CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,562
COMMITMENTS
2,909 1,213 0 8,633 10,349 11,542 11,562 20 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -67 -50 -67 -50 17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 10.5 0.0 74.7 89.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 9 8 13 9
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,147
COMMITMENTS
853 3,471 0 25,822 23,216 26,675 26,687 472 460
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -27)
-800 0 0 773 -27 -27 -27 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.8 0.0 95.1 85.5 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 0 20 10 24 14
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 123,704
COMMITMENTS
19,466 25,797 11,138 92,699 86,369 123,304 123,304 400 400
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,383)
443 -644 640 301 1,398 1,383 1,394 0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 20.9 9.0 74.9 69.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 11 13 30 28 63 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 145,339
COMMITMENTS
42,046 18,422 3,316 99,977 123,601 145,339 145,339 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,800)
2,050 1,700 300 450 800 2,800 2,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 12.7 2.3 68.8 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 6 4 16 16 23 26
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 154,841
COMMITMENTS
22,156 27,919 4,014 128,661 122,908 154,831 154,841 10 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,985)
606 900 19 1,360 1,066 1,985 1,985 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 18.0 2.6 83.1 79.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 5 20 12 29 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 113,781
COMMITMENTS
43,932 26,155 7,639 61,553 79,880 113,124 113,674 658 107
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 7,186)
3,891 3,870 440 2,979 2,899 7,310 7,209 -124 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 23.0 6.7 54.1 70.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 8 9 26 23 50 37
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,580
COMMITMENTS
2,785 850 0 20,795 22,730 23,580 23,580 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.6 0.0 88.2 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 11 9 15 10
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,406
COMMITMENTS
5,316 607 4,782 25,228 29,967 35,326 35,356 80 50
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 0)
0 -309 0 0 309 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 1.7 13.5 71.3 84.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 2 17 14 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 20,866
COMMITMENTS
200 16,789 0 20,666 4,077 20,866 20,866 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,650)
25 1,650 0 1,625 0 1,650 1,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 80.5 0.0 99.0 19.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 0 12 3 15 8
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,481
COMMITMENTS
1,675 2,670 254 33,327 32,420 35,256 35,343 225 138
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 4,967)
-20 -117 20 4,967 5,064 4,967 4,967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.5 0.7 93.9 91.4 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 2 17 13 21 19
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 16,803
COMMITMENTS
2,115 3,460 50 14,638 13,293 16,803 16,803 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 170)
300 0 0 -130 170 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 20.6 0.3 87.1 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 6 1 11 8 14 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 20,599
COMMITMENTS
2,411 6,920 490 17,673 13,189 20,574 20,599 25 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 303)
-37 0 50 290 253 303 303 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 33.6 2.4 85.8 64.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 3 11 10 14 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 12,789
COMMITMENTS
6,665 390 0 6,124 12,399 12,789 12,789 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 3.0 0.0 47.9 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 9 9 13 12
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,535
COMMITMENTS
23,191 14,320 4,251 21,093 29,964 48,535 48,535 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 29.5 8.8 43.5 61.7 100.0 100.0 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 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,664
COMMITMENTS
7,960 0 0 19,967 28,664 27,927 28,664 737 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,290)
-150 0 0 2,445 2,290 2,295 2,290 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.0 0.0 69.7 100.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 0 0 10 8 17 8
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 15,080
COMMITMENTS
3,065 950 465 11,350 13,459 14,880 14,874 200 206
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 100)
75 0 0 25 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.3 3.1 75.3 89.3 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 10 14 12
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,136
COMMITMENTS
5,364 0 805 21,919 27,310 28,088 28,115 48 21
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,693)
-83 -504 -21 -3,551 -3,118 -3,655 -3,643 -38 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.0 2.9 77.9 97.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 0 3 28 33 33 36
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,678
COMMITMENTS
104 3,994 315 17,526 14,367 17,945 18,676 733 2
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,135)
-154 -655 -87 -3,720 -3,395 -3,961 -4,137 -174 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 21.4 1.7 93.8 76.9 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 21 19 25 21
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,454
COMMITMENTS
56 225 397 2,825 2,760 3,278 3,382 176 72
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -594)
56 -181 133 -957 -521 -768 -569 174 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.5 11.5 81.8 79.9 94.9 97.9 5.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 14 11 17 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,373,595
COMMITMENTS
903,678 56,514 509,438 4922045 5788768 6335161 6354720 38,434 18,875
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 46,010)
-186,907 19,219 67,242 166,271 -40,501 46,606 45,960 -596 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.9 8.0 77.2 90.8 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
44 26 55 161 130 227 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,516,702
COMMITMENTS
83,753 23,756 511,786 913,715 977,019 1509254 1512561 7,448 4,141
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 87,258)
8,032 4,263 57,959 19,209 23,744 85,200 85,966 2,058 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.6 33.7 60.2 64.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 15 25 49 49 75 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,902
COMMITMENTS
1,101 1,295 0 177,511 193,984 178,612 195,279 21,290 4,623
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -9,174)
-310 -310 0 -7,453 -7,321 -7,763 -7,631 -1,411 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.0 88.8 97.0 89.3 97.7 10.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 24 20 25 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,965
COMMITMENTS
2,877 0 267 127,569 123,774 130,713 124,041 7,252 13,924
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -8,216)
-1,864 0 -254 -5,121 -10,761 -7,239 -11,015 -977 2,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.2 92.5 89.7 94.7 89.9 5.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 18 22 22 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 291,312
COMMITMENTS
8,670 2,618 919 270,998 277,375 280,587 280,912 10,725 10,400
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -17,679)
-4,125 124 -761 -13,683 -20,392 -18,569 -21,029 890 3,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 0.3 93.0 95.2 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 3 4 27 30 36 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,066,363
COMMITMENTS
2,632 7,051 1,267 1052851 1053937 1056750 1062255 9,613 4,108
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -42,419)
-2,078 -1,955 174 -39,272 -36,875 -41,176 -38,656 -1,243 -3,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.1 98.7 98.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 2 42 23 46 26
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,634
COMMITMENTS
11,278 3,420 600 343,490 358,840 355,368 362,860 16,266 8,774
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -20,933)
-2,739 -496 58 -17,255 -24,368 -19,936 -24,806 -997 3,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 0.2 92.4 96.6 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 2 2 39 32 44 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 614,639
COMMITMENTS
4,121 0 1,052 600,949 612,870 606,122 613,922 8,517 717
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -34,241)
411 0 -848 -33,914 -32,543 -34,351 -33,391 110 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 97.8 99.7 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 0 2 36 40 39 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 481,764
COMMITMENTS
0 416 0 472,383 463,419 472,383 463,835 9,381 17,929
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -28,061)
0 -3,483 0 -29,812 -31,562 -29,812 -35,045 1,751 6,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.1 96.2 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 1 0 33 29 33 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,642
COMMITMENTS
0 0 0 86,606 89,298 86,606 89,298 6,036 3,344
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -7,471)
0 0 0 -8,418 -7,530 -8,418 -7,530 947 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 96.4 93.5 96.4 6.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 19 13 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,824
COMMITMENTS
1,209 0 0 12,785 15,390 13,994 15,390 1,830 434
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,860)
-300 0 0 -5,179 -4,712 -5,479 -4,712 619 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 80.8 97.3 88.4 97.3 11.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 16 13 19 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 342,544
COMMITMENTS
2,090 2,738 1,006 328,222 335,254 331,318 338,998 11,226 3,546
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -17,263)
-1,187 -1,528 -211 -16,561 -13,299 -17,959 -15,038 696 -2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.3 95.8 97.9 96.7 99.0 3.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 25 28 27 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 168,881
COMMITMENTS
0 0 0 160,270 162,381 160,270 162,381 8,611 6,500
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -9,688)
0 -186 -31 -10,593 -8,349 -10,624 -8,566 936 -1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 96.2 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 20 19 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,309
COMMITMENTS
0 6,826 0 246,835 241,681 246,835 248,507 3,474 1,802
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -16,439)
0 -1,277 0 -15,007 -14,856 -15,007 -16,133 -1,432 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 98.6 96.6 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 21 16 21 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,440
COMMITMENTS
4,305 0 0 19,941 24,603 24,246 24,603 1,194 837
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -21,742)
-15,793 0 -124 -5,732 -21,848 -21,649 -21,972 -93 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.0 0.0 78.4 96.7 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 0 0 10 16 16 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 586,842
COMMITMENTS
8,394 8,701 3,763 566,138 566,887 578,295 579,351 8,547 7,491
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -19,044)
-4,670 -5,298 -2,868 -13,421 -10,440 -20,959 -18,606 1,915 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 0.6 96.5 96.6 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
4 5 3 52 42 58 48
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,927
COMMITMENTS
976 0 461 202,625 207,898 204,062 208,359 4,865 568
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -11,018)
-1,411 0 -373 -9,656 -9,102 -11,440 -9,475 422 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 97.0 99.5 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 19 21 20 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 170,088
COMMITMENTS
2,962 0 0 158,646 167,546 161,608 167,546 8,480 2,542
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -40,709)
-12,182 -4,235 0 -34,402 -37,635 -46,584 -41,870 5,875 1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 93.3 98.5 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 20 18 22 18
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,214
COMMITMENTS
14,884 4,576 0 159,604 169,801 174,488 174,377 726 837
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -52,124)
-9,919 -2,269 -2,352 -39,894 -47,606 -52,165 -52,227 41 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.6 0.0 91.1 96.9 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
4 6 0 36 39 40 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,368
COMMITMENTS
2,356 0 0 96,187 98,686 98,543 98,686 825 682
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -16,526)
-90 -210 0 -16,261 -16,537 -16,351 -16,747 -175 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 96.8 99.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 0 24 24 26 24
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,337
COMMITMENTS
9,878 1,503 1,262 220,270 231,548 231,410 234,313 5,927 3,024
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -15,031)
-2,107 471 -338 -13,384 -12,923 -15,829 -12,790 798 -2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.6 0.5 92.8 97.6 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 3 34 36 39 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,885
COMMITMENTS
0 0 0 117,215 116,552 117,215 116,552 670 1,333
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -10,798)
0 0 0 -10,528 -10,910 -10,528 -10,910 -270 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 8 16 8 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,384
COMMITMENTS
0 0 0 74,812 74,284 74,812 74,284 12,572 13,100
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -5,166)
0 -13 -372 -5,289 -13,044 -5,661 -13,429 495 8,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.6 85.0 85.6 85.0 14.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,413
COMMITMENTS
0 2,555 0 191,502 185,367 191,502 187,922 4,911 8,491
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -16,852)
0 -787 -174 -16,416 -21,469 -16,590 -22,430 -262 5,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 97.5 94.4 97.5 95.7 2.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 23 31 23 33
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,833
COMMITMENTS
0 0 0 30,261 31,794 30,261 31,794 4,572 3,039
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,487)
-217 0 0 -3,905 -2,972 -4,122 -2,972 635 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 91.3 86.9 91.3 13.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,436
COMMITMENTS
0 256 0 170,101 178,748 170,101 179,004 12,335 3,432
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -10,270)
0 -324 -93 -9,648 -9,114 -9,741 -9,531 -529 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 93.2 98.0 93.2 98.1 6.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 20 20 20 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,796
COMMITMENTS
0 0 0 76,762 80,460 76,762 80,460 6,034 2,336
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -5,681)
0 0 0 -4,882 -5,038 -4,882 -5,038 -799 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.7 97.2 92.7 97.2 7.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 18 16 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,915
COMMITMENTS
3,971 0 180 17,617 21,392 21,768 21,572 2,147 2,343
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -9,300)
-2,340 0 180 -6,750 -9,999 -8,910 -9,819 -390 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.8 73.7 89.5 91.0 90.2 9.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 9 10 13 11
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,899
COMMITMENTS
4,968 0 0 200,114 201,237 205,082 201,237 5,817 9,662
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,225)
1,592 0 0 -3,313 -3,365 -1,721 -3,365 -2,504 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 94.9 95.4 97.2 95.4 2.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 11 16 15 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,637
COMMITMENTS
5,036 0 0 154,120 159,483 159,156 159,483 9,481 9,154
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -9,945)
-1,180 -1,709 -832 -9,450 -9,126 -11,462 -11,667 1,517 1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 91.4 94.6 94.4 94.6 5.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 0 0 30 30 32 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,248
COMMITMENTS
1,309 0 0 49,568 49,345 50,877 49,345 1,371 2,903
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -7,876)
-2,168 -510 0 -5,661 -8,233 -7,829 -8,743 -47 867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 94.9 94.4 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 12 15 14 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 231,593
COMMITMENTS
3,354 3,473 214 223,071 220,821 226,639 224,508 4,954 7,085
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -6,061)
270 -926 -96 -3,928 -2,604 -3,754 -3,626 -2,307 -2,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.5 0.1 96.3 95.3 97.9 96.9 2.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 1 32 34 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 108,607
COMMITMENTS
0 0 0 105,537 104,706 105,537 104,706 3,070 3,901
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -7,078)
0 -310 0 -6,391 -6,371 -6,391 -6,681 -687 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 96.4 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 25 24 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 114,281
COMMITMENTS
0 0 0 106,537 108,422 106,537 108,422 7,744 5,859
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -6,869)
0 -1,712 0 -5,855 -5,390 -5,855 -7,102 -1,014 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 94.9 93.2 94.9 6.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 13 18 13 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 33,021
COMMITMENTS
248 0 0 30,028 29,842 30,276 29,842 2,745 3,179
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -11,924)
-30 -84 -186 -11,809 -13,374 -12,025 -13,644 101 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 90.9 90.4 91.7 90.4 8.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 11 14 12 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 333,782
COMMITMENTS
0 0 0 322,842 327,309 322,842 327,309 10,940 6,473
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -17,492)
0 -3,531 -214 -16,251 -13,781 -16,465 -17,526 -1,027 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.1 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 29 23 29 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,302
COMMITMENTS
0 0 0 90,193 96,568 90,193 96,568 8,109 1,734
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,219)
0 0 0 -3,501 -3,816 -3,501 -3,816 -718 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 98.2 91.8 98.2 8.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 12,859
COMMITMENTS
744 0 0 11,774 12,735 12,518 12,735 341 124
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -9,060)
-1,650 0 0 -7,020 -8,880 -8,670 -8,880 -390 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 91.6 99.0 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 6 13 8 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 173,820
COMMITMENTS
0 0 0 167,733 168,898 167,733 168,898 6,087 4,922
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -10,528)
0 -288 -239 -9,932 -10,685 -10,171 -11,212 -357 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 97.2 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 25 17 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 4,745
COMMITMENTS
594 726 0 3,785 3,975 4,379 4,701 366 44
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,356)
-20 -60 -256 -1,002 -1,020 -1,278 -1,336 -78 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 15.3 0.0 79.8 83.8 92.3 99.1 7.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 5 0 14 11 19 16
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,076
COMMITMENTS
5,217 902 1,120 26,714 31,054 33,051 33,076 25 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 416)
-125 150 -70 611 336 416 416 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.7 3.4 80.8 93.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 6 7 22 23 30 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 30,221
COMMITMENTS
4,175 1,290 835 25,211 28,096 30,221 30,221 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -40)
-250 -375 300 -90 35 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 4.3 2.8 83.4 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 4 19 19 24 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 131,796
COMMITMENTS
22,359 4,720 2,485 106,317 124,325 131,161 131,530 635 266
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -5,467)
-508 -542 -602 -4,395 -4,297 -5,505 -5,441 38 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 3.6 1.9 80.7 94.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 9 10 35 37 50 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,004
COMMITMENTS
5,878 490 2,029 50,097 55,440 58,004 57,959 0 45
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,352)
-94 -446 500 -2,758 -2,406 -2,352 -2,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.8 3.5 86.4 95.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 5 6 23 27 32 37
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 32,403
COMMITMENTS
300 2,141 150 31,953 30,112 32,403 32,403 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,950)
0 -150 0 -1,950 -1,800 -1,950 -1,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.6 0.5 98.6 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 2 14 13 17 18
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 50,693
COMMITMENTS
14,230 5,328 1,491 34,649 43,395 50,370 50,214 323 479
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,018)
-196 229 -235 -738 -1,410 -1,169 -1,416 151 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 10.5 2.9 68.4 85.6 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 3 23 24 29 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,936
COMMITMENTS
19,715 4,596 2,234 43,689 58,740 65,638 65,570 298 366
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,229)
-154 234 -242 -2,727 -3,252 -3,123 -3,260 -106 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 7.0 3.4 66.3 89.1 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 4 3 26 23 35 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,429
COMMITMENTS
1,306 723 1,764 59,988 60,942 63,058 63,429 371 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,522)
-197 -121 -2 -2,297 -2,399 -2,496 -2,522 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 2.8 94.6 96.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 27 28 31 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,493
COMMITMENTS
1,176 957 2,126 78,815 79,375 82,117 82,458 376 35
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,894)
-284 -138 0 -1,582 -1,755 -1,866 -1,893 -28 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 2.6 95.5 96.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 29 26 32 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,809
COMMITMENTS
75 195 0 35,722 35,011 35,797 35,206 12 603
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,495)
-75 -25 0 -1,420 -1,455 -1,495 -1,480 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 99.8 97.8 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 19 16 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,349
COMMITMENTS
1,560 750 0 24,438 25,307 25,998 26,057 351 292
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -494)
600 0 0 -1,076 -499 -476 -499 -18 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.8 0.0 92.7 96.0 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 20 18 22 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 95,391
COMMITMENTS
9,711 3,502 2,075 83,136 89,650 94,921 95,227 470 164
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -622)
-259 -874 -183 -269 366 -711 -691 89 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.7 2.2 87.2 94.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 8 11 44 35 60 50
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,412
COMMITMENTS
25 1,493 0 26,327 24,919 26,352 26,412 60 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,925)
-25 200 0 1,950 1,725 1,925 1,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.7 0.0 99.7 94.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 18 13 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,185
COMMITMENTS
25 1,493 0 26,100 24,692 26,125 26,185 60 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,977)
-25 200 0 2,002 1,777 1,977 1,977 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.7 0.0 99.7 94.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 18 13 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,964
COMMITMENTS
3,128 1,725 150 56,394 57,706 59,672 59,581 292 383
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -860)
625 75 -500 -975 -430 -850 -855 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.9 0.3 94.0 96.2 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 3 23 22 29 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,532
COMMITMENTS
125 135 0 38,110 37,777 38,235 37,912 297 620
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,075)
-125 -25 0 -2,215 -2,030 -2,340 -2,055 265 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 0.0 98.9 98.0 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 20 18 22 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,884
COMMITMENTS
275 1,590 5 40,186 39,139 40,466 40,734 418 150
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,098)
0 435 5 -1,073 -1,418 -1,068 -978 -30 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.9 0.0 98.3 95.7 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 8 1 23 23 25 32
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,502
COMMITMENTS
1,943 0 85 52,651 55,147 54,679 55,232 823 270
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,409)
-78 0 -24 -3,297 -3,385 -3,399 -3,409 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.2 94.9 99.4 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 22 18 25 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,235
COMMITMENTS
2,216 125 261 56,218 58,664 58,695 59,050 540 185
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,314)
-120 -130 -22 -3,157 -3,144 -3,299 -3,296 -15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.2 0.4 94.9 99.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 27 19 30 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 88,487
COMMITMENTS
2,422 1,127 2,096 83,801 85,154 88,319 88,377 168 110
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,623)
-645 15 -70 -2,896 -3,643 -3,611 -3,698 -12 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 2.4 94.7 96.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 25 24 28 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,671
COMMITMENTS
3,145 2,537 3,581 98,512 99,522 105,238 105,640 433 31
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,921)
-478 -56 272 -4,703 -5,072 -4,909 -4,856 -12 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.4 3.4 93.2 94.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 10 8 30 30 40 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 52,645
COMMITMENTS
915 3,530 50 51,660 48,975 52,625 52,555 20 90
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,660)
225 -470 -200 -2,690 -1,990 -2,665 -2,660 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.7 0.1 98.1 93.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 1 19 14 22 17
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 44,410
COMMITMENTS
300 1,800 0 44,110 42,610 44,410 44,410 0 0
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,600)
150 -100 -150 -2,600 -2,350 -2,600 -2,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.1 0.0 99.3 95.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 0 15 11 16 15
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| 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: 52,977
COMMITMENTS
788 1,516 259 51,691 51,017 52,738 52,792 239 185
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,597)
93 148 -225 -1,524 -1,619 -1,656 -1,696 59 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.9 0.5 97.6 96.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 3 20 18 25 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 59,950
COMMITMENTS
1,257 5,062 289 57,662 54,269 59,208 59,620 742 330
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -553)
374 308 -185 -725 -633 -536 -510 -17 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.4 0.5 96.2 90.5 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 3 21 22 27 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,287
COMMITMENTS
0 3,283 164 24,848 21,728 25,012 25,175 275 112
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,356)
0 -380 0 -1,281 -963 -1,281 -1,343 -75 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 0.6 98.3 85.9 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 1 16 14 17 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,685
COMMITMENTS
0 1,300 0 22,308 21,347 22,308 22,647 377 38
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,120)
0 210 0 -1,029 -1,328 -1,029 -1,118 -91 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 0.0 98.3 94.1 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 16 14 16 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,676
COMMITMENTS
1,799 478 772 24,479 25,767 27,050 27,017 626 659
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -934)
-11 60 -39 -866 -880 -916 -859 -18 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.7 2.8 88.4 93.1 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 4 18 17 23 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,366
COMMITMENTS
491 549 417 14,621 15,076 15,529 16,042 837 324
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -586)
-2 -221 0 -405 -168 -407 -389 -179 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.4 2.5 89.3 92.1 94.9 98.0 5.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 13 12 16 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,974
COMMITMENTS
4,029 7,281 1,444 46,370 43,233 51,843 51,958 131 16
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,161)
-75 -657 -141 -1,925 -1,342 -2,141 -2,140 -20 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 14.0 2.8 89.2 83.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 7 6 26 25 35 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,445
COMMITMENTS
1,315 3,159 1,062 28,718 26,922 31,095 31,143 350 302
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,605)
-43 -356 -126 -1,520 -1,110 -1,689 -1,592 84 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 10.0 3.4 91.3 85.6 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 21 20 25 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,317
COMMITMENTS
1,387 0 18 14,882 16,272 16,287 16,290 30 27
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 300)
357 0 18 -75 282 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.1 91.2 99.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 18 16 22 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,425
COMMITMENTS
2,125 0 75 19,212 21,230 21,412 21,305 13 120
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 120)
675 0 0 -555 0 120 0 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.4 89.7 99.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 14 10 19 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,942
COMMITMENTS
775 0 215 8,620 9,622 9,610 9,837 332 105
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -511)
125 0 -105 -246 -401 -226 -506 -285 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 2.2 86.7 96.8 96.7 98.9 3.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 3 14 13 18 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,292
COMMITMENTS
580 0 310 8,124 8,867 9,014 9,177 278 115
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -516)
125 0 -105 -269 -396 -249 -501 -267 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 3.3 87.4 95.4 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 2 14 13 18 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,535
COMMITMENTS
1,500 0 2,450 45,385 47,075 49,335 49,525 200 10
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,561)
-10 0 -165 -1,380 -1,381 -1,555 -1,546 -6 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 4.9 91.6 95.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 20 14 25 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,915
COMMITMENTS
1,480 0 2,375 45,860 47,530 49,715 49,905 200 10
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,566)
-35 0 -115 -1,400 -1,436 -1,550 -1,551 -16 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 4.8 91.9 95.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 20 13 25 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,821
COMMITMENTS
1,290 8,952 1,864 109,464 101,968 112,618 112,784 203 37
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,137)
-266 -36 -299 -3,542 -3,790 -4,107 -4,125 -30 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.9 1.7 97.0 90.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 10 7 38 31 48 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 120,055
COMMITMENTS
1,910 8,166 3,119 114,897 108,730 119,926 120,015 129 40
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -6,306)
-120 208 -759 -5,469 -5,768 -6,348 -6,319 42 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.8 2.6 95.7 90.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 9 9 41 35 55 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 603,397
COMMITMENTS
37,492 20,690 69,606 495,833 512,811 602,930 603,107 466 290
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 4,000)
-4,028 -826 1,040 6,860 3,841 3,872 4,055 128 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.4 11.5 82.2 85.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
23 27 28 52 51 89 92
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,305
COMMITMENTS
2,805 600 95 12,275 14,530 15,175 15,225 130 80
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -740)
-255 0 30 -510 -770 -735 -740 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.9 0.6 80.2 94.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 16 22 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,891
COMMITMENTS
2,515 600 95 10,051 12,056 12,661 12,751 230 140
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -285)
-230 0 30 -80 -375 -280 -345 -5 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.7 0.7 78.0 93.5 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 17 15 21 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,361
COMMITMENTS
550 0 0 7,806 8,331 8,356 8,331 5 30
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 50)
0 0 0 52 50 52 50 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 93.4 99.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 0 0 22 16 27 16
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,923
COMMITMENTS
296 214 246 5,794 5,602 6,336 6,062 587 861
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -848)
-22 -41 -64 -763 -555 -849 -660 1 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.1 3.6 83.7 80.9 91.5 87.6 8.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 5 30 32 36 38
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,375
COMMITMENTS
1,310 117 160 30,763 31,982 32,233 32,259 142 116
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,417)
230 69 0 -1,464 -1,415 -1,234 -1,346 -183 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 0.5 95.0 98.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 1 41 38 44 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,967
COMMITMENTS
935 0 15 20,971 21,224 21,921 21,239 46 728
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -481)
160 0 -15 -514 -753 -369 -768 -112 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.1 95.5 96.6 99.8 96.7 0.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 0 1 22 26 26 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,445
COMMITMENTS
197 91 400 10,575 10,218 11,172 10,709 273 736
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,166)
-92 -88 13 -2,001 -1,954 -2,080 -2,029 -86 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 3.5 92.4 89.3 97.6 93.6 2.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 1 3 37 35 43 38
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,763
COMMITMENTS
20 147 93 5,265 5,368 5,378 5,608 385 155
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -320)
0 -47 0 -290 -273 -290 -320 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.6 1.6 91.4 93.1 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 14 19 16 22
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 25,850
COMMITMENTS
840 1,037 55 24,926 24,702 25,821 25,794 29 56
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,809)
0 -104 -36 -3,762 -3,494 -3,798 -3,634 -11 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.0 0.2 96.4 95.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 1 30 41 33 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,356
COMMITMENTS
7,233 1,476 1,158 48,749 54,546 57,140 57,180 216 176
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,781)
1,214 -202 -372 -5,465 -3,646 -4,623 -4,220 -158 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.6 2.0 85.0 95.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
10 9 9 71 67 87 79
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,411
COMMITMENTS
206 28 66 1,387 1,834 1,659 1,928 752 483
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -955)
47 28 -125 -627 -660 -705 -757 -250 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.2 2.7 57.5 76.1 68.8 80.0 31.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 2 15 15 20 17
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 16,045
COMMITMENTS
0 0 0 16,045 16,015 16,045 16,015 0 30
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 95,452
COMMITMENTS
48,272 773 18,826 21,653 59,457 88,752 79,056 6,700 16,395
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 0.8 19.7 22.7 62.3 93.0 82.8 7.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 7 10 10 18 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 50,217
COMMITMENTS
50 0 0 48,562 48,543 48,612 48,543 1,605 1,674
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,158)
-10 0 0 2,273 2,278 2,263 2,278 -105 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.7 96.7 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 24 30 25 30
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,652
COMMITMENTS
0 0 0 19,616 19,565 19,616 19,565 36 87
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 798)
0 0 0 798 798 798 798 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 17 16 17
Updated December 11, 2020