CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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 07/14/20 (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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,128
COMMITMENTS
15,052 9,917 0 19,066 24,211 34,118 34,128 10 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -37)
-402 0 0 355 -37 -47 -37 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 29.1 0.0 55.9 70.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 0 17 13 24 19
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 130,768
COMMITMENTS
27,194 30,473 15,706 87,766 84,514 130,666 130,693 102 75
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,308)
-842 -124 -493 26 -692 -1,308 -1,308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 23.3 12.0 67.1 64.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 16 17 31 25 63 49
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 187,568
COMMITMENTS
60,882 26,043 3,265 123,421 158,260 187,568 187,568 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,450)
0 2,500 0 1,450 -1,050 1,450 1,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.9 1.7 65.8 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 7 4 15 16 22 26
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 155,577
COMMITMENTS
22,605 20,988 4,762 128,210 129,827 155,577 155,577 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,984)
436 990 -36 -2,384 -2,938 -1,984 -1,984 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 13.5 3.1 82.4 83.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 6 6 17 12 26 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,929
COMMITMENTS
9,264 3,503 1,599 25,892 31,803 36,754 36,905 175 24
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 21)
789 50 3 -772 -32 20 21 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 9.5 4.3 70.1 86.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 3 5 17 17 34 24
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 32,954
COMMITMENTS
5,875 1,000 0 27,079 31,954 32,954 32,954 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 3.0 0.0 82.2 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,216
COMMITMENTS
7,200 616 3,532 22,484 29,068 33,216 33,216 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 1.9 10.6 67.7 87.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 16 11 27 15
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 21,146
COMMITMENTS
7,925 11,800 200 13,021 9,146 21,146 21,146 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 55.8 0.9 61.6 43.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 1 11 5 18 8
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,716
COMMITMENTS
2,670 2,326 239 23,312 24,102 26,221 26,667 494 49
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -517)
-500 14 -8 -102 -505 -611 -499 93 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.7 0.9 87.3 90.2 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 16 12 19 16
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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: 13,965
COMMITMENTS
1,715 2,150 0 12,250 11,815 13,965 13,965 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 16)
0 20 0 16 -4 16 16 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.4 0.0 87.7 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 0 11 10 12 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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: 18,235
COMMITMENTS
1,355 7,265 340 16,515 10,630 18,210 18,235 25 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 225)
0 275 -50 275 0 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 39.8 1.9 90.6 58.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 1 11 10 13 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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 07/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,284
COMMITMENTS
6,549 408 2,532 27,051 33,333 36,132 36,273 152 11
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 724)
12 0 -277 989 996 724 719 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 1.1 7.0 74.6 91.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 6 24 27 31 34
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,933
COMMITMENTS
831 7,247 1,005 27,251 21,681 29,087 29,933 846 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 110)
0 126 0 110 -16 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 24.2 3.4 91.0 72.4 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 5 22 18 29 23
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,118,554
COMMITMENTS
866,497 49,929 504,625 4713734 5546053 6084856 6100607 33,698 17,947
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 34,924)
-15,030 7,632 19,800 28,471 7,917 33,241 35,349 1,683 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.8 8.2 77.0 90.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
47 19 52 151 134 210 193
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,565,950
COMMITMENTS
43,093 21,320 541,392 978,635 1001817 1563120 1564529 2,830 1,421
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 37,343)
3,019 5,057 10,550 24,428 21,629 37,998 37,236 -654 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.4 34.6 62.5 64.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 12 23 50 48 77 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,954
COMMITMENTS
4,591 2,423 186 231,305 252,399 236,082 255,008 25,872 6,946
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -8,857)
-115 93 0 -8,317 -9,258 -8,432 -9,165 -425 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.9 0.1 88.3 96.4 90.1 97.3 9.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 25 21 28 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 158,576
COMMITMENTS
902 243 1,140 146,874 152,254 148,916 153,637 9,660 4,939
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,214)
171 182 76 3,088 2,913 3,335 3,171 -121 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.7 92.6 96.0 93.9 96.9 6.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 3 20 26 25 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,837
COMMITMENTS
12,135 2,436 6,897 305,857 321,994 324,889 331,327 9,948 3,510
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -3,840)
282 2,064 578 -3,797 -6,185 -2,937 -3,543 -903 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.7 2.1 91.3 96.2 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 1 3 37 36 46 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,140,609
COMMITMENTS
2,597 11,209 3,285 1124326 1123776 1130208 1138270 10,401 2,339
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,195)
932 -532 -723 1,498 3,358 1,707 2,103 488 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.3 98.6 98.5 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 3 38 29 43 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 406,897
COMMITMENTS
3,144 1,356 566 394,885 399,650 398,595 401,572 8,302 5,325
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 7,881)
0 28 0 7,786 7,718 7,786 7,746 95 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.1 97.0 98.2 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 1 3 42 42 46 45
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 597,285
COMMITMENTS
2,573 0 403 583,256 593,101 586,232 593,504 11,053 3,781
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 29,359)
1,613 -9 133 28,372 30,490 30,118 30,614 -759 -1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 97.7 99.3 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 0 1 37 46 39 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 465,732
COMMITMENTS
4,029 1,748 0 453,411 455,495 457,440 457,243 8,292 8,489
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4,450)
0 0 0 738 4,909 738 4,909 3,712 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.0 97.4 97.8 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 38 33 39 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,035
COMMITMENTS
0 4,777 31 90,299 89,382 90,330 94,190 6,705 2,845
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -434)
0 310 0 -403 -961 -403 -651 -31 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 93.1 92.1 93.1 97.1 6.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 14 17 15 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,928
COMMITMENTS
0 0 0 23,371 23,711 23,371 23,711 557 217
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4,849)
0 0 0 5,372 4,849 5,372 4,849 -523 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.1 97.7 99.1 2.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 15 15 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 317,796
COMMITMENTS
0 5,938 0 306,089 305,252 306,089 311,190 11,707 6,606
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,257)
0 0 0 3,121 3,448 3,121 3,448 136 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 96.3 96.1 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 0 29 29 29 32
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,938
COMMITMENTS
0 0 0 187,660 188,738 187,660 188,738 6,278 5,200
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10,378)
0 0 0 10,614 9,987 10,614 9,987 -236 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.3 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 23 24 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 291,509
COMMITMENTS
1,818 0 151 285,324 290,110 287,293 290,261 4,216 1,248
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 495)
31 0 0 371 495 402 495 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 97.9 99.5 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 24 25 26 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,186
COMMITMENTS
4,526 310 620 30,950 37,256 36,096 38,186 2,090 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,480)
-496 0 620 2,542 1,860 2,666 2,480 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.8 1.6 81.1 97.6 94.5 100.0 5.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 18 19 22 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 593,420
COMMITMENTS
8,651 5,158 6,246 567,921 573,636 582,818 585,040 10,602 8,380
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,556)
-1,019 1,148 -90 6,288 5,068 5,179 6,126 1,377 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 1.1 95.7 96.7 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
4 5 3 51 40 57 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,491
COMMITMENTS
0 0 0 200,192 199,653 200,192 199,653 3,299 3,838
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,553)
0 0 0 3,587 3,796 3,587 3,796 -34 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.1 98.4 98.1 1.6 1.9
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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,539
COMMITMENTS
0 0 0 163,199 165,811 163,199 165,811 4,340 1,728
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 15,426)
0 0 0 14,111 15,537 14,111 15,537 1,315 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.0 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 21 24 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,515
COMMITMENTS
0 644 0 175,810 179,427 175,810 180,071 6,705 2,444
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,140)
0 0 0 2,016 2,816 2,016 2,816 124 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.3 98.3 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 19 18 19 19
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,857
COMMITMENTS
25,892 1,488 644 174,670 198,799 201,206 200,931 651 926
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,441)
0 248 0 1,441 1,255 1,441 1,503 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.7 0.3 86.5 98.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 2 1 32 42 43 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,924
COMMITMENTS
0 372 0 128,888 129,440 128,888 129,812 2,036 1,112
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,764)
0 0 0 7,158 6,733 7,158 6,733 -394 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 98.4 98.9 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 22 28 22 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 36,402
COMMITMENTS
620 984 0 34,947 34,953 35,567 35,937 835 465
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 899)
0 0 0 868 775 868 775 31 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 0.0 96.0 96.0 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 11 14 12 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,952
COMMITMENTS
3,412 1,271 132 275,012 273,378 278,556 274,781 4,396 8,171
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -951)
277 148 -842 -1,921 -1,339 -2,486 -2,033 1,535 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.0 97.2 96.6 98.4 97.1 1.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 2 39 40 42 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,929
COMMITMENTS
0 0 0 113,557 112,906 113,557 112,906 372 1,023
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,069)
0 0 0 2,883 3,220 2,883 3,220 186 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.1 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 14 15 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,091
COMMITMENTS
1,399 0 0 98,720 103,619 100,119 103,619 10,972 7,472
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 18)
0 0 0 -51 454 -51 454 69 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 88.9 93.3 90.1 93.3 9.9 6.7
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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,793
COMMITMENTS
1,192 143 2,145 232,035 229,317 235,372 231,605 2,421 6,188
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,929)
1,192 68 861 1,563 2,076 3,616 3,005 -1,687 -1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.9 97.6 96.4 99.0 97.4 1.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 29 32 32 34
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,709
COMMITMENTS
0 0 0 175,501 186,078 175,501 186,078 12,208 1,631
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 516)
0 0 0 426 851 426 851 90 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 99.1 93.5 99.1 6.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 20 21 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,059
COMMITMENTS
585 0 0 90,013 87,425 90,598 87,425 3,461 6,634
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -592)
0 0 0 -315 228 -315 228 -277 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.7 92.9 96.3 92.9 3.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 16 20 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,103
COMMITMENTS
0 372 0 39,821 40,298 39,821 40,670 2,282 1,433
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,669)
0 372 0 -1,824 -2,010 -1,824 -1,638 155 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 94.6 95.7 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 19 12 19 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,270
COMMITMENTS
1,927 0 0 205,436 207,417 207,363 207,417 8,907 8,853
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,135)
216 0 -62 1,463 2,228 1,617 2,166 518 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 95.0 95.9 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 18 16 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,568
COMMITMENTS
5,969 3,459 961 167,210 169,493 174,140 173,913 6,428 6,655
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,643)
-256 -959 774 2,931 3,926 3,449 3,741 194 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.9 0.5 92.6 93.9 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 1 32 31 34 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,203
COMMITMENTS
1,705 0 0 61,801 63,909 63,506 63,909 1,697 1,294
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 434)
0 0 0 186 434 186 434 248 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 94.8 98.0 97.4 98.0 2.6 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,679
COMMITMENTS
7,630 0 921 226,735 237,865 235,286 238,786 8,393 4,893
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 444)
-188 0 188 202 135 202 323 242 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.4 93.0 97.6 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 0 2 33 37 39 39
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 12,247
COMMITMENTS
2,821 806 0 8,810 11,193 11,631 11,999 616 248
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 6.6 0.0 71.9 91.4 95.0 98.0 5.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 6 10 9 11
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 137,457
COMMITMENTS
0 3,161 1 134,070 131,386 134,071 134,548 3,386 2,909
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 880)
0 0 0 1,215 240 1,215 240 -335 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 97.5 95.6 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 27 29 28 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 149,036
COMMITMENTS
2,845 1,712 0 138,543 145,747 141,388 147,459 7,648 1,577
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -8)
61 0 0 -96 724 -35 724 27 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.1 0.0 93.0 97.8 94.9 98.9 5.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 0 20 26 24 27
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 55,586
COMMITMENTS
1,661 1,704 0 52,613 51,597 54,274 53,301 1,312 2,285
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 152)
0 0 0 152 121 152 121 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.1 0.0 94.7 92.8 97.6 95.9 2.4 4.1
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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,407
COMMITMENTS
0 0 0 36,903 38,327 36,903 38,327 2,504 1,080
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,664)
0 0 0 3,633 3,757 3,633 3,757 31 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 97.3 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 19 17 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 268,164
COMMITMENTS
0 426 0 256,550 267,340 256,550 267,766 11,614 398
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 4,557)
0 0 0 4,223 4,557 4,223 4,557 334 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.7 99.7 95.7 99.9 4.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 32 23 32 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,458
COMMITMENTS
3,808 1,498 0 88,205 96,791 92,013 98,289 7,445 1,169
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 457)
0 0 0 121 397 121 397 336 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 0.0 88.7 97.3 92.5 98.8 7.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 15 19 16
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 16,110
COMMITMENTS
1,054 0 0 14,440 16,017 15,494 16,017 616 93
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 186)
0 0 0 186 186 186 186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 89.6 99.4 96.2 99.4 3.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 12 15 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 190,321
COMMITMENTS
1,472 0 0 182,240 183,319 183,712 183,319 6,609 7,002
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,013)
0 0 0 6,780 5,706 6,780 5,706 -767 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 95.8 96.3 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 19 29 20 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 22,867
COMMITMENTS
279 0 0 21,106 22,251 21,385 22,251 1,482 616
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,674)
0 0 0 1,581 1,550 1,581 1,550 93 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 92.3 97.3 93.5 97.3 6.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 11 14 12 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 15,067
COMMITMENTS
643 1,728 2,244 12,048 10,966 14,935 14,938 132 129
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -208)
-157 313 -102 56 -411 -203 -200 -4 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.5 14.9 80.0 72.8 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 16 23 23 39 39
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,751
COMMITMENTS
3,748 2,210 1,964 32,024 33,457 37,736 37,631 15 120
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 439)
-50 250 25 464 164 439 439 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.9 5.2 84.8 88.6 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 8 5 22 24 27 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 33,148
COMMITMENTS
3,625 254 1,179 28,344 31,715 33,148 33,148 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 418)
-150 0 0 568 418 418 418 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.8 3.6 85.5 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 136,944
COMMITMENTS
14,160 5,707 7,959 114,577 123,166 136,696 136,832 248 112
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -685)
435 531 -60 -1,062 -1,152 -687 -681 2 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.2 5.8 83.7 89.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 10 10 35 37 53 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,479
COMMITMENTS
1,115 2,667 2,202 66,161 64,549 69,479 69,418 0 61
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,511)
-188 65 44 2,655 2,402 2,511 2,511 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.8 3.2 95.2 92.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 7 4 28 25 34 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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: 41,928
COMMITMENTS
1,250 2,603 150 40,528 39,175 41,928 41,928 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,402)
50 50 0 2,352 2,352 2,402 2,402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.2 0.4 96.7 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 57,413
COMMITMENTS
16,595 2,102 4,116 36,427 51,095 57,138 57,313 275 100
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 756)
-58 10 -10 824 751 756 751 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 3.7 7.2 63.4 89.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 4 24 23 32 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 73,634
COMMITMENTS
25,025 2,985 2,693 45,201 67,855 72,919 73,533 715 101
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 554)
-215 -233 38 431 729 254 534 300 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 4.1 3.7 61.4 92.2 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 3 4 26 24 35 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,751
COMMITMENTS
2,274 748 1,377 66,608 68,621 70,259 70,746 492 5
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 158)
125 0 -112 145 265 158 153 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.1 1.9 94.1 97.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 3 28 28 31 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,606
COMMITMENTS
2,036 929 1,996 84,082 85,681 88,114 88,606 492 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 132)
136 10 -120 116 242 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 2.3 94.9 96.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 30 27 33 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,180
COMMITMENTS
280 0 200 42,276 42,674 42,756 42,874 424 306
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.5 97.9 98.8 99.0 99.3 1.0 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,693
COMMITMENTS
360 1,195 0 25,886 25,487 26,246 26,682 447 11
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -950)
0 0 0 -950 -950 -950 -950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 0.0 97.0 95.5 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 20 17 21 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 22,733
COMMITMENTS
2,100 222 300 20,229 22,211 22,629 22,733 104 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,560)
1,200 0 0 360 1,560 1,560 1,560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.0 1.3 89.0 97.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 12 16 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 85,166
COMMITMENTS
9,971 3,191 2,726 72,001 78,817 84,698 84,734 468 432
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 520)
-919 752 338 1,087 -538 506 553 14 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.7 3.2 84.5 92.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 9 14 37 37 59 54
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 15,516
COMMITMENTS
750 150 0 14,742 15,366 15,492 15,516 24 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.0 0.0 95.0 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 8 15 10 16
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,456
COMMITMENTS
750 150 0 14,682 15,306 15,432 15,456 24 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,000 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.0 0.0 95.0 99.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 8 15 10 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,721
COMMITMENTS
4,120 2,700 285 44,002 45,333 48,407 48,318 314 403
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,182)
0 0 0 1,182 1,182 1,182 1,182 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.5 0.6 90.3 93.0 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 3 20 19 24 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,369
COMMITMENTS
540 100 175 46,477 46,773 47,192 47,048 177 321
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 56)
0 0 0 36 56 36 56 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.4 98.1 98.7 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 22 18 25 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,950
COMMITMENTS
320 1,075 250 39,509 39,614 40,079 40,939 871 11
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -381)
-90 0 -30 -621 -361 -741 -391 360 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.6 0.6 96.5 96.7 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 23 24 25 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,864
COMMITMENTS
1,685 200 60 62,143 64,364 63,888 64,624 976 240
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 350)
135 0 10 205 340 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.3 0.1 95.8 99.2 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 2 21 14 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,656
COMMITMENTS
2,466 775 100 67,590 69,591 70,156 70,466 500 190
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 220)
60 -20 10 150 220 220 210 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.1 0.1 95.7 98.5 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 07/21/20 |
--------------------------------------------------------------| 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: 82,474
COMMITMENTS
2,035 523 2,695 77,326 79,184 82,056 82,402 418 72
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,017)
-356 5 327 1,046 685 1,017 1,017 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.6 3.3 93.8 96.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 26 22 31 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,513
COMMITMENTS
2,029 2,338 4,436 94,728 94,701 101,193 101,474 320 39
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,948)
-531 796 483 1,973 648 1,924 1,927 24 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.3 4.4 93.3 93.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 9 7 29 33 38 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 61,563
COMMITMENTS
225 4,214 175 61,163 57,174 61,563 61,563 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 300)
-150 0 150 300 150 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.8 0.3 99.4 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 1 15 14 17 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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: 56,440
COMMITMENTS
1,050 875 0 55,390 55,565 56,440 56,440 0 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.6 0.0 98.1 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 12 10 13 13
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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: 58,937
COMMITMENTS
1,650 1,770 742 56,214 56,314 58,606 58,826 331 111
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,670)
6 50 -1 1,665 1,621 1,670 1,670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 1.3 95.4 95.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 5 2 21 22 25 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,952
COMMITMENTS
2,465 5,196 891 62,361 59,481 65,717 65,568 235 384
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,132)
28 25 -42 2,122 2,159 2,108 2,142 24 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 7.9 1.4 94.6 90.2 99.6 99.4 0.4 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,478
COMMITMENTS
0 885 0 25,306 24,333 25,306 25,218 172 260
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 204)
0 0 0 168 204 168 204 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 99.3 95.5 99.3 99.0 0.7 1.0
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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 25,169
COMMITMENTS
0 225 0 24,873 24,759 24,873 24,984 296 185
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.8 98.4 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 18 14 18 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,401
COMMITMENTS
1,380 1,921 490 27,429 26,262 29,299 28,673 102 728
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 5)
10 0 0 0 5 10 5 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.5 1.7 93.3 89.3 99.7 97.5 0.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 4 19 17 23 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| 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 07/14/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,540
COMMITMENTS
5,134 6,157 1,641 52,667 51,721 59,442 59,519 98 21
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,065)
319 429 -294 1,070 930 1,095 1,065 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 10.3 2.8 88.5 86.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 4 29 24 36 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 36,676
COMMITMENTS
1,296 2,392 514 34,722 33,715 36,532 36,621 144 55
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 670)
5 10 -10 675 670 670 670 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.5 1.4 94.7 91.9 99.6 99.9 0.4 0.1
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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,934
COMMITMENTS
850 364 175 17,819 18,395 18,844 18,934 90 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 80)
-25 -75 0 105 155 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.9 0.9 94.1 97.2 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,283
COMMITMENTS
380 100 500 10,631 11,518 11,511 12,118 772 165
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10)
-10 0 10 0 0 0 10 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 4.1 86.6 93.8 93.7 98.7 6.3 1.3
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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,281
COMMITMENTS
350 100 495 9,715 10,521 10,560 11,116 721 165
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10)
-10 0 10 0 0 0 10 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 4.4 86.1 93.3 93.6 98.5 6.4 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 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,060
COMMITMENTS
1,150 3,190 2,035 31,710 29,835 34,895 35,060 165 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 300)
0 20 0 300 280 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 9.1 5.8 90.4 85.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 20 15 25 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,200
COMMITMENTS
1,150 3,015 2,005 31,880 30,180 35,035 35,200 165 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 20)
0 20 0 20 0 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.6 5.7 90.6 85.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 2 20 16 25 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,583
COMMITMENTS
1,380 6,185 2,151 111,972 107,167 115,503 115,503 80 80
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 183)
315 410 -35 -102 -192 178 183 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.4 1.9 96.9 92.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 8 6 38 31 47 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,124
COMMITMENTS
1,369 5,285 4,654 122,010 118,105 128,033 128,044 91 80
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,169)
131 -147 393 608 923 1,132 1,169 37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.1 3.6 95.2 92.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 10 11 42 33 55 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 531,915
COMMITMENTS
37,607 16,578 53,790 440,101 461,232 531,497 531,600 418 315
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -3,198)
-1,510 -2,100 725 -2,423 -1,969 -3,208 -3,344 10 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.1 10.1 82.7 86.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 16 29 50 40 87 73
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,812
COMMITMENTS
4,154 0 715 11,828 16,037 16,697 16,752 115 60
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -5 -5 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 0.0 4.3 70.4 95.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 4 15 12 21 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,396
COMMITMENTS
3,554 300 365 9,362 12,731 13,281 13,396 115 0
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 2.2 2.7 69.9 95.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 3 15 12 21 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 10,930
COMMITMENTS
880 1,970 760 8,470 7,660 10,110 10,390 820 540
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,835)
-170 -270 335 1,735 1,635 1,900 1,700 -65 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 18.0 7.0 77.5 70.1 92.5 95.1 7.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 6 18 17 26 26
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,364
COMMITMENTS
1,920 1,087 225 13,182 14,032 15,327 15,344 37 20
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 298)
25 38 0 278 260 303 298 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.1 1.5 85.8 91.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 3 16 23 22 27
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,379
COMMITMENTS
386 583 134 4,346 3,864 4,866 4,581 513 798
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 391)
100 133 -7 377 323 470 449 -79 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 10.8 2.5 80.8 71.8 90.5 85.2 9.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 4 26 26 32 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,883
COMMITMENTS
1,698 0 0 29,758 31,796 31,456 31,796 427 87
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 299)
0 0 0 299 303 299 303 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 93.3 99.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 32 38 34 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,167
COMMITMENTS
0 64 167 19,761 19,213 19,928 19,444 239 723
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 350)
0 0 0 390 435 390 435 -40 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.8 98.0 95.3 98.8 96.4 1.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 22 27 23 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,386
COMMITMENTS
330 209 427 10,110 10,381 10,867 11,017 519 369
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 118)
-25 44 30 194 144 199 218 -81 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.8 3.8 88.8 91.2 95.4 96.8 4.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 36 26 40 29
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,188
COMMITMENTS
2,070 647 50 25,811 27,095 27,931 27,792 257 396
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 678)
350 101 10 271 520 631 631 47 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.3 0.2 91.6 96.1 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 2 31 45 36 48
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 51,038
COMMITMENTS
3,172 710 2,155 45,199 47,413 50,526 50,278 512 760
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 896)
302 -231 145 682 1,172 1,129 1,086 -233 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.4 4.2 88.6 92.9 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
10 6 12 63 61 79 73
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,456
COMMITMENTS
204 34 79 1,316 1,887 1,599 2,000 857 456
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 94)
48 8 -10 -59 2 -21 0 115 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.4 3.2 53.6 76.8 65.1 81.4 34.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 13 19 15 22
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 112,974
COMMITMENTS
44,999 1,748 22,006 32,378 71,113 99,382 94,867 13,592 18,107
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,749)
362 136 1,103 4,224 3,991 5,689 5,230 1,060 1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 1.5 19.5 28.7 62.9 88.0 84.0 12.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 6 11 13 19 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 30,142
COMMITMENTS
0 0 0 29,042 29,079 29,042 29,079 1,100 1,063
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -5,820)
0 0 0 -5,500 -5,423 -5,500 -5,423 -320 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.5 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 22 21 22 21
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,536
COMMITMENTS
44 0 0 8,442 8,322 8,486 8,322 50 214
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 487)
-13 0 0 500 512 487 512 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.9 97.5 99.4 97.5 0.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,445
COMMITMENTS
0 0 0 9,305 9,392 9,305 9,392 140 53
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 345)
0 0 0 410 362 410 362 -65 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 99.4 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 15 14 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 213,626
COMMITMENTS
0 1,590 0 204,881 200,236 204,881 201,826 8,745 11,800
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,395)
0 0 0 -320 1,062 -320 1,062 1,715 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 95.9 93.7 95.9 94.5 4.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 17 13 18
Updated July 24, 2020