CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,472
COMMITMENTS
2,909 1,198 0 8,543 10,274 11,452 11,472 20 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -15)
0 -15 0 -15 0 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 10.4 0.0 74.5 89.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 8 8 12 9
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,233
COMMITMENTS
758 3,471 0 26,003 23,302 26,761 26,773 472 460
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 100)
-45 0 0 145 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 12.7 0.0 95.5 85.6 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 0 18 10 21 14
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 85,024
COMMITMENTS
16,144 21,613 2,526 65,934 60,476 84,604 84,615 420 409
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -9,754)
-668 -1,621 -46 -3,159 -2,042 -3,873 -3,709 -5,881 -6,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 25.4 3.0 77.5 71.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 9 7 27 26 50 38
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,189
COMMITMENTS
42,146 18,672 4,416 100,627 124,101 147,189 147,189 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 500)
100 0 500 -100 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 12.7 3.0 68.4 84.3 100.0 100.0 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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 156,610
COMMITMENTS
21,264 27,919 4,006 131,330 124,685 156,600 156,610 10 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,647)
-229 0 29 1,847 1,617 1,647 1,647 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.8 2.6 83.9 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 5 20 12 28 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 122,149
COMMITMENTS
48,768 30,264 6,964 65,727 84,797 121,459 122,025 690 125
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,889)
1,532 2,331 -871 1,255 429 1,917 1,889 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 24.8 5.7 53.8 69.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 8 10 27 23 52 38
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,250
COMMITMENTS
2,685 850 0 20,565 22,400 23,250 23,250 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -130)
0 0 0 -130 -130 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.7 0.0 88.5 96.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 10 9 13 10
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,924
COMMITMENTS
5,281 657 5,642 26,905 31,575 37,828 37,874 96 50
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,182)
-25 50 0 1,201 1,132 1,176 1,182 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.7 14.9 70.9 83.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 2 17 13 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 20,841
COMMITMENTS
150 16,514 250 20,441 4,077 20,841 20,841 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 79.2 1.2 98.1 19.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 1 12 3 17 8
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,899
COMMITMENTS
1,390 2,470 5 33,404 32,424 34,799 34,899 100 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -460)
0 -100 0 -260 -260 -260 -360 -200 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 7.1 0.0 95.7 92.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 16 12 19 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 17,173
COMMITMENTS
2,015 3,260 225 14,933 13,688 17,173 17,173 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -194)
0 -200 0 -194 6 -194 -194 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 19.0 1.3 87.0 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 7 3 11 10 15 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 21,049
COMMITMENTS
2,385 7,120 440 18,199 13,489 21,024 21,049 25 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 33.8 2.1 86.5 64.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 2 11 11 13 20
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,321
COMMITMENTS
22,291 14,820 4,251 21,779 29,250 48,321 48,321 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -130)
-200 0 0 70 -130 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 30.7 8.8 45.1 60.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 3 15 13 21 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,870
COMMITMENTS
7,848 0 0 22,221 30,869 30,069 30,869 801 1
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,498)
-287 0 0 2,753 2,498 2,466 2,498 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.0 0.0 72.0 100.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 0 0 10 10 18 10
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 15,199
COMMITMENTS
3,115 950 465 11,419 13,584 14,999 14,999 200 200
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 6.3 3.1 75.1 89.4 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 10 14 12
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,143
COMMITMENTS
120 108 5 8,950 9,010 9,075 9,123 68 20
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 312)
0 8 0 308 304 308 312 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 0.1 97.9 98.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 17 17 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,842
COMMITMENTS
5,922 114 782 23,079 28,946 29,783 29,842 59 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,736)
251 114 18 1,475 1,604 1,744 1,736 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 0.4 2.6 77.3 97.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 3 30 36 35 40
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 20,004
COMMITMENTS
104 4,629 315 18,847 15,058 19,266 20,002 738 2
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 381)
0 377 0 376 11 376 388 5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 23.1 1.6 94.2 75.3 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 20 22 24 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,075
COMMITMENTS
26 210 463 3,410 3,256 3,899 3,929 176 146
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 570)
-30 34 75 525 461 570 570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.2 11.4 83.7 79.9 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 11 17 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,551,770
COMMITMENTS
979,595 44,976 530,796 5003913 5956489 6514304 6532261 37,466 19,509
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 55,979)
-16,898 -34,893 6,759 64,672 83,869 54,533 55,735 1,446 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.7 8.1 76.4 90.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
51 20 58 160 133 229 193
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,499,992
COMMITMENTS
58,034 26,702 504,701 927,732 965,915 1490467 1497317 9,526 2,675
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -15,587)
-1,700 2,880 -5,745 -5,042 -12,711 -12,487 -15,576 -3,100 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.8 33.6 61.8 64.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
16 18 26 51 50 80 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,289
COMMITMENTS
1,284 1,723 124 180,670 196,379 182,078 198,226 21,211 5,063
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,249)
276 394 0 4,373 5,630 4,649 6,024 -1,400 -2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.1 88.9 96.6 89.6 97.5 10.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 24 21 25 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 140,402
COMMITMENTS
3,176 0 267 129,157 126,585 132,600 126,852 7,802 13,550
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 415)
0 0 0 210 1,015 210 1,015 205 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.2 92.0 90.2 94.4 90.3 5.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 19 25 22 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,451
COMMITMENTS
8,147 3,158 403 261,155 266,000 269,705 269,561 10,746 10,890
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 68)
-28 -320 -1,082 -109 890 -1,219 -512 1,287 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.1 0.1 93.1 94.8 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 3 4 27 31 36 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,075,176
COMMITMENTS
3,140 7,174 2,062 1061522 1063332 1066724 1072568 8,452 2,608
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 5,330)
-1,049 -12 105 6,075 5,296 5,131 5,389 199 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.2 98.7 98.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 3 4 42 25 49 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,960
COMMITMENTS
11,756 4,184 600 349,620 359,080 361,976 363,864 15,984 14,096
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 5,909)
350 94 0 5,847 4,099 6,197 4,193 -288 1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.1 0.2 92.5 95.0 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 3 2 41 33 47 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 618,096
COMMITMENTS
5,006 0 1,172 604,686 615,042 610,864 616,214 7,232 1,882
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,700)
144 0 112 1,446 1,898 1,702 2,010 -2 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 97.8 99.5 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 0 2 37 41 41 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 486,149
COMMITMENTS
0 845 70 477,759 469,906 477,829 470,821 8,320 15,328
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,335)
0 88 -56 3,343 2,380 3,287 2,412 -952 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.3 96.7 98.3 96.8 1.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 2 1 34 31 35 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,135
COMMITMENTS
0 0 0 91,507 93,576 91,507 93,576 5,628 3,559
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,387)
0 -345 -449 2,396 2,108 1,947 1,314 -560 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 96.3 94.2 96.3 5.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 19 14 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,923
COMMITMENTS
1,333 0 0 21,125 22,644 22,458 22,644 465 279
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,472)
62 0 0 3,534 3,627 3,596 3,627 -124 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 92.2 98.8 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 0 23 16 26 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 348,012
COMMITMENTS
2,180 2,599 1,016 335,759 340,913 338,955 344,528 9,057 3,484
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,234)
-850 951 -21 4,138 490 3,267 1,420 -2,033 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 0.3 96.5 98.0 97.4 99.0 2.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 1 27 28 29 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,842
COMMITMENTS
0 0 0 171,106 174,063 171,106 174,063 9,736 6,779
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,915)
0 0 0 2,569 2,487 2,569 2,487 346 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 96.3 94.6 96.3 5.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 20 20 20 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 256,664
COMMITMENTS
0 7,526 0 253,446 245,382 253,446 252,908 3,218 3,756
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,538)
0 310 0 2,712 1,828 2,712 2,138 -174 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 98.7 95.6 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 23 17 23 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,496
COMMITMENTS
6,378 0 0 21,889 28,659 28,267 28,659 1,229 837
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,728)
1,949 0 0 682 2,728 2,631 2,728 97 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.0 0.0 74.2 97.2 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 0 12 18 18 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 611,282
COMMITMENTS
8,472 8,543 5,109 589,337 591,219 602,918 604,871 8,364 6,411
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 10,167)
-18 488 121 12,040 10,158 12,143 10,767 -1,976 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.4 0.8 96.4 96.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
5 6 5 54 43 62 52
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,581
COMMITMENTS
1,129 0 344 207,742 212,619 209,215 212,963 4,366 618
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,256)
-327 0 -62 2,082 1,256 1,693 1,194 -437 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 97.3 99.5 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 21 21 22 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,690
COMMITMENTS
4,202 1,600 0 168,830 175,505 173,032 177,105 6,658 2,585
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 7,378)
1,240 1,054 0 7,839 6,076 9,079 7,130 -1,701 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.9 0.0 94.0 97.7 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 0 26 25 29 27
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,686
COMMITMENTS
16,124 5,816 0 168,929 178,909 185,053 184,725 633 961
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 8,184)
1,240 1,054 0 6,944 7,006 8,184 8,060 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.1 0.0 91.0 96.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
4 6 0 38 41 42 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,169
COMMITMENTS
2,356 0 0 107,895 110,115 110,251 110,115 918 1,054
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 11,017)
0 0 0 10,955 10,645 10,955 10,645 62 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.1 99.1 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 0 24 26 26 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 21,298
COMMITMENTS
930 0 0 19,065 19,074 19,995 19,074 1,303 2,224
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,271)
930 0 0 670 1,209 1,600 1,209 -329 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 89.5 89.6 93.9 89.6 6.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 10 16 10
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 239,107
COMMITMENTS
7,526 1,763 1,562 224,046 232,518 233,134 235,843 5,973 3,264
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,269)
-807 49 553 3,690 2,652 3,436 3,254 -167 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.7 0.7 93.7 97.2 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 2 34 36 38 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,518
COMMITMENTS
0 0 0 124,662 124,588 124,662 124,588 856 930
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 4,734)
0 0 0 4,579 4,734 4,579 4,734 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 8 23 8 23
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,034
COMMITMENTS
0 481 0 77,520 77,328 77,520 77,809 12,514 12,225
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 572)
0 481 0 903 1,242 903 1,723 -331 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 86.1 85.9 86.1 86.4 13.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 16 18 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,524
COMMITMENTS
0 880 604 193,189 192,879 193,793 194,363 6,731 6,161
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,367)
0 -316 0 1,387 4,138 1,387 3,822 -20 -2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.3 96.3 96.2 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 25 30 26 32
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,672
COMMITMENTS
0 416 0 177,073 183,167 177,073 183,583 11,599 5,089
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 5,919)
0 0 0 6,255 4,169 6,255 4,169 -336 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 93.9 97.1 93.9 97.3 6.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 20 21 20 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,293
COMMITMENTS
0 0 0 80,630 83,092 80,630 83,092 5,663 3,201
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,067)
0 0 0 1,055 609 1,055 609 12 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 96.3 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,311
COMMITMENTS
4,002 0 177 22,818 26,856 26,997 27,033 2,314 2,278
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 645)
0 0 28 276 682 304 710 341 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.6 77.8 91.6 92.1 92.2 7.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 1 10 10 14 11
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 222,013
COMMITMENTS
5,761 0 174 208,550 202,488 214,485 202,662 7,528 19,351
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 8,791)
-37 0 90 9,247 -144 9,300 -54 -509 8,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.1 93.9 91.2 96.6 91.3 3.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 1 12 17 16 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,823
COMMITMENTS
5,709 1,240 763 153,582 159,356 160,054 161,359 6,769 5,464
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -1,775)
638 1,240 763 -1,172 -1,411 229 592 -2,004 -2,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.7 0.5 92.1 95.5 95.9 96.7 4.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 1 35 33 39 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,405
COMMITMENTS
1,309 0 0 52,539 52,347 53,848 52,347 1,557 3,058
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,195)
0 0 0 2,009 2,164 2,009 2,164 186 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 94.8 94.5 97.2 94.5 2.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 13 16 15 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 239,244
COMMITMENTS
3,472 3,563 214 229,736 227,245 233,422 231,022 5,822 8,222
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 4,757)
329 149 214 4,125 4,283 4,668 4,646 89 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 0.1 96.0 95.0 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 1 31 34 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 113,678
COMMITMENTS
0 0 0 111,168 108,908 111,168 108,908 2,510 4,770
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,425)
0 0 0 2,436 618 2,436 618 -1,011 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 95.8 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 26 26 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 121,130
COMMITMENTS
0 0 0 112,411 116,453 112,411 116,453 8,719 4,677
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,133)
0 0 0 1,102 1,133 1,102 1,133 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 96.1 92.8 96.1 7.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 14 19 14 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 38,043
COMMITMENTS
248 0 0 34,833 35,957 35,081 35,957 2,962 2,086
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,705)
0 0 0 1,643 1,767 1,643 1,767 62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 91.6 94.5 92.2 94.5 7.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 13 19 14 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 344,000
COMMITMENTS
426 0 0 331,280 337,100 331,706 337,100 12,294 6,900
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 5,218)
0 0 0 4,089 4,670 4,089 4,670 1,129 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.3 98.0 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 30 24 31 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,376
COMMITMENTS
0 0 0 91,267 97,214 91,267 97,214 8,109 2,162
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,074)
0 0 0 1,074 646 1,074 646 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 97.8 91.8 97.8 8.2 2.2
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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 13,259
COMMITMENTS
868 0 0 11,926 13,135 12,794 13,135 465 124
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 400)
124 0 0 152 400 276 400 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 89.9 99.1 96.5 99.1 3.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 13 10 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 178,626
COMMITMENTS
0 0 0 172,568 172,110 172,568 172,110 6,058 6,516
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,434)
0 -307 0 1,651 209 1,651 -98 -217 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 96.4 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 16 25 16 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,876
COMMITMENTS
5,192 762 1,295 27,369 31,819 33,856 33,876 20 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 124)
20 -60 85 24 99 129 124 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 2.2 3.8 80.8 93.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 6 23 25 31 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,636
COMMITMENTS
4,380 1,565 1,110 26,146 28,961 31,636 31,636 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 773)
125 -275 200 448 848 773 773 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 4.9 3.5 82.6 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 5 19 19 25 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,343
COMMITMENTS
22,624 4,768 2,580 107,693 125,648 132,897 132,996 446 347
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -1,436)
-730 116 48 -814 -1,668 -1,496 -1,504 60 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 3.6 1.9 80.8 94.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 10 14 34 38 52 57
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,943
COMMITMENTS
5,626 461 1,966 52,351 57,466 59,943 59,893 0 50
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 354)
-517 -56 -3 874 413 354 354 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.8 3.3 87.3 95.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 4 6 24 28 34 36
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 33,612
COMMITMENTS
300 2,009 150 33,162 31,453 33,612 33,612 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 630 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.0 0.4 98.7 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 2 14 14 17 19
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 50,154
COMMITMENTS
14,420 5,358 1,343 34,233 43,102 49,996 49,803 158 351
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 49)
80 20 -155 289 310 214 175 -165 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 10.7 2.7 68.3 85.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 3 25 26 31 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,502
COMMITMENTS
19,962 5,018 2,026 43,209 58,097 65,197 65,141 305 361
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 239)
76 292 -229 377 180 224 243 15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 7.7 3.1 66.0 88.7 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 5 3 26 25 35 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,921
COMMITMENTS
1,366 723 1,824 60,360 61,374 63,550 63,921 371 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 120)
120 0 0 0 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 2.9 94.4 96.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 28 28 32 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,809
COMMITMENTS
1,495 957 2,186 79,752 80,631 83,433 83,774 376 35
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 500)
380 0 0 120 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 2.6 95.2 96.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 3 30 26 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,160
COMMITMENTS
75 195 0 36,073 35,266 36,148 35,461 12 699
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -239)
0 0 0 -239 -335 -239 -335 0 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 99.8 97.5 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 19 18 21 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,711
COMMITMENTS
1,560 750 0 26,800 27,909 28,360 28,659 351 52
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 72)
0 0 0 72 72 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.6 0.0 93.3 97.2 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 0 21 19 23 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,463
COMMITMENTS
1,875 132 300 24,211 26,031 26,386 26,463 77 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.5 1.1 91.5 98.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 12 17 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 100,600
COMMITMENTS
10,905 3,794 1,936 87,283 94,714 100,124 100,444 476 156
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 757)
1,029 141 -161 -47 809 821 789 -64 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.8 1.9 86.8 94.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 9 10 44 35 60 50
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,475
COMMITMENTS
50 25 0 16,393 16,910 16,443 16,935 1,032 540
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.0 93.8 96.8 94.1 96.9 5.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 13 15 14
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,932
COMMITMENTS
50 25 0 13,970 14,307 14,020 14,332 912 600
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 93.6 95.8 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 12 14 13
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,529
COMMITMENTS
25 2,093 0 26,324 24,436 26,349 26,529 180 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 132)
0 540 0 132 -408 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.9 0.0 99.2 92.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 18 14 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,250
COMMITMENTS
25 2,093 0 26,045 24,157 26,070 26,250 180 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 132)
0 540 0 132 -408 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.0 0.0 99.2 92.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 18 14 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,092
COMMITMENTS
3,828 1,725 150 58,822 60,534 62,800 62,409 292 683
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -178)
540 0 0 -718 -178 -178 -178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.7 0.2 93.2 95.9 99.5 98.9 0.5 1.1
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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,605
COMMITMENTS
225 135 0 39,323 38,754 39,548 38,889 57 716
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 46)
100 0 0 186 -50 286 -50 -240 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 0.0 99.3 97.9 99.9 98.2 0.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 21 20 23 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,368
COMMITMENTS
292 1,930 20 40,638 39,401 40,950 41,351 418 17
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 133)
0 100 0 133 183 133 283 0 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.7 0.0 98.2 95.2 99.0 100.0 1.0 0.0
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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,812
COMMITMENTS
2,063 0 85 53,841 56,457 55,989 56,542 823 270
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 660)
120 0 0 540 660 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.1 94.8 99.4 98.6 99.5 1.4 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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,460
COMMITMENTS
2,426 125 261 57,223 59,889 59,910 60,275 550 185
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 660)
160 0 0 490 660 650 660 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.4 94.6 99.1 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 26 19 30 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 89,565
COMMITMENTS
2,475 661 2,027 84,895 86,767 89,397 89,455 168 110
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 681)
-32 -456 -44 757 1,181 681 681 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.7 2.3 94.8 96.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 25 23 29 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,752
COMMITMENTS
3,460 1,818 3,552 98,285 100,316 105,297 105,686 455 66
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0)
142 -279 -168 -45 449 -71 2 71 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.7 3.4 92.9 94.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 10 9 31 31 42 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,282
COMMITMENTS
1,086 3,787 125 54,051 51,325 55,262 55,237 20 45
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,573)
50 203 0 1,523 1,415 1,573 1,618 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.9 0.2 97.8 92.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 21 14 25 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| 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: 45,895
COMMITMENTS
300 1,500 150 45,445 44,245 45,895 45,895 0 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 300)
0 0 150 150 150 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.3 0.3 99.0 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 1 15 12 17 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 55,503
COMMITMENTS
788 1,946 274 54,331 53,173 55,393 55,393 110 110
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -15)
-120 24 15 90 -54 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.5 0.5 97.9 95.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 3 22 21 27 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 62,691
COMMITMENTS
1,346 5,498 289 60,149 56,601 61,784 62,388 907 303
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -6)
-159 -14 0 -22 35 -181 21 175 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.8 0.5 95.9 90.3 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 3 21 23 28 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,384
COMMITMENTS
50 3,285 164 24,853 21,813 25,067 25,262 317 122
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 40)
0 0 0 30 30 30 30 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.9 0.6 97.9 85.9 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 15 14 17 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,790
COMMITMENTS
50 1,300 0 22,333 21,452 22,383 22,752 407 38
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 0.0 98.0 94.1 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 14 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,018
COMMITMENTS
1,469 940 892 25,035 25,516 27,396 27,348 622 670
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 132)
-20 122 -20 176 14 136 116 -4 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.4 3.2 89.4 91.1 97.8 97.6 2.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 4 19 17 24 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,960
COMMITMENTS
681 1,079 435 16,115 16,161 17,231 17,675 729 285
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 648)
240 0 -22 598 699 816 677 -168 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.0 2.4 89.7 90.0 95.9 98.4 4.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 4 15 13 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,466
COMMITMENTS
4,144 7,401 1,339 47,763 44,578 53,246 53,318 220 148
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 306)
20 80 -85 292 179 227 174 79 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.8 2.5 89.3 83.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 6 6 27 26 35 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 32,145
COMMITMENTS
1,275 3,459 1,067 29,443 27,347 31,785 31,873 360 272
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 296)
-120 0 5 411 291 296 296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.8 3.3 91.6 85.1 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 3 21 21 25 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,938
COMMITMENTS
1,431 50 114 15,363 16,747 16,908 16,911 30 27
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 513)
65 50 25 423 438 513 513 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.3 0.7 90.7 98.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 20 17 24 20
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,235
COMMITMENTS
2,685 0 100 19,422 22,135 22,207 22,235 28 0
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.4 87.3 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 1 15 12 20 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,179
COMMITMENTS
775 100 215 8,857 9,764 9,847 10,079 332 100
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 17)
0 100 0 17 -78 17 22 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.0 2.1 87.0 95.9 96.7 99.0 3.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 3 15 14 19 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,416
COMMITMENTS
580 0 310 8,248 8,996 9,138 9,306 278 110
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -96)
0 0 0 -96 -91 -96 -91 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 3.3 87.6 95.5 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 14 14 18 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,040
COMMITMENTS
1,700 0 2,450 46,690 48,580 50,840 51,030 200 10
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 105)
200 0 0 -95 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 4.8 91.5 95.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 20 15 25 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,430
COMMITMENTS
1,780 0 2,375 47,075 49,045 51,230 51,420 200 10
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 105)
300 0 0 -195 105 105 105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 4.6 91.5 95.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 1 20 15 26 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,711
COMMITMENTS
1,490 9,352 1,909 111,929 104,413 115,328 115,674 383 37
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 250)
125 130 120 5 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.1 1.6 96.7 90.2 99.7 100.0 0.3 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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,639
COMMITMENTS
1,710 8,387 3,178 118,622 112,034 123,510 123,599 129 40
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -89)
-5 -157 113 -187 -45 -79 -89 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.8 2.6 95.9 90.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
4 12 9 42 35 54 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 523,951
COMMITMENTS
42,598 19,445 53,142 424,322 443,254 520,062 515,841 3,889 8,110
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -65,277)
300 -84 -14,794 -54,390 -58,265 -68,884 -73,143 3,607 7,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.7 10.1 81.0 84.6 99.3 98.5 0.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
26 26 30 53 52 93 94
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,295
COMMITMENTS
2,805 600 95 12,265 14,520 15,165 15,215 130 80
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,881
COMMITMENTS
2,515 600 95 10,041 12,046 12,651 12,741 230 140
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 9,445
COMMITMENTS
900 0 0 8,545 9,415 9,445 9,415 0 30
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 714)
0 0 0 714 714 714 714 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 90.5 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 0 24 18 29 18
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,321
COMMITMENTS
266 456 233 6,096 5,721 6,595 6,410 726 911
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 235)
-18 47 -2 120 123 100 168 135 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.2 3.2 83.3 78.1 90.1 87.6 9.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 32 33 36 38
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,142
COMMITMENTS
1,672 63 160 32,228 33,803 34,060 34,026 82 116
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 973)
50 0 0 923 973 973 973 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 0.5 94.4 99.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 1 42 37 45 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 22,331
COMMITMENTS
1,341 0 15 20,945 22,102 22,301 22,117 30 214
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 114)
206 0 0 -62 390 144 390 -30 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.1 93.8 99.0 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 1 25 28 29 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,800
COMMITMENTS
187 56 430 11,768 11,310 12,385 11,796 415 1,004
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 716)
-22 -5 10 601 473 589 478 127 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.4 3.4 91.9 88.4 96.8 92.2 3.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 1 3 40 36 46 39
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,014
COMMITMENTS
20 197 93 6,521 6,504 6,634 6,794 380 220
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 210)
0 0 0 195 135 195 135 15 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.8 1.3 93.0 92.7 94.6 96.9 5.4 3.1
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 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,084
COMMITMENTS
585 1,599 60 29,425 28,369 30,070 30,028 14 56
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,500)
0 122 0 2,515 2,378 2,515 2,500 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.3 0.2 97.8 94.3 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
1 3 1 33 45 35 48
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,605
COMMITMENTS
9,835 1,293 1,337 51,217 59,809 62,389 62,439 216 166
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,870)
392 309 -102 2,820 2,903 3,110 3,110 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.1 2.1 81.8 95.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
10 8 9 73 71 89 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,741
COMMITMENTS
168 51 38 1,704 2,163 1,910 2,252 831 489
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 165)
-6 14 -4 202 256 192 266 -27 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.9 1.4 62.2 78.9 69.7 82.2 30.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 19 20 23 22
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,445
COMMITMENTS
0 0 0 17,445 17,415 17,445 17,415 0 30
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 640)
0 0 0 640 640 640 640 0 0
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: 23)
0 0 0 16 14 16 14
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 97,459
COMMITMENTS
47,843 823 19,696 22,903 60,269 90,442 80,788 7,017 16,671
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -312)
-128 71 -171 -107 -258 -406 -358 94 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 0.8 20.2 23.5 61.8 92.8 82.9 7.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 7 10 10 18 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 43,447
COMMITMENTS
0 0 0 41,887 41,840 41,887 41,840 1,560 1,607
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -7,301)
-30 0 0 -7,121 -6,874 -7,151 -6,874 -150 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.3 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 28 26 28
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,062
COMMITMENTS
0 0 0 19,026 18,992 19,026 18,992 36 70
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -1,310)
0 0 0 -1,310 -1,261 -1,310 -1,261 0 -49
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 18 16 18
Updated December 28, 2020