CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,595
COMMITMENTS
2,584 1,663 0 10,011 10,932 12,595 12,595 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 13.2 0.0 79.5 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 0 12 9 17 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,073
COMMITMENTS
15,015 9,917 0 19,046 24,156 34,061 34,073 12 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -6)
0 0 0 -6 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 29.1 0.0 55.9 70.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 0 17 14 24 20
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 141,945
COMMITMENTS
24,617 29,653 18,147 98,331 92,699 141,094 140,498 851 1,447
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 4,170)
1,533 -344 382 1,534 2,759 3,450 2,798 720 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 20.9 12.8 69.3 65.3 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 15 16 29 27 63 50
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,279
COMMITMENTS
49,308 16,622 2,385 95,586 128,272 147,279 147,279 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 11.3 1.6 64.9 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 3 15 15 22 23
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 125,115
COMMITMENTS
17,026 17,672 2,622 105,467 104,821 125,115 125,115 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,759)
872 2,270 -322 3,209 1,811 3,759 3,759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 14.1 2.1 84.3 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 3 6 18 11 27 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 40,558
COMMITMENTS
13,801 3,503 1,989 24,624 35,041 40,413 40,532 145 26
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,165)
1,713 0 -101 -248 1,267 1,363 1,165 -198 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 8.6 4.9 60.7 86.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 3 7 17 17 35 26
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,487
COMMITMENTS
5,625 850 0 25,862 30,637 31,487 31,487 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -195)
0 0 0 -195 -195 -195 -195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 2.7 0.0 82.1 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 15 7 20 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,132
COMMITMENTS
4,841 616 3,532 23,759 27,984 32,132 32,132 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,431)
-1,656 0 0 225 -1,431 -1,431 -1,431 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 1.9 11.0 73.9 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 2 16 11 26 15
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,704
COMMITMENTS
2,328 2,514 352 24,210 24,803 26,890 27,669 814 34
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,025)
-13 22 18 886 993 891 1,033 134 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 9.1 1.3 87.4 89.5 97.1 99.9 2.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 17 15 20 20
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 14,141
COMMITMENTS
1,715 2,200 0 12,426 11,941 14,141 14,141 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -148)
0 0 0 -148 -148 -148 -148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.6 0.0 87.9 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 0 11 10 12 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 18,821
COMMITMENTS
1,355 7,175 340 17,101 11,306 18,796 18,821 25 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 47)
0 0 0 47 47 47 47 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 38.1 1.8 90.9 60.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 6 1 11 11 13 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,161
COMMITMENTS
22,447 14,090 4,731 19,983 28,340 47,161 47,161 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,605)
1,161 -649 749 695 2,505 2,605 2,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 29.9 10.0 42.4 60.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 4 14 11 22 18
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,598
COMMITMENTS
3,858 0 0 19,740 23,598 23,598 23,598 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 0.0 83.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 10 5 15 5
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 10,730
COMMITMENTS
3,045 555 465 7,175 9,685 10,685 10,705 45 25
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 345)
0 0 0 325 345 325 345 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 5.2 4.3 66.9 90.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 1 8 9 13 11
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,157
COMMITMENTS
0 0 0 9,960 10,048 9,960 10,048 197 109
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -58 31 -58 31 48 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 98.9 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 21 18 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 36,025
COMMITMENTS
4,913 833 1,889 29,030 33,259 35,832 35,981 193 44
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,891)
-29 87 -23 1,943 1,827 1,891 1,891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.3 5.2 80.6 92.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 4 27 26 32 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,293
COMMITMENTS
758 5,524 942 23,791 19,827 25,491 26,293 802 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 304)
0 -170 120 184 354 304 304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 21.0 3.6 90.5 75.4 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 21 19 26 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,546
COMMITMENTS
464 126 860 3,153 3,560 4,477 4,546 69 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 94)
22 0 0 72 94 94 94 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.8 18.9 69.4 78.3 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 13 11 16 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,245,031
COMMITMENTS
1088142 25,492 446,902 4672675 5751203 6207719 6223597 37,312 21,434
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 59,229)
-1,066 -8,691 -15,564 73,160 82,253 56,530 57,998 2,699 1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.4 7.2 74.8 92.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
51 20 58 158 142 225 205
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,842,355
COMMITMENTS
28,837 46,876 723,624 1088000 1070756 1840461 1841256 1,894 1,100
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 80,430)
-8,442 9,649 46,073 42,999 24,717 80,629 80,438 -199 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 39.3 59.1 58.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 17 27 56 51 85 79
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 228,395
COMMITMENTS
3,359 2,759 0 199,464 219,482 202,823 222,241 25,572 6,154
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -7,586)
241 0 0 -8,565 -7,767 -8,324 -7,767 738 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.2 0.0 87.3 96.1 88.8 97.3 11.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 24 20 26 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,773
COMMITMENTS
1,661 0 1,683 143,136 147,361 146,480 149,044 8,293 5,729
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,387)
573 -95 387 1,307 2,206 2,267 2,498 120 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.1 92.5 95.2 94.6 96.3 5.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 3 20 26 25 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,877
COMMITMENTS
13,520 3,492 5,506 293,681 315,023 312,707 324,021 13,170 1,856
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,912)
929 572 689 2,726 5,082 4,344 6,343 -432 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.1 1.7 90.1 96.7 96.0 99.4 4.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 3 2 38 42 48 45
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,149,906
COMMITMENTS
2,779 11,873 3,596 1134619 1132287 1140994 1147756 8,912 2,150
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 9,368)
-154 392 238 10,276 9,343 10,360 9,973 -992 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.3 98.7 98.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 3 42 30 47 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 411,075
COMMITMENTS
11,419 2,026 2,904 388,550 401,506 402,873 406,436 8,202 4,639
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,070)
3,644 -164 752 -1,079 2,466 3,317 3,054 -247 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 0.7 94.5 97.7 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 2 4 41 41 49 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 652,890
COMMITMENTS
1,634 1,960 1,905 639,263 647,262 642,802 651,127 10,088 1,763
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 15,190)
-641 1,352 1,120 14,711 12,778 15,190 15,250 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.3 97.9 99.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 2 2 40 47 44 51
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 477,458
COMMITMENTS
4,659 1,897 61 465,936 466,551 470,656 468,509 6,802 8,949
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 20,674)
210 1,897 61 21,386 19,785 21,657 21,743 -983 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.0 97.6 97.7 98.6 98.1 1.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 4 1 42 33 46 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,023
COMMITMENTS
0 6,921 50 94,301 90,642 94,351 97,613 5,672 2,410
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,280)
0 2,151 43 3,278 1,092 3,321 3,286 -41 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 94.3 90.6 94.3 97.6 5.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 2 15 18 17 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,487
COMMITMENTS
674 240 0 23,781 25,476 24,455 25,716 2,032 771
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 4,680)
120 240 0 3,995 4,501 4,115 4,741 565 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 0.0 89.8 96.2 92.3 97.1 7.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 15 13 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 320,824
COMMITMENTS
441 4,368 574 308,951 311,300 309,966 316,242 10,858 4,582
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 6,304)
151 425 -105 6,653 5,956 6,699 6,276 -395 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.4 0.2 96.3 97.0 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 1 29 31 30 36
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,732
COMMITMENTS
0 490 0 184,360 185,274 184,360 185,764 6,372 4,968
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,343)
0 490 0 3,976 668 3,976 1,158 -2,633 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.7 97.1 96.7 97.4 3.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 25 23 25 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,197
COMMITMENTS
1,852 0 453 276,018 280,498 278,323 280,951 5,874 3,246
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,986)
1,021 0 0 1,025 1,686 2,046 1,686 -60 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 97.1 98.7 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 25 23 26 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,360
COMMITMENTS
1,529 1,471 0 29,271 29,566 30,800 31,037 1,560 1,323
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,068)
270 851 0 2,830 1,604 3,100 2,455 -32 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.5 0.0 90.5 91.4 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 18 18 20 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 613,691
COMMITMENTS
9,068 16,054 7,469 586,226 584,107 602,763 607,630 10,928 6,061
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 4,490)
1,887 2,791 -196 1,473 2,283 3,164 4,878 1,326 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.6 1.2 95.5 95.2 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 8 5 52 41 59 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,971
COMMITMENTS
331 0 0 186,176 185,962 186,507 185,962 4,464 5,009
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,622)
331 0 0 -497 646 -166 646 1,788 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.5 97.4 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 21 22 21
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,301
COMMITMENTS
1,849 0 420 213,719 218,969 215,988 219,389 4,313 912
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 22,273)
1,539 0 420 21,251 22,424 23,210 22,844 -937 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 97.0 99.4 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 0 1 21 21 25 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,933
COMMITMENTS
4,867 1,110 217 188,099 196,910 193,183 198,237 6,750 1,696
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 22,453)
4,347 443 217 17,499 21,683 22,063 22,343 390 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.6 0.1 94.1 98.5 96.6 99.2 3.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 1 25 33 29 37
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,422
COMMITMENTS
24,778 5,283 630 185,069 204,894 210,477 210,807 945 615
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 23,004)
4,294 90 630 17,721 22,103 22,645 22,823 359 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.5 0.3 87.5 96.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 7 2 33 52 43 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,342
COMMITMENTS
0 1,692 0 122,053 120,738 122,053 122,430 1,289 912
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,960)
0 1,320 0 3,810 2,344 3,810 3,664 150 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 99.0 97.9 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 0 18 27 18 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 34,326
COMMITMENTS
367 1,331 0 32,828 32,995 33,195 34,326 1,131 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,940)
150 -180 0 2,494 3,120 2,644 2,940 296 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.9 0.0 95.6 96.1 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 13 15 14 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,538
COMMITMENTS
8,854 2,498 810 258,433 261,720 268,097 265,028 5,441 8,510
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,380)
-816 543 409 1,963 981 1,556 1,933 824 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 0.3 94.5 95.7 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 3 39 38 42 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,333
COMMITMENTS
0 462 0 119,872 119,078 119,872 119,540 461 793
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,230)
0 -30 0 3,110 3,084 3,110 3,054 120 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.6 99.0 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 14 22 14 23
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,962
COMMITMENTS
1,334 0 0 97,167 101,324 98,501 101,324 10,461 7,638
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 576)
0 -334 0 394 692 394 358 182 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 89.2 93.0 90.4 93.0 9.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 20 21 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 230,343
COMMITMENTS
560 1,789 1,730 225,067 220,625 227,357 224,144 2,986 6,199
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 911)
0 1,412 0 641 -3,057 641 -1,645 270 2,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.8 97.7 95.8 98.7 97.3 1.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 2 30 32 32 36
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,090
COMMITMENTS
0 272 0 181,802 184,958 181,802 185,230 6,288 2,860
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 754)
0 272 0 693 392 693 664 61 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 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 0 22 19 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,431
COMMITMENTS
615 0 0 84,627 81,613 85,242 81,613 4,189 7,818
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,256)
0 0 0 600 873 600 873 656 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 94.6 91.3 95.3 91.3 4.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 17 15 18 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,251
COMMITMENTS
0 0 0 29,117 29,062 29,117 29,062 1,134 1,189
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,140)
-333 0 0 -896 -714 -1,229 -714 89 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 96.1 96.3 96.1 3.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 13 19 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,991
COMMITMENTS
1,126 0 0 201,273 201,485 202,399 201,485 8,592 9,506
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,228)
0 0 0 653 1,164 653 1,164 575 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 95.4 95.5 95.9 95.5 4.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 14 17 15 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,587
COMMITMENTS
5,029 834 0 169,333 170,308 174,362 171,142 8,225 11,445
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,467)
-154 120 -30 3,774 2,900 3,590 2,990 -123 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 0.0 92.7 93.3 95.5 93.7 4.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 0 34 32 36 33
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 41,550
COMMITMENTS
1,196 398 0 36,948 39,328 38,144 39,726 3,406 1,824
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -272)
240 30 0 -1,902 -696 -1,662 -666 1,390 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 0.0 88.9 94.7 91.8 95.6 8.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 16 13 18 14
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,955
COMMITMENTS
0 1,186 0 58,938 57,480 58,938 58,666 2,017 2,289
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,790)
0 690 0 2,160 2,100 2,160 2,790 630 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 96.7 94.3 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 12 20 12 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,732
COMMITMENTS
7,499 3,169 611 218,687 224,533 226,797 228,313 6,935 5,419
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 5,376)
-40 2,193 154 5,297 3,332 5,411 5,679 -35 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 0.3 93.6 96.1 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 2 33 37 38 43
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 11,041
COMMITMENTS
3,751 682 0 6,799 9,961 10,550 10,643 491 398
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 840)
0 0 0 780 690 780 690 60 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 6.2 0.0 61.6 90.2 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 9 11 13 12
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 126,448
COMMITMENTS
0 2,794 1 123,241 119,989 123,242 122,784 3,206 3,664
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 859)
0 30 0 703 260 703 290 156 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 97.5 94.9 97.5 97.1 2.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 28 27 29 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 139,569
COMMITMENTS
390 1,712 0 132,363 135,955 132,753 137,667 6,816 1,902
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,034)
0 0 0 729 1,638 729 1,638 305 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.0 94.8 97.4 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 20 25 21 26
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 59,348
COMMITMENTS
1,661 1,564 0 55,692 55,085 57,353 56,649 1,995 2,699
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 307)
0 59 0 307 188 307 247 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.6 0.0 93.8 92.8 96.6 95.5 3.4 4.5
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 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 34,671
COMMITMENTS
0 0 0 32,293 34,129 32,293 34,129 2,378 542
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,790)
0 0 0 2,395 2,430 2,395 2,430 395 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 98.4 93.1 98.4 6.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 18 22 18 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 272,105
COMMITMENTS
0 2,736 0 265,083 268,891 265,083 271,627 7,022 478
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 5,117)
0 2,042 0 7,823 3,286 7,823 5,328 -2,706 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.4 98.8 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 4 0 36 25 36 29
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 104,385
COMMITMENTS
3,123 0 0 94,863 99,182 97,986 99,182 6,399 5,203
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,517)
-120 0 0 4,993 3,505 4,873 3,505 -1,356 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 90.9 95.0 93.9 95.0 6.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 15 20 15
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 20,908
COMMITMENTS
0 0 0 19,620 20,389 19,620 20,389 1,288 519
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.8 97.5 93.8 97.5 6.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 11 14 11 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 187,332
COMMITMENTS
697 0 0 179,986 181,440 180,683 181,440 6,649 5,892
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,603)
30 -188 -60 2,270 3,491 2,240 3,243 363 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 96.1 96.9 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 21 33 22 33
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 21,808
COMMITMENTS
1,100 0 0 19,700 20,340 20,800 20,340 1,008 1,468
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 4,140)
480 0 0 3,878 3,877 4,358 3,877 -218 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 90.3 93.3 95.4 93.3 4.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 11 18 12 18
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 11,619
COMMITMENTS
1,130 651 1,623 8,736 9,239 11,489 11,513 131 106
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -276)
9 -20 -59 -224 -196 -275 -276 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.6 14.0 75.2 79.5 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 6 13 23 22 36 37
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 37,808
COMMITMENTS
4,358 1,324 1,913 31,522 34,571 37,793 37,808 15 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 594)
-124 -284 199 519 679 594 594 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.5 5.1 83.4 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 6 6 21 22 27 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,509
COMMITMENTS
4,905 0 510 25,824 30,999 31,239 31,509 270 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -438)
870 -56 -269 -1,309 -113 -708 -438 270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 1.6 82.0 98.4 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 0 3 15 20 21 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 143,385
COMMITMENTS
18,376 3,976 7,324 116,864 131,903 142,564 143,203 821 182
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -209)
159 29 -73 -540 -184 -454 -228 245 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.8 5.1 81.5 92.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 9 13 36 38 56 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,125
COMMITMENTS
4,368 971 1,290 60,467 63,732 66,125 65,993 0 132
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -496)
245 71 -116 -625 -521 -496 -566 0 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.5 2.0 91.4 96.4 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 5 5 25 27 32 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 36,946
COMMITMENTS
600 2,102 400 35,946 34,444 36,946 36,946 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,689)
0 0 125 -1,814 -1,814 -1,689 -1,689 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.7 1.1 97.3 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 14 14 18 18
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 55,525
COMMITMENTS
15,898 2,447 3,669 35,693 49,316 55,260 55,432 265 93
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 161)
86 -25 -3 78 189 161 161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 4.4 6.6 64.3 88.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 2 3 24 24 33 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,821
COMMITMENTS
22,852 3,081 2,650 43,692 64,009 69,194 69,740 627 81
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 59)
56 -95 75 -52 79 79 59 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 4.4 3.8 62.6 91.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 3 6 25 24 38 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,249
COMMITMENTS
2,220 974 1,334 63,233 64,941 66,787 67,249 462 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -427)
70 143 0 -497 -570 -427 -427 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.4 2.0 94.0 96.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 3 28 29 31 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,206
COMMITMENTS
2,129 965 2,041 80,574 82,195 84,744 85,201 462 5
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -135)
85 20 0 -220 -155 -135 -135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.1 2.4 94.6 96.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 4 31 28 35 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,516
COMMITMENTS
230 0 175 40,822 41,050 41,227 41,225 289 291
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 98.3 98.9 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 19 16 22 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,756
COMMITMENTS
360 926 0 25,985 25,826 26,345 26,752 411 4
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,454)
0 0 0 1,455 1,454 1,455 1,454 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.5 0.0 97.1 96.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 21 19 22 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,683
COMMITMENTS
2,075 132 345 21,165 23,206 23,585 23,683 98 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.6 1.5 89.4 98.0 99.6 100.0 0.4 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 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 89,251
COMMITMENTS
9,872 5,122 2,861 76,052 80,850 88,785 88,833 466 418
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,272)
-413 495 126 3,545 2,648 3,258 3,269 14 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 5.7 3.2 85.2 90.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 7 12 39 37 59 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,428
COMMITMENTS
725 125 0 16,703 17,303 17,428 17,428 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,224 1,200 1,224 1,200 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.7 0.0 95.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 10 16 12 17
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,468
COMMITMENTS
725 125 0 16,743 17,343 17,468 17,468 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,200)
0 0 0 1,224 1,200 1,224 1,200 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.7 0.0 95.8 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 16 13 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,005
COMMITMENTS
870 2,425 2,310 47,507 45,872 50,687 50,607 318 398
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 640)
-200 0 0 840 640 640 640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.8 4.5 93.1 89.9 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 4 20 20 24 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,292
COMMITMENTS
390 100 150 45,735 45,721 46,275 45,971 17 321
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 129)
0 0 0 129 124 129 124 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 0.3 98.8 98.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 24 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,642
COMMITMENTS
980 1,050 250 40,609 41,287 41,839 42,587 803 55
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,195)
45 100 0 2,145 2,090 2,190 2,190 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.5 0.6 95.2 96.8 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 1 22 22 25 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,209
COMMITMENTS
1,728 150 92 60,584 62,727 62,404 62,969 805 240
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 658)
5 0 0 788 658 793 658 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 0.1 95.8 99.2 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 22 15 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,375
COMMITMENTS
2,225 946 160 65,535 67,089 67,920 68,195 455 180
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,361)
-120 516 0 1,511 875 1,391 1,391 -30 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.4 0.2 95.8 98.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 1 26 18 29 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 83,778
COMMITMENTS
2,694 528 2,221 78,467 80,959 83,382 83,708 396 70
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 398)
94 -96 -6 310 500 398 398 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 2.7 93.7 96.6 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 26 23 31 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,517
COMMITMENTS
1,382 1,928 3,761 96,965 96,815 102,108 102,504 409 13
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 542)
-20 -287 88 527 738 595 539 -53 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 3.7 94.6 94.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 9 8 28 30 36 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 64,308
COMMITMENTS
25 3,997 0 64,283 60,266 64,308 64,263 0 45
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 431)
0 233 0 431 168 431 401 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.0 100.0 93.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 0 16 15 17 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 57,000
COMMITMENTS
550 725 50 56,400 56,225 57,000 57,000 0 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,510)
-500 75 50 1,960 1,385 1,510 1,510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.3 0.1 98.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 13 9 14 13
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| 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: 58,700
COMMITMENTS
1,760 1,825 678 56,108 56,112 58,546 58,615 154 85
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 896)
-10 0 1 905 895 896 896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.1 1.2 95.6 95.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 4 3 23 23 29 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 67,065
COMMITMENTS
3,034 5,290 684 63,140 60,733 66,858 66,707 207 358
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,785)
496 80 -30 1,319 1,729 1,785 1,779 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.9 1.0 94.1 90.6 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 6 5 23 23 32 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,780
COMMITMENTS
0 2,045 0 24,603 22,495 24,603 24,540 177 240
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 415)
0 0 0 545 510 545 510 -130 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 0.0 99.3 90.8 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 18 15 18 17
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 24,462
COMMITMENTS
0 225 0 24,084 24,052 24,084 24,277 378 185
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 471)
0 0 0 435 471 435 471 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 98.5 98.3 98.5 99.2 1.5 0.8
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 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,583
COMMITMENTS
1,599 1,192 695 26,193 26,000 28,487 27,887 96 696
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 37)
0 -159 85 -48 111 37 37 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.2 2.4 91.6 91.0 99.7 97.6 0.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 5 19 17 24 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,684
COMMITMENTS
410 1,661 187 14,929 14,391 15,526 16,239 1,158 445
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -155)
0 -75 25 -180 -105 -155 -155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 10.0 1.1 89.5 86.3 93.1 97.3 6.9 2.7
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 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,359
COMMITMENTS
4,999 6,801 1,242 51,966 50,265 58,207 58,308 152 51
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 343)
-105 735 9 409 -391 313 353 30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 11.7 2.1 89.0 86.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 4 30 23 37 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 36,002
COMMITMENTS
1,326 2,912 572 34,022 32,511 35,920 35,995 82 7
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 325)
0 310 20 305 -5 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.1 1.6 94.5 90.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 5 26 19 32 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 18,146
COMMITMENTS
850 160 125 17,096 17,846 18,071 18,131 75 15
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 370)
-75 -25 50 395 345 370 370 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.9 0.7 94.2 98.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 3 19 18 23 25
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,405
COMMITMENTS
825 50 0 21,515 22,355 22,340 22,405 65 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 0.0 96.0 99.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 13 11 17 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,343
COMMITMENTS
360 100 470 9,783 10,613 10,613 11,183 730 160
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 4.1 86.2 93.6 93.6 98.6 6.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 14 13 17 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,323
COMMITMENTS
280 100 495 8,862 9,568 9,637 10,163 686 160
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.0 4.8 85.8 92.7 93.4 98.5 6.6 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 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,184
COMMITMENTS
1,005 4,835 2,030 32,925 29,309 35,960 36,174 224 10
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,440)
0 1,200 0 1,440 240 1,440 1,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 13.4 5.6 91.0 81.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 2 20 13 25 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,365
COMMITMENTS
1,030 4,700 2,000 33,111 29,655 36,141 36,355 224 10
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,440)
0 1,200 0 1,440 240 1,440 1,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.9 5.5 91.1 81.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 2 20 15 25 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,469
COMMITMENTS
1,338 7,728 2,057 108,993 102,604 112,388 112,389 81 80
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,322)
252 1,915 -95 1,160 -498 1,317 1,322 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.9 1.8 96.9 91.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 11 10 38 32 50 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,822
COMMITMENTS
2,291 6,562 4,923 118,544 114,240 125,758 125,725 64 97
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,961)
585 1,752 60 2,329 1,149 2,974 2,961 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.2 3.9 94.2 90.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 11 10 43 33 55 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 554,228
COMMITMENTS
45,887 16,404 61,745 446,051 475,431 553,683 553,580 545 648
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 7,032)
1,535 117 1,365 4,110 5,408 7,010 6,891 22 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.0 11.1 80.5 85.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 15 31 49 47 91 82
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,708
COMMITMENTS
3,697 149 566 12,345 15,943 16,608 16,658 100 50
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.9 3.4 73.9 95.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 4 15 12 21 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,456
COMMITMENTS
3,157 450 215 9,984 12,791 13,356 13,456 100 0
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 710)
0 0 0 710 710 710 710 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 3.3 1.6 74.2 95.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 3 15 12 21 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 10,615
COMMITMENTS
250 2,350 75 9,725 7,425 10,050 9,850 565 765
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -2,225)
50 -635 -140 -2,495 -1,730 -2,585 -2,505 360 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 22.1 0.7 91.6 69.9 94.7 92.8 5.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 6 1 20 19 22 25
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 11,043
COMMITMENTS
410 667 755 9,878 9,560 11,043 10,982 0 61
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 365)
-400 95 400 365 -150 365 345 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.0 6.8 89.5 86.6 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 4 17 21 23 25
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,403
COMMITMENTS
1,042 724 220 4,703 4,582 5,965 5,526 438 877
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 517)
88 27 49 400 387 537 463 -20 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.3 3.4 73.4 71.6 93.2 86.3 6.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 8 28 28 38 37
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,472
COMMITMENTS
2,289 0 0 29,571 32,087 31,860 32,087 612 385
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 666)
0 0 0 566 554 566 554 100 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 91.1 98.8 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 0 31 36 33 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,560
COMMITMENTS
0 106 167 21,232 20,609 21,399 20,882 161 678
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 562)
0 0 0 562 557 562 557 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.8 98.5 95.6 99.3 96.9 0.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 19 27 20 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,534
COMMITMENTS
447 333 239 10,467 10,542 11,153 11,114 381 420
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 207)
80 -30 -60 188 236 208 146 -1 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.9 2.1 90.7 91.4 96.7 96.4 3.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 2 35 28 39 31
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,390
COMMITMENTS
1,130 327 306 26,739 27,517 28,175 28,150 215 240
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,315)
37 -82 92 3,186 3,455 3,315 3,465 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.2 1.1 94.2 96.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 2 33 45 38 47
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 56,928
COMMITMENTS
7,302 1,279 1,464 47,646 53,687 56,412 56,430 516 498
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,393)
330 204 181 2,892 3,122 3,403 3,507 -10 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.2 2.6 83.7 94.3 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
8 10 8 67 63 81 75
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,579
COMMITMENTS
183 0 86 1,471 2,010 1,740 2,096 839 483
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 236)
7 0 7 138 166 152 173 84 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 3.3 57.0 77.9 67.5 81.3 32.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 2 14 20 18 22
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 126,747
COMMITMENTS
58,415 2,197 18,507 36,951 84,184 113,874 104,888 12,874 21,859
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,953)
-10 154 1,606 285 152 1,881 1,912 73 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 1.7 14.6 29.2 66.4 89.8 82.8 10.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 6 10 12 17 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 34,967
COMMITMENTS
0 0 0 34,259 34,256 34,259 34,256 708 711
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -3,493)
0 0 0 -3,161 -2,946 -3,161 -2,946 -332 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.0 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 22 23 22
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 5,940
COMMITMENTS
60 0 0 5,840 5,735 5,900 5,735 40 205
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 16)
16 0 0 0 6 16 6 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.3 96.5 99.3 96.5 0.7 3.5
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 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,965
COMMITMENTS
0 0 0 9,860 9,959 9,860 9,959 105 6
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -1,350)
0 0 0 -1,300 -1,113 -1,300 -1,113 -50 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 16 14 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 215,677
COMMITMENTS
0 1,200 0 202,088 203,980 202,088 205,180 13,589 10,497
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 3,070)
0 0 0 2,535 3,105 2,535 3,105 535 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 93.7 94.6 93.7 95.1 6.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 13 16 13 17
Updated August 28, 2020