CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,695
COMMITMENTS
2,909 1,213 0 8,783 10,482 11,692 11,695 3 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 10.4 0.0 75.1 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 10 9 14 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,785
COMMITMENTS
9,047 5,357 0 20,722 24,407 29,769 29,764 16 21
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,010)
-1,500 0 0 3,510 2,010 2,010 2,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 18.0 0.0 69.6 81.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 0 17 12 22 17
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 133,138
COMMITMENTS
28,590 34,495 12,924 91,539 85,643 133,053 133,062 85 76
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 4,390)
2,347 926 -148 2,190 3,613 4,390 4,391 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 25.9 9.7 68.8 64.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
26 11 14 30 27 60 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 141,350
COMMITMENTS
38,412 16,722 2,400 100,538 122,228 141,350 141,350 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -364)
170 0 -170 -364 -194 -364 -364 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 11.8 1.7 71.1 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 3 16 16 23 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 128,892
COMMITMENTS
16,046 19,284 2,625 110,221 106,983 128,892 128,892 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 864)
-122 190 8 978 666 864 864 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 15.0 2.0 85.5 83.0 100.0 100.0 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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 51,188
COMMITMENTS
16,446 3,909 3,875 30,628 43,379 50,948 51,163 240 25
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,382)
1,801 301 0 586 2,080 2,387 2,381 -5 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 7.6 7.6 59.8 84.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 3 7 20 18 38 27
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,163
COMMITMENTS
5,625 850 0 23,538 28,313 29,163 29,163 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -55 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 2.9 0.0 80.7 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 15 7 20 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,158
COMMITMENTS
4,891 616 3,532 24,735 29,010 33,158 33,158 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 1.9 10.7 74.6 87.5 100.0 100.0 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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,429
COMMITMENTS
3,281 2,469 378 25,494 26,555 29,153 29,402 276 27
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -13)
-3 0 6 -4 -14 -1 -8 -12 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.4 1.3 86.6 90.2 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 10/06/20 |
--------------------------------------------------------------| 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: 15,080
COMMITMENTS
1,715 2,860 50 13,315 12,170 15,080 15,080 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 205)
0 140 0 205 65 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 19.0 0.3 88.3 80.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 1 11 9 13 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 19,186
COMMITMENTS
1,685 6,920 560 16,916 11,706 19,161 19,186 25 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 36.1 2.9 88.2 61.0 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 10/06/20 |
--------------------------------------------------------------| 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 09/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/06/20 |
--------------------------------------------------------------| 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 09/29/20 (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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 10,776
COMMITMENTS
2,686 346 965 7,100 9,440 10,751 10,751 25 25
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 125)
125 0 0 0 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.2 9.0 65.9 87.6 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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,099
COMMITMENTS
70 0 50 8,792 8,984 8,912 9,034 187 65
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,684)
70 0 50 -1,744 -1,719 -1,624 -1,669 -60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.5 96.6 98.7 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 18 17 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,922
COMMITMENTS
4,093 763 1,616 26,079 29,528 31,788 31,907 134 15
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,058)
-249 -100 -57 -2,719 -2,900 -3,025 -3,057 -33 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.4 5.1 81.7 92.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 3 24 27 29 30
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,652
COMMITMENTS
312 3,164 986 19,583 17,502 20,881 21,652 771 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,655)
-73 -1,113 -27 -2,555 -1,490 -2,655 -2,630 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 14.6 4.6 90.4 80.8 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 20 17 24 20
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,280
COMMITMENTS
0 1,068 20 3,257 2,192 3,277 3,280 3 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,518)
-74 604 -621 -765 -1,476 -1,460 -1,493 -58 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 32.6 0.6 99.3 66.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 11 14 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,239,665
COMMITMENTS
1131340 34,033 433,225 4635038 5750738 6199603 6217996 40,062 21,669
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 107,455)
27,695 -7,013 10,253 69,083 103,188 107,031 106,428 424 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.5 6.9 74.3 92.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
43 18 50 145 130 203 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,439,487
COMMITMENTS
52,014 14,431 461,715 922,547 960,835 1436275 1436981 3,212 2,507
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 80,374)
6,025 8,382 46,379 26,651 24,520 79,055 79,281 1,320 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.0 32.1 64.1 66.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 16 24 50 48 75 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,054
COMMITMENTS
3,705 1,821 313 179,749 199,088 183,767 201,222 24,287 6,832
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -14,087)
-583 -930 -288 -12,445 -12,989 -13,316 -14,207 -771 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.9 0.2 86.4 95.7 88.3 96.7 11.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 17 24 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,405
COMMITMENTS
1,721 0 92 135,897 133,326 137,710 133,418 7,695 11,987
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -4,275)
-606 0 -805 -2,792 -9,864 -4,203 -10,669 -72 6,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 93.5 91.7 94.7 91.8 5.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 20 22 22 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,475
COMMITMENTS
18,603 2,397 3,400 271,098 294,553 293,101 300,350 10,374 3,125
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -9,767)
-1,198 -101 214 -8,855 -8,238 -9,839 -8,125 72 -1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.8 1.1 89.3 97.1 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 2 2 29 38 39 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,118,075
COMMITMENTS
540 10,516 1,697 1107205 1103376 1109442 1115589 8,633 2,486
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -32,456)
-1,889 -4 -583 -29,549 -31,242 -32,021 -31,829 -435 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.2 99.0 98.7 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 2 41 27 44 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,577
COMMITMENTS
14,926 1,208 2,947 349,977 368,335 367,850 372,490 13,727 9,087
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -22,899)
-6,047 -136 -117 -19,237 -26,312 -25,401 -26,565 2,502 3,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.3 0.8 91.7 96.5 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 1 4 40 39 46 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 645,296
COMMITMENTS
1,512 2,028 1,564 632,604 640,337 635,680 643,929 9,616 1,367
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -33,442)
508 1,470 -42 -31,926 -33,707 -31,460 -32,279 -1,982 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.2 98.0 99.2 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 2 35 36 37 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 494,036
COMMITMENTS
240 0 0 485,695 486,788 485,935 486,788 8,101 7,248
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -22,115)
-120 -2,420 -149 -20,891 -17,680 -21,160 -20,249 -955 -1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.5 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 0 0 39 33 40 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,386
COMMITMENTS
0 4,004 102 86,117 82,189 86,219 86,295 4,167 4,091
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -5,746)
0 -1,164 -3 -5,106 -5,693 -5,109 -6,860 -637 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.1 95.3 90.9 95.4 95.5 4.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 13 14 14 16
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,055
COMMITMENTS
2,759 496 0 16,181 20,094 18,940 20,590 2,115 465
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -10,590)
-362 -210 -30 -9,243 -10,350 -9,635 -10,590 -955 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.4 0.0 76.9 95.4 90.0 97.8 10.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 11 11 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 328,435
COMMITMENTS
0 2,725 1,880 309,434 316,951 311,314 321,556 17,121 6,879
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -8,598)
-219 -1,525 897 -19,177 -10,285 -18,499 -10,913 9,901 2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.6 94.2 96.5 94.8 97.9 5.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 1 24 26 25 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 172,966
COMMITMENTS
0 0 0 166,860 167,400 166,860 167,400 6,106 5,566
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -8,933)
0 0 0 -9,165 -6,728 -9,165 -6,728 232 -2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 96.8 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 255,282
COMMITMENTS
870 2,637 210 251,562 249,155 252,642 252,002 2,640 3,280
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -14,249)
-360 1,741 -589 -13,080 -15,516 -14,029 -14,364 -220 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.1 98.5 97.6 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 22 17 23 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,955
COMMITMENTS
4,042 0 0 17,902 22,738 21,944 22,738 1,011 217
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -8,370)
-551 -609 -379 -7,240 -6,510 -8,170 -7,498 -200 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 0.0 0.0 78.0 99.1 95.6 99.1 4.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 0 10 19 15 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 574,123
COMMITMENTS
17,546 13,749 651 546,635 553,667 564,832 568,067 9,291 6,056
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -39,226)
-321 -2,146 -3,026 -34,686 -34,970 -38,033 -40,142 -1,193 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.4 0.1 95.2 96.4 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 4 3 46 37 52 43
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,347
COMMITMENTS
0 0 0 179,839 179,111 179,839 179,111 3,508 4,236
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,276)
-372 0 0 -5,097 -6,099 -5,469 -6,099 -807 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 97.7 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 19 17 19 17
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 217,747
COMMITMENTS
806 0 369 212,082 214,900 213,257 215,269 4,490 2,478
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -10,347)
-1,296 0 262 -9,052 -10,673 -10,086 -10,411 -261 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.2 97.4 98.7 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 20 20 21 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,944
COMMITMENTS
2,360 0 0 161,227 170,550 163,587 170,550 8,357 1,394
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -44,334)
-12,553 -1,751 -60 -37,060 -41,792 -49,673 -43,603 5,339 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.8 99.2 95.1 99.2 4.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 16 19 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,911
COMMITMENTS
17,676 1,999 60 161,827 177,891 179,563 179,950 1,348 961
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -39,610)
-7,990 -2,224 -180 -31,810 -37,280 -39,980 -39,684 370 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 1.1 0.0 89.5 98.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 2 1 30 43 41 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,333
COMMITMENTS
0 0 0 98,289 98,746 98,289 98,746 1,044 587
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -25,252)
0 -1,680 0 -25,289 -23,307 -25,289 -24,987 37 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 20 26 20 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 21,711
COMMITMENTS
4,340 248 0 16,999 20,967 21,339 21,215 372 496
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -11,640)
-150 -60 0 -10,770 -11,676 -10,920 -11,736 -720 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 1.1 0.0 78.3 96.6 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 11 16 13 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 255,247
COMMITMENTS
11,258 449 1,132 236,716 247,253 249,106 248,834 6,141 6,413
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -23,062)
-4,507 -2,730 918 -20,945 -22,916 -24,534 -24,728 1,472 1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.2 0.4 92.7 96.9 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 34 33 39 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,099
COMMITMENTS
0 0 0 95,541 95,448 95,541 95,448 558 651
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -10,680)
0 0 0 -10,262 -10,626 -10,262 -10,626 -418 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 14 15 14 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,401
COMMITMENTS
2,720 0 0 88,656 94,211 91,376 94,211 8,025 5,190
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -7,660)
-62 0 0 -7,752 -7,039 -7,814 -7,039 154 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 89.2 94.8 91.9 94.8 8.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 19 20 21 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,628
COMMITMENTS
0 566 1,965 194,027 190,617 195,992 193,148 2,636 5,480
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -16,281)
0 -2,013 0 -16,238 -14,406 -16,238 -16,419 -43 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 97.7 96.0 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 23 31 25 33
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,512
COMMITMENTS
0 0 0 173,784 177,469 173,784 177,469 7,728 4,043
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -5,557)
0 -2,542 0 -6,065 -4,078 -6,065 -6,620 508 1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.8 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 18 19 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,098
COMMITMENTS
0 0 0 81,537 82,804 81,537 82,804 4,561 3,294
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,267)
0 0 0 -3,076 59 -3,076 59 -191 -3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 96.2 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 17 16 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,674
COMMITMENTS
5,956 434 0 15,671 22,847 21,627 23,281 4,047 2,393
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,125)
180 -328 -242 -6,228 -5,162 -6,290 -5,732 165 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 1.7 0.0 61.0 89.0 84.2 90.7 15.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 13 13 16 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,248
COMMITMENTS
488 269 893 199,741 196,491 201,122 197,653 7,126 10,595
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,870)
-1,325 -357 112 -5,009 -6,788 -6,222 -7,033 -648 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.4 95.9 94.4 96.6 94.9 3.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 11 14 13 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,730
COMMITMENTS
5,644 420 1,410 160,248 165,269 167,302 167,099 8,428 8,631
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -19,855)
1,250 -2,609 1,410 -22,202 -18,410 -19,542 -19,609 -313 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.2 0.8 91.2 94.0 95.2 95.1 4.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 1 31 31 34 33
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,098
COMMITMENTS
0 0 0 44,591 44,235 44,591 44,235 1,507 1,863
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -9,840)
-1,864 -690 0 -8,323 -9,129 -10,187 -9,819 347 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 96.0 96.7 96.0 3.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 17 10 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 228,151
COMMITMENTS
7,821 3,182 210 212,173 220,256 220,204 223,648 7,947 4,503
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -8,825)
413 694 -202 -9,095 -9,594 -8,884 -9,102 59 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.4 0.1 93.0 96.5 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 1 29 33 33 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 114,711
COMMITMENTS
0 2,652 0 109,913 108,877 109,913 111,529 4,798 3,182
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -7,802)
-310 -690 -19 -8,368 -5,499 -8,697 -6,208 895 -1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 95.8 94.9 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 28 27 28 29
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 120,527
COMMITMENTS
0 1,712 0 112,179 114,246 112,179 115,958 8,348 4,569
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -9,332)
-620 0 0 -10,180 -10,659 -10,800 -10,659 1,468 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 93.1 94.8 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 15 13 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 24,194
COMMITMENTS
0 341 0 20,898 21,348 20,898 21,689 3,296 2,505
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -10,950)
0 180 -180 -11,234 -10,410 -11,414 -10,410 464 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 86.4 88.2 86.4 89.6 13.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 10 20 10 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 272,886
COMMITMENTS
300 0 0 261,036 269,535 261,336 269,535 11,550 3,351
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -22,297)
300 -3,292 -210 -30,627 -20,838 -30,537 -24,340 8,240 2,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 95.7 98.8 95.8 98.8 4.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 27 23 28 23
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 15,527
COMMITMENTS
496 0 0 14,411 15,217 14,907 15,217 620 310
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -4,720)
0 0 -60 -4,850 -4,540 -4,910 -4,600 190 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 92.8 98.0 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 10 11 12 11
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 167,002
COMMITMENTS
0 0 0 161,566 161,415 161,566 161,415 5,436 5,587
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -14,551)
0 0 0 -14,911 -14,296 -14,911 -14,296 360 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 96.7 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 18 25 18 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 9,110
COMMITMENTS
951 1,644 783 6,927 6,618 8,662 9,046 448 64
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,022)
-756 289 -28 -261 -1,153 -1,044 -891 22 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 18.0 8.6 76.0 72.6 95.1 99.3 4.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 12 12 19 19 32 35
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,984
COMMITMENTS
6,662 191 748 26,439 33,045 33,849 33,984 135 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,852)
563 -155 -203 -2,212 -1,494 -1,852 -1,852 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.6 2.2 77.8 97.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 3 19 20 25 25
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 30,763
COMMITMENTS
5,125 350 650 24,988 29,763 30,763 30,763 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -771)
-578 350 200 -393 -1,321 -771 -771 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.1 2.1 81.2 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 3 18 18 24 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,158
COMMITMENTS
25,415 5,486 3,593 103,601 123,899 132,609 132,978 549 180
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -5,841)
1,907 820 -1,169 -6,577 -5,489 -5,839 -5,838 -2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.1 2.7 77.8 93.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 11 13 36 39 54 60
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,984
COMMITMENTS
3,754 1,345 1,154 54,076 56,444 58,984 58,943 0 41
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,555)
205 415 -385 -3,375 -3,492 -3,555 -3,462 0 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.3 2.0 91.7 95.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 5 22 25 31 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| 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: 34,958
COMMITMENTS
150 1,713 225 34,583 33,020 34,958 34,958 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,326)
-375 -326 -25 -1,926 -1,975 -2,326 -2,326 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.9 0.6 98.9 94.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 13 12 15 16
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 53,158
COMMITMENTS
14,536 4,397 2,072 36,193 46,622 52,801 53,091 357 67
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,230)
-287 320 -379 -504 -1,165 -1,170 -1,224 -60 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 8.3 3.9 68.1 87.7 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 3 21 26 27 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,196
COMMITMENTS
21,278 2,986 2,999 43,566 62,156 67,843 68,141 353 55
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,125)
-107 275 -251 -696 -1,139 -1,054 -1,115 -71 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 4.4 4.4 63.9 91.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 2 4 25 26 35 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,515
COMMITMENTS
1,682 459 1,799 60,607 62,257 64,088 64,515 427 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,964)
-1,084 -189 350 -2,205 -3,125 -2,939 -2,964 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 2.8 93.9 96.5 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 25 25 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,344
COMMITMENTS
1,305 760 2,111 77,516 78,473 80,932 81,344 412 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,503)
-1,133 -111 230 -2,550 -3,607 -3,453 -3,488 -50 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 2.6 95.3 96.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 31 27 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,065
COMMITMENTS
200 220 0 39,593 39,581 39,793 39,801 272 264
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 350)
0 0 0 350 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 98.8 98.8 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 16 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,720
COMMITMENTS
360 646 0 26,964 27,074 27,324 27,720 396 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -152)
0 0 0 -152 -152 -152 -152 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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,163
COMMITMENTS
2,050 87 345 23,676 25,731 26,071 26,163 92 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,857)
0 0 0 2,857 2,857 2,857 2,857 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.3 1.3 90.5 98.3 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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 99,383
COMMITMENTS
10,624 5,049 3,037 85,290 91,249 98,950 99,334 433 49
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 6,411)
-1,433 103 116 7,718 6,303 6,401 6,522 10 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.1 3.1 85.8 91.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 8 15 41 36 62 54
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,743
COMMITMENTS
100 200 600 19,983 19,943 20,683 20,743 60 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 592)
0 -900 0 592 1,492 592 592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 2.9 96.3 96.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 16 14 18
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,094
COMMITMENTS
100 200 600 19,334 19,294 20,034 20,094 60 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 592)
0 -900 0 592 1,492 592 592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 3.0 96.2 96.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 11 16 13 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,656
COMMITMENTS
970 2,275 1,985 58,395 57,003 61,350 61,263 306 393
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 7,438)
-900 0 0 8,338 7,438 7,438 7,438 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.7 3.2 94.7 92.5 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 5 21 21 27 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,305
COMMITMENTS
300 260 0 45,968 45,749 46,268 46,009 37 296
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 643)
0 0 0 643 643 643 643 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.0 99.3 98.8 99.9 99.4 0.1 0.6
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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,308
COMMITMENTS
1,450 1,558 170 42,215 42,453 43,835 44,181 473 127
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -412)
-20 0 20 -412 -434 -412 -414 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.5 0.4 95.3 95.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 2 24 21 28 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,581
COMMITMENTS
1,970 0 85 54,803 57,256 56,858 57,341 723 240
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -4,286)
-265 -125 25 -4,011 -4,186 -4,251 -4,286 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.1 95.2 99.4 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 22 16 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,399
COMMITMENTS
2,333 80 240 57,386 59,851 59,959 60,171 440 228
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -5,201)
-72 -646 -33 -5,070 -4,550 -5,175 -5,229 -26 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 0.4 95.0 99.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 26 18 29 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| 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: 80,603
COMMITMENTS
3,690 930 2,148 74,241 77,465 80,079 80,543 524 60
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,387)
69 -110 92 -3,917 -3,414 -3,756 -3,432 369 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.2 2.7 92.1 96.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 3 24 21 27 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 97,314
COMMITMENTS
1,834 1,308 3,890 91,153 92,053 96,877 97,251 437 63
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -5,676)
-265 -937 69 -5,517 -4,801 -5,713 -5,669 37 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.3 4.0 93.7 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 8 8 28 25 37 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,122
COMMITMENTS
555 3,634 13 54,554 51,430 55,122 55,077 0 45
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,827)
150 -343 -95 -3,882 -3,369 -3,827 -3,807 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.6 0.0 99.0 93.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 1 16 16 20 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| 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: 46,685
COMMITMENTS
0 1,175 0 46,685 45,510 46,685 46,685 0 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,860)
0 650 0 -1,860 -2,510 -1,860 -1,860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 13 10 13 13
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 56,049
COMMITMENTS
951 1,566 436 54,492 53,995 55,879 55,997 170 52
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,218)
-191 -70 -55 -1,032 -1,078 -1,278 -1,203 60 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.8 0.8 97.2 96.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 2 24 23 29 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 62,661
COMMITMENTS
1,847 5,103 550 59,628 56,646 62,025 62,299 636 362
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,640)
-613 203 -306 -1,806 -2,595 -2,725 -2,698 85 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.1 0.9 95.2 90.4 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 5 23 22 29 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,851
COMMITMENTS
70 3,058 157 23,345 20,541 23,572 23,756 279 95
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 142)
0 233 157 24 -238 181 152 -39 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.8 0.7 97.9 86.1 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 18 15 20 19
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,119
COMMITMENTS
0 1,020 0 22,673 22,099 22,673 23,119 446 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -230)
0 15 0 -119 -245 -119 -230 -111 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 98.1 95.6 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 17 14 17 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,862
COMMITMENTS
1,410 483 805 24,115 24,907 26,330 26,195 532 667
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,556)
-40 -155 -55 -1,422 -1,332 -1,517 -1,542 -39 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.8 3.0 89.8 92.7 98.0 97.5 2.0 2.5
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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,352
COMMITMENTS
901 1,056 187 14,190 14,650 15,278 15,893 1,074 459
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -784)
365 -181 -40 -1,085 -558 -760 -779 -24 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.5 1.1 86.8 89.6 93.4 97.2 6.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 12 11 14 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,881
COMMITMENTS
4,412 7,005 1,673 48,637 46,145 54,722 54,823 159 58
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,235)
-82 355 19 -1,161 -1,627 -1,224 -1,253 -11 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 12.8 3.0 88.6 84.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 7 28 23 38 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,437
COMMITMENTS
1,301 2,828 964 30,876 29,453 33,141 33,245 296 192
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -879)
0 41 -61 -802 -874 -863 -894 -16 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.5 2.9 92.3 88.1 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 26 20 32 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 15,355
COMMITMENTS
830 75 0 14,480 15,265 15,310 15,340 45 15
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,827)
50 -61 -75 -1,786 -1,691 -1,811 -1,827 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.5 0.0 94.3 99.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 16 15 20 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,675
COMMITMENTS
1,050 0 50 20,536 21,625 21,636 21,675 39 0
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -618)
-25 -25 0 -580 -593 -605 -618 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.2 94.7 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 14 10 18 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,953
COMMITMENTS
525 75 290 8,482 9,453 9,297 9,818 656 135
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -770)
85 -25 -130 -692 -615 -737 -770 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.8 2.9 85.2 95.0 93.4 98.6 6.6 1.4
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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,173
COMMITMENTS
345 75 395 7,810 8,568 8,550 9,038 623 135
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -770)
35 -25 -80 -695 -665 -740 -770 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.8 4.3 85.1 93.4 93.2 98.5 6.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 14 13 17 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,112
COMMITMENTS
1,650 50 2,670 41,510 43,382 45,830 46,102 282 10
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -291)
-235 -100 0 -35 -191 -270 -291 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.1 5.8 90.0 94.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 20 16 25 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,337
COMMITMENTS
1,705 50 2,495 41,855 43,782 46,055 46,327 282 10
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -356)
-275 -100 0 -60 -256 -335 -356 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.1 5.4 90.3 94.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 2 20 15 25 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,661
COMMITMENTS
1,965 8,017 1,780 107,863 101,845 111,608 111,642 53 19
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -4,570)
450 -554 -148 -4,873 -3,858 -4,571 -4,560 1 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.2 1.6 96.6 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 11 7 41 31 54 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 119,702
COMMITMENTS
1,660 7,727 3,616 114,359 108,333 119,635 119,676 67 26
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -7,473)
-677 721 -1,230 -5,539 -6,951 -7,446 -7,460 -27 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.5 3.0 95.5 90.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 10 11 44 34 58 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 549,155
COMMITMENTS
42,892 21,947 60,387 445,460 466,212 548,738 548,545 416 609
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -12,507)
1,137 1,067 -1,292 -11,045 -11,885 -11,200 -12,110 -1,307 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.0 11.0 81.1 84.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 20 27 49 47 83 84
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,115
COMMITMENTS
3,130 600 65 12,735 15,240 15,930 15,905 185 210
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -960)
-275 176 -226 -484 -980 -985 -1,030 25 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.7 0.4 79.0 94.6 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 16 14 20 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,551
COMMITMENTS
2,680 600 65 10,641 12,696 13,386 13,361 165 190
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -760)
-350 -25 -25 -410 -780 -785 -830 25 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.4 0.5 78.5 93.7 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 17 14 21 17
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 9,085
COMMITMENTS
430 285 630 7,975 8,167 9,035 9,082 50 3
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 198)
0 0 0 198 198 198 198 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.1 6.9 87.8 89.9 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 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 5,945
COMMITMENTS
589 218 222 4,716 4,517 5,527 4,957 418 988
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -778)
13 -31 -1 -693 -822 -681 -854 -97 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.7 3.7 79.3 76.0 93.0 83.4 7.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 7 27 28 36 36
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,590
COMMITMENTS
360 0 210 30,588 31,220 31,158 31,430 432 160
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -4,939)
300 0 0 -5,164 -4,953 -4,864 -4,953 -75 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.7 96.8 98.8 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 1 37 37 40 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,726
COMMITMENTS
0 58 85 17,575 17,060 17,660 17,203 66 523
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,530)
0 57 -57 -1,461 -1,422 -1,518 -1,422 -12 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.5 99.1 96.2 99.6 97.0 0.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 17 28 18 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,816
COMMITMENTS
29 215 493 10,885 10,613 11,407 11,321 409 495
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -727)
-205 -20 98 -582 -866 -689 -788 -38 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.8 4.2 92.1 89.8 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 3 38 30 42 33
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,738
COMMITMENTS
1,390 658 459 26,874 27,473 28,723 28,590 15 148
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,189)
-342 162 -193 -2,654 -3,089 -3,189 -3,120 0 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.3 1.6 93.5 95.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 3 27 35 32 38
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,462
COMMITMENTS
5,625 1,453 1,680 49,622 53,974 56,927 57,107 535 355
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,291)
-589 -11 -546 -5,122 -5,664 -6,257 -6,221 -34 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.5 2.9 86.4 93.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 9 11 66 56 81 70
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,282
COMMITMENTS
165 0 38 1,445 1,813 1,648 1,851 634 431
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -620)
-96 -26 -45 -477 -462 -618 -533 -2 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.7 63.3 79.4 72.2 81.1 27.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 2 13 19 18 21
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 42,489
COMMITMENTS
0 0 0 41,657 41,671 41,657 41,671 832 818
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,695)
0 0 0 1,695 1,689 1,695 1,689 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.1 98.0 98.1 2.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 28 29 28 29
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,254
COMMITMENTS
0 1,030 0 4,232 3,126 4,232 4,156 22 98
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 295)
0 100 0 290 190 290 290 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.2 0.0 99.5 73.5 99.5 97.7 0.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 11 12 13
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,742
COMMITMENTS
0 0 0 12,647 12,672 12,647 12,672 95 70
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 15 30 15 30 45 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 16 19 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 204,589
COMMITMENTS
0 0 0 192,034 194,633 192,034 194,633 12,555 9,956
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,990)
0 0 0 1,730 1,855 1,730 1,855 260 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 95.1 93.9 95.1 6.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 15 12 15
Updated October 09, 2020