CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,745
COMMITMENTS
3,014 1,988 0 9,731 10,757 12,745 12,745 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 15.6 0.0 76.4 84.4 100.0 100.0 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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,477
COMMITMENTS
15,854 10,421 0 23,438 28,871 39,292 39,292 185 185
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -93)
-225 -50 0 132 -43 -93 -93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 26.4 0.0 59.4 73.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 6 0 18 15 27 21
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 142,760
COMMITMENTS
30,754 33,475 16,501 95,353 92,684 142,608 142,660 152 100
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -972)
118 -2,554 510 -1,631 1,073 -1,004 -972 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 23.4 11.6 66.8 64.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 17 18 31 26 67 51
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 187,011
COMMITMENTS
61,468 23,296 3,179 122,364 160,536 187,011 187,011 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,390)
-1,164 736 64 3,490 1,590 2,390 2,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 12.5 1.7 65.4 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 8 3 16 16 22 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 158,713
COMMITMENTS
24,275 18,099 5,069 129,369 135,545 158,713 158,713 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -387)
-350 -100 200 -237 -487 -387 -387 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.4 3.2 81.5 85.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 6 17 13 26 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,394
COMMITMENTS
8,923 3,378 1,718 26,562 32,224 37,203 37,320 190 74
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,316)
-1,124 0 -1 -192 -1,315 -1,317 -1,316 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 9.0 4.6 71.0 86.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 3 5 16 17 31 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,179
COMMITMENTS
5,875 1,000 0 27,304 32,179 33,179 33,179 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.0 0.0 82.3 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 14 7 19 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,071
COMMITMENTS
7,818 534 3,169 22,084 29,368 33,071 33,071 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -225)
-675 0 25 425 -250 -225 -225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 1.6 9.6 66.8 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 2 2 15 12 26 16
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,646
COMMITMENTS
10,050 10,600 200 9,396 8,846 19,646 19,646 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 54.0 1.0 47.8 45.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 1 11 5 16 9
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,830
COMMITMENTS
2,479 2,095 289 24,621 25,334 27,389 27,718 441 112
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 86)
50 -200 0 135 286 186 86 -100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.5 1.0 88.5 91.0 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 16 14 20 18
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| 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: 9,870
COMMITMENTS
1,165 1,880 0 8,705 7,990 9,870 9,870 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 67)
0 0 0 67 67 67 67 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 19.0 0.0 88.2 81.0 100.0 100.0 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 06/16/20 |
--------------------------------------------------------------| 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: 17,690
COMMITMENTS
1,800 6,635 260 15,605 10,795 17,665 17,690 25 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 400)
0 200 0 400 200 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 37.5 1.5 88.2 61.0 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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,165
COMMITMENTS
20,086 14,769 2,882 19,197 24,514 42,165 42,165 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,000)
0 1,000 0 1,000 0 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 35.0 6.8 45.5 58.1 100.0 100.0 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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,839
COMMITMENTS
5,958 1,453 3,243 27,339 32,114 36,540 36,810 299 29
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,143)
9 65 -55 2,086 2,133 2,040 2,143 103 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 3.9 8.8 74.2 87.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 5 24 27 30 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 30,978
COMMITMENTS
830 8,390 1,041 28,244 21,547 30,115 30,978 863 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,103)
0 222 75 1,028 806 1,103 1,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 27.1 3.4 91.2 69.6 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 3 26 15 31 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,140,427
COMMITMENTS
878,092 40,624 480,497 4750766 5598486 6109355 6119607 31,072 20,820
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 76,739)
-2,413 9,686 29,903 48,478 32,828 75,968 72,417 771 4,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.7 7.8 77.4 91.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
42 20 52 152 142 208 200
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,590,737
COMMITMENTS
73,863 38,009 554,300 959,901 997,300 1588064 1589609 2,673 1,128
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 133,136)
26,527 22,883 65,918 40,648 44,263 133,093 133,063 43 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.4 34.8 60.3 62.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 13 24 49 47 75 72
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,377
COMMITMENTS
5,886 2,392 0 242,313 266,837 248,199 269,229 27,178 6,148
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,564)
0 0 0 2,439 2,156 2,439 2,156 -875 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 0.0 88.0 96.9 90.1 97.8 9.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 25 21 27 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,231
COMMITMENTS
475 0 575 145,800 151,137 146,850 151,712 10,381 5,519
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,282)
76 0 575 3,410 3,360 4,061 3,935 -779 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.4 92.7 96.1 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 20 26 22 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 361,645
COMMITMENTS
13,678 616 8,083 331,862 351,330 353,623 360,029 8,022 1,616
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -121)
-1,037 244 696 1,581 -383 1,240 557 -1,361 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 2.2 91.8 97.1 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 2 3 38 36 47 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,001
COMMITMENTS
1,986 10,990 3,942 931,396 929,762 937,324 944,694 10,677 3,307
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 13,638)
735 -5 -281 13,974 13,557 14,428 13,271 -790 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.2 0.4 98.2 98.1 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 2 3 35 25 40 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,219
COMMITMENTS
2,573 536 715 365,146 372,052 368,434 373,303 8,785 3,916
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,356)
31 -92 -1 9,902 8,574 9,932 8,481 -1,576 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.2 96.8 98.6 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 3 44 42 47 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 568,002
COMMITMENTS
491 248 278 554,799 562,388 555,568 562,914 12,434 5,088
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,343)
491 -237 -143 3,864 7,818 4,212 7,438 2,131 -1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 97.7 99.0 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 1 1 35 48 37 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 457,346
COMMITMENTS
2,034 2,337 0 440,195 445,681 442,229 448,018 15,117 9,328
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,476)
0 -124 -93 5,736 6,707 5,643 6,490 833 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.0 96.2 97.4 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 38 34 39 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,910
COMMITMENTS
0 4,531 0 98,690 95,515 98,690 100,046 5,220 3,864
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 919)
0 612 -42 114 349 72 919 847 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 95.0 91.9 95.0 96.3 5.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 18 17 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,883
COMMITMENTS
0 480 0 21,968 21,650 21,968 22,130 915 753
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.0 96.0 94.6 96.0 96.7 4.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 11 11 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 336,078
COMMITMENTS
0 5,458 310 326,135 323,962 326,445 329,730 9,633 6,348
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -4,815)
-3 337 -59 -3,200 -7,001 -3,262 -6,723 -1,553 1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.1 97.0 96.4 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 1 29 29 30 33
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 183,559
COMMITMENTS
0 0 0 175,475 177,815 175,475 177,815 8,084 5,744
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -320)
0 0 0 -350 -384 -350 -384 30 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 96.9 95.6 96.9 4.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 22 25 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 293,887
COMMITMENTS
1,230 0 0 286,576 291,394 287,806 291,394 6,081 2,493
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -31 2,411 -31 2,411 0 -2,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.5 99.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 22 23 23 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,756
COMMITMENTS
4,771 480 0 33,126 38,154 37,897 38,634 1,859 1,122
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,382)
0 0 0 2,502 2,351 2,502 2,351 -120 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.2 0.0 83.3 96.0 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 0 18 13 22 14
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 589,206
COMMITMENTS
11,585 4,841 7,179 562,604 570,293 581,368 582,313 7,838 6,893
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,041)
1,089 140 -524 6,118 7,003 6,683 6,619 358 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.8 1.2 95.5 96.8 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 8 6 51 44 60 54
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,852
COMMITMENTS
0 0 0 199,915 198,213 199,915 198,213 2,937 4,639
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 841)
0 0 0 809 872 809 872 32 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 97.7 98.6 97.7 1.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 23 21 23 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,597
COMMITMENTS
0 0 0 143,243 140,307 143,243 140,307 2,354 5,290
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,064)
0 0 0 1,155 759 1,155 759 -91 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 96.4 98.4 96.4 1.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 16 21 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,877
COMMITMENTS
0 613 31 182,924 186,219 182,955 186,863 6,922 3,014
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,286)
0 0 0 2,286 2,410 2,286 2,410 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.3 98.1 96.4 98.4 3.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 19 19 20 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,741
COMMITMENTS
27,449 780 644 182,370 208,529 210,463 209,953 1,278 1,788
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,410)
0 0 0 2,410 2,410 2,410 2,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.4 0.3 86.1 98.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 1 1 28 36 37 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,982
COMMITMENTS
0 0 0 118,691 119,310 118,691 119,310 2,291 1,672
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,375)
0 0 0 2,193 1,945 2,193 1,945 182 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.6 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 20 26 20 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 36,022
COMMITMENTS
0 1,224 0 35,136 34,678 35,136 35,902 886 120
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,230)
0 0 0 9,024 8,230 9,024 8,230 -794 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 97.5 96.3 97.5 99.7 2.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 14 13 14 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 302,246
COMMITMENTS
3,436 1,043 983 295,255 292,601 299,674 294,627 2,572 7,619
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 17,272)
476 -514 236 20,333 17,550 21,045 17,272 -3,773 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.3 97.7 96.8 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 3 42 39 46 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,397
COMMITMENTS
0 0 0 108,277 107,335 108,277 107,335 120 1,062
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 248)
0 0 0 248 248 248 248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.0 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,801
COMMITMENTS
1,616 0 0 101,270 104,089 102,886 104,089 11,915 10,712
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 157)
0 0 0 -147 4 -147 4 304 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 88.2 90.7 89.6 90.7 10.4 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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,687
COMMITMENTS
0 167 1,470 241,727 238,662 243,197 240,299 4,490 7,388
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 21,144)
-1,108 -78 773 20,498 20,718 20,163 21,413 981 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 97.6 96.4 98.2 97.0 1.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 28 30 30 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,555
COMMITMENTS
309 416 0 180,714 193,112 181,023 193,528 14,532 2,027
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,739)
309 0 0 2,773 2,342 3,082 2,342 -343 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.0 92.4 98.8 92.6 99.0 7.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 19 20 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,281
COMMITMENTS
616 0 0 75,410 72,879 76,026 72,879 4,255 7,402
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 479)
0 0 0 168 476 168 476 311 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 93.9 90.8 94.7 90.8 5.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 14 20 14
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,654
COMMITMENTS
0 0 0 51,544 51,602 51,544 51,602 2,110 2,052
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,426)
0 0 0 1,823 2,188 1,823 2,188 -397 -762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 96.2 96.1 96.2 3.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 10 17 10
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,431
COMMITMENTS
2,244 0 0 199,062 200,276 201,306 200,276 8,125 9,155
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 4,024)
679 0 0 2,196 3,907 2,875 3,907 1,149 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 95.0 95.6 96.1 95.6 3.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 19 16 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,153
COMMITMENTS
6,589 4,715 390 162,672 163,913 169,651 169,018 6,502 7,135
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -171)
0 576 -341 107 -285 -234 -50 63 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.7 0.2 92.3 93.1 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 2 31 34 34 38
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,306
COMMITMENTS
0 0 0 61,571 60,644 61,571 60,644 1,735 2,662
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -461)
0 0 0 -492 -492 -492 -492 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 95.8 97.3 95.8 2.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 258,437
COMMITMENTS
6,626 0 1,321 242,318 251,452 250,265 252,773 8,172 5,664
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,541)
1,948 0 -246 4,445 7,813 6,147 7,567 1,394 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.5 93.8 97.3 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 1 31 36 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 138,868
COMMITMENTS
0 3,530 105 132,535 132,430 132,640 136,065 6,228 2,803
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,800)
0 2,438 104 6,774 4,974 6,878 7,516 -78 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.1 95.4 95.4 95.5 98.0 4.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 26 27 27 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 158,576
COMMITMENTS
555 1,712 0 148,346 154,436 148,901 156,148 9,675 2,428
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,333)
0 0 0 1,210 1,031 1,210 1,031 123 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 0.0 93.5 97.4 93.9 98.5 6.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,120
COMMITMENTS
0 0 0 38,350 39,783 38,350 39,783 2,770 1,337
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 62)
0 0 0 62 0 62 0 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 96.7 93.3 96.7 6.7 3.3
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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 277,933
COMMITMENTS
186 0 186 265,649 277,194 266,021 277,380 11,912 553
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 5,118)
0 0 0 5,735 5,130 5,735 5,130 -617 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 95.6 99.7 95.7 99.8 4.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 33 22 34 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 103,978
COMMITMENTS
4,118 1,498 0 92,284 99,490 96,402 100,988 7,576 2,990
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,976)
1,353 0 0 1,457 2,995 2,810 2,995 166 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.4 0.0 88.8 95.7 92.7 97.1 7.3 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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 17,709
COMMITMENTS
390 0 0 16,797 17,373 17,187 17,373 522 336
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 94.9 98.1 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 10 12 10
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 181,514
COMMITMENTS
616 0 0 172,515 172,971 173,131 172,971 8,383 8,543
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,608)
616 0 0 929 745 1,545 745 1,063 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 95.0 95.3 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 17 27 18 27
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 21,711
COMMITMENTS
0 0 0 20,393 20,649 20,393 20,649 1,318 1,062
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 95.1 93.9 95.1 6.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 18,636
COMMITMENTS
990 1,542 2,782 14,707 14,161 18,478 18,485 158 151
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 779)
-21 -190 427 373 542 779 779 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.3 14.9 78.9 76.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 12 13 22 22 36 37
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,278
COMMITMENTS
4,169 575 2,166 30,808 34,522 37,143 37,263 135 15
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -484)
50 -275 77 -611 -286 -484 -484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.5 5.8 82.6 92.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 6 22 23 28 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 33,366
COMMITMENTS
4,655 316 856 27,615 32,194 33,126 33,366 240 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 719)
125 75 -125 719 769 719 719 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.9 2.6 82.8 96.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 4 20 22 27 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 132,301
COMMITMENTS
6,620 6,078 9,890 115,551 116,268 132,061 132,236 240 65
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 880)
207 -270 -20 696 1,170 883 880 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.6 7.5 87.3 87.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 9 9 35 34 53 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| 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
621 3,023 2,470 65,774 63,311 68,865 68,804 0 61
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 692)
-325 601 43 974 48 692 692 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.4 3.6 95.5 91.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 8 4 25 25 31 34
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 38,781
COMMITMENTS
1,050 2,153 275 37,456 36,353 38,781 38,781 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 390)
0 0 0 390 390 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 5.6 0.7 96.6 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 15 15 19 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 59,781
COMMITMENTS
17,010 1,640 4,570 37,971 53,482 59,551 59,692 230 89
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 334)
89 0 10 235 324 334 334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 2.7 7.6 63.5 89.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 4 24 23 32 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 76,215
COMMITMENTS
24,450 2,815 3,076 47,923 70,262 75,449 76,153 766 62
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 437)
223 -40 26 188 451 437 437 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 3.7 4.0 62.9 92.2 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 4 6 24 24 34 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,283
COMMITMENTS
1,907 768 1,494 65,360 67,021 68,761 69,283 522 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 469)
31 0 -11 449 480 469 469 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.1 2.2 94.3 96.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 27 26 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,699
COMMITMENTS
1,618 880 2,186 83,373 84,633 87,177 87,699 522 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 817)
32 12 0 785 805 817 817 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 2.5 95.1 96.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 29 28 33 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,192
COMMITMENTS
280 0 225 43,273 43,646 43,778 43,871 414 321
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 97.9 98.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 19 15 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,851
COMMITMENTS
360 1,295 0 28,017 27,546 28,377 28,841 474 10
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 585)
0 60 0 585 525 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.5 0.0 97.1 95.5 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 20 17 21 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,087
COMMITMENTS
605 0 90 17,285 17,997 17,980 18,087 107 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.5 95.6 99.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 13 13 17 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 84,923
COMMITMENTS
13,051 2,491 1,943 69,472 80,324 84,466 84,757 457 166
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 901)
-831 233 43 1,640 665 852 941 49 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.9 2.3 81.8 94.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 8 10 35 34 54 48
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,780
COMMITMENTS
570 150 0 12,210 12,630 12,780 12,780 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,332)
120 0 0 1,212 1,332 1,332 1,332 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.2 0.0 95.5 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 10 12 12 13
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,720
COMMITMENTS
570 150 0 12,150 12,570 12,720 12,720 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,332)
120 0 0 1,212 1,332 1,332 1,332 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.2 0.0 95.5 98.8 100.0 100.0 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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,301
COMMITMENTS
5,245 820 310 37,422 41,763 42,977 42,893 324 408
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,469)
0 120 0 2,469 2,348 2,469 2,468 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.9 0.7 86.4 96.4 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 19 19 23 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,549
COMMITMENTS
690 100 200 47,502 47,913 48,392 48,213 157 336
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 97.8 98.7 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 1 23 18 26 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,949
COMMITMENTS
390 1,265 60 39,998 39,612 40,448 40,937 501 12
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -522)
30 -10 -10 -532 -502 -512 -522 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.1 0.1 97.7 96.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 2 25 22 28 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,009
COMMITMENTS
1,408 200 73 65,533 67,496 67,014 67,769 995 240
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 810)
0 0 0 810 810 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 0.1 96.4 99.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 1 22 15 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,648
COMMITMENTS
1,917 350 104 70,127 72,009 72,148 72,463 500 185
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 425)
-27 0 5 447 420 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.5 0.1 96.5 99.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 25 16 28 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 80,792
COMMITMENTS
1,013 571 2,221 77,118 77,930 80,352 80,722 440 70
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,205)
598 -1,356 700 -93 1,861 1,205 1,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.7 2.7 95.5 96.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 5 29 25 34 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,643
COMMITMENTS
1,703 3,067 3,167 96,446 95,374 101,316 101,608 327 35
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -127)
879 -1,252 -216 -766 1,337 -104 -132 -23 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.0 3.1 94.9 93.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 8 8 32 34 42 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,572
COMMITMENTS
100 4,725 100 60,357 55,747 60,557 60,572 15 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 253)
0 -260 0 253 513 253 253 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.8 0.2 99.6 92.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 15 15 17 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,705
COMMITMENTS
1,250 900 225 53,230 53,580 54,705 54,705 0 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.6 0.4 97.3 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 FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 57,149
COMMITMENTS
1,521 1,597 950 54,347 54,457 56,818 57,004 331 145
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 295)
-2 37 0 280 263 278 300 17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.8 1.7 95.1 95.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 3 21 21 25 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,626
COMMITMENTS
2,001 5,152 1,139 60,112 56,940 63,252 63,231 374 395
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 548)
17 60 -2 308 500 323 558 225 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.1 1.8 94.5 89.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 4 21 21 27 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,054
COMMITMENTS
0 805 0 23,970 23,169 23,970 23,974 84 80
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,086)
0 0 0 1,086 1,086 1,086 1,086 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 99.7 96.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 16 18 17
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,855
COMMITMENTS
0 225 0 23,489 23,610 23,489 23,835 366 20
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,025)
0 0 0 1,020 1,025 1,020 1,025 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.5 99.0 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 15 18 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,033
COMMITMENTS
1,340 2,141 515 29,127 27,740 30,982 30,396 51 637
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 80)
0 260 0 70 -160 70 100 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.9 1.7 93.9 89.4 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 4 20 19 24 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,890
COMMITMENTS
675 2,083 182 16,835 16,170 17,692 18,435 1,198 455
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -6)
0 84 -28 0 -62 -28 -6 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.0 1.0 89.1 85.6 93.7 97.6 6.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 2 11 10 13 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,778
COMMITMENTS
4,494 5,715 1,932 51,208 50,092 57,634 57,739 144 39
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,171)
186 155 -96 1,066 1,102 1,156 1,161 15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.9 3.3 88.6 86.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 4 30 26 37 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 35,843
COMMITMENTS
1,281 2,080 738 33,671 32,958 35,690 35,776 153 67
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 701)
0 200 0 701 501 701 701 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.8 2.1 93.9 92.0 99.6 99.8 0.4 0.2
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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,590
COMMITMENTS
926 439 200 18,359 18,951 19,485 19,590 105 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 245)
100 0 -150 295 395 245 245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.2 1.0 93.7 96.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 1 18 19 22 24
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 19,556
COMMITMENTS
475 150 0 18,990 19,406 19,465 19,556 91 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 495)
0 0 0 495 495 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.8 0.0 97.1 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 PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,395
COMMITMENTS
445 100 490 9,005 9,770 9,940 10,360 455 35
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.0 4.7 86.6 94.0 95.6 99.7 4.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 13 11 16 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,436
COMMITMENTS
415 100 485 8,096 8,816 8,996 9,401 440 35
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.1 5.1 85.8 93.4 95.3 99.6 4.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 10 15 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,181
COMMITMENTS
1,200 3,740 1,925 32,025 29,516 35,150 35,181 31 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,130)
0 0 0 1,130 1,130 1,130 1,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.6 5.5 91.0 83.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 2 19 14 24 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,566
COMMITMENTS
1,200 3,525 1,855 32,480 30,186 35,535 35,566 31 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,130)
0 0 0 1,130 1,130 1,130 1,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.9 5.2 91.3 84.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 2 19 15 24 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,809
COMMITMENTS
665 5,685 2,404 109,667 104,660 112,736 112,749 73 60
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,099)
10 94 0 2,085 2,008 2,095 2,102 4 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.0 2.1 97.2 92.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 9 5 40 32 46 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 126,599
COMMITMENTS
766 5,651 4,249 121,532 116,639 126,547 126,539 52 60
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,192)
54 644 25 3,103 2,523 3,182 3,192 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.5 3.4 96.0 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 10 8 43 34 54 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 540,576
COMMITMENTS
36,156 20,468 54,845 449,266 465,093 540,268 540,406 308 170
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,938)
2,677 -1,225 813 -551 3,378 2,939 2,965 -1 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.8 10.1 83.1 86.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 15 26 50 40 86 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,489
COMMITMENTS
4,638 600 65 11,466 15,754 16,169 16,419 320 70
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 25)
50 0 0 95 25 145 25 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.6 0.4 69.5 95.5 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 1 15 13 19 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,411
COMMITMENTS
4,193 600 55 8,858 12,756 13,106 13,411 305 0
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -25)
50 0 0 45 -25 95 -25 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 4.5 0.4 66.1 95.1 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 14 13 18 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,245
COMMITMENTS
795 470 0 2,735 3,385 3,530 3,855 715 390
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -865)
-270 -175 -25 -620 -675 -915 -875 50 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 11.1 0.0 64.4 79.7 83.2 90.8 16.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 0 13 12 15 15
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,621
COMMITMENTS
2,420 1,050 150 13,003 14,391 15,573 15,591 48 30
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 85 75 85 75 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.7 1.0 83.2 92.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 14 24 19 26
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,556
COMMITMENTS
128 287 65 3,725 3,492 3,918 3,844 638 712
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 347)
29 25 -2 337 405 364 428 -17 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.3 1.4 81.8 76.6 86.0 84.4 14.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 26 27 28 29
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,580
COMMITMENTS
1,965 0 0 29,248 31,565 31,213 31,565 367 15
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,274)
0 0 0 1,354 1,373 1,354 1,373 -81 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 92.6 100.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 0 33 40 35 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,472
COMMITMENTS
15 51 370 26,015 25,526 26,400 25,947 72 525
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 842)
0 0 0 909 922 909 922 -67 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 1.4 98.3 96.4 99.7 98.0 0.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 2 29 30 31 32
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,396
COMMITMENTS
45 175 319 8,517 8,717 8,881 9,211 515 185
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,177)
-55 -10 82 1,170 1,115 1,197 1,187 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.9 3.4 90.6 92.8 94.5 98.0 5.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 29 30 32 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,760
COMMITMENTS
1,960 512 89 30,524 31,768 32,573 32,369 187 391
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 556)
75 -50 37 264 559 376 546 180 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.6 0.3 93.2 97.0 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 2 32 43 36 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 50,917
COMMITMENTS
2,318 1,295 1,619 46,143 47,202 50,080 50,116 837 801
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,181)
-55 455 -144 2,181 1,721 1,982 2,032 199 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.5 3.2 90.6 92.7 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 9 8 62 59 77 69
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,262
COMMITMENTS
19 0 78 1,633 1,663 1,730 1,741 532 521
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 61)
-11 0 -17 153 87 125 70 -64 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 3.4 72.2 73.5 76.5 77.0 23.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 20 18 21
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 37,583
COMMITMENTS
0 0 0 33,522 34,994 33,522 34,994 4,061 2,589
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 520)
0 0 0 -1,531 -32 -1,531 -32 2,051 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 93.1 89.2 93.1 10.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 18 26 18
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 8,606
COMMITMENTS
0 0 0 7,556 8,374 7,556 8,374 1,050 232
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 65)
0 0 0 -640 -125 -640 -125 705 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.8 97.3 87.8 97.3 12.2 2.7
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 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 224,106
COMMITMENTS
0 1,770 0 215,434 206,618 215,434 208,388 8,672 15,718
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,623)
0 0 0 3,400 3,473 3,400 3,473 223 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.1 92.2 96.1 93.0 3.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 16 14 17
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 26,485
COMMITMENTS
11,257 2,636 4,487 8,256 17,913 24,000 25,036 2,485 1,449
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 994)
625 -250 119 457 1,000 1,201 869 -207 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 10.0 16.9 31.2 67.6 90.6 94.5 9.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 5 13 12 19 17
Updated June 19, 2020