CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 12,395
COMMITMENTS
2,584 1,588 0 9,811 10,807 12,395 12,395 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -200)
0 -75 0 -200 -125 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 12.8 0.0 79.2 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 11 9 16 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,881
COMMITMENTS
14,971 9,917 0 17,896 22,964 32,867 32,881 14 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -4)
25 0 0 -29 -4 -4 -4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 30.2 0.0 54.4 69.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 6 0 15 14 23 20
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 134,905
COMMITMENTS
24,990 28,687 16,295 93,490 89,847 134,775 134,830 130 75
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -564)
-191 -10 339 -713 -894 -564 -564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 21.3 12.1 69.3 66.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 13 16 29 27 64 49
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,664
COMMITMENTS
49,823 17,122 2,170 95,671 128,372 147,664 147,664 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 85)
-285 0 85 285 0 85 85 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 11.6 1.5 64.8 86.9 100.0 100.0 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 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 125,755
COMMITMENTS
16,246 18,519 2,979 106,530 104,257 125,755 125,755 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,028)
170 583 130 728 315 1,028 1,028 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 14.7 2.4 84.7 82.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 4 6 18 10 27 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 47,374
COMMITMENTS
15,004 3,608 3,638 28,494 40,105 47,136 47,351 238 24
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,767)
443 -60 562 670 1,267 1,676 1,769 91 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 7.6 7.7 60.1 84.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 3 7 18 18 36 27
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,093
COMMITMENTS
5,625 850 0 25,468 30,243 31,093 31,093 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.7 0.0 81.9 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 14 7 19 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,533
COMMITMENTS
5,329 616 3,532 23,260 28,385 32,121 32,533 412 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 601)
388 0 0 -199 601 189 601 412 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 1.9 10.9 71.5 87.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 3 2 15 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,140
COMMITMENTS
2,797 2,492 370 23,748 24,236 26,915 27,098 226 42
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 162)
147 -2 42 -28 119 161 159 1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.2 1.4 87.5 89.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 3 18 14 22 20
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 14,655
COMMITMENTS
1,715 2,600 0 12,940 12,055 14,655 14,655 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 100)
0 120 0 100 -20 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 17.7 0.0 88.3 82.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 0 11 9 12 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 19,024
COMMITMENTS
1,447 6,920 598 16,954 11,506 18,999 19,024 25 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -100 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 36.4 3.1 89.1 60.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 2 11 11 14 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,961
COMMITMENTS
22,947 14,090 4,731 20,283 29,140 47,961 47,961 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 29.4 9.9 42.3 60.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 4 14 12 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 24,098
COMMITMENTS
3,108 0 0 20,713 24,098 23,821 24,098 277 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 0)
-750 0 0 750 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 0.0 86.0 100.0 98.9 100.0 1.1 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 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 10,821
COMMITMENTS
2,798 346 553 7,445 9,485 10,796 10,384 25 437
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 275)
-63 0 88 250 -225 275 -137 0 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 3.2 5.1 68.8 87.7 99.8 96.0 0.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 2 8 10 13 13
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,529
COMMITMENTS
0 0 0 10,342 10,449 10,342 10,449 187 80
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.2 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 18 17 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,948
COMMITMENTS
4,168 607 1,800 27,810 31,520 33,778 33,927 170 21
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,069)
-55 -12 65 1,047 1,037 1,057 1,090 12 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.8 5.3 81.9 92.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 4 25 26 30 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,787
COMMITMENTS
385 4,441 895 21,761 18,451 23,041 23,787 746 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 228)
0 -14 50 214 192 264 228 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.7 3.8 91.5 77.6 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 3 21 20 25 25
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,516
COMMITMENTS
284 457 537 3,659 3,522 4,480 4,516 36 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 476)
32 50 -4 457 430 485 476 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 10.1 11.9 81.0 78.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 3 13 13 16 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,226,401
COMMITMENTS
1137394 32,297 459,768 4593552 5713624 6190714 6205689 35,687 20,712
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 30,838)
50,860 -2,077 -12,783 -5,102 46,297 32,975 31,437 -2,137 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.5 7.4 73.8 91.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
46 19 49 153 135 214 188
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,572,682
COMMITMENTS
42,019 13,743 555,611 973,104 1001874 1570734 1571228 1,948 1,455
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -16,366)
3,309 266 -8,958 -10,579 -7,542 -16,229 -16,235 -138 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.9 35.3 61.9 63.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 12 27 51 49 79 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,486
COMMITMENTS
4,095 2,553 0 191,311 211,423 195,406 213,976 25,080 6,510
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -163)
-30 31 0 117 -8 87 23 -250 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.2 0.0 86.8 95.9 88.6 97.0 11.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 23 20 25 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,296
COMMITMENTS
1,749 234 586 136,465 139,734 138,800 140,554 7,496 5,742
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,412)
0 234 310 2,762 1,994 3,072 2,538 -660 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.4 93.3 95.5 94.9 96.1 5.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 20 24 24 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,942
COMMITMENTS
14,906 4,252 3,530 283,141 304,034 301,577 311,816 13,365 3,126
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -452)
1,102 1,824 -230 -1,486 -1,885 -614 -291 162 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.4 1.1 89.9 96.5 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 3 3 37 38 47 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,132,116
COMMITMENTS
1,346 10,793 3,422 1118317 1115790 1123085 1130005 9,031 2,111
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 7,701)
484 -90 89 7,725 8,369 8,298 8,368 -597 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.3 98.8 98.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 3 41 29 46 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,606
COMMITMENTS
14,135 252 3,104 366,827 386,620 384,066 389,976 11,540 5,630
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,968)
1,735 0 126 1,036 2,847 2,897 2,973 71 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.1 0.8 92.7 97.7 97.1 98.6 2.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 1 3 42 40 48 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 658,203
COMMITMENTS
2,182 1,914 1,663 644,008 653,115 647,853 656,692 10,350 1,511
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 23,711)
178 732 -600 23,893 23,610 23,471 23,742 240 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.3 97.8 99.2 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 3 38 44 41 49
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 498,275
COMMITMENTS
1,821 0 0 489,396 489,816 491,217 489,816 7,058 8,459
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 11,346)
-1,329 -364 -92 12,583 12,651 11,162 12,195 184 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 98.2 98.3 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 0 0 39 32 41 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,145
COMMITMENTS
0 5,226 105 89,002 86,168 89,107 91,499 5,038 2,646
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 3,112)
0 -150 31 2,993 2,476 3,024 2,357 88 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.1 94.5 91.5 94.6 97.2 5.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 14 17 15 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,374
COMMITMENTS
300 240 0 19,895 21,894 20,195 22,134 2,179 240
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 0.0 88.9 97.9 90.3 98.9 9.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 11 11 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 311,086
COMMITMENTS
0 4,032 713 299,702 300,169 300,415 304,914 10,671 6,172
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 3,696)
0 1,072 -16 3,229 2,137 3,213 3,193 483 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.2 96.3 96.5 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 5 1 28 26 29 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,348
COMMITMENTS
0 493 0 175,468 173,295 175,468 173,788 5,880 7,560
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,626)
0 20 0 1,483 1,056 1,483 1,076 143 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.8 95.6 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 25 21 25 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,277
COMMITMENTS
1,670 0 663 258,053 259,512 260,386 260,175 2,891 3,102
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -494)
-515 0 0 -583 -552 -1,098 -552 604 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 98.0 98.6 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 2 24 20 26 22
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,102
COMMITMENTS
2,082 838 0 20,294 21,816 22,376 22,654 1,726 1,448
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,426)
1,302 0 0 34 1,240 1,336 1,240 90 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.5 0.0 84.2 90.5 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 12 14 15 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 599,859
COMMITMENTS
15,912 16,301 4,157 570,913 574,018 590,982 594,476 8,877 5,383
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 7,061)
4,230 1,341 -1,635 3,647 7,053 6,242 6,759 819 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.7 0.7 95.2 95.7 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 6 6 53 41 62 50
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,615
COMMITMENTS
0 0 0 183,950 183,488 183,950 183,488 4,665 5,127
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,728)
0 0 0 2,853 2,501 2,853 2,501 -125 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 97.3 97.5 97.3 2.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 19 19 19
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 225,379
COMMITMENTS
1,618 0 0 219,440 224,545 221,058 224,545 4,321 834
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 6,972)
698 0 -358 6,329 7,299 6,669 6,941 303 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 97.4 99.6 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 21 21 23 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,115
COMMITMENTS
930 248 0 169,692 175,517 170,622 175,765 6,493 1,350
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,001)
496 248 0 2,922 3,908 3,418 4,156 583 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.0 95.8 99.1 96.3 99.2 3.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 20 19 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,567
COMMITMENTS
11,373 2,348 0 165,504 174,439 176,877 176,787 690 780
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,001)
744 248 -155 3,412 3,908 4,001 4,001 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.3 0.0 93.2 98.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 4 0 31 44 37 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,981
COMMITMENTS
0 1,680 0 105,253 103,457 105,253 105,137 728 844
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 6,798)
0 0 0 6,705 6,798 6,705 6,798 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 99.3 97.6 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 20 24 20 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 26,942
COMMITMENTS
0 308 0 25,824 26,091 25,824 26,399 1,118 543
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,850)
0 0 0 1,850 1,850 1,850 1,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 95.9 96.8 95.9 98.0 4.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 14 14 14 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,959
COMMITMENTS
11,416 1,486 211 254,931 261,522 266,558 263,219 4,401 7,740
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 5,344)
1,182 31 -1,054 5,270 6,043 5,398 5,020 -54 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 0.1 94.1 96.5 98.4 97.1 1.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 2 39 37 43 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,074
COMMITMENTS
0 0 0 104,594 104,010 104,594 104,010 480 1,064
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,666)
0 0 0 2,666 2,600 2,666 2,600 0 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.0 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 11 19 11 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,189
COMMITMENTS
1,094 250 60 95,226 99,344 96,380 99,654 9,809 6,535
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 257)
-31 0 0 -91 783 -122 783 379 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.1 89.7 93.6 90.8 93.8 9.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 23 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,242
COMMITMENTS
0 1,600 1,965 205,505 201,858 207,470 205,423 2,772 4,819
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,557)
-88 340 -176 1,883 1,118 1,619 1,282 -62 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.9 97.7 96.0 98.7 97.7 1.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 28 32 30 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,395
COMMITMENTS
0 0 0 173,920 178,521 173,920 178,521 7,475 2,874
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 584)
0 0 0 1,530 549 1,530 549 -946 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 98.4 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 18 20 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,091
COMMITMENTS
522 0 0 82,295 80,682 82,817 80,682 4,274 6,409
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,235)
0 0 0 1,950 3,458 1,950 3,458 285 -1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 94.5 92.6 95.1 92.6 4.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 16 18 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,542
COMMITMENTS
3,034 240 180 21,063 25,948 24,277 26,368 3,265 1,174
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,364)
192 0 180 1,054 1,608 1,426 1,788 -62 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.9 0.7 76.5 94.2 88.1 95.7 11.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 20 15 22 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,887
COMMITMENTS
2,613 0 723 202,144 201,282 205,480 202,005 7,407 10,882
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 3,203)
-297 0 334 3,104 2,900 3,141 3,234 62 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.3 95.0 94.5 96.5 94.9 3.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 12 16 14 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,258
COMMITMENTS
4,186 1,261 0 166,316 166,152 170,502 167,413 7,756 10,845
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,787)
-93 517 0 1,045 2,362 952 2,879 835 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 0.0 93.3 93.2 95.6 93.9 4.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 0 34 33 36 36
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,590
COMMITMENTS
1,740 690 0 50,062 49,892 51,802 50,582 788 2,008
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 277)
0 0 0 277 277 277 277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.3 0.0 95.2 94.9 98.5 96.2 1.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 12 19 15 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 226,569
COMMITMENTS
7,195 2,694 277 212,211 218,385 219,683 221,356 6,886 5,213
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 6,411)
0 0 60 6,321 6,231 6,381 6,291 30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.2 0.1 93.7 96.4 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 2 31 33 35 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 116,150
COMMITMENTS
310 2,405 0 112,894 109,899 113,204 112,304 2,946 3,846
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 818)
310 31 0 508 -242 818 -211 0 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.1 0.0 97.2 94.6 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 0 28 29 29 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 129,862
COMMITMENTS
0 1,712 0 123,137 125,422 123,137 127,134 6,725 2,728
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 31)
0 0 0 186 0 186 0 -155 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 94.8 96.6 94.8 97.9 5.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 19 23 19 24
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 53,786
COMMITMENTS
1,661 2,074 0 50,302 49,364 51,963 51,438 1,823 2,348
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,362)
0 -124 0 -2,362 -1,963 -2,362 -2,087 0 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.9 0.0 93.5 91.8 96.6 95.6 3.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 13 12 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 29,008
COMMITMENTS
0 0 0 27,008 27,554 27,008 27,554 2,000 1,454
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -62 0 -62 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 95.0 93.1 95.0 6.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 16 20 16 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 259,172
COMMITMENTS
0 0 0 252,679 257,676 252,679 257,676 6,493 1,496
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 402)
0 0 0 402 247 402 247 0 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.4 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 0 0 32 24 32 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,211
COMMITMENTS
476 0 1,284 90,192 91,049 91,952 92,333 5,259 4,878
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,851)
-1,867 0 1,284 3,465 1,567 2,882 2,851 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.3 92.8 93.7 94.6 95.0 5.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 14 20 15
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 14,915
COMMITMENTS
0 0 0 14,431 14,613 14,431 14,613 484 302
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.0 96.8 98.0 3.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 11 12 11
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 179,225
COMMITMENTS
217 0 0 173,873 173,291 174,090 173,291 5,135 5,934
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,072)
0 0 0 1,134 585 1,134 585 -62 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 97.0 96.7 97.1 96.7 2.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 23 31 24 31
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 17,572
COMMITMENTS
690 0 0 16,096 16,418 16,786 16,418 786 1,154
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 930)
0 0 0 930 926 930 926 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 91.6 93.4 95.5 93.4 4.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 10 16 12 16
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 10,325
COMMITMENTS
1,518 983 1,033 7,348 8,223 9,899 10,240 426 85
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 755)
-87 306 207 657 242 777 755 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 9.5 10.0 71.2 79.6 95.9 99.2 4.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 10 14 22 20 37 35
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,564
COMMITMENTS
4,981 571 1,054 29,394 33,939 35,429 35,564 135 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 362)
-293 182 -23 678 203 362 362 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 1.6 3.0 82.7 95.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 4 20 22 26 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,013
COMMITMENTS
5,428 0 350 25,235 30,663 31,013 31,013 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 30)
50 0 0 250 30 300 30 -270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.0 1.1 81.4 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 3 17 19 23 22
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 141,697
COMMITMENTS
20,979 4,280 5,886 114,313 131,395 141,178 141,561 519 136
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 3,408)
-21 133 212 3,216 3,063 3,407 3,408 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 3.0 4.2 80.7 92.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 8 13 36 38 56 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,763
COMMITMENTS
4,238 621 983 55,542 59,025 60,763 60,629 0 134
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 542)
-265 50 64 743 428 542 542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.0 1.6 91.4 97.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 4 22 25 29 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 34,485
COMMITMENTS
525 1,289 325 33,635 32,871 34,485 34,485 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -40)
0 -600 150 -190 410 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.7 0.9 97.5 95.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 14 13 17 16
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 55,210
COMMITMENTS
14,781 3,502 2,905 37,284 48,705 54,970 55,112 240 98
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 447)
-170 450 -372 994 374 452 452 -5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 6.3 5.3 67.5 88.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 3 3 22 25 29 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 70,787
COMMITMENTS
21,624 2,620 3,100 45,722 64,976 70,446 70,696 341 91
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,268)
35 -835 945 1,528 2,148 2,508 2,258 -240 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 3.7 4.4 64.6 91.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 2 6 26 27 39 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,299
COMMITMENTS
2,836 573 1,449 61,582 64,277 65,867 66,299 432 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 898)
35 65 -12 875 845 898 898 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.9 2.2 92.9 97.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 27 26 31 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,200
COMMITMENTS
2,517 766 1,881 78,340 80,538 82,738 83,185 462 15
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,141)
38 5 34 1,069 1,102 1,141 1,141 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 2.3 94.2 96.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 2 30 27 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,047
COMMITMENTS
200 100 50 38,513 38,621 38,763 38,771 284 276
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,869)
25 -25 0 -2,799 -2,829 -2,774 -2,854 -95 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.1 98.6 98.9 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 19 15 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,523
COMMITMENTS
360 646 0 27,767 27,877 28,127 28,523 396 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,375)
0 -280 0 -2,345 -2,081 -2,345 -2,361 -30 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.3 0.0 97.3 97.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 21 19 22 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,056
COMMITMENTS
2,050 87 345 20,569 22,624 22,964 23,056 92 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,101)
-25 -45 0 -1,045 -1,056 -1,070 -1,101 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.4 1.5 89.2 98.1 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 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 87,616
COMMITMENTS
10,016 6,280 2,598 74,431 78,689 87,045 87,567 571 49
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -4,940)
-192 365 -258 -3,218 -4,564 -3,667 -4,456 -1,273 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 7.2 3.0 85.0 89.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 8 13 39 37 59 53
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,584
COMMITMENTS
700 400 0 16,824 17,184 17,524 17,584 60 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -300)
-25 275 0 -275 -400 -300 -125 0 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.3 0.0 95.7 97.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 10 15 12 17
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,524
COMMITMENTS
700 400 0 16,764 17,124 17,464 17,524 60 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -400)
-25 275 0 -375 -500 -400 -225 0 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.3 0.0 95.7 97.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 10 15 12 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,555
COMMITMENTS
870 3,475 1,235 48,144 45,452 50,249 50,162 306 393
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,470)
75 1,050 -1,075 -308 -1,390 -1,308 -1,415 -162 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.9 2.4 95.2 89.9 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 4 19 19 24 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,357
COMMITMENTS
200 140 85 44,050 43,836 44,335 44,061 22 296
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,320)
-75 -25 0 -1,984 -2,270 -2,059 -2,295 -261 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.2 99.3 98.8 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 24 19 27 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,743
COMMITMENTS
1,600 1,048 250 42,420 43,310 44,270 44,608 473 135
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,507)
500 -125 0 -2,461 -2,345 -1,961 -2,470 -546 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.3 0.6 94.8 96.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 1 23 22 27 27
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,679
COMMITMENTS
1,640 125 85 58,221 60,224 59,946 60,434 733 245
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 125)
-10 -100 25 147 200 162 125 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 0.1 95.9 99.3 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 22 15 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,924
COMMITMENTS
1,810 646 398 62,245 63,695 64,453 64,739 471 185
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 100)
10 -100 60 15 140 85 100 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 0.6 95.9 98.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 2 25 17 28 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 82,552
COMMITMENTS
3,448 523 2,115 76,615 79,844 82,178 82,482 374 70
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 758)
-17 10 -13 788 761 758 758 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.6 2.6 92.8 96.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 4 26 22 30 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,553
COMMITMENTS
2,376 1,774 3,790 95,048 95,739 101,214 101,303 339 250
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,870)
376 302 -64 1,558 1,552 1,870 1,790 0 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.7 3.7 93.6 94.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 9 8 28 26 37 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 62,432
COMMITMENTS
130 4,141 70 62,232 58,171 62,432 62,382 0 50
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,357)
130 -104 70 -1,557 -1,278 -1,357 -1,312 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.6 0.1 99.7 93.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 17 15 19 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| 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: 53,185
COMMITMENTS
0 525 0 53,185 52,660 53,185 53,185 0 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,800)
-550 50 -50 -1,200 -1,800 -1,800 -1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 0 13 9 13 13
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 60,274
COMMITMENTS
1,723 1,715 428 58,013 58,091 60,164 60,234 110 40
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,139)
14 -20 13 1,156 1,173 1,183 1,166 -44 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.8 0.7 96.2 96.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 2 24 23 30 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 67,841
COMMITMENTS
3,113 4,693 722 63,470 62,122 67,305 67,537 536 304
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 478)
127 -65 160 237 404 524 499 -46 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.9 1.1 93.6 91.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 6 4 22 23 29 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,767
COMMITMENTS
0 2,355 0 23,509 21,107 23,509 23,462 258 305
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.0 98.9 88.8 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 17 14 17 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,606
COMMITMENTS
0 525 0 23,109 22,896 23,109 23,421 497 185
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 97.9 97.0 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 13 15 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,490
COMMITMENTS
1,428 638 860 22,631 23,321 24,919 24,819 571 671
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,267)
150 -150 130 -1,547 -1,252 -1,267 -1,272 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.5 3.4 88.8 91.5 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 4 19 17 23 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 14,988
COMMITMENTS
261 1,237 202 13,427 13,085 13,890 14,524 1,098 464
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -291)
126 -174 20 -437 -137 -291 -291 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 8.3 1.3 89.6 87.3 92.7 96.9 7.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 2 13 11 15 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,583
COMMITMENTS
4,796 6,223 1,241 49,332 48,065 55,369 55,529 214 54
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 573)
-85 89 156 453 323 524 568 49 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 11.2 2.2 88.8 86.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 4 29 22 37 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,996
COMMITMENTS
1,296 2,634 722 31,662 30,513 33,680 33,869 316 127
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -93)
10 300 9 -102 -402 -83 -93 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.7 2.1 93.1 89.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 24 17 30 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,072
COMMITMENTS
750 61 75 16,186 16,921 17,011 17,057 61 15
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 105)
-125 0 0 230 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 0.4 94.8 99.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 17 18 21 22
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,187
COMMITMENTS
825 25 50 21,260 22,112 22,135 22,187 52 0
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 375)
0 0 50 325 325 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.1 0.2 95.8 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 14 12 18 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,643
COMMITMENTS
340 100 440 9,174 9,968 9,954 10,508 689 135
CHANGES FROM 09/08/20 (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 93.7 93.5 98.7 6.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 15 13 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,713
COMMITMENTS
210 100 495 8,355 8,983 9,060 9,578 653 135
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.0 5.1 86.0 92.5 93.3 98.6 6.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 14 12 17 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,803
COMMITMENTS
1,585 7,500 2,670 35,245 29,623 39,500 39,793 303 10
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,380)
180 600 0 1,200 780 1,380 1,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 18.8 6.7 88.5 74.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 2 19 13 24 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,153
COMMITMENTS
1,680 7,500 2,495 35,675 30,148 39,850 40,143 303 10
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,380)
180 600 0 1,200 780 1,380 1,380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 18.7 6.2 88.8 75.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 2 19 14 24 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,437
COMMITMENTS
1,365 8,723 1,922 108,068 100,775 111,355 111,420 82 17
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 5,701)
69 447 -1 5,613 5,255 5,681 5,701 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.8 1.7 97.0 90.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 12 9 37 31 50 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 122,257
COMMITMENTS
1,904 7,198 4,711 115,600 110,333 122,215 122,242 42 15
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 5,746)
-15 121 109 5,652 5,517 5,746 5,747 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.9 3.9 94.6 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 12 14 41 34 57 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 557,196
COMMITMENTS
41,081 16,650 64,531 451,058 475,479 556,670 556,660 526 536
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 297)
-3,019 525 820 2,559 -864 361 481 -64 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.0 11.6 81.0 85.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 18 32 48 47 88 85
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,915
COMMITMENTS
3,375 424 291 13,109 16,160 16,775 16,875 140 40
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 2.5 1.7 77.5 95.5 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 4 16 12 22 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,096
COMMITMENTS
3,000 625 90 10,866 13,321 13,956 14,036 140 60
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 480)
0 0 0 480 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.4 0.6 77.1 94.5 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 3 16 11 21 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,835
COMMITMENTS
125 330 0 2,530 2,445 2,655 2,775 180 60
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -4,065)
30 -210 -145 -3,315 -2,960 -3,430 -3,315 -635 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.6 0.0 89.2 86.2 93.7 97.9 6.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 10 11 13 13
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,087
COMMITMENTS
430 435 480 7,127 7,169 8,037 8,084 50 3
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -3,241)
40 -75 -275 -2,910 -2,546 -3,145 -2,896 -96 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.4 5.9 88.1 88.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 2 17 16 22 19
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,397
COMMITMENTS
1,005 308 149 4,587 4,944 5,741 5,401 656 996
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 271)
0 49 1 179 401 180 451 91 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.8 2.3 71.7 77.3 89.7 84.4 10.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 4 28 28 35 33
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,741
COMMITMENTS
60 0 210 33,099 33,399 33,369 33,609 372 132
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,816)
0 0 210 1,851 1,796 2,061 2,006 -245 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 98.1 99.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 1 36 39 38 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,952
COMMITMENTS
0 3 167 17,642 17,073 17,809 17,243 143 709
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 46)
0 0 0 41 -36 41 -36 5 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.9 98.3 95.1 99.2 96.1 0.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 19 28 20 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,114
COMMITMENTS
155 347 161 10,367 10,050 10,683 10,558 431 556
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 497)
-30 15 74 468 500 512 589 -15 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.1 1.4 93.3 90.4 96.1 95.0 3.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 1 38 29 41 31
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 3,628
COMMITMENTS
0 138 108 2,910 3,007 3,018 3,253 610 375
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 617)
0 60 -8 625 460 617 512 0 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 3.0 80.2 82.9 83.2 89.7 16.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 9 17 11 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,031
COMMITMENTS
1,371 446 466 28,179 28,902 30,016 29,814 15 217
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,515)
451 334 211 853 940 1,515 1,485 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.5 1.6 93.8 96.2 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 2 2 32 40 39 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,386
COMMITMENTS
6,077 1,595 1,654 51,164 55,742 58,895 58,991 491 395
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,659)
-684 -57 217 2,135 1,483 1,668 1,643 -9 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.7 2.8 86.2 93.9 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
8 10 11 65 61 79 76
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,563
COMMITMENTS
237 26 38 1,560 1,797 1,835 1,861 728 702
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 199)
0 0 -28 202 194 174 166 25 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.0 1.5 60.9 70.1 71.6 72.6 28.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 2 11 18 15 21
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 111,266
COMMITMENTS
58,446 1,319 13,626 27,931 76,135 100,003 91,080 11,262 20,185
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,865)
-283 -55 -656 -1,548 -1,675 -2,487 -2,385 -379 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 1.2 12.2 25.1 68.4 89.9 81.9 10.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 5 10 12 16 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 40,617
COMMITMENTS
0 0 0 39,639 39,611 39,639 39,611 978 1,006
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,240)
0 0 0 1,240 1,235 1,240 1,235 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 97.5 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 25 24 25 24
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 5,481
COMMITMENTS
40 930 0 5,441 4,368 5,481 5,298 0 183
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -36)
-37 0 0 1 -29 -36 -29 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 17.0 0.0 99.3 79.7 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 11 12 12
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,947
COMMITMENTS
0 0 0 12,827 12,941 12,827 12,941 120 6
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,017)
0 0 0 972 1,017 972 1,017 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 100.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 16 16 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 212,158
COMMITMENTS
0 0 0 200,009 201,017 200,009 201,017 12,149 11,141
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,060)
0 0 0 7,810 7,040 7,810 7,040 250 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 94.7 94.3 94.7 5.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 15 14 15
Updated September 18, 2020