -624 -114 -199 -130 -148 -17 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.4 4.4 68.3 87.0 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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,769
COMMITMENTS
5,775 1,000 0 27,994 32,769 33,769 33,769 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -225)
-225 0 0 0 -225 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 3.0 0.0 82.9 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 13 8 18 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,221
COMMITMENTS
8,443 534 3,069 21,709 29,618 33,221 33,221 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 275)
25 0 -475 725 750 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 1.6 9.2 65.3 89.2 100.0 100.0 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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,767
COMMITMENTS
1,505 2,292 294 24,430 24,061 26,228 26,647 539 120
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,501)
118 1 -126 -1,468 -1,379 -1,477 -1,504 -24 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.6 1.1 91.3 89.9 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 15 13 19 17
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| 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: 9,736
COMMITMENTS
1,165 1,880 0 8,571 7,856 9,736 9,736 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,171)
-152 -1,458 -295 -2,716 -1,418 -3,163 -3,171 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 19.3 0.0 88.0 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 0 11 9 12 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| 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: 17,405
COMMITMENTS
1,800 6,335 260 15,320 10,810 17,380 17,405 25 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,636)
-594 -2,120 0 -3,042 -1,516 -3,636 -3,636 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 36.4 1.5 88.0 62.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 5 2 11 10 14 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 39,481
COMMITMENTS
19,236 12,920 2,881 17,364 23,680 39,481 39,481 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 700)
550 350 150 0 200 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 32.7 7.3 44.0 60.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 4 14 10 21 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,918
COMMITMENTS
6,263 1,385 2,776 25,690 30,728 34,729 34,889 189 29
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -6,698)
2,134 1,111 -3,101 -5,787 -4,731 -6,754 -6,721 56 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.0 8.0 73.6 88.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 5 23 26 29 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,436
COMMITMENTS
830 8,564 725 25,988 19,147 27,543 28,436 893 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -4,299)
-289 988 -1,357 -2,636 -3,930 -4,282 -4,299 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 30.1 2.5 91.4 67.3 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 3 25 15 30 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,981,750
COMMITMENTS
911,518 27,991 426,634 4613057 5510157 5951209 5964782 30,541 16,968
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -159,776)
-16,672 -4,327 -2,481 -140,783 -150,754 -159,936 -157,562 160 -2,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.5 7.1 77.1 92.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
50 16 51 152 139 214 194
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,450,298
COMMITMENTS
46,911 16,732 491,351 909,419 941,152 1447681 1449236 2,617 1,062
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 22,365)
4,489 -2,346 10,258 7,498 14,454 22,244 22,365 121 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.2 33.9 62.7 64.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 12 24 46 44 72 68
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 288,672
COMMITMENTS
5,886 2,782 0 257,045 277,737 262,931 280,519 25,741 8,153
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 3,145)
428 0 -90 2,191 -55 2,529 -145 616 3,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.0 0.0 89.0 96.2 91.1 97.2 8.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 27 21 29 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 164,573
COMMITMENTS
1,139 35 600 151,591 157,614 153,330 158,249 11,243 6,324
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -607)
-80 35 17 -1,651 -1,312 -1,714 -1,260 1,107 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.4 92.1 95.8 93.2 96.2 6.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 21 27 25 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,683
COMMITMENTS
16,519 252 7,538 345,308 370,188 369,365 377,978 9,318 705
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,656)
395 0 -1,084 -2,273 -2,454 -2,962 -3,538 -694 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 2.0 91.2 97.8 97.5 99.8 2.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 1 3 42 39 52 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 913,308
COMMITMENTS
238 10,633 4,015 896,224 895,940 900,477 910,588 12,831 2,720
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -10,604)
-1,764 -622 -401 -9,344 -9,392 -11,509 -10,415 905 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.4 98.1 98.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 37 27 40 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,831
COMMITMENTS
2,971 1,963 625 369,908 376,833 373,504 379,421 11,327 5,410
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,946)
-426 -1,313 -131 1,627 2,871 1,070 1,427 1,876 1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.2 96.1 97.9 97.1 98.6 2.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 2 2 43 41 45 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 591,754
COMMITMENTS
43 504 589 580,020 583,207 580,652 584,300 11,102 7,454
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 9,955)
-902 0 -155 10,145 9,125 9,088 8,970 867 985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 98.0 98.6 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 2 1 39 46 40 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 463,364
COMMITMENTS
2,034 3,735 243 446,689 448,586 448,966 452,564 14,398 10,800
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 11,163)
0 -229 93 10,311 9,768 10,404 9,632 759 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.1 96.4 96.8 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 3 38 33 42 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 109,665
COMMITMENTS
104 4,941 330 104,774 101,450 105,208 106,721 4,457 2,944
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 960)
-485 552 330 749 -44 594 838 366 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.5 0.3 95.5 92.5 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 18 19 19 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,623
COMMITMENTS
0 1,007 0 27,508 29,194 27,508 30,201 3,115 422
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,020)
0 510 -30 -530 390 -560 870 1,580 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 89.8 95.3 89.8 98.6 10.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 12 13 12 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 352,088
COMMITMENTS
0 6,012 341 338,293 341,831 338,634 348,184 13,454 3,904
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 12,483)
0 -629 -1,038 8,116 11,740 7,078 10,073 5,405 2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.1 96.1 97.1 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 4 2 34 32 36 36
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,840
COMMITMENTS
0 0 0 185,463 188,176 185,463 188,176 8,377 5,664
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 5,343)
0 0 0 4,456 4,471 4,456 4,471 887 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.1 95.7 97.1 4.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 23 26 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 306,723
COMMITMENTS
1,500 1,368 0 294,131 303,506 295,631 304,874 11,092 1,849
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 820)
0 0 0 -5,716 426 -5,716 426 6,536 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 95.9 99.0 96.4 99.4 3.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 26 26 27 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,781
COMMITMENTS
8,003 480 240 41,439 50,958 49,682 51,678 3,099 1,103
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,440)
1,471 0 240 -1,439 1,042 272 1,282 1,168 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.9 0.5 78.5 96.5 94.1 97.9 5.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 1 1 20 16 26 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 614,040
COMMITMENTS
10,669 6,243 8,431 584,651 590,364 603,751 605,038 10,289 9,002
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 6,740)
709 -2,131 -397 3,631 6,660 3,943 4,132 2,797 2,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.0 1.4 95.2 96.1 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
4 11 7 51 46 60 59
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,059
COMMITMENTS
0 0 0 201,239 199,933 201,239 199,933 4,820 6,126
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,310)
0 -780 0 849 2,128 849 1,348 1,461 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.0 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 20 22 20
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,404
COMMITMENTS
0 0 0 147,296 146,747 147,296 146,747 3,108 3,657
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 789)
0 0 0 538 848 538 848 251 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 97.6 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 23 18 23 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 246,771
COMMITMENTS
27,248 780 861 213,033 238,922 241,142 240,563 5,629 6,208
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 15,075)
8,258 -351 351 3,975 10,869 12,584 10,869 2,491 4,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.3 0.3 86.3 96.8 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 1 1 26 31 35 33
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,622
COMMITMENTS
32,770 5,425 2,601 228,146 256,567 263,517 264,593 5,105 4,029
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 16,808)
8,533 -1,346 141 4,503 16,371 13,177 15,166 3,631 1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 2.0 1.0 84.9 95.5 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 4 3 38 44 49 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,661
COMMITMENTS
0 0 0 134,409 135,459 134,409 135,459 3,252 2,202
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 4,452)
0 0 0 3,782 3,352 3,782 3,352 670 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.4 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 22 27 22 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 39,758
COMMITMENTS
341 3,406 0 37,791 35,748 38,132 39,154 1,626 604
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.6 0.0 95.1 89.9 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 0 17 17 18 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 299,019
COMMITMENTS
2,607 360 409 288,292 287,219 291,308 287,988 7,711 11,031
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -650)
232 -420 -261 1,895 211 1,866 -470 -2,516 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.1 96.4 96.1 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 2 40 40 43 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,024
COMMITMENTS
0 0 0 114,780 113,805 114,780 113,805 244 1,219
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 930)
0 0 0 810 1,024 810 1,024 120 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 98.9 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 17 15 17 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,594
COMMITMENTS
1,222 0 0 106,767 109,354 107,989 109,354 12,605 11,240
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -335)
0 0 0 -2,065 -2,728 -2,065 -2,728 1,730 2,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 88.5 90.7 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 21 19 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 238,447
COMMITMENTS
1,108 1,943 957 232,357 228,178 234,422 231,078 4,025 7,369
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 3,286)
0 354 260 2,802 3,189 3,062 3,803 224 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.4 97.4 95.7 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 3 27 31 30 36
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,494
COMMITMENTS
360 416 0 179,175 192,298 179,535 192,714 14,959 1,780
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,050)
-30 0 0 -218 1,029 -248 1,029 1,298 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 92.1 98.9 92.3 99.1 7.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 20 18 21 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,503
COMMITMENTS
466 0 150 79,673 76,773 80,289 76,923 4,214 7,580
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,636)
0 0 0 1,857 -361 1,857 -361 -221 1,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 94.3 90.9 95.0 91.0 5.0 9.0
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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,581
COMMITMENTS
523 0 0 60,472 63,704 60,995 63,704 5,586 2,877
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 60)
60 0 0 -3,379 60 -3,319 60 3,379 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 90.8 95.7 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 11 19 11
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,309
COMMITMENTS
3,171 0 31 202,050 204,584 205,252 204,615 8,057 8,694
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,220)
459 0 -119 2,181 2,252 2,521 2,133 -301 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.7 95.9 96.2 95.9 3.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 17 21 20 22
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,276
COMMITMENTS
6,764 4,112 182 171,787 173,846 178,733 178,140 9,543 10,136
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,792)
214 -991 -1,204 3,330 1,540 2,340 -655 -548 2,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.2 0.1 91.2 92.3 94.9 94.6 5.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 1 31 31 33 34
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 51,253
COMMITMENTS
0 0 0 47,555 47,425 47,555 47,425 3,698 3,828
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 394)
0 0 0 334 -2,117 334 -2,117 60 2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 92.5 92.8 92.5 7.2 7.5
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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,742
COMMITMENTS
0 0 0 68,485 69,553 68,485 69,553 4,257 3,189
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -3,251 -153 -3,251 -153 3,131 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 95.6 94.1 95.6 5.9 4.4
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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 266,555
COMMITMENTS
4,643 1,908 1,633 248,715 257,276 254,991 260,817 11,564 5,738
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,160)
0 -32 -30 -4,938 -1,128 -4,968 -1,190 3,808 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 0.6 93.3 96.5 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 4 2 33 35 38 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 137,890
COMMITMENTS
0 1,392 32 130,069 133,281 130,101 134,705 7,789 3,185
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 820)
0 121 -31 400 850 369 940 451 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 94.3 96.7 94.4 97.7 5.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 26 24 28 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,843
COMMITMENTS
555 1,712 0 157,175 162,287 157,730 163,999 10,113 3,844
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -802)
0 0 0 -927 -2,333 -927 -2,333 125 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.0 93.6 96.7 94.0 97.7 6.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 16 24 17 25
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 48,677
COMMITMENTS
0 0 0 45,558 45,802 45,558 45,802 3,119 2,875
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 550)
0 0 0 89 490 89 490 461 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 94.1 93.6 94.1 6.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 14 17 14 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 289,051
COMMITMENTS
0 690 0 275,631 287,040 275,631 287,730 13,420 1,321
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,680)
0 0 0 2,680 2,680 2,680 2,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.4 99.3 95.4 99.5 4.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 31 18 31 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 107,844
COMMITMENTS
3,335 1,498 0 97,254 103,219 100,589 104,717 7,255 3,127
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 679)
0 0 0 465 679 465 679 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.4 0.0 90.2 95.7 93.3 97.1 6.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 17 14 18 15
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 22,669
COMMITMENTS
1,630 0 0 20,083 22,023 21,713 22,023 956 646
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 88.6 97.2 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 10 13 10
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 186,576
COMMITMENTS
0 0 0 179,245 177,728 179,245 177,728 7,331 8,848
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,850)
0 0 0 1,605 -363 1,605 -363 245 2,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 95.3 96.1 95.3 3.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 17 26 17 26
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 23,633
COMMITMENTS
0 430 0 22,036 20,775 22,036 21,205 1,597 2,428
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 -1,178 120 -1,178 0 1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 93.2 87.9 93.2 89.7 6.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 11 12 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 18,765
COMMITMENTS
1,263 2,288 2,273 14,912 13,773 18,448 18,334 317 431
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,615)
-64 30 -285 -1,405 -1,620 -1,755 -1,875 140 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 12.2 12.1 79.5 73.4 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 10 11 19 20 32 33
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,864
COMMITMENTS
4,404 1,460 1,931 31,394 34,458 37,729 37,849 135 15
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -4,041)
364 450 -639 -3,766 -3,852 -4,041 -4,041 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.9 5.1 82.9 91.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 6 22 22 28 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 32,247
COMMITMENTS
3,980 191 1,206 26,821 30,850 32,007 32,247 240 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,091)
-120 -199 -630 -2,581 -2,262 -3,331 -3,091 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.6 3.7 83.2 95.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 5 19 21 26 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 136,217
COMMITMENTS
6,002 6,240 10,902 118,831 117,792 135,735 134,934 482 1,283
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -108)
42 -71 200 -717 -1,385 -475 -1,256 367 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.6 8.0 87.2 86.5 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 10 13 35 34 54 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,865
COMMITMENTS
977 3,410 2,794 65,094 62,601 68,865 68,804 0 61
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,455)
56 330 -86 1,484 1,210 1,455 1,455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.0 4.1 94.5 90.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 5 4 25 24 33 32
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 40,131
COMMITMENTS
1,075 2,503 175 38,881 37,453 40,131 40,131 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 200)
-150 0 0 350 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.2 0.4 96.9 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 2 16 16 20 20
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 60,493
COMMITMENTS
17,111 1,230 4,975 38,247 53,949 60,333 60,154 160 339
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,244)
-70 38 10 1,416 869 1,356 917 -112 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 2.0 8.2 63.2 89.2 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 4 24 24 32 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 77,608
COMMITMENTS
24,956 2,498 3,449 48,559 71,362 76,964 77,309 644 299
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,292)
-409 214 -116 1,679 915 1,154 1,013 138 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 3.2 4.4 62.6 92.0 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 5 6 26 26 37 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,592
COMMITMENTS
1,692 816 1,832 68,456 69,594 71,980 72,242 612 350
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -182)
-23 766 -801 582 -497 -242 -532 60 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.1 2.5 94.3 95.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 26 26 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 91,816
COMMITMENTS
1,412 868 2,450 86,986 88,038 90,848 91,356 968 460
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 590)
34 868 -823 1,008 85 219 130 371 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 2.7 94.7 95.9 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 3 28 28 33 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,170
COMMITMENTS
200 20 230 43,596 43,563 44,026 43,813 144 357
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 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 20 17 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 28,546
COMMITMENTS
360 1,135 0 27,694 27,401 28,054 28,536 492 10
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 25)
0 100 0 25 -75 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.0 0.0 97.0 96.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 20 18 21 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,687
COMMITMENTS
690 0 140 17,805 18,547 18,635 18,687 52 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.7 95.3 99.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 2 13 14 18 16
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,477
COMMITMENTS
710 0 50 19,665 20,427 20,425 20,477 52 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.2 96.0 99.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 0 1 12 11 17 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 88,561
COMMITMENTS
14,336 2,487 1,978 71,821 83,869 88,134 88,333 427 228
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,067)
327 -91 -186 926 1,353 1,067 1,076 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.8 2.2 81.1 94.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 6 9 37 36 53 49
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,936
COMMITMENTS
450 150 0 11,486 11,786 11,936 11,936 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 99 75 99 75 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 0.0 96.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 11 13 13 14
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,863
COMMITMENTS
450 150 0 11,413 11,713 11,863 11,863 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 0.0 96.2 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 12 12 13
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,997
COMMITMENTS
5,770 900 335 36,558 41,350 42,663 42,585 334 412
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 470)
0 0 0 472 470 472 470 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 2.1 0.8 85.0 96.2 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 19 20 23 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,912
COMMITMENTS
490 125 225 48,020 48,175 48,735 48,525 177 387
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 234)
0 0 0 229 234 229 234 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.5 98.2 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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,119
COMMITMENTS
370 1,125 50 42,173 41,935 42,593 43,110 526 9
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,621)
130 25 0 2,491 2,616 2,621 2,641 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.6 0.1 97.8 97.3 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 1 25 24 27 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,892
COMMITMENTS
1,705 260 73 67,939 70,288 69,717 70,621 1,175 271
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,034)
61 0 -25 848 1,059 884 1,034 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.4 0.1 95.8 99.1 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 1 22 14 26 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 75,475
COMMITMENTS
2,112 300 99 72,749 74,888 74,960 75,287 515 188
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,497)
92 0 -11 1,376 1,500 1,457 1,489 40 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 0.1 96.4 99.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 26 18 29 22
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 81,441
COMMITMENTS
287 1,737 1,579 79,183 78,055 81,049 81,371 392 70
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -170)
70 -780 -25 -245 635 -200 -170 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 1.9 97.2 95.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 4 5 29 24 34 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,439
COMMITMENTS
719 4,142 3,501 98,830 95,751 103,050 103,394 389 45
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 801)
-22 60 -450 1,266 1,171 794 781 7 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.0 3.4 95.5 92.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 11 8 31 34 41 48
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 63,391
COMMITMENTS
125 5,387 275 62,971 57,729 63,371 63,391 20 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 415)
-25 15 25 415 375 415 415 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: 30)
1 5 2 15 16 18 22
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 55,700
COMMITMENTS
1,250 825 350 54,100 54,525 55,700 55,700 0 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.6 97.1 97.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 14 9 16 14
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 58,021
COMMITMENTS
1,516 1,670 1,040 55,286 55,134 57,842 57,844 179 177
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -156)
324 -55 25 -640 -171 -291 -201 135 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.9 1.8 95.3 95.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 3 23 22 27 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,839
COMMITMENTS
1,985 5,009 1,293 60,354 57,086 63,632 63,388 207 451
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -638)
302 -8 28 -871 -864 -541 -844 -97 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.8 2.0 94.5 89.4 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 6 4 25 23 32 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,113
COMMITMENTS
0 820 0 23,818 22,988 23,818 23,808 295 305
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 158)
0 0 0 6 -16 6 -16 152 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 98.8 95.3 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 15 19 16
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 23,870
COMMITMENTS
0 225 0 23,247 23,420 23,247 23,645 623 225
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 225)
0 0 0 99 7 99 7 126 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 97.4 98.1 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 15 19 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,297
COMMITMENTS
995 1,835 1,076 29,891 28,688 31,962 31,599 335 698
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 792)
50 350 -115 589 504 524 739 268 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.7 3.3 92.6 88.8 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 4 19 19 23 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 18,479
COMMITMENTS
656 2,087 234 16,334 15,278 17,224 17,599 1,255 880
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 351)
-50 6 55 305 -130 310 -69 41 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.3 1.3 88.4 82.7 93.2 95.2 6.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 3 11 11 14 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,277
COMMITMENTS
4,315 5,759 2,069 51,591 50,323 57,975 58,151 302 126
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 417)
83 14 -48 160 376 195 342 222 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 9.9 3.6 88.5 86.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 5 5 31 26 39 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 36,420
COMMITMENTS
1,185 1,926 853 34,134 33,505 36,172 36,284 248 136
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 697)
65 60 -10 560 590 615 640 82 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.3 2.3 93.7 92.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 25 19 31 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,120
COMMITMENTS
701 464 350 17,964 18,306 19,015 19,120 105 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -825)
26 -100 74 -910 -799 -810 -825 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.4 1.8 94.0 95.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 5 2 17 19 20 26
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 19,061
COMMITMENTS
475 150 0 18,495 18,911 18,970 19,061 91 0
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,079)
-25 -125 0 -1,041 -954 -1,066 -1,079 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.8 0.0 97.0 99.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 13 9 15 11
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| 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 8,057 7,077 8,157 8,527 520 150
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -395 -150 -395 -150 395 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 16.4 0.3 92.9 81.6 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 11 10 15 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| 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 8,615 6,205 8,715 8,280 135 570
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -35 -570 -35 -570 35 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 23.2 0.3 97.3 70.1 98.5 93.6 1.5 6.4
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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,218
COMMITMENTS
425 150 510 9,969 10,458 10,904 11,118 314 100
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -83 -100 -83 -100 83 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 4.5 88.9 93.2 97.2 99.1 2.8 0.9
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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,237
COMMITMENTS
395 150 505 9,068 9,482 9,968 10,137 269 100
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -53 -100 -53 -100 53 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.5 4.9 88.6 92.6 97.4 99.0 2.6 1.0
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 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,034
COMMITMENTS
1,350 3,610 2,055 32,365 30,237 35,770 35,902 264 132
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 50)
0 250 0 -180 -332 -180 -82 230 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 10.0 5.7 89.8 83.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 1 24 15 28 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,469
COMMITMENTS
1,350 3,295 2,085 32,760 30,957 36,195 36,337 274 132
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 50)
0 250 0 -190 -332 -190 -82 240 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 9.0 5.7 89.8 84.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 1 24 15 28 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,507
COMMITMENTS
790 5,611 2,477 109,818 105,634 113,085 113,722 1,422 785
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,248)
-35 338 17 -85 128 -103 483 1,351 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.9 2.2 95.9 92.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 10 7 40 34 48 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,267
COMMITMENTS
710 5,297 4,515 122,735 118,324 127,960 128,136 1,307 1,131
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,344)
-150 93 368 861 762 1,079 1,223 1,265 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.1 3.5 94.9 91.5 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 12 12 43 37 57 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 547,871
COMMITMENTS
35,619 24,592 53,181 458,025 466,202 546,826 543,976 1,045 3,895
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 4,406)
483 -90 298 2,875 450 3,656 658 750 3,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.5 9.7 83.6 85.1 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 15 23 51 41 83 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,455
COMMITMENTS
4,793 600 65 12,112 16,095 16,970 16,760 485 695
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 44)
113 0 0 -199 -581 -86 -581 130 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 3.4 0.4 69.4 92.2 97.2 96.0 2.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 17 12 21 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,282
COMMITMENTS
4,298 600 55 9,353 13,002 13,706 13,657 576 625
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 10)
113 0 0 -198 -615 -85 -615 95 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 4.2 0.4 65.5 91.0 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 16 12 19 14
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,641
COMMITMENTS
3,302 1,350 150 13,111 15,106 16,563 16,606 78 35
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,646)
-690 350 0 2,334 1,266 1,644 1,616 2 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 8.1 0.9 78.8 90.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 16 24 21 26
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,849
COMMITMENTS
91 218 67 3,039 2,727 3,197 3,012 652 837
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -394)
-35 -41 -13 -343 -420 -391 -474 -3 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.7 1.7 79.0 70.8 83.1 78.3 16.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 25 25 27 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,212
COMMITMENTS
1,965 0 0 27,815 30,097 29,780 30,097 432 115
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,197)
-272 0 0 -2,985 -3,273 -3,257 -3,273 60 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 92.1 99.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 32 39 34 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 24,548
COMMITMENTS
15 51 370 24,034 23,532 24,419 23,953 129 595
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -2,333)
0 33 -33 -2,282 -2,284 -2,315 -2,284 -18 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.5 97.9 95.9 99.5 97.6 0.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 27 30 29 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,994
COMMITMENTS
95 185 212 7,152 7,402 7,459 7,799 535 195
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -1,634)
-56 20 -53 -1,435 -1,597 -1,544 -1,630 -90 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.3 2.7 89.5 92.6 93.3 97.6 6.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 26 29 28 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,030
COMMITMENTS
1,693 562 52 29,285 30,125 31,030 30,739 0 291
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -7,327)
-266 -510 0 -7,061 -6,823 -7,327 -7,333 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.8 0.2 94.4 97.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 3 1 28 40 30 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 47,439
COMMITMENTS
1,913 632 2,093 42,585 43,867 46,591 46,592 848 847
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -6,122)
-1,018 100 -378 -4,836 -5,868 -6,232 -6,146 110 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.3 4.4 89.8 92.5 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
8 7 8 63 57 76 68
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 33,053
COMMITMENTS
0 0 0 31,268 31,196 31,268 31,196 1,785 1,857
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,430)
0 0 0 1,430 1,430 1,430 1,430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 94.4 94.6 94.4 5.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 25 20 25 20
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 8,466
COMMITMENTS
0 0 0 8,106 8,454 8,106 8,454 360 12
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 135)
0 0 0 225 135 225 135 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 99.9 95.7 99.9 4.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 13 15 13
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 216,918
COMMITMENTS
0 1,770 0 208,409 200,719 208,409 202,489 8,509 14,429
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -15,351)
0 0 0 -12,844 -13,580 -12,844 -13,580 -2,507 -1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.1 92.5 96.1 93.3 3.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 16 14 17
Updated June 05, 2020