CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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 06/16/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,456
COMMITMENTS
15,854 10,421 0 23,417 28,850 39,271 39,271 185 185
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -22)
0 0 0 -22 -22 -22 -22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 26.4 0.0 59.3 73.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 6 0 19 15 28 21
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 146,081
COMMITMENTS
30,854 33,013 17,205 97,865 95,763 145,924 145,981 157 100
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,322)
101 -462 704 2,512 3,079 3,317 3,322 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 22.6 11.8 67.0 65.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
26 16 17 32 27 67 51
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 191,957
COMMITMENTS
61,582 23,160 3,265 127,110 165,532 191,957 191,957 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,946)
114 -136 86 4,746 4,996 4,946 4,946 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 12.1 1.7 66.2 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 7 3 15 16 21 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 160,152
COMMITMENTS
23,857 18,722 5,487 130,808 135,943 160,152 160,152 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,439)
-418 623 418 1,439 398 1,439 1,439 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 11.7 3.4 81.7 84.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 6 17 13 26 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,381
COMMITMENTS
8,539 3,378 1,661 27,002 32,267 37,203 37,306 178 75
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -13)
-384 0 -56 440 42 -1 -14 -12 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 9.0 4.4 72.2 86.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 3 5 16 17 31 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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 06/16/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,471
COMMITMENTS
7,323 534 3,614 22,534 29,323 33,471 33,471 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 400)
-495 0 445 450 -45 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 1.6 10.8 67.3 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 2 2 15 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,529
COMMITMENTS
3,045 2,277 259 24,932 25,897 28,236 28,433 293 96
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 699)
566 182 -30 312 563 847 715 -148 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 8.0 0.9 87.4 90.8 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 16 14 19 18
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 12,898
COMMITMENTS
1,165 1,980 0 11,733 10,918 12,898 12,898 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,028)
0 100 0 3,028 2,928 3,028 3,028 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 15.4 0.0 91.0 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 0 11 10 12 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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: 17,653
COMMITMENTS
1,850 6,413 210 15,568 11,030 17,628 17,653 25 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -37)
50 -222 -50 -37 235 -37 -37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 36.3 1.2 88.2 62.5 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 06/23/20 |
--------------------------------------------------------------| 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 06/16/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,331
COMMITMENTS
5,888 1,360 3,547 29,685 34,408 39,120 39,315 211 16
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,492)
-70 -93 304 2,346 2,294 2,580 2,505 -88 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.5 9.0 75.5 87.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 5 25 28 31 34
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,421
COMMITMENTS
1,091 8,209 1,047 28,420 22,165 30,558 31,421 863 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 443)
261 -181 6 176 618 443 443 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 26.1 3.3 90.4 70.5 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 4 26 15 32 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,186,276
COMMITMENTS
891,684 73,362 511,218 4754382 5582171 6157284 6166751 28,992 19,525
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 45,849)
13,592 32,738 30,721 3,616 -16,315 47,929 47,144 -2,080 -1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.2 8.3 76.9 90.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
46 22 54 158 141 218 203
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,607,335
COMMITMENTS
83,809 43,811 552,054 969,534 1011052 1605397 1606917 1,939 418
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 16,598)
9,945 5,802 -2,246 9,633 13,752 17,332 17,308 -734 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.7 34.3 60.3 62.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 15 25 50 47 78 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,069
COMMITMENTS
5,824 2,392 0 242,424 267,680 248,248 270,072 27,821 5,997
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 692)
-62 0 0 111 843 49 843 643 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.9 0.0 87.8 97.0 89.9 97.8 10.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 24 20 26 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,271
COMMITMENTS
786 0 1,188 147,528 152,933 149,502 154,121 9,769 5,150
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,040)
311 0 613 1,728 1,796 2,652 2,409 -612 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.7 92.6 96.0 93.9 96.8 6.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 3 20 26 24 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 360,584
COMMITMENTS
14,142 372 7,494 330,364 351,074 352,000 358,940 8,584 1,644
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -1,061)
464 -244 -589 -1,498 -256 -1,623 -1,089 562 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 2.1 91.6 97.4 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 1 3 38 38 46 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,157,247
COMMITMENTS
1,970 10,590 4,465 1139832 1139163 1146267 1154218 10,980 3,029
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 209,246)
-16 -400 523 208,436 209,401 208,943 209,524 303 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.4 98.5 98.4 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 36 28 41 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 411,188
COMMITMENTS
2,943 224 1,606 399,899 405,853 404,448 407,683 6,740 3,505
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 33,969)
370 -312 891 34,753 33,801 36,014 34,380 -2,045 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.4 97.3 98.7 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 4 46 42 50 47
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 574,186
COMMITMENTS
432 248 372 560,635 567,867 561,439 568,487 12,747 5,699
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 6,184)
-59 0 94 5,836 5,479 5,871 5,573 313 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 97.6 98.9 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 1 1 37 47 39 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 462,344
COMMITMENTS
2,034 2,337 0 445,225 450,525 447,259 452,862 15,085 9,482
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,998)
0 0 0 5,030 4,844 5,030 4,844 -32 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.0 96.3 97.4 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 38 36 39 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,182
COMMITMENTS
0 4,931 74 99,332 96,894 99,406 101,899 5,776 3,283
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,272)
0 400 74 642 1,379 716 1,853 556 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.1 94.4 92.1 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 18 17 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,378
COMMITMENTS
0 480 0 26,858 26,076 26,858 26,556 520 822
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,495)
0 0 0 4,890 4,426 4,890 4,426 -395 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.1 95.2 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 334,022
COMMITMENTS
0 5,701 155 324,172 321,709 324,327 327,565 9,695 6,457
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -2,056)
0 243 -155 -1,963 -2,253 -2,118 -2,165 62 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 97.1 96.3 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 187,397
COMMITMENTS
0 0 0 179,212 181,926 179,212 181,926 8,185 5,471
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,838)
0 0 0 3,737 4,111 3,737 4,111 101 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.6 97.1 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 24 26 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 295,305
COMMITMENTS
1,230 0 0 289,328 293,777 290,558 293,777 4,747 1,528
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,418)
0 0 0 2,752 2,383 2,752 2,383 -1,334 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.0 99.5 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 24 25 25 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,646
COMMITMENTS
8,584 790 0 35,203 44,310 43,787 45,100 1,859 546
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 5,890)
3,813 310 0 2,077 6,156 5,890 6,466 0 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 1.7 0.0 77.1 97.1 95.9 98.8 4.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 0 20 18 24 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 596,710
COMMITMENTS
13,182 4,324 6,490 569,914 578,218 589,586 589,032 7,124 7,678
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 7,504)
1,597 -517 -689 7,310 7,925 8,218 6,719 -714 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.7 1.1 95.5 96.9 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 6 5 52 44 60 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,047
COMMITMENTS
0 0 0 202,028 200,408 202,028 200,408 3,019 4,639
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,195)
0 0 0 2,113 2,195 2,113 2,195 82 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.7 98.5 97.7 1.5 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,487
COMMITMENTS
0 0 0 144,287 142,389 144,287 142,389 2,200 4,098
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 890)
0 0 0 1,044 2,082 1,044 2,082 -154 -1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 97.2 98.5 97.2 1.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 22 17 22 17
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,298
COMMITMENTS
8,184 303 589 191,293 204,806 200,066 205,698 7,232 1,600
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 17,421)
8,184 -310 558 8,369 18,587 17,111 18,835 310 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 0.3 92.3 98.8 96.5 99.2 3.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 1 24 31 26 33
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 229,960
COMMITMENTS
36,315 1,028 644 191,537 226,586 228,496 228,258 1,464 1,702
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 18,219)
8,866 248 0 9,167 18,057 18,033 18,305 186 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.4 0.3 83.3 98.5 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 1 1 29 40 38 42
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,668
COMMITMENTS
0 248 0 125,821 126,810 125,821 127,058 2,847 1,610
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 7,686)
0 248 0 7,130 7,500 7,130 7,748 556 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.8 98.6 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 20 27 20 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 38,719
COMMITMENTS
620 1,224 0 37,271 36,942 37,891 38,166 828 553
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,697)
620 0 0 2,135 2,264 2,755 2,264 -58 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.2 0.0 96.3 95.4 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 14 13 15 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 295,264
COMMITMENTS
3,467 892 1,134 288,120 285,217 292,721 287,243 2,543 8,021
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -6,982)
31 -151 151 -7,135 -7,384 -6,953 -7,384 -29 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.3 0.4 97.6 96.6 99.1 97.3 0.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 3 41 39 45 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,097
COMMITMENTS
0 0 0 112,698 111,880 112,698 111,880 399 1,217
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,700)
0 0 0 4,421 4,545 4,421 4,545 279 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 98.9 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 16 14 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,804
COMMITMENTS
1,554 112 255 101,035 104,061 102,844 104,428 11,960 10,376
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3)
-62 112 255 -235 -28 -42 339 45 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.2 88.0 90.6 89.6 91.0 10.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 21 20 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,690
COMMITMENTS
0 258 1,501 241,682 238,557 243,183 240,316 4,507 7,374
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3)
0 91 31 -45 -105 -14 17 17 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.6 97.6 96.3 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,108
COMMITMENTS
0 0 0 179,300 191,674 179,300 191,674 14,808 2,434
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -1,447)
-309 -416 0 -1,414 -1,438 -1,723 -1,854 276 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 98.7 92.4 98.7 7.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,286
COMMITMENTS
616 0 0 94,840 92,487 95,456 92,487 3,830 6,799
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 19,005)
0 0 0 19,430 19,608 19,430 19,608 -425 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.5 93.2 96.1 93.2 3.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 15 20 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,204
COMMITMENTS
0 0 0 57,677 57,661 57,677 57,661 1,527 1,543
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 5,550)
0 0 0 6,133 6,059 6,133 6,059 -583 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 97.4 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 12 20 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,616
COMMITMENTS
2,455 0 0 205,096 207,951 207,551 207,951 9,065 8,665
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 7,185)
211 0 0 6,034 7,675 6,245 7,675 940 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 94.7 96.0 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 18 16 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,760
COMMITMENTS
6,837 2,718 146 164,035 165,613 171,018 168,477 6,742 9,283
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,607)
248 -1,997 -244 1,363 1,700 1,367 -541 240 2,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 0.1 92.3 93.2 96.2 94.8 3.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 3 31 32 36 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,809
COMMITMENTS
1,364 0 0 63,333 64,788 64,697 64,788 2,112 2,021
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,503)
1,364 0 0 1,762 4,144 3,126 4,144 377 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 94.8 97.0 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 13 17 14 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 258,561
COMMITMENTS
6,134 0 1,321 242,906 250,978 250,361 252,299 8,200 6,262
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 124)
-492 0 0 588 -474 96 -474 28 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.5 93.9 97.1 96.8 97.6 3.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 1 33 36 37 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 142,821
COMMITMENTS
0 3,530 105 137,737 136,722 137,842 140,357 4,979 2,464
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,953)
0 0 0 5,202 4,292 5,202 4,292 -1,249 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.1 96.4 95.7 96.5 98.3 3.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 1 27 29 28 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 31,918
COMMITMENTS
1,161 0 0 29,627 31,794 30,788 31,794 1,130 124
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 92.8 99.6 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 12 10 12
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 160,448
COMMITMENTS
2,598 1,712 0 148,761 156,277 151,359 157,989 9,089 2,459
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,872)
2,043 0 0 415 1,841 2,458 1,841 -586 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.1 0.0 92.7 97.4 94.3 98.5 5.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 16 24 20 25
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,995
COMMITMENTS
0 0 0 42,866 42,859 42,866 42,859 2,129 2,136
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,875)
0 0 0 4,516 3,076 4,516 3,076 -641 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 95.3 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 19 18 19 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 279,885
COMMITMENTS
186 310 186 268,339 278,743 268,711 279,239 11,174 646
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,952)
0 310 0 2,690 1,549 2,690 1,859 -738 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.1 95.9 99.6 96.0 99.8 4.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 1 34 24 35 26
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 107,275
COMMITMENTS
4,769 1,498 0 94,651 104,743 99,420 106,241 7,855 1,034
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,297)
651 0 0 2,367 5,253 3,018 5,253 279 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.4 0.0 88.2 97.6 92.7 99.0 7.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 15 18 16
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 19,445
COMMITMENTS
886 0 0 18,067 18,985 18,953 18,985 492 460
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,736)
496 0 0 1,270 1,612 1,766 1,612 -30 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 92.9 97.6 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 10 13 10
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 188,320
COMMITMENTS
1,232 0 0 179,379 180,077 180,611 180,077 7,709 8,243
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 6,806)
616 0 0 6,864 7,106 7,480 7,106 -674 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.3 95.6 95.9 95.6 4.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 18 28 20 28
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 24,377
COMMITMENTS
0 0 0 23,028 23,525 23,028 23,525 1,349 852
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,666)
0 0 0 2,635 2,876 2,635 2,876 31 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 96.5 94.5 96.5 5.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 15 12 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 18,784
COMMITMENTS
998 1,746 2,766 14,864 14,121 18,628 18,633 156 151
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 147)
8 204 -16 158 -41 150 147 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 9.3 14.7 79.1 75.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 12 15 23 22 39 38
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,968
COMMITMENTS
3,869 950 2,264 31,700 34,739 37,833 37,953 135 15
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 690)
-300 375 98 892 217 690 690 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.5 6.0 83.5 91.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 6 20 24 26 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 33,806
COMMITMENTS
4,480 316 956 28,370 32,534 33,806 33,806 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 440)
-175 0 100 755 340 680 440 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.9 2.8 83.9 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 4 21 22 28 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 134,065
COMMITMENTS
9,290 5,834 8,865 115,665 119,301 133,820 134,000 245 65
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,764)
2,670 -244 -1,025 114 3,033 1,759 1,764 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.4 6.6 86.3 89.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 10 10 35 36 51 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 68,986
COMMITMENTS
621 3,286 2,510 65,855 63,129 68,986 68,925 0 61
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 121)
0 263 40 80 -182 121 121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.8 3.6 95.5 91.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 4 25 25 31 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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: 40,416
COMMITMENTS
1,050 2,353 300 39,066 37,763 40,416 40,416 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,635)
0 200 25 1,610 1,410 1,635 1,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.8 0.7 96.7 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 16 15 20 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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: 60,531
COMMITMENTS
17,039 1,630 4,578 38,684 54,237 60,301 60,445 230 86
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 750)
29 -10 8 713 755 750 753 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 2.7 7.6 63.9 89.6 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 75,992
COMMITMENTS
24,514 2,840 3,075 47,642 70,020 75,231 75,935 761 57
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -223)
64 25 -1 -281 -242 -218 -218 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 3.7 4.0 62.7 92.1 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 4 6 24 24 35 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,773
COMMITMENTS
1,907 808 1,504 65,840 67,461 69,251 69,773 522 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 490)
0 40 10 480 440 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.2 2.2 94.4 96.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 28 28 31 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,263
COMMITMENTS
1,648 1,020 2,166 83,927 85,077 87,741 88,263 522 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 564)
30 140 -20 554 444 564 564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.2 2.5 95.1 96.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 30 28 34 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,522
COMMITMENTS
280 0 225 43,603 43,976 44,108 44,201 414 321
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 330)
0 0 0 330 330 330 330 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,844
COMMITMENTS
360 1,295 0 28,010 27,539 28,370 28,834 474 10
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -7)
0 0 0 -7 -7 -7 -7 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 06/23/20 |
--------------------------------------------------------------| 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 06/16/20 (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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 85,858
COMMITMENTS
12,833 2,695 1,939 70,617 81,026 85,389 85,660 469 197
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 935)
-218 204 -3 1,144 703 923 903 12 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.1 2.3 82.2 94.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 9 10 36 36 55 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 12,960
COMMITMENTS
750 150 0 12,210 12,810 12,960 12,960 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 180)
180 0 0 0 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.2 0.0 94.2 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,900
COMMITMENTS
750 150 0 12,150 12,750 12,900 12,900 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 180)
180 0 0 0 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.2 0.0 94.2 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,851
COMMITMENTS
5,245 1,000 310 37,972 42,133 43,527 43,443 324 408
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 550)
0 180 0 550 370 550 550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.3 0.7 86.6 96.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 19 19 23 25
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,673
COMMITMENTS
1,389 100 25 9,064 10,204 10,478 10,329 195 344
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.9 0.2 84.9 95.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 14 15 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,009
COMMITMENTS
690 100 200 47,962 48,373 48,852 48,673 157 336
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 460)
0 0 0 460 460 460 460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 97.9 98.7 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 24 19 27 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,107
COMMITMENTS
455 1,265 60 41,091 40,770 41,606 42,095 501 12
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,158)
65 0 0 1,093 1,158 1,158 1,158 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.0 0.1 97.6 96.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 2 25 22 29 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,750
COMMITMENTS
1,473 200 73 66,209 68,237 67,755 68,510 995 240
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 741)
65 0 0 676 741 741 741 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 0.1 96.3 99.3 98.6 99.7 1.4 0.3
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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,415
COMMITMENTS
1,997 550 104 70,814 72,576 72,915 73,230 500 185
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 767)
80 200 0 687 567 767 767 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 0.1 96.5 98.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 2 25 16 28 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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: 83,317
COMMITMENTS
1,213 786 2,370 79,294 80,091 82,877 83,247 440 70
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,525)
200 215 149 2,176 2,161 2,525 2,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 2.8 95.2 96.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 5 29 24 34 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,362
COMMITMENTS
1,956 2,690 3,276 97,802 97,360 103,035 103,327 327 35
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,718)
253 -377 109 1,356 1,986 1,718 1,718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.6 3.2 94.6 94.2 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,677
COMMITMENTS
100 4,795 100 60,462 55,782 60,662 60,677 15 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 105)
0 70 0 105 35 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.9 0.2 99.6 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 16 15 18 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| 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: 54,690
COMMITMENTS
1,250 900 225 53,215 53,565 54,690 54,690 0 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -15 -15 -15 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 06/23/20 |
--------------------------------------------------------------| 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: 57,938
COMMITMENTS
1,550 1,597 950 55,107 55,246 57,607 57,793 331 145
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 789)
29 0 0 760 789 789 789 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.8 1.6 95.1 95.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 3 22 21 26 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,809
COMMITMENTS
2,196 5,072 1,224 61,233 58,118 64,653 64,414 156 395
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,183)
195 -80 85 1,121 1,178 1,401 1,183 -218 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.8 1.9 94.5 89.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 6 5 22 21 30 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,811
COMMITMENTS
0 925 0 25,719 24,686 25,719 25,611 92 200
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,757)
0 120 0 1,749 1,517 1,749 1,637 8 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 99.6 95.6 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 15 19 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 25,540
COMMITMENTS
0 225 0 25,156 25,175 25,156 25,400 384 140
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,685)
0 0 0 1,667 1,565 1,667 1,565 18 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.5 98.6 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 19 15 19 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,261
COMMITMENTS
1,350 2,141 515 29,339 27,978 31,204 30,634 57 627
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 228)
10 0 0 212 238 222 238 6 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.8 1.6 93.9 89.5 99.8 98.0 0.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 4 21 19 25 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,900
COMMITMENTS
675 2,083 182 16,845 16,180 17,702 18,445 1,198 455
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,115
COMMITMENTS
4,539 5,595 1,832 52,574 51,649 58,945 59,076 170 39
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,337)
45 -120 -100 1,366 1,557 1,311 1,337 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.5 3.1 88.9 87.4 99.7 99.9 0.3 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 37,486
COMMITMENTS
1,286 1,960 853 35,194 34,606 37,333 37,419 153 67
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,643)
5 -120 115 1,523 1,648 1,643 1,643 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.2 2.3 93.9 92.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 5 26 19 32 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,670
COMMITMENTS
851 464 200 18,514 19,006 19,565 19,670 105 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 80)
-75 25 0 155 55 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 1.0 94.1 96.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 1 19 19 23 24
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 19,526
COMMITMENTS
575 150 0 18,860 19,376 19,435 19,526 91 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -30)
100 0 0 -130 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.8 0.0 96.6 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,145
COMMITMENTS
445 100 490 9,755 10,520 10,690 11,110 455 35
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.9 4.4 87.5 94.4 95.9 99.7 4.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 13 12 16 14
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,136
COMMITMENTS
415 100 485 8,796 9,516 9,696 10,101 440 35
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 700)
0 0 0 700 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.0 4.8 86.8 93.9 95.7 99.7 4.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 12 11 15 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,706
COMMITMENTS
1,300 3,765 1,925 32,450 30,016 35,675 35,706 31 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 525)
100 25 0 425 500 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 10.5 5.4 90.9 84.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 19 15 24 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,111
COMMITMENTS
1,300 3,550 1,855 32,925 30,706 36,080 36,111 31 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 545)
100 25 0 445 520 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 9.8 5.1 91.2 85.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 19 16 24 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,726
COMMITMENTS
720 6,291 2,354 111,579 106,001 114,653 114,646 73 80
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,917)
55 606 -50 1,912 1,341 1,917 1,897 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.5 2.1 97.3 92.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 9 5 41 32 48 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,948
COMMITMENTS
759 5,346 4,479 122,658 118,043 127,896 127,868 52 80
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,349)
-7 -305 230 1,126 1,404 1,349 1,329 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 3.5 95.9 92.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 11 9 43 34 54 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 539,835
COMMITMENTS
35,986 22,562 53,549 449,999 463,561 539,534 539,671 301 164
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -741)
-170 2,094 -1,297 733 -1,532 -734 -735 -7 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.2 9.9 83.4 85.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 16 27 51 40 88 74
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,539
COMMITMENTS
4,638 600 65 11,516 15,804 16,219 16,469 320 70
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 3.6 0.4 69.6 95.6 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,661
COMMITMENTS
4,193 600 55 9,108 13,006 13,356 13,661 305 0
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 4.4 0.4 66.7 95.2 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 14 13 18 15
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,156
COMMITMENTS
2,420 1,050 150 13,562 14,926 16,132 16,126 24 30
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 535)
0 0 0 559 535 559 535 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.5 0.9 83.9 92.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 14 24 19 26
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,877
COMMITMENTS
245 381 108 3,975 3,690 4,328 4,179 549 698
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 321)
117 94 43 250 198 410 335 -89 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.8 2.2 81.5 75.7 88.7 85.7 11.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 3 27 28 31 32
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,659
COMMITMENTS
1,965 0 0 30,302 32,609 32,267 32,609 392 50
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,079)
0 0 0 1,054 1,044 1,054 1,044 25 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.0 92.8 99.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 0 34 40 36 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,550
COMMITMENTS
229 0 241 26,003 25,774 26,473 26,015 77 535
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 78)
214 -51 -129 -12 248 73 68 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.9 97.9 97.1 99.7 98.0 0.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 2 29 29 31 31
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,486
COMMITMENTS
91 195 255 9,610 9,601 9,956 10,051 530 435
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,090)
46 20 -64 1,093 884 1,075 840 15 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 2.4 91.6 91.6 94.9 95.9 5.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 2 30 29 32 32
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,586
COMMITMENTS
2,140 462 89 31,170 32,644 33,399 33,195 187 391
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 826)
180 -50 0 646 876 826 826 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.4 0.3 92.8 97.2 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 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 52,319
COMMITMENTS
3,225 1,402 2,000 46,433 48,232 51,658 51,634 661 685
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,402)
907 107 381 290 1,030 1,578 1,518 -176 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.7 3.8 88.7 92.2 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
8 10 10 61 58 78 69
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,384
COMMITMENTS
19 26 84 1,686 1,825 1,789 1,935 595 449
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 122)
0 26 6 53 162 59 194 63 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.1 3.5 70.7 76.6 75.0 81.2 25.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 20 19 22
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 33,005
COMMITMENTS
0 0 0 31,585 31,545 31,585 31,545 1,420 1,460
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -4,578)
0 0 0 -1,937 -3,449 -1,937 -3,449 -2,641 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 95.6 95.7 95.6 4.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 23 20 23 20
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 6,910
COMMITMENTS
0 0 0 6,600 6,900 6,600 6,900 310 10
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -1,696)
0 0 0 -956 -1,474 -956 -1,474 -740 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 99.9 95.5 99.9 4.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 12 13 12
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 224,726
COMMITMENTS
0 1,770 0 217,244 207,093 217,244 208,863 7,482 15,863
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 620)
0 0 0 1,810 475 1,810 475 -1,190 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 96.7 92.2 96.7 92.9 3.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 15 18 15 19
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 27,591
COMMITMENTS
12,057 2,636 4,268 8,781 19,033 25,106 25,937 2,485 1,654
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,106)
800 0 -219 525 1,120 1,106 901 0 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 9.6 15.5 31.8 69.0 91.0 94.0 9.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 5 15 13 21 18
Updated June 26, 2020