CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| 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 07/21/20 (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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,126
COMMITMENTS
15,015 9,917 0 19,101 24,209 34,116 34,126 10 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -2)
-37 0 0 35 -2 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 29.1 0.0 56.0 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 133,503
COMMITMENTS
27,266 30,958 15,727 90,358 86,693 133,351 133,378 152 125
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,735)
72 485 21 2,592 2,178 2,685 2,685 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 23.2 11.8 67.7 64.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 16 17 31 26 63 50
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 187,361
COMMITMENTS
60,868 26,029 2,779 123,714 158,553 187,361 187,361 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -207)
-14 -14 -486 293 293 -207 -207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.9 1.5 66.0 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 8 4 15 16 22 26
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 159,177
COMMITMENTS
24,726 23,309 4,741 129,710 131,126 159,177 159,177 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,600)
2,121 2,321 -21 1,500 1,300 3,600 3,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 14.6 3.0 81.5 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 6 17 12 26 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,741
COMMITMENTS
9,375 3,503 1,585 25,614 31,628 36,575 36,716 166 24
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -188)
111 0 -14 -277 -175 -180 -189 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 9.5 4.3 69.7 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 32,504
COMMITMENTS
5,875 850 0 26,629 31,654 32,504 32,504 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -450)
0 -150 0 -450 -300 -450 -450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.6 0.0 81.9 97.4 100.0 100.0 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,491
COMMITMENTS
7,075 616 3,532 22,884 29,343 33,491 33,491 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 275)
-125 0 0 400 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.8 10.5 68.3 87.6 100.0 100.0 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,571
COMMITMENTS
3,350 11,950 300 18,921 10,321 22,571 22,571 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,425)
-4,575 150 100 5,900 1,175 1,425 1,425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 52.9 1.3 83.8 45.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 3 2 13 6 20 10
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,425
COMMITMENTS
2,520 2,341 388 23,912 24,666 26,820 27,395 605 30
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 710)
-150 15 149 600 564 599 728 111 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.5 1.4 87.2 89.9 97.8 99.9 2.2 0.1
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 07/28/20 |
--------------------------------------------------------------| 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: 13,964
COMMITMENTS
1,715 2,100 0 12,249 11,864 13,964 13,964 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1)
0 -50 0 -1 49 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.0 0.0 87.7 85.0 100.0 100.0 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 07/28/20 |
--------------------------------------------------------------| 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: 18,659
COMMITMENTS
1,355 7,040 440 16,839 11,179 18,634 18,659 25 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 424)
0 -225 100 324 549 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 37.7 2.4 90.2 59.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 2 11 10 14 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| 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 07/21/20 (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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 38,672
COMMITMENTS
6,467 408 2,392 29,661 35,866 38,520 38,666 152 6
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,388)
-82 0 -140 2,610 2,533 2,388 2,393 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.1 6.2 76.7 92.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 6 24 28 31 35
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 30,435
COMMITMENTS
831 7,382 933 27,825 22,120 29,589 30,435 846 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 502)
0 135 -72 574 439 502 502 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 24.3 3.1 91.4 72.7 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 4 21 18 27 23
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,186,711
COMMITMENTS
999,510 41,847 467,204 4683291 5659644 6150005 6168695 36,706 18,016
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 68,157)
133,013 -8,082 -37,421 -30,443 113,591 65,149 68,088 3,008 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.7 7.6 75.7 91.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
49 19 53 150 138 209 200
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,452,482
COMMITMENTS
48,218 19,212 477,746 924,266 949,862 1450230 1446820 2,252 5,662
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -113,468)
5,125 -2,108 -63,646 -54,369 -51,954 -112,890 -117,709 -577 4,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 32.9 63.6 65.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 14 24 48 47 76 71
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,588
COMMITMENTS
4,866 2,237 62 229,440 251,373 234,368 253,672 26,220 6,916
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,366)
275 -186 -124 -1,865 -1,026 -1,714 -1,336 348 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.9 0.0 88.0 96.5 89.9 97.3 10.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 27 22 30 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 159,973
COMMITMENTS
1,041 422 975 148,344 153,139 150,360 154,536 9,613 5,437
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,397)
139 179 -165 1,470 885 1,444 899 -47 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.6 92.7 95.7 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 2 20 26 25 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,921
COMMITMENTS
11,251 2,799 5,596 307,741 323,509 324,588 331,904 11,333 4,017
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,084)
-884 363 -1,301 1,884 1,515 -301 577 1,385 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.8 1.7 91.6 96.3 96.6 98.8 3.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 2 3 38 36 48 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,144,931
COMMITMENTS
2,347 11,334 3,634 1129132 1127685 1135113 1142653 9,818 2,278
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,322)
-250 125 349 4,806 3,909 4,905 4,383 -583 -61
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 39 28 44 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 412,587
COMMITMENTS
4,740 1,954 584 397,992 404,991 403,316 407,529 9,271 5,058
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 5,690)
1,596 598 18 3,107 5,341 4,721 5,957 969 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.1 96.5 98.2 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 3 3 43 44 48 49
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 608,773
COMMITMENTS
1,780 224 372 595,555 604,747 597,707 605,343 11,066 3,430
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 11,488)
-793 224 -31 12,299 11,646 11,475 11,839 13 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.1 97.8 99.3 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 1 1 37 47 40 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 469,905
COMMITMENTS
4,029 5,398 56 458,173 456,885 462,258 462,339 7,647 7,566
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,173)
0 3,650 56 4,762 1,390 4,818 5,096 -645 -923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 0.0 97.5 97.2 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 3 1 41 33 43 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,704
COMMITMENTS
0 4,814 62 92,087 91,044 92,149 95,920 6,555 2,784
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,669)
0 37 31 1,788 1,662 1,819 1,730 -150 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.1 93.3 92.2 93.4 97.2 6.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 1 15 18 16 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,439
COMMITMENTS
527 0 0 23,229 26,036 23,756 26,036 2,683 403
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,511)
527 0 0 -142 2,325 385 2,325 2,126 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 87.9 98.5 89.9 98.5 10.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 13 17 14 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 326,628
COMMITMENTS
0 7,947 286 315,133 313,831 315,419 322,064 11,209 4,564
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 8,832)
0 2,009 286 9,044 8,579 9,330 10,874 -498 -2,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 96.5 96.1 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 1 29 30 30 35
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,257
COMMITMENTS
0 0 0 190,857 191,720 190,857 191,720 6,400 5,537
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,319)
0 0 0 3,197 2,982 3,197 2,982 122 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.2 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 25 23 25 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 295,147
COMMITMENTS
2,832 0 453 287,315 293,411 290,600 293,864 4,547 1,283
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,638)
1,014 0 302 1,991 3,301 3,307 3,603 331 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.2 97.3 99.4 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 23 24 25 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,232
COMMITMENTS
5,084 310 620 32,376 39,178 38,080 40,108 2,152 124
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,046)
558 0 0 1,426 1,922 1,984 1,922 62 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.8 1.5 80.5 97.4 94.7 99.7 5.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 1 21 19 25 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 606,525
COMMITMENTS
9,610 5,143 6,543 581,453 586,416 597,606 598,102 8,919 8,423
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 13,105)
959 -15 297 13,532 12,780 14,788 13,062 -1,683 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.8 1.1 95.9 96.7 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 5 4 51 42 60 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,227
COMMITMENTS
931 465 30 201,978 200,643 202,939 201,138 2,288 4,089
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,736)
931 465 30 1,786 990 2,747 1,485 -1,011 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 0.0 98.4 97.8 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 23 21 24 24
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,674
COMMITMENTS
461 0 0 174,960 179,004 175,421 179,004 5,253 1,670
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 13,135)
461 0 0 11,761 13,193 12,222 13,193 913 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 96.8 99.1 97.1 99.1 2.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 21 25 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,271
COMMITMENTS
8,990 2,907 31 197,409 204,553 206,430 207,491 2,841 1,780
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 26,756)
8,990 2,263 31 21,599 25,126 30,620 27,420 -3,864 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.4 0.0 94.3 97.7 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 1 25 37 31 41
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,882
COMMITMENTS
35,192 4,588 458 192,519 223,464 228,169 228,510 713 372
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 27,025)
9,300 3,100 -186 17,849 24,665 26,963 27,579 62 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.0 0.2 84.1 97.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 3 2 36 49 49 54
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,909
COMMITMENTS
0 372 0 136,873 137,487 136,873 137,859 2,036 1,050
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 7,985)
0 0 0 7,985 8,047 7,985 8,047 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 98.5 99.0 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 1 0 23 30 23 31
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 38,045
COMMITMENTS
837 1,635 0 36,218 36,193 37,055 37,828 990 217
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,643)
217 651 0 1,271 1,240 1,488 1,891 155 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.3 0.0 95.2 95.1 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 13 17 14 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 285,299
COMMITMENTS
3,501 2,792 133 276,713 273,669 280,347 276,594 4,952 8,705
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,347)
89 1,521 1 1,701 291 1,791 1,813 556 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.0 97.0 95.9 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 2 38 39 42 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,642
COMMITMENTS
0 372 0 114,177 112,782 114,177 113,154 465 1,488
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 713)
0 372 0 620 -124 620 248 93 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.6 98.4 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 14 16 15
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 13,974
COMMITMENTS
0 1,023 0 11,938 12,269 11,938 13,292 2,036 682
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 85.4 87.8 85.4 95.1 14.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 11 12 11 14
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,144
COMMITMENTS
1,429 0 0 99,259 103,671 100,688 103,671 10,456 7,473
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 53)
30 0 0 539 52 569 52 -516 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 89.3 93.3 90.6 93.3 9.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 21 20 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,962
COMMITMENTS
0 1,282 2,050 232,516 228,468 234,566 231,800 3,396 6,162
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 169)
-1,192 1,139 -95 481 -849 -806 195 975 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.9 97.7 96.0 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 2 31 33 33 36
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,173
COMMITMENTS
0 336 31 183,843 186,920 183,874 187,287 6,299 2,886
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,464)
0 336 31 8,342 842 8,373 1,209 -5,909 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.7 98.3 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 21 23 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,837
COMMITMENTS
585 0 0 89,545 87,203 90,130 87,203 3,707 6,634
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -222)
0 0 0 -468 -222 -468 -222 246 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.4 92.9 96.0 92.9 4.0 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,560
COMMITMENTS
0 0 0 41,123 42,003 41,123 42,003 2,437 1,557
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,457)
0 -372 0 1,302 1,705 1,302 1,333 155 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 96.4 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 14 19 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,238
COMMITMENTS
1,958 0 0 205,188 207,199 207,146 207,199 9,092 9,039
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -32)
31 0 0 -248 -218 -217 -218 185 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 94.9 95.8 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 14 17 16 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,153
COMMITMENTS
6,384 3,541 961 170,045 172,339 177,390 176,841 6,763 7,312
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,585)
415 82 0 2,835 2,846 3,250 2,928 335 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.9 0.5 92.3 93.6 96.3 96.0 3.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 2 33 31 38 35
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 46,552
COMMITMENTS
1,329 0 182 41,325 44,113 42,836 44,295 3,716 2,257
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.4 88.8 94.8 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 14 12 18 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,807
COMMITMENTS
1,209 0 496 64,188 66,017 65,893 66,513 1,914 1,294
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,604)
-496 0 496 2,387 2,108 2,387 2,604 217 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.7 94.7 97.4 97.2 98.1 2.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 13 20 15 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 241,827
COMMITMENTS
8,246 0 1,043 223,872 235,952 233,161 236,995 8,666 4,832
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,852)
616 0 122 -2,863 -1,913 -2,125 -1,791 273 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.4 92.6 97.6 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 0 2 33 37 41 39
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 14,696
COMMITMENTS
4,774 930 0 9,306 13,580 14,080 14,510 616 186
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,449)
1,953 124 0 496 2,387 2,449 2,511 0 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 6.3 0.0 63.3 92.4 95.8 98.7 4.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 7 11 11 12
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 138,028
COMMITMENTS
0 3,130 1 134,517 131,871 134,518 135,002 3,510 3,026
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 571)
0 -31 0 447 485 447 454 124 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 97.5 95.5 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 27 29 28 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 36,113
COMMITMENTS
651 0 0 34,664 35,927 35,315 35,927 798 186
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 96.0 99.5 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 11 11 11
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 150,033
COMMITMENTS
2,107 2,295 0 139,850 146,713 141,957 149,008 8,076 1,025
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 997)
-738 583 0 1,307 966 569 1,549 428 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 0.0 93.2 97.8 94.6 99.3 5.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 0 21 26 23 28
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 57,836
COMMITMENTS
1,661 1,945 0 54,863 53,424 56,524 55,369 1,312 2,467
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,250)
0 241 0 2,250 1,827 2,250 2,068 0 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.4 0.0 94.9 92.4 97.7 95.7 2.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 11 12 13
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,546
COMMITMENTS
217 0 0 38,945 40,718 39,162 40,718 2,384 828
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,139)
217 0 0 2,042 2,391 2,259 2,391 -120 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 93.7 98.0 94.3 98.0 5.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 17 22 18 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 278,341
COMMITMENTS
0 2,813 0 267,276 275,130 267,276 277,943 11,065 398
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 10,177)
0 2,387 0 10,726 7,790 10,726 10,177 -549 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 96.0 98.8 96.0 99.9 4.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 0 33 26 33 29
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 100,348
COMMITMENTS
3,746 1,746 0 89,126 97,309 92,872 99,055 7,476 1,293
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 890)
-62 248 0 921 518 859 766 31 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.7 0.0 88.8 97.0 92.5 98.7 7.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 19 15 20 17
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 19,706
COMMITMENTS
1,054 0 0 17,788 19,272 18,842 19,272 864 434
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,596)
0 0 0 3,348 3,255 3,348 3,255 248 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 90.3 97.8 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 12 16 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 196,595
COMMITMENTS
1,379 0 0 188,943 189,959 190,322 189,959 6,273 6,636
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 6,274)
-93 0 0 6,703 6,640 6,610 6,640 -336 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 96.1 96.6 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 20 29 21 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 25,688
COMMITMENTS
899 0 0 23,369 24,917 24,268 24,917 1,420 771
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,821)
620 0 0 2,263 2,666 2,883 2,666 -62 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 91.0 97.0 94.5 97.0 5.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 11 16 13 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 14,625
COMMITMENTS
614 1,617 2,201 11,673 10,677 14,488 14,496 137 129
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -443)
-29 -111 -42 -375 -289 -447 -443 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.1 15.1 79.8 73.0 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 9 15 23 23 38 38
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 38,855
COMMITMENTS
3,623 2,310 2,089 33,128 34,216 38,840 38,615 15 240
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,104)
-125 100 125 1,104 759 1,104 984 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.9 5.4 85.3 88.1 100.0 99.4 0.0 0.6
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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 34,120
COMMITMENTS
3,425 254 1,254 29,441 32,612 34,120 34,120 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 972)
-200 0 75 1,097 897 972 972 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.7 3.7 86.3 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 5 18 21 24 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 140,092
COMMITMENTS
15,104 5,679 7,431 117,304 126,854 139,839 139,964 253 128
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,148)
944 -28 -528 2,727 3,688 3,143 3,132 5 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.1 5.3 83.7 90.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 10 12 35 37 55 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 70,419
COMMITMENTS
1,472 2,592 1,952 66,995 65,814 70,419 70,358 0 61
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 940)
356 -75 -251 834 1,265 940 940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.7 2.8 95.1 93.5 100.0 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 07/28/20 |
--------------------------------------------------------------| 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: 41,273
COMMITMENTS
1,250 2,378 150 39,873 38,745 41,273 41,273 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -655)
0 -225 0 -655 -430 -655 -655 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.8 0.4 96.6 93.9 100.0 100.0 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 07/28/20 |
--------------------------------------------------------------| 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: 57,180
COMMITMENTS
16,019 2,142 4,076 36,810 50,862 56,905 57,080 275 100
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -233)
-576 40 -40 383 -233 -233 -233 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 3.7 7.1 64.4 89.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 4 24 24 32 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 71,536
COMMITMENTS
23,175 3,026 2,763 44,823 65,641 70,761 71,430 775 106
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -2,098)
-1,850 41 70 -378 -2,214 -2,158 -2,103 60 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.2 3.9 62.7 91.8 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 4 5 25 24 34 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 70,904
COMMITMENTS
2,315 748 1,377 66,720 68,779 70,412 70,904 492 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 153)
41 0 0 112 158 153 158 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,884
COMMITMENTS
2,127 869 2,066 84,199 85,949 88,392 88,884 492 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 278)
91 -60 70 117 268 278 278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.0 2.3 94.7 96.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 4 30 27 34 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,625
COMMITMENTS
280 0 200 42,721 43,119 43,201 43,319 424 306
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 445)
0 0 0 445 445 445 445 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,544
COMMITMENTS
360 1,201 0 25,736 25,332 26,096 26,533 448 11
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -149)
0 6 0 -150 -155 -150 -149 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 4.5 0.0 97.0 95.4 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 07/28/20 |
--------------------------------------------------------------| 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 07/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 86,291
COMMITMENTS
10,158 3,197 2,902 72,741 79,725 85,801 85,825 490 466
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,125)
187 6 177 740 908 1,103 1,091 22 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.7 3.4 84.3 92.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 11 15 38 38 61 58
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| 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 07/21/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,556
COMMITMENTS
750 150 0 14,782 15,406 15,532 15,556 24 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 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: 21)
2 1 0 9 15 11 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,331
COMMITMENTS
4,120 2,700 285 45,596 46,943 50,001 49,928 330 403
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,610)
0 0 0 1,594 1,610 1,594 1,610 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.4 0.6 90.6 93.3 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 20 20 24 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,198
COMMITMENTS
540 100 175 47,331 47,602 48,046 47,877 152 321
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 829)
0 0 0 854 829 854 829 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.4 98.2 98.8 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 23 18 26 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,275
COMMITMENTS
320 1,075 250 39,879 39,900 40,449 41,225 826 50
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 325)
0 0 0 370 286 370 286 -45 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.6 0.6 96.6 96.7 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 22 23 24 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,475
COMMITMENTS
1,665 250 110 62,724 64,875 64,499 65,235 976 240
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 611)
-20 50 50 581 511 611 611 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.4 0.2 95.8 99.1 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 21 14 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,281
COMMITMENTS
2,586 845 75 68,120 70,171 70,781 71,091 500 190
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 625)
120 70 -25 530 580 625 625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 0.1 95.6 98.4 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 07/28/20 |
--------------------------------------------------------------| 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: 84,006
COMMITMENTS
2,244 523 2,519 78,825 80,892 83,588 83,934 418 72
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,532)
209 0 -176 1,499 1,708 1,532 1,532 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 3.0 93.8 96.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 25 23 30 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,938
COMMITMENTS
1,370 2,603 4,441 96,797 95,874 102,608 102,918 330 20
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,424)
-659 266 5 2,069 1,173 1,414 1,443 10 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.5 4.3 94.0 93.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 10 7 29 33 38 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 61,602
COMMITMENTS
200 4,364 25 61,377 57,213 61,602 61,602 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 39)
-25 150 -150 214 39 39 39 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 7.1 0.0 99.6 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 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 07/28/20 |
--------------------------------------------------------------| 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: 56,390
COMMITMENTS
1,050 875 0 55,340 55,515 56,390 56,390 0 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 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 07/28/20 |
--------------------------------------------------------------| 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: 58,181
COMMITMENTS
1,699 1,720 792 55,369 55,558 57,860 58,070 321 111
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -756)
49 -50 50 -845 -756 -746 -756 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.0 1.4 95.2 95.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 3 21 22 26 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 66,210
COMMITMENTS
2,526 5,216 871 62,578 59,739 65,975 65,826 235 384
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 258)
61 20 -20 217 258 258 258 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.9 1.3 94.5 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,505
COMMITMENTS
0 885 0 25,321 24,360 25,321 25,245 184 260
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 27)
0 0 0 15 27 15 27 12 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 18 15 18 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 25,156
COMMITMENTS
0 225 0 24,848 24,746 24,848 24,971 308 185
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -13)
0 0 0 -25 -13 -25 -13 12 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,117
COMMITMENTS
1,445 1,741 585 27,985 27,068 30,015 29,394 102 723
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 716)
65 -180 95 556 806 716 721 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.8 1.9 92.9 89.9 99.7 97.6 0.3 2.4
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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,315
COMMITMENTS
685 1,971 152 16,272 15,742 17,109 17,865 1,206 450
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 620)
0 120 0 560 500 560 620 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 10.8 0.8 88.8 86.0 93.4 97.5 6.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 2 12 10 14 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,720
COMMITMENTS
5,345 6,275 1,401 52,876 51,993 59,622 59,669 98 51
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 180)
211 118 -240 209 272 180 150 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 10.5 2.3 88.5 87.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 3 4 29 23 36 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 37,248
COMMITMENTS
1,346 2,755 516 35,242 33,922 37,104 37,193 144 55
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 572)
50 363 2 520 207 572 572 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.4 1.4 94.6 91.1 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,959
COMMITMENTS
850 264 175 17,844 18,520 18,869 18,959 90 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 25)
0 -100 0 25 125 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.4 0.9 94.1 97.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 1 18 18 22 22
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,243
COMMITMENTS
380 100 500 10,591 11,478 11,471 12,078 772 165
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 4.1 86.5 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,248
COMMITMENTS
350 100 495 9,682 10,488 10,527 11,083 721 165
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -33)
0 0 0 -33 -33 -33 -33 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 4.4 86.1 93.2 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,405
COMMITMENTS
1,150 3,190 2,035 32,055 30,180 35,240 35,405 165 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 345)
0 0 0 345 345 345 345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 9.0 5.7 90.5 85.2 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,580
COMMITMENTS
1,150 3,015 2,005 32,260 30,560 35,415 35,580 165 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.5 5.6 90.7 85.9 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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,398
COMMITMENTS
1,480 6,341 2,191 113,644 108,786 117,315 117,318 83 80
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,815)
100 156 40 1,672 1,619 1,812 1,815 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.4 1.9 96.8 92.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 8 7 38 32 47 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,823
COMMITMENTS
1,322 5,400 5,036 123,393 119,307 129,751 129,743 72 80
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,699)
-47 115 382 1,383 1,202 1,718 1,699 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.2 3.9 95.0 91.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 9 10 42 33 54 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 533,629
COMMITMENTS
39,405 14,226 54,698 438,518 464,093 532,621 533,018 1,008 611
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,714)
1,798 -2,352 908 -1,583 2,861 1,123 1,418 590 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.7 10.3 82.2 87.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 16 31 50 44 90 77
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,068
COMMITMENTS
4,155 0 715 12,083 16,293 16,953 17,008 115 60
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 256)
1 0 0 255 256 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 4.2 70.8 95.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 0 4 16 12 22 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,636
COMMITMENTS
3,554 300 365 9,602 12,971 13,521 13,636 115 0
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 2.2 2.7 70.4 95.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 3 16 12 22 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 10,815
COMMITMENTS
1,415 810 615 8,175 8,965 10,205 10,390 610 425
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -115)
535 -1,160 -145 -295 1,305 95 0 -210 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 7.5 5.7 75.6 82.9 94.4 96.1 5.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 5 4 20 19 27 26
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,524
COMMITMENTS
1,920 997 255 13,339 14,243 15,514 15,495 10 29
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 160)
0 -90 30 157 211 187 151 -27 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 6.4 1.6 85.9 91.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 17 23 23 26
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,997
COMMITMENTS
706 597 171 4,557 4,369 5,434 5,137 563 860
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 618)
320 14 37 211 505 568 556 50 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.0 2.9 76.0 72.9 90.6 85.7 9.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 4 30 30 36 35
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,894
COMMITMENTS
1,818 0 0 30,664 32,770 32,482 32,770 412 124
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,011)
120 0 0 906 974 1,026 974 -15 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 0.0 93.2 99.6 98.7 99.6 1.3 0.4
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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,720
COMMITMENTS
0 164 167 21,248 20,520 21,415 20,851 305 869
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,553)
0 100 0 1,487 1,307 1,487 1,407 66 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.8 97.8 94.5 98.6 96.0 1.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 21 27 22 30
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,664
COMMITMENTS
446 209 416 10,340 10,659 11,202 11,284 462 380
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 278)
116 0 -11 230 278 335 267 -57 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.8 3.6 88.6 91.4 96.0 96.7 4.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 37 28 42 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,459
COMMITMENTS
2,052 727 170 26,037 27,208 28,259 28,105 200 354
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 271)
-18 80 120 226 113 328 313 -57 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.6 0.6 91.5 95.6 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 3 2 31 46 36 49
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,484
COMMITMENTS
3,561 769 2,066 47,193 49,856 52,820 52,691 664 793
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,446)
389 59 -89 1,994 2,443 2,294 2,413 152 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.4 3.9 88.2 93.2 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
9 7 11 66 65 82 76
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,729
COMMITMENTS
188 34 73 1,490 2,277 1,751 2,384 978 345
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 273)
-16 0 -6 174 390 152 384 121 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.2 2.7 54.6 83.4 64.2 87.4 35.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 19 23 22 26
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 125,858
COMMITMENTS
48,859 1,784 23,815 39,523 82,049 112,197 107,648 13,661 18,211
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 12,885)
3,860 35 1,809 7,146 10,936 12,815 12,781 69 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 1.4 18.9 31.4 65.2 89.1 85.5 10.9 14.5
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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 30,652
COMMITMENTS
0 0 0 29,627 29,589 29,627 29,589 1,025 1,063
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 510)
0 0 0 585 510 585 510 -75 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 96.5 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 22 25 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,088
COMMITMENTS
44 0 0 6,004 5,893 6,048 5,893 40 195
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -2,448)
0 0 0 -2,438 -2,429 -2,438 -2,429 -10 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 98.6 96.8 99.3 96.8 0.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 13 10 13
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,165
COMMITMENTS
0 0 0 10,025 10,112 10,025 10,112 140 53
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 720 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 99.5 98.6 99.5 1.4 0.5
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 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 195,452
COMMITMENTS
0 1,200 0 183,822 183,499 183,822 184,699 11,630 10,753
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -18,174)
0 -390 0 -21,059 -16,737 -21,059 -17,127 2,885 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 94.0 93.9 94.0 94.5 6.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 16 12 17
Updated July 31, 2020