CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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
2,509 1,588 0 9,886 10,807 12,395 12,395 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 0)
-75 0 0 75 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 12.8 0.0 79.8 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 12 9 16 11
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,686
COMMITMENTS
10,622 5,718 0 18,050 22,968 28,672 28,686 14 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -4,195)
-4,349 -4,199 0 154 4 -4,195 -4,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 19.9 0.0 62.9 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 5 0 16 14 23 19
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 138,916
COMMITMENTS
29,066 30,995 16,990 92,774 90,855 138,830 138,840 86 76
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,011)
4,076 2,308 695 -715 1,007 4,055 4,010 -44 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 22.3 12.2 66.8 65.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
30 12 15 30 28 65 50
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 149,124
COMMITMENTS
41,052 17,122 2,570 105,502 129,432 149,124 149,124 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,460)
-8,771 0 400 9,831 1,060 1,460 1,460 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 11.5 1.7 70.7 86.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 3 16 15 23 23
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 127,389
COMMITMENTS
16,362 19,294 2,888 108,139 105,208 127,389 127,389 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,634)
116 775 -91 1,609 951 1,634 1,634 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 15.1 2.3 84.9 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 5 19 11 27 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 46,939
COMMITMENTS
13,727 3,608 3,663 29,310 39,644 46,700 46,915 239 24
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -435)
-1,277 0 25 816 -461 -436 -435 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 7.7 7.8 62.4 84.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 3 7 19 18 36 27
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,593
COMMITMENTS
5,625 850 0 23,968 28,743 29,593 29,593 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -1,500)
0 0 0 -1,500 -1,500 -1,500 -1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 2.9 0.0 81.0 97.1 100.0 100.0 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,558
COMMITMENTS
4,891 616 3,532 24,135 28,410 32,558 32,558 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 25)
-438 0 0 875 25 437 25 -412 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 1.9 10.8 74.1 87.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 3 2 16 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,778
COMMITMENTS
2,987 2,494 367 26,166 26,879 29,520 29,740 258 38
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,638)
191 1 -3 2,417 2,643 2,605 2,642 33 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.4 1.2 87.9 90.3 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 3 18 15 22 21
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 14,725
COMMITMENTS
1,715 2,670 0 13,010 12,055 14,725 14,725 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 70)
0 70 0 70 0 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 18.1 0.0 88.4 81.9 100.0 100.0 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 18,986
COMMITMENTS
1,485 6,920 560 16,916 11,506 18,961 18,986 25 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -38)
38 0 -38 -38 0 -38 -38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 36.4 2.9 89.1 60.6 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,975
COMMITMENTS
23,191 13,320 4,251 20,533 30,404 47,975 47,975 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 14)
244 -770 -480 250 1,264 14 14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 27.8 8.9 42.8 63.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 3 15 13 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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 09/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 10,921
COMMITMENTS
2,486 346 965 7,445 9,585 10,896 10,896 25 25
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 100)
-312 0 412 0 100 100 512 0 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 3.2 8.8 68.2 87.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 2 8 11 13 14
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 11,269
COMMITMENTS
0 0 0 11,082 11,189 11,082 11,189 187 80
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 740)
0 0 0 740 740 740 740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 99.3 98.3 99.3 1.7 0.7
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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,314
COMMITMENTS
4,215 729 1,828 28,113 31,730 34,156 34,287 158 27
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 366)
47 122 28 303 210 378 360 -12 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.1 5.3 81.9 92.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 4 27 28 32 33
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,646
COMMITMENTS
385 4,372 1,038 22,477 19,236 23,900 24,646 746 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 859)
0 -69 143 716 785 859 859 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 17.7 4.2 91.2 78.0 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 3 20 21 24 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,554
COMMITMENTS
234 437 552 3,732 3,565 4,518 4,554 36 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 38)
-50 -20 15 73 43 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.6 12.1 81.9 78.3 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,296,241
COMMITMENTS
1122717 32,175 468,652 4665050 5774734 6256419 6275561 39,822 20,680
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 69,840)
-14,677 -122 8,884 71,498 61,110 65,705 69,872 4,135 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.5 7.4 74.1 91.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
48 20 53 155 134 219 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,709,427
COMMITMENTS
71,795 57,587 609,032 1026713 1041265 1707540 1707885 1,887 1,543
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 136,745)
29,776 43,844 53,421 53,609 39,392 136,806 136,657 -61 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.4 35.6 60.1 60.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 17 28 51 49 80 78
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,855
COMMITMENTS
3,971 2,181 635 191,258 211,862 195,864 214,678 24,991 6,177
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 369)
-124 -372 635 -53 439 458 702 -89 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.0 0.3 86.6 95.9 88.7 97.2 11.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 23 19 26 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,329
COMMITMENTS
1,418 0 821 140,405 143,027 142,644 143,848 6,685 5,481
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 3,033)
-331 -234 235 3,940 3,293 3,844 3,294 -811 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.5 94.0 95.8 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 23 24 26 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 318,045
COMMITMENTS
18,931 2,573 3,779 282,460 308,906 305,170 315,258 12,875 2,787
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 3,103)
4,025 -1,679 249 -681 4,872 3,593 3,442 -490 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.8 1.2 88.8 97.1 96.0 99.1 4.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 2 3 38 41 48 45
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,140,565
COMMITMENTS
4,073 10,222 2,830 1125939 1125081 1132842 1138133 7,723 2,432
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,449)
2,727 -571 -592 7,622 9,291 9,757 8,128 -1,308 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.2 98.7 98.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 2 3 41 28 47 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 399,735
COMMITMENTS
16,296 252 3,064 369,069 389,937 388,429 393,253 11,306 6,482
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,129)
2,161 0 -40 2,242 3,317 4,363 3,277 -234 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 0.8 92.3 97.5 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 1 3 43 39 52 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 660,862
COMMITMENTS
2,021 756 1,434 646,183 656,021 649,638 658,211 11,224 2,651
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,659)
-161 -1,158 -229 2,175 2,906 1,785 1,519 874 1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.2 97.8 99.3 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 2 38 43 41 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 502,465
COMMITMENTS
480 248 0 494,140 493,865 494,620 494,113 7,845 8,352
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,190)
-1,341 248 0 4,744 4,049 3,403 4,297 787 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.3 98.3 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 40 33 41 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,828
COMMITMENTS
240 5,378 135 90,694 87,518 91,069 93,031 4,759 2,797
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,683)
240 152 30 1,692 1,350 1,962 1,532 -279 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.6 0.1 94.6 91.3 95.0 97.1 5.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 14 17 16 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,900
COMMITMENTS
982 240 0 23,097 26,354 24,079 26,594 2,821 306
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,526)
682 0 0 3,202 4,460 3,884 4,460 642 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.9 0.0 85.9 98.0 89.5 98.9 10.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 10 14 12 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 321,358
COMMITMENTS
0 4,488 328 314,516 311,766 314,844 316,582 6,514 4,776
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 10,272)
0 456 -385 14,814 11,597 14,429 11,668 -4,157 -1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 97.9 97.0 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 4 1 31 30 32 34
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,218
COMMITMENTS
0 0 0 175,307 173,633 175,307 173,633 5,911 7,585
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -130)
0 -493 0 -161 338 -161 -155 31 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 95.8 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 21 25 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 264,223
COMMITMENTS
1,577 0 663 259,247 260,702 261,487 261,365 2,736 2,858
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 946)
-93 0 0 1,194 1,190 1,101 1,190 -155 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 98.1 98.7 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 24 21 26 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,016
COMMITMENTS
2,082 838 0 23,332 24,420 25,414 25,258 1,602 1,758
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,914)
0 0 0 3,038 2,604 3,038 2,604 -124 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.1 0.0 86.4 90.4 94.1 93.5 5.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 13 14 16 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 607,201
COMMITMENTS
16,749 15,986 4,502 575,845 581,145 597,096 601,633 10,105 5,568
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 7,342)
837 -315 345 4,932 7,127 6,114 7,157 1,228 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.6 0.7 94.8 95.7 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 6 5 52 38 61 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,942
COMMITMENTS
0 0 0 184,893 184,129 184,893 184,129 4,049 4,813
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 327)
0 0 0 943 641 943 641 -616 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 97.5 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 19 20 19
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,122
COMMITMENTS
981 0 58 220,879 225,261 221,918 225,319 4,204 803
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 743)
-637 0 58 1,439 716 860 774 -117 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.7 99.6 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 21 22 22 23
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,392
COMMITMENTS
3,534 558 0 175,793 183,608 179,327 184,166 6,065 1,226
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,277)
2,604 310 0 6,101 8,091 8,705 8,401 -428 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.0 94.8 99.0 96.7 99.3 3.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 0 21 24 25 25
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,309
COMMITMENTS
14,225 3,030 0 171,239 182,499 185,464 185,529 845 780
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,742)
2,852 682 0 5,735 8,060 8,587 8,742 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.6 0.0 91.9 98.0 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 4 0 32 43 40 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,378
COMMITMENTS
0 2,052 0 113,774 111,478 113,774 113,530 604 848
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,397)
0 372 0 8,521 8,021 8,521 8,393 -124 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 99.5 97.5 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 0 22 25 22 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 30,817
COMMITMENTS
1,426 308 0 28,180 30,109 29,606 30,417 1,211 400
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 3,875)
1,426 0 0 2,356 4,018 3,782 4,018 93 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.0 0.0 91.4 97.7 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 14 17 15 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 274,942
COMMITMENTS
13,196 1,637 211 257,094 268,033 270,501 269,881 4,441 5,061
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 3,983)
1,780 151 0 2,163 6,511 3,943 6,662 40 -2,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 0.1 93.5 97.5 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 2 2 38 39 42 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,120
COMMITMENTS
0 0 0 106,609 106,572 106,609 106,572 511 548
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,046)
0 0 0 2,015 2,562 2,015 2,562 31 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 12 23 12 23
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,362
COMMITMENTS
970 343 60 97,378 101,269 98,408 101,672 8,954 5,690
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,173)
-124 93 0 2,152 1,925 2,028 2,018 -855 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.1 90.7 94.3 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 22 22 24 23
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,761
COMMITMENTS
0 1,569 1,965 207,962 203,887 209,927 207,421 2,834 5,340
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,519)
0 -31 0 2,457 2,029 2,457 1,998 62 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.9 97.7 95.8 98.7 97.5 1.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 2 28 33 30 36
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,728
COMMITMENTS
0 0 0 178,539 182,264 178,539 182,264 7,189 3,464
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,333)
0 0 0 4,619 3,743 4,619 3,743 -286 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.1 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 19 21 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,863
COMMITMENTS
0 0 0 83,231 81,183 83,231 81,183 4,632 6,680
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 772)
-522 0 0 936 501 414 501 358 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 92.4 94.7 92.4 5.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 16 18 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,991
COMMITMENTS
5,273 240 180 22,210 29,121 27,663 29,541 2,328 450
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,449)
2,239 0 0 1,147 3,173 3,386 3,173 -937 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.8 0.6 74.1 97.1 92.2 98.5 7.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 21 17 24 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,096
COMMITMENTS
1,891 0 1,253 200,395 199,661 203,539 200,914 7,557 10,182
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -1,791)
-722 0 530 -1,749 -1,621 -1,941 -1,091 150 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 94.9 94.6 96.4 95.2 3.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 12 15 15 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,464
COMMITMENTS
4,092 1,944 0 173,035 176,084 177,127 178,028 9,337 8,436
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,206)
-94 683 0 6,719 9,932 6,625 10,615 1,581 -2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.0 0.0 92.8 94.4 95.0 95.5 5.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 0 35 33 37 37
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,574
COMMITMENTS
1,740 690 0 51,922 52,000 53,662 52,690 912 1,884
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,984)
0 0 0 1,860 2,108 1,860 2,108 124 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.3 0.0 95.1 95.3 98.3 96.5 1.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 13 19 16 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 231,042
COMMITMENTS
7,315 2,672 384 215,988 222,853 223,687 225,909 7,355 5,133
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,473)
120 -22 107 3,777 4,468 4,004 4,553 469 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.2 0.2 93.5 96.5 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 31 33 35 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 120,253
COMMITMENTS
310 3,342 19 115,664 112,407 115,993 115,768 4,260 4,485
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,103)
0 937 19 2,770 2,508 2,789 3,464 1,314 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.8 0.0 96.2 93.5 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 28 28 30 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 130,723
COMMITMENTS
0 1,712 0 123,482 126,283 123,482 127,995 7,241 2,728
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 861)
0 0 0 345 861 345 861 516 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 94.5 96.6 94.5 97.9 5.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 20 22 20 23
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 54,087
COMMITMENTS
1,661 1,675 0 50,483 49,183 52,144 50,858 1,943 3,229
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 301)
0 -399 0 181 -181 181 -580 120 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.1 0.0 93.3 90.9 96.4 94.0 3.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 13 12 14
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 33,207
COMMITMENTS
0 0 0 31,207 31,505 31,207 31,505 2,000 1,702
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,199)
0 0 0 4,199 3,951 4,199 3,951 0 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 94.9 94.0 94.9 6.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 14 20 14 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 268,745
COMMITMENTS
0 743 0 265,497 266,660 265,497 267,403 3,248 1,342
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 9,573)
0 743 0 12,818 8,984 12,818 9,727 -3,245 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 98.8 99.2 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 2 0 36 25 36 27
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,261
COMMITMENTS
352 0 1,284 89,215 90,099 90,851 91,383 5,410 4,878
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -950)
-124 0 0 -977 -950 -1,101 -950 151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.3 92.7 93.6 94.4 94.9 5.6 5.1
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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 15,225
COMMITMENTS
0 0 0 14,741 14,923 14,741 14,923 484 302
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 310)
0 0 0 310 310 310 310 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 180,939
COMMITMENTS
0 0 0 175,803 174,700 175,803 174,700 5,136 6,239
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,714)
-217 0 0 1,930 1,409 1,713 1,409 1 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 96.6 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 22 31 22 31
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 18,347
COMMITMENTS
690 0 0 16,871 16,887 17,561 16,887 786 1,460
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 775)
0 0 0 775 469 775 469 0 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 92.0 92.0 95.7 92.0 4.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 10 15 12 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 11,849
COMMITMENTS
1,560 1,502 1,339 8,524 8,923 11,423 11,764 426 85
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,525)
42 519 305 1,177 700 1,525 1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.7 11.3 71.9 75.3 96.4 99.3 3.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 12 14 22 20 37 36
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,606
COMMITMENTS
5,896 346 946 28,629 34,314 35,471 35,606 135 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 42)
915 -225 -108 -765 375 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.0 2.7 80.4 96.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 4 20 22 26 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,520
COMMITMENTS
5,678 0 450 25,122 31,070 31,250 31,520 270 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 507)
250 0 100 -113 407 237 507 270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 1.4 79.7 98.6 99.1 100.0 0.9 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 140,165
COMMITMENTS
22,925 4,428 5,442 111,247 130,102 139,614 139,972 551 193
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -1,532)
1,946 148 -444 -3,066 -1,293 -1,564 -1,589 32 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 3.2 3.9 79.4 92.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 7 15 37 39 58 59
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,990
COMMITMENTS
3,815 705 1,414 55,761 58,737 60,990 60,856 0 134
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 227)
-423 84 431 219 -288 227 227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.2 2.3 91.4 96.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 4 22 25 30 32
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 34,635
COMMITMENTS
525 1,439 250 33,860 32,946 34,635 34,635 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 150)
0 150 -75 225 75 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.2 0.7 97.8 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 14 12 17 15
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 54,323
COMMITMENTS
14,811 3,982 2,550 36,675 47,718 54,036 54,250 287 73
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -887)
30 480 -355 -609 -987 -934 -862 47 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.3 4.7 67.5 87.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 3 22 25 30 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,982
COMMITMENTS
21,419 2,707 3,229 44,915 63,991 69,563 69,927 419 55
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -805)
-205 87 129 -807 -985 -883 -769 78 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 3.9 4.6 64.2 91.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 3 6 26 27 38 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,529
COMMITMENTS
2,751 623 1,449 62,877 65,457 67,077 67,529 452 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,230)
-85 50 0 1,295 1,180 1,210 1,230 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 2.1 93.1 96.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 27 25 31 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,620
COMMITMENTS
2,437 856 1,881 79,850 81,868 84,168 84,605 452 15
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,420)
-80 90 0 1,510 1,330 1,430 1,420 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 2.2 94.4 96.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 31 27 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,367
COMMITMENTS
200 220 0 38,883 38,871 39,083 39,091 284 276
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 320)
0 120 -50 370 250 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 98.8 98.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 15 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,857
COMMITMENTS
360 646 0 27,101 27,211 27,461 27,857 396 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -666)
0 0 0 -666 -666 -666 -666 0 0
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 09/22/20 |
--------------------------------------------------------------| 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 09/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 86,725
COMMITMENTS
11,437 4,924 2,516 72,162 79,125 86,115 86,565 610 160
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -890)
1,421 -1,356 -81 -2,269 436 -929 -1,001 39 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.7 2.9 83.2 91.2 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 7 13 40 36 58 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,493
COMMITMENTS
700 700 0 17,733 17,793 18,433 18,493 60 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 909)
0 300 0 909 609 909 909 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.8 0.0 95.9 96.2 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,224
COMMITMENTS
700 700 0 17,464 17,524 18,164 18,224 60 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 700)
0 300 0 700 400 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.8 0.0 95.8 96.2 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,730
COMMITMENTS
1,170 3,375 1,235 48,019 45,727 50,424 50,337 306 393
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 175)
300 -100 0 -125 275 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.7 2.4 94.7 90.1 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 4 20 20 25 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,352
COMMITMENTS
300 260 0 44,015 43,796 44,315 44,056 37 296
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -5)
100 120 -85 -35 -40 -20 -5 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.0 99.2 98.7 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 0 24 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,164
COMMITMENTS
1,490 1,528 150 43,051 43,361 44,691 45,039 473 125
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 421)
-110 480 -100 631 51 421 431 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.4 0.3 95.3 96.0 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 2 23 22 27 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,167
COMMITMENTS
1,665 125 85 58,659 60,717 60,409 60,927 758 240
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 488)
25 0 0 438 493 463 493 25 -5
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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,330
COMMITMENTS
1,835 676 398 62,631 64,076 64,864 65,150 466 180
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 406)
25 30 0 386 381 411 411 -5 -5
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: 36)
3 3 2 26 18 29 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 83,328
COMMITMENTS
3,477 780 2,269 77,427 80,264 83,173 83,313 155 15
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 776)
29 257 154 812 420 995 831 -219 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.9 2.7 92.9 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 27 23 30 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,638
COMMITMENTS
2,028 2,195 3,902 96,351 96,506 102,281 102,603 357 35
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,085)
-348 421 112 1,303 767 1,067 1,300 18 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.1 3.8 93.9 94.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 10 9 29 28 39 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,741
COMMITMENTS
355 4,099 95 60,291 56,497 60,741 60,691 0 50
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -1,691)
225 -42 25 -1,941 -1,674 -1,691 -1,691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.7 0.2 99.3 93.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 18 15 21 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 50,810
COMMITMENTS
0 525 0 50,810 50,285 50,810 50,810 0 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -2,375)
0 0 0 -2,375 -2,375 -2,375 -2,375 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: 23)
0 4 0 13 10 13 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| 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: 60,154
COMMITMENTS
1,712 1,696 463 57,869 57,928 60,044 60,087 110 67
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -120)
-11 -19 35 -144 -163 -120 -147 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.8 0.8 96.2 96.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 2 24 22 30 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 67,412
COMMITMENTS
2,963 4,872 823 63,090 61,408 66,876 67,103 536 309
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -429)
-150 179 101 -380 -714 -429 -434 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.2 1.2 93.6 91.1 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 6 23 23 31 31
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,693
COMMITMENTS
0 2,825 0 23,435 20,783 23,435 23,608 258 85
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -74)
0 470 0 -74 -324 -74 146 0 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.9 0.0 98.9 87.7 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 17 14 17 17
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,546
COMMITMENTS
0 1,005 0 23,049 22,541 23,049 23,546 497 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -60)
0 480 0 -60 -355 -60 125 0 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 97.9 95.7 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 15 13 15 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,657
COMMITMENTS
1,450 638 860 22,776 23,478 25,086 24,976 571 681
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 167)
22 0 0 145 157 167 157 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.5 3.4 88.8 91.5 97.8 97.3 2.2 2.7
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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,461
COMMITMENTS
236 1,237 227 14,900 14,533 15,363 15,997 1,098 464
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,473)
-25 0 25 1,473 1,448 1,473 1,473 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.5 1.4 90.5 88.3 93.3 97.2 6.7 2.8
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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,972
COMMITMENTS
4,634 6,482 1,589 49,567 47,897 55,790 55,968 182 4
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 389)
-162 259 348 235 -168 421 439 -32 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 11.6 2.8 88.6 85.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 6 6 30 23 40 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 34,555
COMMITMENTS
1,301 2,624 1,020 31,910 30,782 34,231 34,426 324 129
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 559)
5 -10 298 248 269 551 557 8 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.6 3.0 92.3 89.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 25 18 31 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,207
COMMITMENTS
750 111 75 16,321 17,006 17,146 17,192 61 15
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 135)
0 50 0 135 85 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.6 0.4 94.9 98.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 2 16 18 20 23
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,462
COMMITMENTS
1,125 25 50 21,235 22,387 22,410 22,462 52 0
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 275)
300 0 0 -25 275 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 0.2 94.5 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 09/22/20 |
--------------------------------------------------------------| 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 09/15/20 (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 09/22/20 |
--------------------------------------------------------------| 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 09/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,603
COMMITMENTS
1,585 150 2,670 40,045 41,773 44,300 44,593 303 10
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,800)
0 -7,350 0 4,800 12,150 4,800 4,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.3 6.0 89.8 93.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 2 19 14 24 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,893
COMMITMENTS
1,680 150 2,495 40,415 42,238 44,590 44,883 303 10
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,740)
0 -7,350 0 4,740 12,090 4,740 4,740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.3 5.6 90.0 94.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 2 19 14 24 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,038
COMMITMENTS
1,465 9,048 1,928 108,593 101,033 111,986 112,009 52 29
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 601)
100 325 6 525 258 631 589 -30 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.1 1.7 96.9 90.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 12 9 39 31 52 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 122,679
COMMITMENTS
2,047 7,538 4,653 115,937 110,461 122,637 122,652 42 27
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 422)
143 340 -58 337 128 422 410 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.1 3.8 94.5 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 12 12 42 34 57 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 561,751
COMMITMENTS
41,572 20,639 64,134 455,570 476,443 561,276 561,216 475 535
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,554)
491 3,989 -397 4,512 964 4,605 4,555 -51 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.7 11.4 81.1 84.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
26 21 31 48 47 88 85
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,030
COMMITMENTS
3,405 424 291 13,174 16,175 16,870 16,890 160 140
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 115)
30 0 0 65 15 95 15 20 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 2.5 1.7 77.4 95.0 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 4 16 14 22 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,281
COMMITMENTS
3,030 625 90 11,021 13,446 14,141 14,161 140 120
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 185)
30 0 0 155 125 185 125 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.4 0.6 77.2 94.2 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 17 14 22 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,907
COMMITMENTS
430 285 630 7,797 7,989 8,857 8,904 50 3
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 820)
0 -150 150 670 820 820 820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.2 7.1 87.5 89.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 20 17 25 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,499
COMMITMENTS
975 288 139 4,733 4,901 5,847 5,328 652 1,171
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 102)
-30 -20 -10 146 -43 106 -73 -4 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.4 2.1 72.8 75.4 90.0 82.0 10.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 3 26 27 32 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,153
COMMITMENTS
60 28 210 34,391 34,783 34,661 35,021 492 132
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,412)
0 28 0 1,292 1,384 1,292 1,412 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.6 97.8 98.9 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 1 38 39 40 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,922
COMMITMENTS
0 21 142 18,652 18,078 18,794 18,241 128 681
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 970)
0 18 -25 1,010 1,005 985 998 -15 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.8 98.6 95.5 99.3 96.4 0.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 20 28 21 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,504
COMMITMENTS
234 274 263 10,558 10,406 11,055 10,943 449 561
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 390)
79 -73 102 191 356 372 385 18 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.4 2.3 91.8 90.5 96.1 95.1 3.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 3 36 30 43 33
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 3,833
COMMITMENTS
0 198 98 3,140 3,152 3,238 3,448 595 385
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 205)
0 60 -10 230 145 220 195 -15 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 2.6 81.9 82.2 84.5 90.0 15.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 10 17 12 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,580
COMMITMENTS
1,732 496 652 29,181 30,215 31,565 31,363 15 217
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,549)
361 50 186 1,002 1,313 1,549 1,549 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.6 2.1 92.4 95.7 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 3 2 32 40 39 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,133
COMMITMENTS
6,152 1,569 1,884 52,607 57,296 60,643 60,749 490 384
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,747)
75 -26 230 1,443 1,554 1,748 1,758 -1 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.6 3.1 86.1 93.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
9 10 11 64 62 79 77
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,766
COMMITMENTS
225 26 50 1,805 2,071 2,080 2,147 686 619
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 203)
-12 0 12 245 274 245 286 -42 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.9 1.8 65.3 74.9 75.2 77.6 24.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 15 21 19 25
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 110,676
COMMITMENTS
58,037 1,305 13,682 27,892 75,797 99,611 90,784 11,064 19,892
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -590)
-408 -14 56 -40 -338 -392 -296 -198 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 1.2 12.4 25.2 68.5 90.0 82.0 10.0 18.0
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 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 37,659
COMMITMENTS
0 0 0 36,827 36,847 36,827 36,847 832 812
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -2,958)
0 0 0 -2,812 -2,764 -2,812 -2,764 -146 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 97.8 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 27 27 27 27
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 5,609
COMMITMENTS
0 930 0 5,592 4,541 5,592 5,471 17 138
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 128)
-40 0 0 151 173 111 173 17 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.6 0.0 99.7 81.0 99.7 97.5 0.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,217
COMMITMENTS
0 0 0 12,102 12,183 12,102 12,183 115 34
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -730)
0 0 0 -725 -758 -725 -758 -5 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 15 17 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 214,873
COMMITMENTS
0 0 0 201,834 203,832 201,834 203,832 13,039 11,041
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,715)
0 0 0 1,825 2,815 1,825 2,815 890 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 94.9 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 16 14 16
Updated September 25, 2020