CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,120
COMMITMENTS
3,014 1,663 0 9,106 10,457 12,120 12,120 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 13.7 0.0 75.1 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 11 8 16 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,657
COMMITMENTS
15,454 9,917 0 19,203 24,740 34,657 34,657 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,505)
0 0 0 -2,505 -2,505 -2,505 -2,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 28.6 0.0 55.4 71.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 0 15 14 22 20
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 131,985
COMMITMENTS
28,172 30,504 16,389 87,321 85,016 131,883 131,910 102 75
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,024)
-210 -193 47 -2,861 -2,879 -3,024 -3,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 23.1 12.4 66.2 64.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 16 17 31 25 62 49
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 185,524
COMMITMENTS
60,882 23,543 3,265 121,377 158,716 185,524 185,524 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 1,518)
0 100 0 1,518 1,418 1,518 1,518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 12.7 1.8 65.4 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 8 3 15 16 21 26
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 156,351
COMMITMENTS
22,559 19,747 4,808 128,984 131,796 156,351 156,351 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -121)
-154 825 -533 566 -412 -121 -121 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.6 3.1 82.5 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 6 6 18 13 27 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,175
COMMITMENTS
8,382 3,453 1,599 26,927 32,099 36,908 37,151 267 25
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 153)
-92 64 46 96 94 51 204 101 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.3 4.3 72.4 86.3 99.3 99.9 0.7 0.1
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 07/07/20 |
--------------------------------------------------------------| 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 06/30/20 (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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,516
COMMITMENTS
7,200 616 3,532 22,784 29,368 33,516 33,516 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 45)
-55 0 0 100 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 1.8 10.5 68.0 87.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 15 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,193
COMMITMENTS
3,145 2,301 253 23,448 24,565 26,846 27,119 347 74
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 25)
0 8 -5 2 39 -3 42 27 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 8.5 0.9 86.2 90.3 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 16 13 19 17
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| 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: 13,949
COMMITMENTS
1,715 2,130 0 12,234 11,819 13,949 13,949 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 13)
0 0 0 13 13 13 13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.3 0.0 87.7 84.7 100.0 100.0 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 07/07/20 |
--------------------------------------------------------------| 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: 18,010
COMMITMENTS
1,355 6,990 390 16,240 10,630 17,985 18,010 25 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -50)
0 150 -150 100 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 38.8 2.2 90.2 59.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 2 11 10 14 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 42,606
COMMITMENTS
20,086 14,839 2,882 19,638 24,885 42,606 42,606 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 41)
0 0 0 41 41 41 41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 34.8 6.8 46.1 58.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 4 14 10 21 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,594
COMMITMENTS
6,717 348 2,710 25,965 32,517 35,392 35,575 202 19
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,091)
755 -1,032 -806 -5,148 -3,253 -5,199 -5,091 108 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 1.0 7.6 72.9 91.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 5 23 26 29 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,114
COMMITMENTS
831 7,226 916 26,521 20,972 28,268 29,114 846 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,986)
-260 -663 -206 -3,503 -3,117 -3,969 -3,986 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 24.8 3.1 91.1 72.0 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 4 23 15 29 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,992,438
COMMITMENTS
878,391 44,171 477,107 4604359 5453305 5959857 5974583 32,581 17,855
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 59,628)
12,280 6,760 -3,198 47,440 55,890 56,522 59,452 3,106 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 0.7 8.0 76.8 91.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
46 17 50 152 135 210 190
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,505,974
COMMITMENTS
35,007 20,053 535,308 933,354 949,718 1503669 1505079 2,305 895
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 33,261)
-4,654 1 32,218 5,780 1,019 33,344 33,238 -83 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.3 35.5 62.0 63.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 12 22 50 47 78 69
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,314
COMMITMENTS
4,646 2,299 124 235,098 257,833 239,868 260,256 26,446 6,058
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -10,028)
-1,333 -93 62 -7,234 -10,147 -8,505 -10,178 -1,523 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.9 0.0 88.3 96.8 90.1 97.7 9.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 24 20 27 23
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,410
COMMITMENTS
623 123 489 143,124 147,023 144,236 147,635 9,174 5,775
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -7,426)
-541 35 -744 -5,706 -7,187 -6,991 -7,896 -435 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.3 93.3 95.8 94.0 96.2 6.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 20 26 23 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,733
COMMITMENTS
12,105 372 6,319 310,601 329,792 329,025 336,483 10,708 3,250
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -21,891)
-1,388 0 27 -21,756 -22,213 -23,117 -22,186 1,226 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.1 1.9 91.4 97.1 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 1 1 39 38 47 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,138,276
COMMITMENTS
655 11,861 4,365 1122578 1120079 1127598 1136305 10,678 1,971
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -25,197)
-1,542 169 25 -24,059 -24,920 -25,576 -24,726 379 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.4 98.6 98.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 3 39 28 43 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,454
COMMITMENTS
3,264 0 564 386,331 392,227 390,159 392,791 7,295 4,663
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -15,876)
722 -253 -432 -16,574 -14,682 -16,284 -15,367 408 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.1 97.2 98.7 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 0 2 44 40 47 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 558,718
COMMITMENTS
503 148 341 546,217 553,283 547,061 553,772 11,657 4,946
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -28,675)
26 -155 -124 -27,392 -27,732 -27,490 -28,011 -1,185 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.1 97.8 99.0 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 1 2 34 44 37 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 459,997
COMMITMENTS
2,034 1,748 0 453,056 450,204 455,090 451,952 4,907 8,045
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -18,196)
0 -774 -62 -11,185 -15,854 -11,247 -16,690 -6,949 -1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.0 98.5 97.9 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 1 0 39 32 40 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,081
COMMITMENTS
0 4,733 0 91,763 89,749 91,763 94,482 5,318 2,599
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -9,034)
-248 -659 0 -8,663 -8,791 -8,911 -9,450 -123 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 94.5 92.4 94.5 97.3 5.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 15 18 15 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,219
COMMITMENTS
0 0 0 16,139 17,002 16,139 17,002 1,080 217
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -10,872)
0 -511 0 -11,339 -9,942 -11,339 -10,453 467 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 98.7 93.7 98.7 6.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 11 13 11 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 313,311
COMMITMENTS
0 5,632 0 301,829 301,310 301,829 306,942 11,482 6,369
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -17,573)
-159 -650 -275 -17,224 -17,042 -17,658 -17,967 85 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 96.3 96.2 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 27 27 27 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,633
COMMITMENTS
0 0 0 172,119 173,793 172,119 173,793 6,514 4,840
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -10,326)
0 0 0 -9,660 -9,750 -9,660 -9,750 -666 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 97.3 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 25 23 25 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 283,451
COMMITMENTS
1,668 0 0 277,333 282,203 279,001 282,203 4,450 1,248
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -12,165)
438 0 0 -12,040 -11,547 -11,602 -11,547 -563 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 97.8 99.6 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 0 23 24 25 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,210
COMMITMENTS
5,022 310 0 27,912 34,900 32,934 35,210 2,276 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -13,470)
-4,890 -480 0 -8,744 -12,660 -13,634 -13,140 164 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.9 0.0 79.3 99.1 93.5 100.0 6.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 0 16 17 20 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 583,415
COMMITMENTS
10,929 3,118 6,034 557,500 566,624 574,463 575,776 8,952 7,639
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -22,838)
-3,430 -2,008 -833 -20,400 -19,111 -24,663 -21,952 1,825 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.5 1.0 95.6 97.1 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 5 3 52 41 58 48
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,356
COMMITMENTS
0 0 0 193,185 191,828 193,185 191,828 3,171 4,528
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -9,759)
-279 0 0 -9,708 -9,738 -9,987 -9,738 228 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 97.7 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 22 20 22 20
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,320
COMMITMENTS
0 0 0 140,890 142,348 140,890 142,348 3,430 1,972
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -4,318)
0 0 0 -4,021 -1,332 -4,021 -1,332 -297 -2,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.6 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 20 21 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,021
COMMITMENTS
0 644 0 176,440 179,195 176,440 179,839 6,581 3,182
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -54,101)
-25,396 -689 -644 -31,129 -55,208 -57,169 -56,541 3,068 2,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.4 97.9 96.4 98.3 3.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 18 16 18 17
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,180
COMMITMENTS
25,892 1,240 644 176,055 200,308 202,591 202,192 589 988
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -58,743)
-28,480 -780 0 -29,823 -57,304 -58,303 -58,084 -440 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.6 0.3 86.6 98.6 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 1 1 31 42 42 44
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,182
COMMITMENTS
0 0 0 115,752 117,132 115,752 117,132 2,430 1,050
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -21,450)
0 0 0 -21,122 -20,824 -21,122 -20,824 -328 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.1 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 22 27 22 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 33,894
COMMITMENTS
620 984 0 32,656 32,445 33,276 33,429 618 465
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -7,026)
0 -240 0 -6,816 -7,034 -6,816 -7,274 -210 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.9 0.0 96.3 95.7 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 11 12 12 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,442
COMMITMENTS
3,338 1,092 935 272,790 270,169 277,063 272,196 2,379 7,246
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -14,856)
116 -342 -18 -13,980 -13,250 -13,882 -13,610 -974 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.3 97.6 96.7 99.1 97.4 0.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 3 40 40 44 44
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,461
COMMITMENTS
0 0 0 105,275 104,287 105,275 104,287 186 1,174
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -11,010)
0 0 0 -10,890 -10,750 -10,890 -10,750 -120 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 98.9 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,799
COMMITMENTS
1,399 0 0 96,097 98,996 97,496 98,996 11,303 9,803
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -6,236)
-155 -112 -255 -5,031 -5,172 -5,441 -5,539 -795 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 88.3 91.0 89.6 91.0 10.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 21 19 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,525
COMMITMENTS
0 75 1,284 228,853 224,993 230,137 226,352 3,388 7,173
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -17,883)
0 -1,394 -124 -17,243 -15,771 -17,367 -17,289 -516 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.5 98.0 96.3 98.5 96.9 1.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 28 32 29 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,773
COMMITMENTS
0 0 0 174,866 184,714 174,866 184,714 11,907 2,059
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -7,129)
0 -660 0 -6,350 -6,106 -6,350 -6,766 -779 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 98.9 93.6 98.9 6.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 19 21 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,596
COMMITMENTS
585 0 0 90,273 87,142 90,858 87,142 3,738 7,454
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,344)
-31 -403 0 -5,190 -5,291 -5,221 -5,694 -123 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.4 92.1 96.0 92.1 4.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 18 15 19 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,718
COMMITMENTS
0 0 0 40,684 41,254 40,684 41,254 2,034 1,464
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -16,920)
0 0 0 -17,334 -16,500 -17,334 -16,500 414 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 96.6 95.2 96.6 4.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 10 18 10
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,090
COMMITMENTS
1,771 0 0 199,076 199,807 200,847 199,807 8,243 9,283
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -6,660)
-744 0 0 -5,807 -7,133 -6,551 -7,133 -109 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.2 95.6 96.1 95.6 3.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 13 17 15 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,140
COMMITMENTS
6,193 1,933 30 155,662 157,457 161,885 159,420 6,255 8,720
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -10,218)
-675 -691 -86 -8,872 -8,939 -9,633 -9,716 -585 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.1 0.0 92.6 93.6 96.3 94.8 3.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 1 31 30 34 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,397
COMMITMENTS
1,705 0 0 61,305 63,103 63,010 63,103 1,387 1,294
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -8,310)
-90 0 0 -7,771 -8,040 -7,861 -8,040 -449 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.2 98.0 97.8 98.0 2.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 12 20 14 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,600
COMMITMENTS
6,573 0 887 227,947 237,883 235,407 238,770 8,193 4,830
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -15,810)
590 -776 -588 -15,383 -13,044 -15,381 -14,408 -429 -1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.4 93.6 97.7 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 0 1 33 36 38 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 132,410
COMMITMENTS
0 2,859 1 129,296 127,097 129,297 129,957 3,113 2,453
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -11,733)
0 -671 -104 -11,045 -11,181 -11,149 -11,956 -584 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 97.6 96.0 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 1 27 27 28 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 149,321
COMMITMENTS
2,846 1,712 0 138,761 145,467 141,607 147,179 7,714 2,142
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -13,219)
-651 0 0 -12,010 -12,774 -12,661 -12,774 -558 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.1 0.0 92.9 97.4 94.8 98.6 5.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 0 18 24 22 25
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 54,958
COMMITMENTS
1,510 1,645 0 52,136 51,115 53,646 52,760 1,312 2,198
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.0 0.0 94.9 93.0 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 10 12 12
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,526
COMMITMENTS
0 0 0 32,654 34,415 32,654 34,415 2,872 1,111
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -9,655)
0 0 0 -10,243 -8,657 -10,243 -8,657 588 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 96.9 91.9 96.9 8.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 15 19 15 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 262,685
COMMITMENTS
0 0 0 251,496 262,101 251,496 262,101 11,189 584
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -20,107)
-186 -1,085 -186 -19,596 -18,836 -19,968 -20,107 -139 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 99.8 95.7 99.8 4.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 32 23 32 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,549
COMMITMENTS
3,808 1,498 0 87,191 96,051 90,999 97,549 7,550 1,000
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -9,213)
-961 0 0 -7,796 -9,179 -8,757 -9,179 -456 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.5 0.0 88.5 97.5 92.3 99.0 7.7 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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 15,924
COMMITMENTS
1,054 0 0 14,254 15,831 15,308 15,831 616 93
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,040)
-390 0 0 -4,650 -5,043 -5,040 -5,043 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 89.5 99.4 96.1 99.4 3.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 12 14 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 181,059
COMMITMENTS
1,166 0 0 172,852 174,484 174,018 174,484 7,041 6,575
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -11,695)
-219 -157 -246 -10,580 -10,152 -11,045 -10,555 -650 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.5 96.4 96.1 96.4 3.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 18 29 19 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 20,015
COMMITMENTS
279 0 0 18,316 19,245 18,595 19,245 1,420 770
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -4,920)
0 0 0 -4,650 -4,718 -4,650 -4,718 -270 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 91.5 96.2 92.9 96.2 7.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 9 13 10 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 14,830
COMMITMENTS
636 1,488 2,021 12,038 11,191 14,696 14,701 134 129
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,381)
-321 -410 -31 -1,008 -918 -1,360 -1,359 -21 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.0 13.6 81.2 75.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 10 15 21 23 36 39
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,727
COMMITMENTS
3,848 1,835 1,964 30,900 32,913 36,712 36,712 15 15
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,842)
4 325 -425 -2,351 -2,106 -2,772 -2,206 -70 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.0 5.3 84.1 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 6 5 20 24 25 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 30,906
COMMITMENTS
3,700 254 1,079 26,127 29,573 30,906 30,906 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,848)
-475 -127 0 -2,200 -2,721 -2,675 -2,848 -173 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.8 3.5 84.5 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 4 19 21 25 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 134,715
COMMITMENTS
13,402 5,518 7,761 113,306 121,345 134,469 134,624 246 91
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,299)
2,348 -159 -646 -3,994 -1,495 -2,292 -2,300 -7 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.1 5.8 84.1 90.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 10 10 35 37 52 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,397
COMMITMENTS
1,067 2,262 2,241 62,089 60,834 65,397 65,336 0 61
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -4,115)
222 -900 -323 -4,014 -2,892 -4,115 -4,115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.5 3.4 94.9 93.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 4 27 22 33 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| 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: 39,301
COMMITMENTS
1,175 2,153 300 37,826 36,848 39,301 39,301 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,410)
0 -150 0 -1,410 -1,260 -1,410 -1,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.5 0.8 96.2 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 14 15 18 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| 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: 58,522
COMMITMENTS
16,586 2,092 4,133 37,583 52,217 58,302 58,442 220 80
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,934)
-427 482 -420 -1,077 -1,990 -1,924 -1,928 -10 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 3.6 7.1 64.2 89.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 2 4 25 24 32 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 74,653
COMMITMENTS
24,705 3,343 2,579 46,984 68,678 74,268 74,600 385 53
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,072)
-825 335 -328 -802 -2,067 -1,955 -2,060 -117 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 4.5 3.5 62.9 92.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 4 5 25 24 35 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,473
COMMITMENTS
2,149 748 1,489 65,333 67,234 68,971 69,471 502 2
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,144)
201 -60 -15 -2,310 -2,071 -2,124 -2,146 -20 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.1 2.1 94.0 96.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 27 27 30 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,169
COMMITMENTS
1,950 969 2,116 82,611 84,084 86,677 87,169 492 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,331)
196 -51 -50 -3,447 -3,230 -3,301 -3,331 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 2.4 94.8 96.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 29 27 32 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,432
COMMITMENTS
280 0 225 43,413 43,886 43,918 44,111 514 321
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -100 0 -100 0 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 97.7 98.8 98.8 99.3 1.2 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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,300
COMMITMENTS
360 1,295 0 27,470 26,984 27,830 28,279 470 21
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 201)
0 0 0 205 190 205 190 -4 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.6 0.0 97.1 95.3 98.3 99.9 1.7 0.1
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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,434
COMMITMENTS
325 222 300 19,700 19,912 20,325 20,434 109 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 97)
-70 0 0 165 97 95 97 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.1 1.5 96.4 97.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 13 16 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 88,301
COMMITMENTS
11,753 2,525 1,858 74,300 83,506 87,912 87,889 390 412
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 1,693)
-810 -53 -93 2,592 1,674 1,689 1,528 4 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.9 2.1 84.1 94.6 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 7 11 36 35 56 50
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,076
COMMITMENTS
750 150 0 13,326 13,926 14,076 14,076 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 972)
0 0 0 972 972 972 972 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.1 0.0 94.7 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 10 15 12 16
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,016
COMMITMENTS
750 150 0 13,266 13,716 14,016 13,866 0 150
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 972)
0 0 0 972 822 972 822 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.1 0.0 94.6 97.9 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 10 15 12 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,431
COMMITMENTS
5,220 2,175 335 42,527 45,463 48,082 47,973 349 458
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 2,270)
-25 1,175 25 2,245 1,020 2,245 2,220 25 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.5 0.7 87.8 93.9 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 3 20 19 24 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,142
COMMITMENTS
690 100 200 48,020 48,561 48,910 48,861 232 281
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 40)
0 0 0 -35 95 -35 95 75 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.2 0.4 97.7 98.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 18 26 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,594
COMMITMENTS
390 1,265 310 41,378 41,007 42,078 42,582 516 12
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 529)
-65 0 250 339 279 524 529 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.0 0.7 97.1 96.3 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 25 24 29 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,723
COMMITMENTS
1,450 200 50 61,247 63,233 62,747 63,483 976 240
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,327)
-23 0 -23 -5,256 -5,304 -5,302 -5,327 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.3 0.1 96.1 99.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 21 14 24 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,431
COMMITMENTS
2,276 725 90 66,565 68,436 68,931 69,251 500 180
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -4,390)
254 0 -14 -4,630 -4,371 -4,390 -4,385 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.0 0.1 95.9 98.6 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 24 15 27 19
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 80,435
COMMITMENTS
1,718 518 2,656 75,643 77,191 80,017 80,365 418 70
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,990)
343 45 -57 -4,254 -3,978 -3,968 -3,990 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 3.3 94.0 96.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 26 23 31 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 98,473
COMMITMENTS
2,199 1,607 3,933 92,046 92,918 98,177 98,458 296 15
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,200)
-180 44 228 -5,217 -5,422 -5,169 -5,150 -31 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.6 4.0 93.5 94.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 7 7 30 33 39 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 57,029
COMMITMENTS
300 4,199 100 56,629 52,730 57,029 57,029 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,584)
-25 -735 0 -3,544 -2,849 -3,569 -3,584 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 7.4 0.2 99.3 92.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 1 15 13 17 18
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| 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: 52,240
COMMITMENTS
1,350 875 0 50,890 51,365 52,240 52,240 0 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,475)
100 0 -225 -2,350 -2,250 -2,475 -2,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.7 0.0 97.4 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 12 9 13 12
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| 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: 56,981
COMMITMENTS
1,743 1,667 743 54,164 54,460 56,650 56,870 331 111
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,586)
-24 70 -195 -1,367 -1,421 -1,586 -1,546 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.9 1.3 95.1 95.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 2 21 22 25 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,299
COMMITMENTS
2,433 5,166 963 60,757 57,791 64,153 63,920 146 379
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,455)
-285 88 -176 -984 -1,348 -1,445 -1,436 -10 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.0 1.5 94.5 89.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 4 23 20 30 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,164
COMMITMENTS
0 885 0 25,028 24,079 25,028 24,964 136 200
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,092)
0 -40 0 -1,136 -1,032 -1,136 -1,072 44 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 99.5 95.7 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 17 15 17 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 25,003
COMMITMENTS
0 225 0 24,587 24,633 24,587 24,858 416 145
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,017)
0 0 0 -1,049 -1,022 -1,049 -1,022 32 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.3 98.5 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 13 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,432
COMMITMENTS
1,370 1,911 490 27,465 26,273 29,325 28,674 107 758
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,872)
20 -230 -25 -1,915 -1,770 -1,920 -2,025 48 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.5 1.7 93.3 89.3 99.6 97.4 0.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 4 19 17 23 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,695
COMMITMENTS
685 1,851 152 15,712 15,242 16,549 17,245 1,146 450
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,290)
10 -282 -10 -1,238 -993 -1,238 -1,285 -52 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.5 0.9 88.8 86.1 93.5 97.5 6.5 2.5
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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,551
COMMITMENTS
4,710 5,463 1,940 50,783 50,127 57,433 57,530 118 21
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,951)
-93 -421 0 -1,820 -1,512 -1,913 -1,933 -38 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.5 3.4 88.2 87.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 2 4 29 24 36 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 35,631
COMMITMENTS
1,291 2,262 644 33,552 32,670 35,487 35,576 144 55
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,909)
-25 84 -119 -1,756 -1,862 -1,900 -1,897 -9 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.3 1.8 94.2 91.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 25 18 31 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 19,314
COMMITMENTS
875 439 175 18,174 18,700 19,224 19,314 90 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -551)
124 -25 -25 -530 -501 -431 -551 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.3 0.9 94.1 96.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 1 18 17 22 22
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,673
COMMITMENTS
375 100 490 10,046 10,918 10,911 11,508 762 165
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -717)
-70 0 0 -954 -712 -1,024 -712 307 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 4.2 86.1 93.5 93.5 98.6 6.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 13 13 16 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,671
COMMITMENTS
345 100 485 9,130 9,921 9,960 10,506 711 165
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -710)
-70 0 0 -911 -705 -981 -705 271 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 4.5 85.6 93.0 93.3 98.5 6.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 12 15 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,295
COMMITMENTS
1,150 3,170 2,035 30,945 29,090 34,130 34,295 165 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,441)
-100 -545 110 -1,450 -1,006 -1,440 -1,441 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.2 5.9 90.2 84.8 99.5 100.0 0.5 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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,715
COMMITMENTS
1,150 2,995 2,005 31,395 29,715 34,550 34,715 165 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,416)
-100 -505 150 -1,465 -1,061 -1,415 -1,416 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.6 5.8 90.4 85.6 99.5 100.0 0.5 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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,760
COMMITMENTS
1,065 5,705 2,156 106,465 101,819 109,686 109,680 74 80
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -6,869)
575 -291 -398 -7,043 -6,180 -6,866 -6,869 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.2 2.0 97.0 92.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 8 5 39 32 47 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,733
COMMITMENTS
935 5,284 4,116 116,631 112,253 121,682 121,653 51 80
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -8,576)
340 -167 -605 -8,302 -7,804 -8,567 -8,576 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.3 3.4 95.8 92.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 11 10 42 33 54 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 536,407
COMMITMENTS
36,427 19,026 54,452 445,212 462,767 536,091 536,244 316 163
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -9,298)
2,237 -1,308 -66 -11,450 -7,923 -9,279 -9,297 -19 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.5 10.2 83.0 86.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 15 25 50 40 87 72
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,420
COMMITMENTS
4,034 100 565 11,706 15,695 16,305 16,360 115 60
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -839)
-269 0 0 -555 -829 -824 -829 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 0.6 3.4 71.3 95.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 2 15 12 21 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,301
COMMITMENTS
3,564 300 355 9,267 12,646 13,186 13,301 115 0
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -795)
-294 0 0 -486 -795 -780 -795 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.3 2.7 69.7 95.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 2 15 12 21 14
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 6,080
COMMITMENTS
700 955 940 3,705 3,615 5,345 5,510 735 570
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 15.7 15.5 60.9 59.5 87.9 90.6 12.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 5 5 15 13 23 20
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,945
COMMITMENTS
2,345 1,250 225 14,351 15,440 16,921 16,915 24 30
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 5)
25 0 0 -20 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 7.4 1.3 84.7 91.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 16 27 22 30
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 4,688
COMMITMENTS
205 391 123 3,806 3,394 4,134 3,908 554 780
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -570)
-20 -24 -6 -496 -532 -522 -562 -48 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.3 2.6 81.2 72.4 88.2 83.4 11.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 3 23 23 27 27
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,582
COMMITMENTS
1,647 0 0 28,508 30,491 30,155 30,491 427 91
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -2,575)
-272 0 0 -2,353 -2,570 -2,625 -2,570 50 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 93.2 99.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 32 38 33 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,950
COMMITMENTS
0 64 167 19,569 18,966 19,736 19,197 214 753
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -6,650)
-239 64 -64 -6,434 -6,788 -6,737 -6,788 87 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.8 98.1 95.1 98.9 96.2 1.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 21 25 22 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,416
COMMITMENTS
220 165 393 9,250 9,466 9,863 10,024 553 392
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,124)
119 -20 20 -1,191 -976 -1,052 -976 -72 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.6 3.8 88.8 90.9 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 3 32 25 35 28
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,323
COMMITMENTS
1,547 435 15 24,581 25,554 26,143 26,004 180 319
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -8,731)
-1,083 -214 -37 -7,611 -8,408 -8,731 -8,659 0 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.7 0.1 93.4 97.1 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 1 28 43 32 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 48,981
COMMITMENTS
3,028 883 1,996 43,378 45,285 48,402 48,164 579 817
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5,393)
147 -392 -93 -5,282 -5,049 -5,228 -5,534 -165 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.8 4.1 88.6 92.5 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
9 7 11 60 56 75 68
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,123
COMMITMENTS
92 26 82 1,337 1,710 1,511 1,818 612 305
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -621)
73 -9 4 -517 -419 -440 -424 -181 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 3.9 63.0 80.5 71.2 85.6 28.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 12 19 14 22
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 104,554
COMMITMENTS
43,985 1,562 20,837 27,700 66,033 92,523 88,433 12,031 16,121
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -220)
17,343 -689 1,181 -1,030 670 17,495 1,163 -17,715 -1,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 1.5 19.9 26.5 63.2 88.5 84.6 11.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 6 9 12 17 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 34,672
COMMITMENTS
0 0 0 33,252 33,212 33,252 33,212 1,420 1,460
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 705)
0 0 0 705 705 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 95.8 95.9 95.8 4.1 4.2
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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 7,905
COMMITMENTS
0 0 0 7,535 7,880 7,535 7,880 370 25
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 735)
0 0 0 675 720 675 720 60 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 99.7 95.3 99.7 4.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 13 11 13
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 212,664
COMMITMENTS
0 1,590 0 205,871 198,764 205,871 200,354 6,793 12,310
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 1,394)
0 0 0 816 4,140 816 4,140 578 -2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.8 93.5 96.8 94.2 3.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 18 14 19
Updated July 10, 2020