CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 43,446: 4,656 16,323 531 38,165 26,517 43,352 43,371: 94 75
Old : 43,446: 4,656 16,323 531 38,165 26,517 43,352 43,371: 94 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,402: 157 163 291 942 948 1,390 1,402: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 37.6 1.2 87.8 61.0 99.8 99.8: 0.2 0.2
Old : 100.0: 10.7 37.6 1.2 87.8 61.0 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 7 4 18 18 27 27:
Old : 39: 7 7 4 18 18 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 52.8 84.2 71.5 57.4 52.1 73.1 67.2
Old : 63.5 52.8 84.2 71.5 57.4 52.1 73.1 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 147,689: 42,246 18,772 5,016 100,427 123,901 147,689 147,689: 0 0
Old : 147,689: 42,246 18,772 5,016 100,427 123,901 147,689 147,689: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 400: 100 100 500 -200 -200 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.7 3.4 68.0 83.9 100.0 100.0: 0.0 0.0
Old : 100.0: 28.6 12.7 3.4 68.0 83.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 7 4 16 16 23 27:
Old : 35: 7 7 4 16 16 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 84.1 84.7 91.3 61.2 79.9 83.1 86.1
Old : 61.5 84.1 84.7 91.3 61.2 79.9 83.1 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 173,639: 23,145 28,719 6,272 144,212 138,648 173,629 173,639: 10 0
Old : 173,639: 23,145 28,719 6,272 144,212 138,648 173,629 173,639: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 12,680: 2,645 500 1,855 8,180 10,325 12,680 12,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.5 3.6 83.1 79.8 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 16.5 3.6 83.1 79.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 8 4 6 20 12 29 21:
Old : 34: 8 4 6 20 12 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 73.1 71.4 90.2 39.4 70.0 60.2 78.4
Old : 46.8 73.1 71.4 90.2 39.4 70.0 60.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 116,921: 50,234 32,374 6,752 59,042 77,601 116,028 116,728: 892 193
Old : 116,921: 50,234 32,374 6,752 59,042 77,601 116,028 116,728: 892 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 4,932: 563 778 2,216 1,929 1,873 4,708 4,867: 224 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 27.7 5.8 50.5 66.4 99.2 99.8: 0.8 0.2
Old : 100.0: 43.0 27.7 5.8 50.5 66.4 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 28 9 11 25 21 58 37:
Old : 67: 28 9 11 25 21 58 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 41.4 70.2 65.6 43.4 33.7 58.0 53.7
Old : 47.5 41.4 70.2 65.6 43.4 33.7 58.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 31,290: 5,104 2,980 1,686 24,444 26,624 31,234 31,290: 56 0
Old : 31,290: 5,104 2,980 1,686 24,444 26,624 31,234 31,290: 56 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -211: 225 -4 -250 -206 44 -231 -210: 20 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.5 5.4 78.1 85.1 99.8 100.0: 0.2 0.0
Old : 100.0: 16.3 9.5 5.4 78.1 85.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 2 1 14 11 21 14:
Old : 29: 7 2 1 14 11 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 65.6 71.8 92.3 46.8 65.4 67.4 89.0
Old : 48.2 65.6 71.8 92.3 46.8 65.4 67.4 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 22,120: 845 15,897 665 20,610 5,146 22,120 21,708: 0 412
Old : 22,120: 845 15,897 665 20,610 5,146 22,120 21,708: 0 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,029: 770 -467 15 244 1,069 1,029 617: 0 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 71.9 3.0 93.2 23.3 100.0 98.1: 0.0 1.9
Old : 100.0: 3.8 71.9 3.0 93.2 23.3 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 4 1 11 4 16 9:
Old : 21: 5 4 1 11 4 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 89.2 88.0 97.7 59.8 89.2 82.5 90.1
Old : 59.8 89.2 88.0 97.7 59.8 89.2 82.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 17,173: 2,015 3,260 225 14,933 13,688 17,173 17,173: 0 0
Old : 17,173: 2,015 3,260 225 14,933 13,688 17,173 17,173: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.0 1.3 87.0 79.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.7 19.0 1.3 87.0 79.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 7 3 11 10 15 17:
Old : 26: 1 7 3 11 10 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 73.8 90.9 88.2 69.5 73.4 89.3 87.1
Old : 70.0 73.8 90.9 88.2 69.5 73.4 89.3 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 21,432: 2,745 7,170 540 18,122 13,722 21,407 21,432: 25 0
Old : 21,432: 2,745 7,170 540 18,122 13,722 21,407 21,432: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 383: 360 50 100 -77 233 383 383: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 33.5 2.5 84.6 64.0 99.9 100.0: 0.1 0.0
Old : 100.0: 12.8 33.5 2.5 84.6 64.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 7 2 11 11 13 20:
Old : 25: 2 7 2 11 11 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 64.0 86.3 88.0 62.0 61.0 80.9 81.4
Old : 63.3 64.0 86.3 88.0 62.0 61.0 80.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 Tier 1 RECs) :
: : :
All : 13,664: 6,765 390 0 6,899 13,274 13,664 13,664: 0 0
Old : 13,664: 6,765 390 0 6,899 13,274 13,664 13,664: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 875: 100 0 0 775 875 875 875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 2.9 0.0 50.5 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 49.5 2.9 0.0 50.5 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 0 10 8 14 11:
Old : 20: 4 3 0 10 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 72.2 86.5 97.1 63.9 58.8 82.0 79.5
Old : 63.9 72.2 86.5 97.1 63.9 58.8 82.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 49,621: 20,716 14,320 4,851 24,054 30,450 49,621 49,621: 0 0
Old : 49,621: 20,716 14,320 4,851 24,054 30,450 49,621 49,621: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,300: 549 -751 851 -100 1,200 1,300 1,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 28.9 9.8 48.5 61.4 100.0 100.0: 0.0 0.0
Old : 100.0: 41.7 28.9 9.8 48.5 61.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 4 4 16 13 23 19:
Old : 26: 5 4 4 16 13 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 59.7 77.7 84.8 56.3 51.8 65.6 68.3
Old : 59.1 59.7 77.7 84.8 56.3 51.8 65.6 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 33,681: 7,865 60 32 24,881 33,587 32,778 33,680: 902 1
Old : 33,681: 7,865 60 32 24,881 33,587 32,778 33,680: 902 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 29: -18 60 -26 -14 -4 -58 29: 87 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 0.2 0.1 73.9 99.7 97.3 100.0: 2.7 0.0
Old : 100.0: 23.4 0.2 0.1 73.9 99.7 97.3 100.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 1 2 13 10 21 13:
Old : 27: 8 1 2 13 10 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 94.4 87.7 98.9 60.7 93.6 85.6 96.2
Old : 61.2 94.4 87.7 98.9 60.7 93.6 85.6 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 8,053: 120 351 5 7,823 7,687 7,948 8,043: 105 10
Old : 8,053: 120 351 5 7,823 7,687 7,948 8,043: 105 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 53: 0 184 -25 12 -116 -13 43: 66 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.4 0.1 97.1 95.5 98.7 99.9: 1.3 0.1
Old : 100.0: 1.5 4.4 0.1 97.1 95.5 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 16 15 17 17:
Old : 21: 1 1 1 16 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 44.3 83.8 76.7 34.2 31.0 43.1 43.8
Old : 60.5 44.3 83.8 76.7 34.2 31.0 43.1 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 25,088: 6,216 721 357 18,390 23,912 24,963 24,990: 125 98
Old : 25,088: 6,216 721 357 18,390 23,912 24,963 24,990: 125 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,760: 458 196 130 2,115 2,358 2,703 2,684: 57 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 2.9 1.4 73.3 95.3 99.5 99.6: 0.5 0.4
Old : 100.0: 24.8 2.9 1.4 73.3 95.3 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 1 3 29 34 34 37:
Old : 40: 4 1 3 29 34 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 51.6 70.5 69.8 45.8 34.9 55.8 45.0
Old : 51.1 51.6 70.5 69.8 45.8 34.9 55.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 17,524: 125 4,977 54 16,555 12,493 16,734 17,524: 790 0
Old : 17,524: 125 4,977 54 16,555 12,493 16,734 17,524: 790 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,940: 0 550 54 2,843 2,340 2,897 2,944: 43 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 28.4 0.3 94.5 71.3 95.5 100.0: 4.5 0.0
Old : 100.0: 0.7 28.4 0.3 94.5 71.3 95.5 100.0: 4.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 2 21 18 24 22:
Old : 31: 1 4 2 21 18 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 76.9 68.4 92.7 44.9 69.8 60.4 74.3
Old : 46.1 76.9 68.4 92.7 44.9 69.8 60.4 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 4,672: 0 411 439 4,080 3,676 4,519 4,526: 153 146
Old : 4,672: 0 411 439 4,080 3,676 4,519 4,526: 153 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 653: 0 28 0 653 625 653 653: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 9.4 87.3 78.7 96.7 96.9: 3.3 3.1
Old : 100.0: 0.0 8.8 9.4 87.3 78.7 96.7 96.9: 3.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 2 13 11 15 14:
Old : 21: 0 3 2 13 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 58.3 85.2 83.4 50.7 44.8 62.5 59.7
Old : 64.1 58.3 85.2 83.4 50.7 44.8 62.5 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,245,898: 1,074,495 22,584 420,758 4,710,077 5,781,747 6,205,330 6,225,089: 40,568 20,809
Old : 6,245,898: 1,074,495 22,584 420,758 4,710,077 5,781,747 6,205,330 6,225,089: 40,568 20,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 17,923: 72,224 -306 -45,636 -3,297 63,678 23,291 17,736: -5,368 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 0.4 6.7 75.4 92.6 99.4 99.7: 0.6 0.3
Old : 100.0: 17.2 0.4 6.7 75.4 92.6 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 60 14 51 153 128 223 183:
Old : 247: 60 14 51 153 128 223 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 42.1 38.0 63.2 21.2 41.9 35.6 61.7
Old : 22.1 42.1 38.0 63.2 21.2 41.9 35.6 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,447,302: 47,259 23,937 513,820 883,604 907,407 1,444,683 1,445,165: 2,619 2,138
Old : 1,447,302: 47,259 23,937 513,820 883,604 907,407 1,444,683 1,445,165: 2,619 2,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 55,239: 4,636 7,650 42,466 8,861 5,640 55,964 55,756: -725 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.7 35.5 61.1 62.7 99.8 99.9: 0.2 0.1
Old : 100.0: 3.3 1.7 35.5 61.1 62.7 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 18 12 26 52 49 80 77:
Old : 84: 18 12 26 52 49 80 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 54.2 75.9 74.8 4.6 4.5 5.7 6.0
Old : 56.1 54.2 75.9 74.8 4.6 4.5 5.7 6.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 195,021: 1,376 961 124 172,969 189,652 174,469 190,737: 20,552 4,284
Old : 195,021: 1,376 961 124 172,969 189,652 174,469 190,737: 20,552 4,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -10,578: 92 -1,005 0 -9,240 -5,148 -9,148 -6,153: -1,430 -4,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.5 0.1 88.7 97.2 89.5 97.8: 10.5 2.2
Old : 100.0: 0.7 0.5 0.1 88.7 97.2 89.5 97.8: 10.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 1 24 19 25 23:
Old : 32: 1 3 1 24 19 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 78.9 72.2 88.7 55.6 75.3 68.3 82.8
Old : 56.7 78.9 72.2 88.7 55.6 75.3 68.3 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 136,872: 237 2,750 155 129,130 121,076 129,522 123,981: 7,350 12,891
Old : 136,872: 237 2,750 155 129,130 121,076 129,522 123,981: 7,350 12,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -8,575: -1,526 1,094 -455 -6,766 -8,075 -8,747 -7,436: 172 -1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 0.1 94.3 88.5 94.6 90.6: 5.4 9.4
Old : 100.0: 0.2 2.0 0.1 94.3 88.5 94.6 90.6: 5.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 1 21 23 22 26:
Old : 33: 1 2 1 21 23 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 46.5 86.8 70.8 67.9 41.4 77.4 65.5
Old : 72.6 46.5 86.8 70.8 67.9 41.4 77.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 270,548: 5,958 3,689 1,203 254,057 257,003 261,218 261,895: 9,330 8,653
Old : 270,548: 5,958 3,689 1,203 254,057 257,003 261,218 261,895: 9,330 8,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -19,587: -1,661 644 -1,556 -13,117 -13,932 -16,334 -14,844: -3,253 -4,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.4 0.4 93.9 95.0 96.6 96.8: 3.4 3.2
Old : 100.0: 2.2 1.4 0.4 93.9 95.0 96.6 96.8: 3.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 5 2 27 36 35 41:
Old : 57: 6 5 2 27 36 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 45.1 72.4 67.4 49.2 39.2 61.2 54.2
Old : 57.7 45.1 72.4 67.4 49.2 39.2 61.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,049,175: 3,345 7,085 1,462 1,034,856 1,037,438 1,039,663 1,045,985: 9,512 3,190
Old : 1,049,175: 3,345 7,085 1,462 1,034,856 1,037,438 1,039,663 1,045,985: 9,512 3,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 15,829: 1,602 -151 335 13,530 16,359 15,467 16,543: 362 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.7 0.1 98.6 98.9 99.1 99.7: 0.9 0.3
Old : 100.0: 0.3 0.7 0.1 98.6 98.9 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 3 3 41 26 48 31:
Old : 53: 6 3 3 41 26 48 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 61.0 66.2 90.5 47.2 60.7 66.0 88.1
Old : 47.2 61.0 66.2 90.5 47.2 60.7 66.0 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 359,636: 6,581 4,850 309 336,883 337,780 343,773 342,939: 15,863 16,697
Old : 359,636: 6,581 4,850 309 336,883 337,780 343,773 342,939: 15,863 16,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -22,121: -5,644 -609 -183 -14,671 -23,482 -20,498 -24,274: -1,623 2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.3 0.1 93.7 93.9 95.6 95.4: 4.4 4.6
Old : 100.0: 1.8 1.3 0.1 93.7 93.9 95.6 95.4: 4.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 3 2 39 32 42 37:
Old : 56: 3 3 2 39 32 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 48.7 64.3 65.6 45.6 41.3 62.8 56.8
Old : 45.6 48.7 64.3 65.6 45.6 41.3 62.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 595,279: 4,755 1,726 1,147 583,506 590,099 589,408 592,972: 5,871 2,307
Old : 595,279: 4,755 1,726 1,147 583,506 590,099 589,408 592,972: 5,871 2,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -26,413: -88 1,726 118 -23,593 -24,504 -23,563 -22,660: -2,850 -3,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.3 0.2 98.0 99.1 99.0 99.6: 1.0 0.4
Old : 100.0: 0.8 0.3 0.2 98.0 99.1 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 4 1 2 38 40 42 43:
Old : 60: 4 1 2 38 40 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 49.5 77.2 71.1 60.5 49.4 77.1 68.8
Old : 60.5 49.5 77.2 71.1 60.5 49.4 77.1 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 463,937: 2,441 1,176 0 453,527 448,441 455,968 449,617: 7,969 14,320
Old : 463,937: 2,441 1,176 0 453,527 448,441 455,968 449,617: 7,969 14,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -19,732: 2,441 0 0 -21,332 -16,927 -18,891 -16,927: -841 -2,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.3 0.0 97.8 96.7 98.3 96.9: 1.7 3.1
Old : 100.0: 0.5 0.3 0.0 97.8 96.7 98.3 96.9: 1.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 2 0 31 32 32 34:
Old : 46: 1 2 0 31 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 53.8 74.3 73.3 53.5 52.4 70.6 67.7
Old : 53.6 53.8 74.3 73.3 53.5 52.4 70.6 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,588: 0 0 0 84,587 85,548 84,587 85,548: 5,001 4,040
Old : 89,588: 0 0 0 84,587 85,548 84,587 85,548: 5,001 4,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -8,439: 0 0 0 -7,133 -8,100 -7,133 -8,100: -1,306 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 95.5 94.4 95.5: 5.6 4.5
Old : 100.0: 0.0 0.0 0.0 94.4 95.5 94.4 95.5: 5.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 19 14 19:
Old : 22: 0 0 0 14 19 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 53.9 89.6 72.1 75.2 51.3 82.6 67.7
Old : 77.5 53.9 89.6 72.1 75.2 51.3 82.6 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,166: 0 0 0 19,608 19,750 19,608 19,750: 558 416
Old : 20,166: 0 0 0 19,608 19,750 19,608 19,750: 558 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,214: -1,364 0 0 -2,974 -4,351 -4,338 -4,351: 124 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 97.9 97.2 97.9: 2.8 2.1
Old : 100.0: 0.0 0.0 0.0 97.2 97.9 97.2 97.9: 2.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 19 16 19 16:
Old : 32: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 60.8 69.5 79.4 47.0 60.8 68.6 78.0
Old : 47.0 60.8 69.5 79.4 47.0 60.8 68.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 333,662: 2,015 1,196 1,394 319,563 327,778 322,972 330,368: 10,690 3,294
Old : 333,662: 2,015 1,196 1,394 319,563 327,778 322,972 330,368: 10,690 3,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -17,627: -165 -1,861 156 -13,535 -15,208 -13,544 -16,913: -4,083 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.4 95.8 98.2 96.8 99.0: 3.2 1.0
Old : 100.0: 0.6 0.4 0.4 95.8 98.2 96.8 99.0: 3.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 1 26 29 28 31:
Old : 42: 2 1 1 26 29 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 64.6 85.0 78.8 72.3 64.1 81.0 76.1
Old : 74.4 64.6 85.0 78.8 72.3 64.1 81.0 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 173,917: 0 0 0 163,601 166,590 163,601 166,590: 10,316 7,327
Old : 173,917: 0 0 0 163,601 166,590 163,601 166,590: 10,316 7,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -8,048: 0 -341 0 -7,938 -8,131 -7,938 -8,472: -110 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.1 95.8 94.1 95.8: 5.9 4.2
Old : 100.0: 0.0 0.0 0.0 94.1 95.8 94.1 95.8: 5.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 20 20 20 20:
Old : 29: 0 0 0 20 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 60.8 71.5 84.4 51.8 60.8 69.2 79.7
Old : 51.8 60.8 71.5 84.4 51.8 60.8 69.2 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 247,687: 0 6,479 0 244,485 238,078 244,485 244,557: 3,202 3,130
Old : 247,687: 0 6,479 0 244,485 238,078 244,485 244,557: 3,202 3,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -12,312: 0 -1,345 0 -10,935 -10,465 -10,935 -11,810: -1,377 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 98.7 96.1 98.7 98.7: 1.3 1.3
Old : 100.0: 0.0 2.6 0.0 98.7 96.1 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 0 21 17 21 19:
Old : 33: 0 2 0 21 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 75.9 88.6 88.9 75.6 72.2 87.0 85.1
Old : 75.6 75.9 88.6 88.9 75.6 72.2 87.0 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,980: 3,120 0 0 19,794 23,254 22,914 23,254: 1,066 726
Old : 23,980: 3,120 0 0 19,794 23,254 22,914 23,254: 1,066 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -10,290: -2,334 0 0 -6,683 -9,776 -9,017 -9,776: -1,273 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 82.5 97.0 95.6 97.0: 4.4 3.0
Old : 100.0: 13.0 0.0 0.0 82.5 97.0 95.6 97.0: 4.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 0 0 14 18 18 18:
Old : 31: 4 0 0 14 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 57.0 78.7 77.8 57.8 52.4 73.6 73.2
Old : 62.9 57.0 78.7 77.8 57.8 52.4 73.6 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 600,315: 8,739 10,754 5,118 578,669 579,445 592,526 595,317: 7,789 4,998
Old : 600,315: 8,739 10,754 5,118 578,669 579,445 592,526 595,317: 7,789 4,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -21,284: -468 -296 -689 -16,937 -20,175 -18,094 -21,160: -3,190 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.8 0.9 96.4 96.5 98.7 99.2: 1.3 0.8
Old : 100.0: 1.5 1.8 0.9 96.4 96.5 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 3 9 5 54 41 61 51:
Old : 77: 3 9 5 54 41 61 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 44.4 50.7 67.6 31.3 43.0 48.5 65.1
Old : 31.6 44.4 50.7 67.6 31.3 43.0 48.5 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 208,848: 449 1,725 549 203,554 205,128 204,552 207,402: 4,296 1,446
Old : 208,848: 449 1,725 549 203,554 205,128 204,552 207,402: 4,296 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -9,111: -1,751 1,725 -32 -2,648 -9,374 -4,431 -7,681: -4,680 -1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 0.3 97.5 98.2 97.9 99.3: 2.1 0.7
Old : 100.0: 0.2 0.8 0.3 97.5 98.2 97.9 99.3: 2.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 20 19 22 21:
Old : 31: 1 1 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 71.4 86.8 87.2 70.7 71.4 82.3 85.4
Old : 72.5 71.4 86.8 87.2 70.7 71.4 82.3 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 159,166: 1,176 1,160 0 150,065 155,650 151,241 156,810: 7,925 2,356
Old : 159,166: 1,176 1,160 0 150,065 155,650 151,241 156,810: 7,925 2,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -39,600: -9,176 -2,517 0 -28,064 -34,263 -37,240 -36,780: -2,360 -2,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.0 94.3 97.8 95.0 98.5: 5.0 1.5
Old : 100.0: 0.7 0.7 0.0 94.3 97.8 95.0 98.5: 5.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 0 21 19 22 21:
Old : 32: 1 2 0 21 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 57.1 72.7 85.1 50.0 56.3 65.5 72.3
Old : 52.4 57.1 72.7 85.1 50.0 56.3 65.5 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 164,198: 10,569 4,601 0 152,990 158,791 163,559 163,392: 639 806
Old : 164,198: 10,569 4,601 0 152,990 158,791 163,559 163,392: 639 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -45,273: -10,047 -3,044 -248 -31,447 -38,075 -41,742 -41,367: -3,531 -3,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.8 0.0 93.2 96.7 99.6 99.5: 0.4 0.5
Old : 100.0: 6.4 2.8 0.0 93.2 96.7 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 5 5 0 40 33 45 38:
Old : 70: 5 5 0 40 33 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 55.8 65.2 76.1 46.4 55.3 61.3 72.0
Old : 47.6 55.8 65.2 76.1 46.4 55.3 61.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,310: 1,705 0 0 101,134 104,535 102,839 104,535: 2,471 775
Old : 105,310: 1,705 0 0 101,134 104,535 102,839 104,535: 2,471 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -15,736: -2,201 0 -155 -14,437 -14,713 -16,793 -14,868: 1,057 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 96.0 99.3 97.7 99.3: 2.3 0.7
Old : 100.0: 1.6 0.0 0.0 96.0 99.3 97.7 99.3: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 0 0 21 25 24 25:
Old : 42: 3 0 0 21 25 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 67.3 71.3 84.3 46.7 64.7 69.8 81.7
Old : 46.7 67.3 71.3 84.3 46.7 64.7 69.8 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 17,294: 0 0 0 16,109 15,836 16,109 15,836: 1,185 1,458
Old : 17,294: 0 0 0 16,109 15,836 16,109 15,836: 1,185 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -5,704: 0 0 0 -5,909 -5,115 -5,909 -5,115: 205 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.1 91.6 93.1 91.6: 6.9 8.4
Old : 100.0: 0.0 0.0 0.0 93.1 91.6 93.1 91.6: 6.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 10 12 10 12:
Old : 20: 0 0 0 10 12 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 63.3 90.2 83.7 77.2 60.5 89.6 80.8
Old : 77.2 63.3 90.2 83.7 77.2 60.5 89.6 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 228,341: 7,328 433 1,036 214,030 223,633 222,394 225,102: 5,947 3,239
Old : 228,341: 7,328 433 1,036 214,030 223,633 222,394 225,102: 5,947 3,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -12,590: -345 -1,459 98 -12,647 -9,710 -12,894 -11,071: 304 -1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.2 0.5 93.7 97.9 97.4 98.6: 2.6 1.4
Old : 100.0: 3.2 0.2 0.5 93.7 97.9 97.4 98.6: 2.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 2 2 34 38 38 40:
Old : 51: 2 2 2 34 38 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 40.4 64.8 62.3 43.5 39.1 61.8 57.2
Old : 45.3 40.4 64.8 62.3 43.5 39.1 61.8 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 120,954: 0 0 0 120,408 120,290 120,408 120,290: 546 664
Old : 120,954: 0 0 0 120,408 120,290 120,408 120,290: 546 664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -11,526: 0 0 0 -11,402 -10,773 -11,402 -10,773: -124 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.5 99.5 99.5: 0.5 0.5
Old : 100.0: 0.0 0.0 0.0 99.5 99.5 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 12 17 12 17:
Old : 24: 0 0 0 12 17 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.6 88.9 98.5 95.8 92.2 85.6 93.4 90.8
Old : 95.6 88.9 98.5 95.8 92.2 85.6 93.4 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,687: 0 0 0 74,467 72,744 74,467 72,744: 11,220 12,943
Old : 85,687: 0 0 0 74,467 72,744 74,467 72,744: 11,220 12,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,471: 0 -394 0 -4,027 -4,212 -4,027 -4,606: -444 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.9 84.9 86.9 84.9: 13.1 15.1
Old : 100.0: 0.0 0.0 0.0 86.9 84.9 86.9 84.9: 13.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 15 18 15:
Old : 22: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 48.8 77.5 72.9 43.4 37.8 48.6 45.3
Old : 59.2 48.8 77.5 72.9 43.4 37.8 48.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 192,263: 0 1,143 0 186,338 183,941 186,338 185,084: 5,925 7,179
Old : 192,263: 0 1,143 0 186,338 183,941 186,338 185,084: 5,925 7,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -15,803: -217 -248 0 -14,858 -15,767 -15,075 -16,015: -728 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 96.9 95.7 96.9 96.3: 3.1 3.7
Old : 100.0: 0.0 0.6 0.0 96.9 95.7 96.9 96.3: 3.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 2 0 24 29 24 31:
Old : 41: 0 2 0 24 29 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 46.2 82.0 66.9 53.0 36.9 71.7 52.2
Old : 56.3 46.2 82.0 66.9 53.0 36.9 71.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 186,442: 0 416 0 175,262 180,629 175,262 181,045: 11,180 5,397
Old : 186,442: 0 416 0 175,262 180,629 175,262 181,045: 11,180 5,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -5,871: 0 -679 0 -11,371 -5,979 -11,371 -6,658: 5,500 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 94.0 96.9 94.0 97.1: 6.0 2.9
Old : 100.0: 0.0 0.2 0.0 94.0 96.9 94.0 97.1: 6.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 20 19 20 20:
Old : 26: 0 1 0 20 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 79.0 69.0 91.6 44.3 77.6 62.1 83.5
Old : 46.5 79.0 69.0 91.6 44.3 77.6 62.1 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 91,372: 0 0 0 82,217 88,469 82,217 88,469: 9,155 2,903
Old : 91,372: 0 0 0 82,217 88,469 82,217 88,469: 9,155 2,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,872: 0 0 0 -405 3,992 -405 3,992: 3,277 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.0 96.8 90.0 96.8: 10.0 3.2
Old : 100.0: 0.0 0.0 0.0 90.0 96.8 90.0 96.8: 10.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 16 18 16 18:
Old : 22: 0 0 0 16 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 72.3 80.0 90.7 59.4 72.3 76.5 89.8
Old : 61.0 72.3 80.0 90.7 59.4 72.3 76.5 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,943: 1,773 0 450 21,244 24,043 23,467 24,493: 2,476 1,450
Old : 25,943: 1,773 0 450 21,244 24,043 23,467 24,493: 2,476 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -6,904: -2,034 -450 186 -4,753 -5,251 -6,601 -5,515: -303 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 1.7 81.9 92.7 90.5 94.4: 9.5 5.6
Old : 100.0: 6.8 0.0 1.7 81.9 92.7 90.5 94.4: 9.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 2 13 15 16 17:
Old : 25: 3 0 2 13 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 55.0 72.8 78.0 38.3 51.7 63.4 71.1
Old : 42.7 55.0 72.8 78.0 38.3 51.7 63.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 218,827: 4,334 0 0 206,182 199,379 210,516 199,379: 8,311 19,448
Old : 218,827: 4,334 0 0 206,182 199,379 210,516 199,379: 8,311 19,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,945: -1,189 0 0 -3,791 -4,478 -4,980 -4,478: 35 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 94.2 91.1 96.2 91.1: 3.8 8.9
Old : 100.0: 2.0 0.0 0.0 94.2 91.1 96.2 91.1: 3.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 0 11 18 14 18:
Old : 25: 3 0 0 11 18 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 56.1 93.9 79.6 82.1 54.6 91.5 76.8
Old : 82.9 56.1 93.9 79.6 82.1 54.6 91.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 162,603: 5,290 0 897 148,124 157,154 154,311 158,051: 8,292 4,552
Old : 162,603: 5,290 0 897 148,124 157,154 154,311 158,051: 8,292 4,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,806: -419 -1,452 134 -3,157 -557 -3,442 -1,875: -364 -1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.6 91.1 96.6 94.9 97.2: 5.1 2.8
Old : 100.0: 3.3 0.0 0.6 91.1 96.6 94.9 97.2: 5.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 0 1 31 30 35 31:
Old : 45: 4 0 1 31 30 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 48.2 69.9 67.2 51.4 42.9 63.4 60.8
Old : 56.2 48.2 69.9 67.2 51.4 42.9 63.4 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,616: 472 0 0 45,439 45,202 45,911 45,202: 2,705 3,414
Old : 48,616: 472 0 0 45,439 45,202 45,911 45,202: 2,705 3,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -9,331: -713 0 -124 -8,092 -7,021 -8,929 -7,145: -402 -2,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 93.5 93.0 94.4 93.0: 5.6 7.0
Old : 100.0: 1.0 0.0 0.0 93.5 93.0 94.4 93.0: 5.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 11 13 12 13:
Old : 22: 1 0 0 11 13 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 77.5 91.0 86.8 74.9 75.0 81.5 81.6
Old : 82.4 77.5 91.0 86.8 74.9 75.0 81.5 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 230,278: 2,678 3,256 0 223,274 219,502 225,952 222,758: 4,326 7,520
Old : 230,278: 2,678 3,256 0 223,274 219,502 225,952 222,758: 4,326 7,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -15,419: -527 -1,119 0 -8,638 -11,682 -9,165 -12,801: -6,254 -2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.4 0.0 97.0 95.3 98.1 96.7: 1.9 3.3
Old : 100.0: 1.2 1.4 0.0 97.0 95.3 98.1 96.7: 1.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 0 32 35 34 37:
Old : 48: 2 2 0 32 35 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 50.5 73.1 67.5 48.3 50.1 70.5 66.1
Old : 49.6 50.5 73.1 67.5 48.3 50.1 70.5 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 112,670: 0 0 0 109,874 109,134 109,874 109,134: 2,796 3,536
Old : 112,670: 0 0 0 109,874 109,134 109,874 109,134: 2,796 3,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -6,814: 0 0 0 -5,794 -4,969 -5,794 -4,969: -1,020 -1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.5 96.9 97.5 96.9: 2.5 3.1
Old : 100.0: 0.0 0.0 0.0 97.5 96.9 97.5 96.9: 2.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 24 23 24 23:
Old : 31: 0 0 0 24 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 62.5 67.0 78.0 41.2 46.4 58.3 61.8
Old : 41.8 62.5 67.0 78.0 41.2 46.4 58.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 112,335: 0 0 0 104,298 109,801 104,298 109,801: 8,037 2,534
Old : 112,335: 0 0 0 104,298 109,801 104,298 109,801: 8,037 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -8,759: 0 0 0 -7,640 -6,948 -7,640 -6,948: -1,119 -1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.8 97.7 92.8 97.7: 7.2 2.3
Old : 100.0: 0.0 0.0 0.0 92.8 97.7 92.8 97.7: 7.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 13 18 13 18:
Old : 25: 0 0 0 13 18 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 69.5 88.9 88.2 68.5 60.8 77.4 76.8
Old : 74.7 69.5 88.9 88.2 68.5 60.8 77.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 28,805: 0 0 0 26,165 26,812 26,165 26,812: 2,640 1,993
Old : 28,805: 0 0 0 26,165 26,812 26,165 26,812: 2,640 1,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -11,177: -248 0 0 -10,297 -9,813 -10,545 -9,813: -632 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.8 93.1 90.8 93.1: 9.2 6.9
Old : 100.0: 0.0 0.0 0.0 90.8 93.1 90.8 93.1: 9.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 10 16 10 16:
Old : 24: 0 0 0 10 16 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 52.2 89.0 76.2 60.7 52.2 80.1 74.3
Old : 67.2 52.2 89.0 76.2 60.7 52.2 80.1 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 331,383: 426 0 0 318,715 324,075 319,141 324,075: 12,242 7,308
Old : 331,383: 426 0 0 318,715 324,075 319,141 324,075: 12,242 7,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -16,560: 0 -2,027 -112 -15,632 -14,860 -15,744 -16,999: -816 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 96.2 97.8 96.3 97.8: 3.7 2.2
Old : 100.0: 0.1 0.0 0.0 96.2 97.8 96.3 97.8: 3.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 0 29 22 30 22:
Old : 37: 1 0 0 29 22 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 69.6 73.5 90.3 58.5 68.4 71.4 88.8
Old : 59.9 69.6 73.5 90.3 58.5 68.4 71.4 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 95,964: 0 0 0 88,034 93,988 88,034 93,988: 7,930 1,976
Old : 95,964: 0 0 0 88,034 93,988 88,034 93,988: 7,930 1,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -7,029: 0 0 0 -6,422 -6,843 -6,422 -6,843: -607 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 97.9 91.7 97.9: 8.3 2.1
Old : 100.0: 0.0 0.0 0.0 91.7 97.9 91.7 97.9: 8.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 13 14 13:
Old : 21: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 64.5 75.1 93.5 49.4 63.8 74.1 86.5
Old : 49.4 64.5 75.1 93.5 49.4 63.8 74.1 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 178,587: 0 0 0 172,733 175,907 172,733 175,907: 5,854 2,680
Old : 178,587: 0 0 0 172,733 175,907 172,733 175,907: 5,854 2,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,469: 0 -580 0 -2,208 1,634 -2,208 1,054: -1,261 -4,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 98.5 96.7 98.5: 3.3 1.5
Old : 100.0: 0.0 0.0 0.0 96.7 98.5 96.7 98.5: 3.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 18 26 18 26:
Old : 31: 0 0 0 18 26 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 54.4 87.3 73.0 71.7 53.7 82.2 71.6
Old : 73.1 54.4 87.3 73.0 71.7 53.7 82.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 33,834: 4,989 1,392 1,873 26,967 30,569 33,829 33,834: 5 0
Old : 33,834: 4,989 1,392 1,873 26,967 30,569 33,829 33,834: 5 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 538: 1,266 125 193 -906 220 553 538: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 4.1 5.5 79.7 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 14.7 4.1 5.5 79.7 90.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 7 6 22 24 32 33:
Old : 40: 6 7 6 22 24 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 54.7 62.6 73.8 32.9 46.6 48.6 55.9
Old : 38.8 54.7 62.6 73.8 32.9 46.6 48.6 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MWh for about 368 Hours) :
: : :
All : 32,658: 3,280 1,035 2,125 27,252 29,498 32,657 32,658: 1 0
Old : 32,658: 3,280 1,035 2,125 27,252 29,498 32,657 32,658: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,791: 375 -600 375 1,040 2,016 1,790 1,791: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 3.2 6.5 83.4 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 3.2 6.5 83.4 90.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 5 7 20 18 28 26:
Old : 34: 4 5 7 20 18 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 65.6 71.1 83.7 49.4 55.6 64.2 71.1
Old : 50.5 65.6 71.1 83.7 49.4 55.6 64.2 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1Megawatt for 368 Hours) :
: : :
All : 131,307: 22,233 4,497 1,908 106,410 124,582 130,551 130,987: 756 320
Old : 131,307: 22,233 4,497 1,908 106,410 124,582 130,551 130,987: 756 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,485: -763 -77 -540 -3,280 -3,718 -4,583 -4,335: 98 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.4 1.5 81.0 94.9 99.4 99.8: 0.6 0.2
Old : 100.0: 16.9 3.4 1.5 81.0 94.9 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 13 9 9 33 38 49 53:
Old : 62: 13 9 9 33 38 49 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 39.0 63.8 58.9 35.6 27.0 44.8 41.1
Old : 47.4 39.0 63.8 58.9 35.6 27.0 44.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 57,347: 5,679 758 2,196 49,472 54,333 57,347 57,287: 0 60
Old : 57,347: 5,679 758 2,196 49,472 54,333 57,347 57,287: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,091: 418 31 126 -3,635 -3,263 -3,091 -3,106: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.3 3.8 86.3 94.7 100.0 99.9: 0.0 0.1
Old : 100.0: 9.9 1.3 3.8 86.3 94.7 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 4 7 25 24 36 33:
Old : 42: 9 4 7 25 24 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 75.7 81.5 90.4 61.4 60.9 71.1 72.1
Old : 62.8 75.7 81.5 90.4 61.4 60.9 71.1 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 32,210: 375 2,084 200 31,635 29,926 32,210 32,210: 0 0
Old : 32,210: 375 2,084 200 31,635 29,926 32,210 32,210: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,552: 0 -75 50 -1,602 -1,527 -1,552 -1,552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 6.5 0.6 98.2 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 6.5 0.6 98.2 92.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 5 3 14 12 18 17:
Old : 24: 1 5 3 14 12 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 83.4 95.7 93.7 75.3 70.5 81.0 78.6
Old : 80.5 83.4 95.7 93.7 75.3 70.5 81.0 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 49,278: 14,104 5,688 1,038 33,804 42,155 48,946 48,881: 332 397
Old : 49,278: 14,104 5,688 1,038 33,804 42,155 48,946 48,881: 332 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,203: -416 334 -309 -458 -1,037 -1,183 -1,012: -20 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.5 2.1 68.6 85.5 99.3 99.2: 0.7 0.8
Old : 100.0: 28.6 11.5 2.1 68.6 85.5 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 2 3 22 24 27 28:
Old : 34: 4 2 3 22 24 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 66.1 71.6 81.3 47.2 58.9 63.5 70.0
Old : 50.1 66.1 71.6 81.3 47.2 58.9 63.5 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 63,256: 18,729 5,532 1,619 41,968 55,778 62,316 62,929: 940 327
Old : 63,256: 18,729 5,532 1,619 41,968 55,778 62,316 62,929: 940 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,441: -1,079 499 -339 -1,194 -2,396 -2,612 -2,236: 171 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 8.7 2.6 66.3 88.2 98.5 99.5: 1.5 0.5
Old : 100.0: 29.6 8.7 2.6 66.3 88.2 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 5 3 23 25 29 32:
Old : 39: 5 5 3 23 25 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 61.7 74.6 81.1 56.6 54.8 69.7 67.4
Old : 57.4 61.7 74.6 81.1 56.6 54.8 69.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,541: 1,264 511 1,704 58,087 59,326 61,055 61,541: 486 0
Old : 61,541: 1,264 511 1,704 58,087 59,326 61,055 61,541: 486 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,070: -180 -212 -120 -3,678 -3,253 -3,978 -3,585: -92 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.8 2.8 94.4 96.4 99.2 100.0: 0.8 0.0
Old : 100.0: 2.1 0.8 2.8 94.4 96.4 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 3 26 27 29 32:
Old : 41: 2 3 3 26 27 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 64.0 68.6 83.1 41.5 63.8 60.5 76.9
Old : 43.7 64.0 68.6 83.1 41.5 63.8 60.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 82,282: 1,225 727 2,151 78,390 79,334 81,766 82,212: 516 70
Old : 82,282: 1,225 727 2,151 78,390 79,334 81,766 82,212: 516 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,903: -344 -230 -35 -3,259 -3,133 -3,638 -3,398: -265 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.9 2.6 95.3 96.4 99.4 99.9: 0.6 0.1
Old : 100.0: 1.5 0.9 2.6 95.3 96.4 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 3 3 28 22 32 27:
Old : 42: 3 3 3 28 22 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 67.7 65.4 83.5 41.2 67.5 61.8 80.9
Old : 42.0 67.7 65.4 83.5 41.2 67.5 61.8 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,970: 0 0 0 33,723 33,076 33,723 33,076: 247 894
Old : 33,970: 0 0 0 33,723 33,076 33,723 33,076: 247 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,540: -75 -195 0 -2,695 -2,540 -2,770 -2,735: 230 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 97.4 99.3 97.4: 0.7 2.6
Old : 100.0: 0.0 0.0 0.0 99.3 97.4 99.3 97.4: 0.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 16 15 16 15:
Old : 22: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 76.9 89.6 91.3 68.6 72.6 80.7 80.7
Old : 75.3 76.9 89.6 91.3 68.6 72.6 80.7 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 27,962: 1,560 700 0 26,051 27,221 27,611 27,921: 351 41
Old : 27,962: 1,560 700 0 26,051 27,221 27,611 27,921: 351 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -895: 0 -50 0 -895 -813 -895 -863: 0 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.5 0.0 93.2 97.3 98.7 99.9: 1.3 0.1
Old : 100.0: 5.6 2.5 0.0 93.2 97.3 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 0 18 18 20 20:
Old : 24: 2 2 0 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 62.1 80.1 86.2 37.7 44.8 52.6 54.9
Old : 59.0 62.1 80.1 86.2 37.7 44.8 52.6 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 100,460: 10,994 2,892 2,629 86,371 94,825 99,993 100,345: 467 115
Old : 100,460: 10,994 2,892 2,629 86,371 94,825 99,993 100,345: 467 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,456: -144 -425 60 -1,367 -1,075 -1,450 -1,439: -6 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.9 2.6 86.0 94.4 99.5 99.9: 0.5 0.1
Old : 100.0: 10.9 2.9 2.6 86.0 94.4 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 13 11 12 42 37 60 55:
Old : 69: 13 11 12 42 37 60 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 40.5 58.1 67.4 28.7 31.4 40.3 47.5
Old : 40.8 40.5 58.1 67.4 28.7 31.4 40.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,111: 75 0 0 17,004 17,571 17,079 17,571: 1,032 540
Old : 18,111: 75 0 0 17,004 17,571 17,079 17,571: 1,032 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 636: 25 -25 0 611 661 636 636: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 93.9 97.0 94.3 97.0: 5.7 3.0
Old : 100.0: 0.4 0.0 0.0 93.9 97.0 94.3 97.0: 5.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 11 13 13 13:
Old : 20: 2 0 0 11 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 73.7 88.6 91.9 63.6 73.7 80.1 84.1
Old : 70.8 73.7 88.6 91.9 63.6 73.7 80.1 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,090: 3,518 1,600 250 55,680 57,568 59,448 59,418: 642 672
Old : 60,090: 3,518 1,600 250 55,680 57,568 59,448 59,418: 642 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,622: -510 75 -100 -3,362 -3,586 -3,972 -3,611: 350 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.7 0.4 92.7 95.8 98.9 98.9: 1.1 1.1
Old : 100.0: 5.9 2.7 0.4 92.7 95.8 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 2 21 20 26 23:
Old : 30: 4 2 2 21 20 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 51.8 74.8 78.8 50.3 43.0 64.0 62.3
Old : 55.9 51.8 74.8 78.8 50.3 43.0 64.0 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,745: 100 0 0 38,611 37,949 38,711 37,949: 34 796
Old : 38,745: 100 0 0 38,611 37,949 38,711 37,949: 34 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,655: -125 -135 0 -1,520 -1,600 -1,645 -1,735: -10 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 97.9 99.9 97.9: 0.1 2.1
Old : 100.0: 0.3 0.0 0.0 99.7 97.9 99.9 97.9: 0.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 22 19 23 19:
Old : 28: 1 0 0 22 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 72.2 82.8 89.8 54.9 65.6 67.0 70.5
Old : 62.9 72.2 82.8 89.8 54.9 65.6 67.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 40,568: 267 1,791 0 39,905 38,726 40,172 40,517: 396 51
Old : 40,568: 267 1,791 0 39,905 38,726 40,172 40,517: 396 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,110: -60 -119 -20 -1,008 -1,001 -1,088 -1,140: -22 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.4 0.0 98.4 95.5 99.0 99.9: 1.0 0.1
Old : 100.0: 0.7 4.4 0.0 98.4 95.5 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 7 0 21 21 22 28:
Old : 32: 1 7 0 21 21 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 69.2 82.2 85.2 47.4 61.5 64.1 68.4
Old : 58.7 69.2 82.2 85.2 47.4 61.5 64.1 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,948: 2,131 0 60 50,934 53,648 53,125 53,708: 823 240
Old : 53,948: 2,131 0 60 50,934 53,648 53,125 53,708: 823 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,799: -36 0 -25 -3,433 -3,744 -3,494 -3,769: -305 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.1 94.4 99.4 98.5 99.6: 1.5 0.4
Old : 100.0: 4.0 0.0 0.1 94.4 99.4 98.5 99.6: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 1 21 16 24 17:
Old : 28: 3 0 1 21 16 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 92.6 77.4 97.9 52.3 89.8 74.3 90.7
Old : 53.7 92.6 77.4 97.9 52.3 89.8 74.3 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,331: 2,415 0 240 55,116 57,901 57,771 58,141: 560 190
Old : 58,331: 2,415 0 240 55,116 57,901 57,771 58,141: 560 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,449: -63 -135 -21 -3,090 -3,298 -3,174 -3,454: -275 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.4 94.5 99.3 99.0 99.7: 1.0 0.3
Old : 100.0: 4.1 0.0 0.4 94.5 99.3 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 0 1 24 17 28 18:
Old : 32: 4 0 1 24 17 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 87.5 73.5 94.8 45.4 84.3 69.6 88.2
Old : 48.6 87.5 73.5 94.8 45.4 84.3 69.6 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 368 Hours) :
: : :
All : 86,490: 3,111 0 1,833 81,190 84,349 86,134 86,182: 356 308
Old : 86,490: 3,111 0 1,833 81,190 84,349 86,134 86,182: 356 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,591: 408 -762 -185 -4,002 -2,882 -3,779 -3,829: 188 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 2.1 93.9 97.5 99.6 99.6: 0.4 0.4
Old : 100.0: 3.6 0.0 2.1 93.9 97.5 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 0 3 23 23 27 26:
Old : 35: 4 0 3 23 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 61.1 74.6 88.1 56.0 59.7 71.2 83.5
Old : 57.5 61.1 74.6 88.1 56.0 59.7 71.2 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 103,593: 4,760 1,145 3,213 94,977 99,031 102,951 103,389: 642 204
Old : 103,593: 4,760 1,145 3,213 94,977 99,031 102,951 103,389: 642 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,000: 681 -277 -402 -4,458 -3,429 -4,178 -4,108: 178 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.1 3.1 91.7 95.6 99.4 99.8: 0.6 0.2
Old : 100.0: 4.6 1.1 3.1 91.7 95.6 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 8 8 10 26 30 38 44:
Old : 54: 8 8 10 26 30 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 52.1 71.0 77.7 53.8 52.1 67.3 73.1
Old : 55.3 52.1 71.0 77.7 53.8 52.1 67.3 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 55,979: 1,114 3,829 384 54,461 51,691 55,959 55,904: 20 75
Old : 55,979: 1,114 3,829 384 54,461 51,691 55,959 55,904: 20 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,052: 98 -856 213 -3,363 -2,439 -3,052 -3,082: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.8 0.7 97.3 92.3 100.0 99.9: 0.0 0.1
Old : 100.0: 2.0 6.8 0.7 97.3 92.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 4 19 13 24 19:
Old : 30: 4 3 4 19 13 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 85.7 91.0 93.4 78.8 83.0 86.0 88.3
Old : 81.1 85.7 91.0 93.4 78.8 83.0 86.0 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 44,145: 300 2,050 75 43,770 42,020 44,145 44,145: 0 0
Old : 44,145: 300 2,050 75 43,770 42,020 44,145 44,145: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,850: -75 300 75 -1,850 -2,225 -1,850 -1,850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.6 0.2 99.2 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 4.6 0.2 99.2 95.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 6 1 14 11 16 17:
Old : 27: 1 6 1 14 11 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 92.9 95.9 97.3 86.6 89.6 94.1 93.9
Old : 86.6 92.9 95.9 97.3 86.6 89.6 94.1 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 54,911: 442 2,040 132 54,132 52,739 54,706 54,911: 205 0
Old : 54,911: 442 2,040 132 54,132 52,739 54,706 54,911: 205 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -996: -181 54 -136 -774 -834 -1,091 -916: 95 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.7 0.2 98.6 96.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.8 3.7 0.2 98.6 96.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 2 24 21 26 25:
Old : 32: 1 3 2 24 21 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 75.3 77.9 88.4 45.1 56.1 57.3 60.8
Old : 54.0 75.3 77.9 88.4 45.1 56.1 57.3 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 63,234: 2,226 5,577 168 59,818 57,010 62,212 62,755: 1,022 479
Old : 63,234: 2,226 5,577 168 59,818 57,010 62,212 62,755: 1,022 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -193: 1,075 127 -163 -1,199 -343 -287 -379: 94 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.8 0.3 94.6 90.2 98.4 99.2: 1.6 0.8
Old : 100.0: 3.5 8.8 0.3 94.6 90.2 98.4 99.2: 1.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 5 3 22 21 28 28:
Old : 36: 5 5 3 22 21 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 76.3 78.5 87.6 58.5 65.8 72.1 74.4
Old : 58.6 76.3 78.5 87.6 58.5 65.8 72.1 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 24,355: 210 2,924 350 23,490 20,965 24,050 24,239: 305 116
Old : 24,355: 210 2,924 350 23,490 20,965 24,050 24,239: 305 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,051: 160 -363 186 -1,209 -586 -863 -763: -188 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 12.0 1.4 96.4 86.1 98.7 99.5: 1.3 0.5
Old : 100.0: 0.9 12.0 1.4 96.4 86.1 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 3 1 15 15 19 18:
Old : 26: 3 3 1 15 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 70.5 89.4 88.6 71.8 69.2 87.0 84.9
Old : 73.3 70.5 89.4 88.6 71.8 69.2 87.0 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 21,758: 50 1,285 0 21,323 20,435 21,373 21,720: 385 38
Old : 21,758: 50 1,285 0 21,323 20,435 21,373 21,720: 385 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,198: 0 -15 0 -990 -963 -990 -978: -208 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.9 0.0 98.0 93.9 98.2 99.8: 1.8 0.2
Old : 100.0: 0.2 5.9 0.0 98.0 93.9 98.2 99.8: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 0 16 13 17 15:
Old : 22: 1 2 0 16 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 78.5 90.1 93.9 70.7 76.6 88.4 90.4
Old : 72.4 78.5 90.1 93.9 70.7 76.6 88.4 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,683: 1,526 1,067 706 24,028 24,301 26,260 26,074: 423 609
Old : 26,683: 1,526 1,067 706 24,028 24,301 26,260 26,074: 423 609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,540: 62 -85 -107 -1,306 -1,336 -1,351 -1,528: -189 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.0 2.6 90.0 91.1 98.4 97.7: 1.6 2.3
Old : 100.0: 5.7 4.0 2.6 90.0 91.1 98.4 97.7: 1.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 3 16 18 21 22:
Old : 28: 2 4 3 16 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 66.4 82.4 84.8 62.4 66.4 78.7 77.9
Old : 64.5 66.4 82.4 84.8 62.4 66.4 78.7 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 16,584: 816 948 162 14,791 15,189 15,769 16,299: 815 285
Old : 16,584: 816 948 162 14,791 15,189 15,769 16,299: 815 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,378: 155 -121 -275 -1,327 -982 -1,447 -1,378: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.7 1.0 89.2 91.6 95.1 98.3: 4.9 1.7
Old : 100.0: 4.9 5.7 1.0 89.2 91.6 95.1 98.3: 4.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 14 10 17 13:
Old : 21: 2 2 2 14 10 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 86.9 80.8 96.1 63.2 86.1 80.3 93.8
Old : 63.2 86.9 80.8 96.1 63.2 86.1 80.3 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 51,531: 4,257 7,460 1,569 45,523 42,192 51,349 51,221: 182 310
Old : 51,531: 4,257 7,460 1,569 45,523 42,192 51,349 51,221: 182 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,055: -228 154 -19 -1,844 -2,403 -2,091 -2,268: 36 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.5 3.0 88.3 81.9 99.6 99.4: 0.4 0.6
Old : 100.0: 8.3 14.5 3.0 88.3 81.9 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 7 5 23 22 31 31:
Old : 40: 5 7 5 23 22 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 71.2 73.2 83.1 47.9 54.8 63.4 64.6
Old : 54.6 71.2 73.2 83.1 47.9 54.8 63.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 30,682: 1,135 3,506 1,305 27,899 25,616 30,339 30,427: 343 255
Old : 30,682: 1,135 3,506 1,305 27,899 25,616 30,339 30,427: 343 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,369: -75 55 68 -1,208 -1,407 -1,215 -1,284: -154 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 11.4 4.3 90.9 83.5 98.9 99.2: 1.1 0.8
Old : 100.0: 3.7 11.4 4.3 90.9 83.5 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 3 19 18 23 24:
Old : 31: 2 5 3 19 18 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 73.7 79.8 85.5 61.9 72.4 73.4 81.4
Old : 67.0 73.7 79.8 85.5 61.9 72.4 73.4 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,811: 1,748 142 100 14,948 16,542 16,796 16,784: 15 27
Old : 16,811: 1,748 142 100 14,948 16,542 16,796 16,784: 15 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 125: 75 0 0 50 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.8 0.6 88.9 98.4 99.9 99.8: 0.1 0.2
Old : 100.0: 10.4 0.8 0.6 88.9 98.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 1 17 15 20 18:
Old : 26: 3 2 1 17 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 86.1 89.8 94.5 70.6 82.6 87.7 89.9
Old : 71.7 86.1 89.8 94.5 70.6 82.6 87.7 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 21,641: 2,660 0 100 18,806 21,541 21,566 21,641: 75 0
Old : 21,641: 2,660 0 100 18,806 21,541 21,566 21,641: 75 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.0 0.5 86.9 99.5 99.7 100.0: 0.3 0.0
Old : 100.0: 12.3 0.0 0.5 86.9 99.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 1 15 11 20 12:
Old : 24: 5 0 1 15 11 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 93.5 89.8 98.4 69.6 92.0 89.6 95.7
Old : 69.8 93.5 89.8 98.4 69.6 92.0 89.6 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,086: 815 450 110 8,858 9,426 9,783 9,986: 303 100
Old : 10,086: 815 450 110 8,858 9,426 9,783 9,986: 303 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -543: 40 0 -105 -375 -223 -440 -328: -103 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.5 1.1 87.8 93.5 97.0 99.0: 3.0 1.0
Old : 100.0: 8.1 4.5 1.1 87.8 93.5 97.0 99.0: 3.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 2 14 13 17 17:
Old : 24: 3 2 2 14 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 59.8 79.2 87.5 42.8 56.7 65.2 77.9
Old : 54.3 59.8 79.2 87.5 42.8 56.7 65.2 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,419: 645 350 205 8,304 8,764 9,154 9,319: 265 100
Old : 9,419: 645 350 205 8,304 8,764 9,154 9,319: 265 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -447: 65 0 -105 -340 -117 -380 -222: -67 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.7 2.2 88.2 93.0 97.2 98.9: 2.8 1.1
Old : 100.0: 6.8 3.7 2.2 88.2 93.0 97.2 98.9: 2.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 1 14 12 17 15:
Old : 23: 3 2 1 14 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 66.9 78.4 89.1 42.8 62.9 61.9 74.8
Old : 54.6 66.9 78.4 89.1 42.8 62.9 61.9 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,944: 1,815 0 2,185 44,750 46,749 48,750 48,934: 194 10
Old : 48,944: 1,815 0 2,185 44,750 46,749 48,750 48,934: 194 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,311: 115 0 -265 -1,905 -1,911 -2,055 -2,176: -256 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 4.5 91.4 95.5 99.6 100.0: 0.4 0.0
Old : 100.0: 3.7 0.0 4.5 91.4 95.5 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 1 19 14 23 15:
Old : 29: 4 0 1 19 14 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 76.1 88.6 90.9 71.6 74.8 80.5 85.7
Old : 76.9 76.1 88.6 90.9 71.6 74.8 80.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,329: 1,845 0 2,160 45,120 47,137 49,125 49,297: 204 32
Old : 49,329: 1,845 0 2,160 45,120 47,137 49,125 49,297: 204 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,316: 65 0 -215 -1,440 -2,018 -1,590 -2,233: -726 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 4.4 91.5 95.6 99.6 99.9: 0.4 0.1
Old : 100.0: 3.7 0.0 4.4 91.5 95.6 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 0 1 18 13 24 14:
Old : 30: 6 0 1 18 13 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 75.2 86.9 91.1 70.3 74.0 79.8 85.5
Old : 75.0 75.2 86.9 91.1 70.3 74.0 79.8 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 110,579: 1,401 8,751 1,449 107,310 100,182 110,160 110,382: 419 197
Old : 110,579: 1,401 8,751 1,449 107,310 100,182 110,160 110,382: 419 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -5,811: -9 -506 -515 -5,171 -3,928 -5,695 -4,949: -116 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.9 1.3 97.0 90.6 99.6 99.8: 0.4 0.2
Old : 100.0: 1.3 7.9 1.3 97.0 90.6 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 7 6 37 33 45 43:
Old : 56: 5 7 6 37 33 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 50.8 72.5 71.7 50.6 49.2 66.2 65.8
Old : 52.6 50.8 72.5 71.7 50.6 49.2 66.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 116,814: 2,539 8,796 2,045 112,089 105,896 116,673 116,737: 141 77
Old : 116,814: 2,539 8,796 2,045 112,089 105,896 116,673 116,737: 141 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -8,202: 619 693 -1,291 -7,106 -6,684 -7,778 -7,282: -424 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 7.5 1.8 96.0 90.7 99.9 99.9: 0.1 0.1
Old : 100.0: 2.2 7.5 1.8 96.0 90.7 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 7 8 8 40 37 52 48:
Old : 63: 7 8 8 40 37 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 50.0 67.0 68.7 41.8 48.6 55.7 62.7
Old : 44.8 50.0 67.0 68.7 41.8 48.6 55.7 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 518,705: 39,110 18,561 50,731 428,503 448,898 518,345 518,190: 360 515
Old : 518,705: 39,110 18,561 50,731 428,503 448,898 518,345 518,190: 360 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,608: 244 -1,564 -797 -931 1,848 -1,485 -514: -123 -1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.6 9.8 82.6 86.5 99.9 99.9: 0.1 0.1
Old : 100.0: 7.5 3.6 9.8 82.6 86.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 29 20 31 50 51 90 92:
Old : 105: 29 20 31 50 51 90 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 37.6 60.4 60.6 13.8 18.5 20.0 23.1
Old : 38.7 37.6 60.4 60.6 13.8 18.5 20.0 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,605: 2,650 550 135 11,205 13,830 13,990 14,515: 615 90
Old : 14,605: 2,650 550 135 11,205 13,830 13,990 14,515: 615 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -615: -155 -50 40 -930 -195 -1,045 -205: 430 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 3.8 0.9 76.7 94.7 95.8 99.4: 4.2 0.6
Old : 100.0: 18.1 3.8 0.9 76.7 94.7 95.8 99.4: 4.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 15 14 18 16:
Old : 25: 2 1 2 15 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 79.8 81.7 92.9 54.4 72.4 73.2 81.0
Old : 55.7 79.8 81.7 92.9 54.4 72.4 73.2 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,076: 2,050 550 160 9,151 11,216 11,361 11,926: 715 150
Old : 12,076: 2,050 550 160 9,151 11,216 11,361 11,926: 715 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -730: -465 -50 65 -770 -335 -1,170 -320: 440 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 4.6 1.3 75.8 92.9 94.1 98.8: 5.9 1.2
Old : 100.0: 17.0 4.6 1.3 75.8 92.9 94.1 98.8: 5.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 13 13 16 15:
Old : 23: 2 1 2 13 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 76.7 83.4 92.4 54.9 67.2 72.6 77.6
Old : 55.2 76.7 83.4 92.4 54.9 67.2 72.6 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 352 Hours) :
: : :
All : 8,684: 860 0 45 7,759 8,609 8,664 8,654: 20 30
Old : 8,684: 860 0 45 7,759 8,609 8,664 8,654: 20 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -866: -65 0 45 -856 -911 -876 -866: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.5 89.3 99.1 99.8 99.7: 0.2 0.3
Old : 100.0: 9.9 0.0 0.5 89.3 99.1 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 0 1 21 20 26 21:
Old : 31: 5 0 1 21 20 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 69.1 79.7 81.8 41.2 48.6 54.7 59.7
Old : 56.9 69.1 79.7 81.8 41.2 48.6 54.7 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 6,707: 163 413 270 5,490 5,130 5,923 5,813: 784 894
Old : 6,707: 163 413 270 5,490 5,130 5,923 5,813: 784 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 359: -24 -22 70 325 373 371 421: -12 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.2 4.0 81.9 76.5 88.3 86.7: 11.7 13.3
Old : 100.0: 2.4 6.2 4.0 81.9 76.5 88.3 86.7: 11.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 5 26 27 31 33:
Old : 37: 2 4 5 26 27 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 25.8 53.5 44.0 28.8 22.8 40.5 35.0
Old : 36.3 25.8 53.5 44.0 28.8 22.8 40.5 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 30,968: 1,374 38 160 29,382 30,739 30,916 30,937: 52 31
Old : 30,968: 1,374 38 160 29,382 30,739 30,916 30,937: 52 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 752: 47 0 0 727 797 774 797: -22 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.1 0.5 94.9 99.3 99.8 99.9: 0.2 0.1
Old : 100.0: 4.4 0.1 0.5 94.9 99.3 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 1 1 41 36 45 37:
Old : 50: 3 1 1 41 36 45 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 61.5 58.8 74.6 34.5 57.2 53.6 67.9
Old : 35.8 61.5 58.8 74.6 34.5 57.2 53.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 20,121: 1,071 0 15 18,979 19,892 20,065 19,907: 56 214
Old : 20,121: 1,071 0 15 18,979 19,892 20,065 19,907: 56 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 822: -20 0 0 831 971 811 971: 11 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.1 94.3 98.9 99.7 98.9: 0.3 1.1
Old : 100.0: 5.3 0.0 0.1 94.3 98.9 99.7 98.9: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 1 22 23 25 24:
Old : 29: 3 0 1 22 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 58.8 84.8 77.4 49.7 39.1 57.9 50.9
Old : 72.9 58.8 84.8 77.4 49.7 39.1 57.9 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 13,340: 283 87 368 12,428 12,191 13,079 12,646: 261 694
Old : 13,340: 283 87 368 12,428 12,191 13,079 12,646: 261 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,200: 114 7 -8 2,009 2,106 2,115 2,105: 85 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.7 2.8 93.2 91.4 98.0 94.8: 2.0 5.2
Old : 100.0: 2.1 0.7 2.8 93.2 91.4 98.0 94.8: 2.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 1 2 42 36 47 38:
Old : 55: 4 1 2 42 36 47 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 39.9 51.6 58.5 29.7 29.5 41.2 43.7
Old : 31.9 39.9 51.6 58.5 29.7 29.5 41.2 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 6,627: 15 200 75 6,252 6,122 6,342 6,397: 285 230
Old : 6,627: 15 200 75 6,252 6,122 6,342 6,397: 285 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 329: 0 0 0 329 329 329 329: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.0 1.1 94.3 92.4 95.7 96.5: 4.3 3.5
Old : 100.0: 0.2 3.0 1.1 94.3 92.4 95.7 96.5: 4.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 12 18 14 21:
Old : 22: 1 2 2 12 18 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 44.4 90.8 71.1 49.3 29.1 49.8 41.6
Old : 79.5 44.4 90.8 71.1 49.3 29.1 49.8 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 24,510: 700 1,086 159 23,643 23,255 24,502 24,500: 8 10
Old : 24,510: 700 1,086 159 23,643 23,255 24,502 24,500: 8 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,112: 700 75 0 412 1,037 1,112 1,112: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.4 0.6 96.5 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 4.4 0.6 96.5 94.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 3 1 29 39 32 42:
Old : 55: 2 3 1 29 39 32 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 37.7 76.1 56.2 50.1 35.5 64.0 50.1
Old : 60.8 37.7 76.1 56.2 50.1 35.5 64.0 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 56,369: 7,328 1,119 2,033 46,503 52,903 55,864 56,055: 505 314
Old : 56,369: 7,328 1,119 2,033 46,503 52,903 55,864 56,055: 505 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,225: -998 0 882 2,086 1,268 1,970 2,150: 255 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 2.0 3.6 82.5 93.9 99.1 99.4: 0.9 0.6
Old : 100.0: 13.0 2.0 3.6 82.5 93.9 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 9 8 12 70 63 88 76:
Old : 99: 9 8 12 70 63 88 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 35.0 41.9 49.6 19.2 29.0 34.7 41.0
Old : 23.7 35.0 41.9 49.6 19.2 29.0 34.7 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Metric Tonnes :
: : :
All : 2,516: 71 69 47 1,699 2,093 1,817 2,209: 699 307
Old : 2,516: 71 69 47 1,699 2,093 1,817 2,209: 699 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 315: -58 69 47 307 493 296 609: 19 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.7 1.9 67.5 83.2 72.2 87.8: 27.8 12.2
Old : 100.0: 2.8 2.7 1.9 67.5 83.2 72.2 87.8: 27.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 18 24 20 26:
Old : 26: 1 1 2 18 24 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 41.8 52.1 56.8 32.2 40.1 42.1 51.8
Old : 38.2 41.8 52.1 56.8 32.2 40.1 42.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 15,084: 0 0 0 15,084 15,084 15,084 15,084: 0 0
Old : 15,084: 0 0 0 15,084 15,084 15,084 15,084: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -90: 0 -180 0 -90 110 -90 -70: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 17 14 17 14:
Old : 24: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 72.3 92.5 93.4 66.2 66.3 79.7 82.0
Old : 68.5 72.3 92.5 93.4 66.2 66.3 79.7 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 45,837: 0 0 0 44,232 44,230 44,232 44,230: 1,605 1,607
Old : 45,837: 0 0 0 44,232 44,230 44,232 44,230: 1,605 1,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 835: 0 0 0 780 835 780 835: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 96.5 96.5 96.5: 3.5 3.5
Old : 100.0: 0.0 0.0 0.0 96.5 96.5 96.5 96.5: 3.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 26 29 26 29:
Old : 37: 0 0 0 26 29 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 52.8 70.8 76.4 42.9 48.2 62.0 70.4
Old : 46.6 52.8 70.8 76.4 42.9 48.2 62.0 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 20,712: 0 0 0 20,676 20,642 20,676 20,642: 36 70
Old : 20,712: 0 0 0 20,676 20,642 20,676 20,642: 36 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,605: 0 0 0 1,605 1,605 1,605 1,605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.7 99.8 99.7: 0.2 0.3
Old : 100.0: 0.0 0.0 0.0 99.8 99.7 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 16 16 16 16:
Old : 27: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 71.3 89.7 90.7 69.5 70.9 86.6 88.4
Old : 69.5 71.3 89.7 90.7 69.5 70.9 86.6 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2021