CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,446
COMMITMENTS
4,656 16,323 531 38,165 26,517 43,352 43,371 94 75
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,402)
157 163 291 942 948 1,390 1,402 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 37.6 1.2 87.8 61.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 4 18 18 27 27
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,689
COMMITMENTS
42,246 18,772 5,016 100,427 123,901 147,689 147,689 0 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 400)
100 100 500 -200 -200 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 12.7 3.4 68.0 83.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 7 4 16 16 23 27
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 173,639
COMMITMENTS
23,145 28,719 6,272 144,212 138,648 173,629 173,639 10 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 12,680)
2,645 500 1,855 8,180 10,325 12,680 12,680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.5 3.6 83.1 79.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 6 20 12 29 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 116,921
COMMITMENTS
50,234 32,374 6,752 59,042 77,601 116,028 116,728 892 193
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 4,932)
563 778 2,216 1,929 1,873 4,708 4,867 224 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 27.7 5.8 50.5 66.4 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 9 11 25 21 58 37
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,290
COMMITMENTS
5,104 2,980 1,686 24,444 26,624 31,234 31,290 56 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -211)
225 -4 -250 -206 44 -231 -210 20 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 9.5 5.4 78.1 85.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 2 1 14 11 21 14
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,120
COMMITMENTS
845 15,897 665 20,610 5,146 22,120 21,708 0 412
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,029)
770 -467 15 244 1,069 1,029 617 0 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 71.9 3.0 93.2 23.3 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 1 11 4 16 9
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 17,173
COMMITMENTS
2,015 3,260 225 14,933 13,688 17,173 17,173 0 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 19.0 1.3 87.0 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 7 3 11 10 15 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 21,432
COMMITMENTS
2,745 7,170 540 18,122 13,722 21,407 21,432 25 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 383)
360 50 100 -77 233 383 383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 33.5 2.5 84.6 64.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 2 11 11 13 20
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 13,664
COMMITMENTS
6,765 390 0 6,899 13,274 13,664 13,664 0 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 875)
100 0 0 775 875 875 875 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 2.9 0.0 50.5 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 10 8 14 11
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 49,621
COMMITMENTS
20,716 14,320 4,851 24,054 30,450 49,621 49,621 0 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,300)
549 -751 851 -100 1,200 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 28.9 9.8 48.5 61.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 4 16 13 23 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,681
COMMITMENTS
7,865 60 32 24,881 33,587 32,778 33,680 902 1
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 29)
-18 60 -26 -14 -4 -58 29 87 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.2 0.1 73.9 99.7 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 1 2 13 10 21 13
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,053
COMMITMENTS
120 351 5 7,823 7,687 7,948 8,043 105 10
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 53)
0 184 -25 12 -116 -13 43 66 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.4 0.1 97.1 95.5 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 15 17 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,088
COMMITMENTS
6,216 721 357 18,390 23,912 24,963 24,990 125 98
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,760)
458 196 130 2,115 2,358 2,703 2,684 57 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 2.9 1.4 73.3 95.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 3 29 34 34 37
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 17,524
COMMITMENTS
125 4,977 54 16,555 12,493 16,734 17,524 790 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,940)
0 550 54 2,843 2,340 2,897 2,944 43 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 28.4 0.3 94.5 71.3 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 21 18 24 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,672
COMMITMENTS
0 411 439 4,080 3,676 4,519 4,526 153 146
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 653)
0 28 0 653 625 653 653 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 9.4 87.3 78.7 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 2 13 11 15 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,245,898
COMMITMENTS
1074495 22,584 420,758 4710077 5781747 6205330 6225089 40,568 20,809
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 17,923)
72,224 -306 -45,636 -3,297 63,678 23,291 17,736 -5,368 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.4 6.7 75.4 92.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
60 14 51 153 128 223 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,447,302
COMMITMENTS
47,259 23,937 513,820 883,604 907,407 1444683 1445165 2,619 2,138
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 55,239)
4,636 7,650 42,466 8,861 5,640 55,964 55,756 -725 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.7 35.5 61.1 62.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 12 26 52 49 80 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 195,021
COMMITMENTS
1,376 961 124 172,969 189,652 174,469 190,737 20,552 4,284
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -10,578)
92 -1,005 0 -9,240 -5,148 -9,148 -6,153 -1,430 -4,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.1 88.7 97.2 89.5 97.8 10.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 24 19 25 23
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,872
COMMITMENTS
237 2,750 155 129,130 121,076 129,522 123,981 7,350 12,891
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,575)
-1,526 1,094 -455 -6,766 -8,075 -8,747 -7,436 172 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 0.1 94.3 88.5 94.6 90.6 5.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 21 23 22 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,548
COMMITMENTS
5,958 3,689 1,203 254,057 257,003 261,218 261,895 9,330 8,653
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -19,587)
-1,661 644 -1,556 -13,117 -13,932 -16,334 -14,844 -3,253 -4,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.4 0.4 93.9 95.0 96.6 96.8 3.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 5 2 27 36 35 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,049,175
COMMITMENTS
3,345 7,085 1,462 1034856 1037438 1039663 1045985 9,512 3,190
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,829)
1,602 -151 335 13,530 16,359 15,467 16,543 362 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.1 98.6 98.9 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 3 3 41 26 48 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,636
COMMITMENTS
6,581 4,850 309 336,883 337,780 343,773 342,939 15,863 16,697
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -22,121)
-5,644 -609 -183 -14,671 -23,482 -20,498 -24,274 -1,623 2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.3 0.1 93.7 93.9 95.6 95.4 4.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 2 39 32 42 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 595,279
COMMITMENTS
4,755 1,726 1,147 583,506 590,099 589,408 592,972 5,871 2,307
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -26,413)
-88 1,726 118 -23,593 -24,504 -23,563 -22,660 -2,850 -3,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.2 98.0 99.1 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 1 2 38 40 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 463,937
COMMITMENTS
2,441 1,176 0 453,527 448,441 455,968 449,617 7,969 14,320
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -19,732)
2,441 0 0 -21,332 -16,927 -18,891 -16,927 -841 -2,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.0 97.8 96.7 98.3 96.9 1.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 0 31 32 32 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,588
COMMITMENTS
0 0 0 84,587 85,548 84,587 85,548 5,001 4,040
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,439)
0 0 0 -7,133 -8,100 -7,133 -8,100 -1,306 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 95.5 94.4 95.5 5.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 19 14 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,166
COMMITMENTS
0 0 0 19,608 19,750 19,608 19,750 558 416
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,214)
-1,364 0 0 -2,974 -4,351 -4,338 -4,351 124 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.9 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 16 19 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 333,662
COMMITMENTS
2,015 1,196 1,394 319,563 327,778 322,972 330,368 10,690 3,294
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -17,627)
-165 -1,861 156 -13,535 -15,208 -13,544 -16,913 -4,083 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.4 95.8 98.2 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 26 29 28 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,917
COMMITMENTS
0 0 0 163,601 166,590 163,601 166,590 10,316 7,327
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,048)
0 -341 0 -7,938 -8,131 -7,938 -8,472 -110 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 95.8 94.1 95.8 5.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 20 20 20 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,687
COMMITMENTS
0 6,479 0 244,485 238,078 244,485 244,557 3,202 3,130
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -12,312)
0 -1,345 0 -10,935 -10,465 -10,935 -11,810 -1,377 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 98.7 96.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 21 17 21 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,980
COMMITMENTS
3,120 0 0 19,794 23,254 22,914 23,254 1,066 726
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -10,290)
-2,334 0 0 -6,683 -9,776 -9,017 -9,776 -1,273 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 82.5 97.0 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 14 18 18 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 600,315
COMMITMENTS
8,739 10,754 5,118 578,669 579,445 592,526 595,317 7,789 4,998
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -21,284)
-468 -296 -689 -16,937 -20,175 -18,094 -21,160 -3,190 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.8 0.9 96.4 96.5 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
3 9 5 54 41 61 51
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,848
COMMITMENTS
449 1,725 549 203,554 205,128 204,552 207,402 4,296 1,446
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -9,111)
-1,751 1,725 -32 -2,648 -9,374 -4,431 -7,681 -4,680 -1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.3 97.5 98.2 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 20 19 22 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,166
COMMITMENTS
1,176 1,160 0 150,065 155,650 151,241 156,810 7,925 2,356
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -39,600)
-9,176 -2,517 0 -28,064 -34,263 -37,240 -36,780 -2,360 -2,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 94.3 97.8 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 21 19 22 21
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,198
COMMITMENTS
10,569 4,601 0 152,990 158,791 163,559 163,392 639 806
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -45,273)
-10,047 -3,044 -248 -31,447 -38,075 -41,742 -41,367 -3,531 -3,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.8 0.0 93.2 96.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 5 0 40 33 45 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,310
COMMITMENTS
1,705 0 0 101,134 104,535 102,839 104,535 2,471 775
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -15,736)
-2,201 0 -155 -14,437 -14,713 -16,793 -14,868 1,057 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 96.0 99.3 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 0 21 25 24 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 17,294
COMMITMENTS
0 0 0 16,109 15,836 16,109 15,836 1,185 1,458
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -5,704)
0 0 0 -5,909 -5,115 -5,909 -5,115 205 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.1 91.6 93.1 91.6 6.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 10 12 10 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,341
COMMITMENTS
7,328 433 1,036 214,030 223,633 222,394 225,102 5,947 3,239
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -12,590)
-345 -1,459 98 -12,647 -9,710 -12,894 -11,071 304 -1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.2 0.5 93.7 97.9 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 2 34 38 38 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,954
COMMITMENTS
0 0 0 120,408 120,290 120,408 120,290 546 664
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -11,526)
0 0 0 -11,402 -10,773 -11,402 -10,773 -124 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 12 17 12 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,687
COMMITMENTS
0 0 0 74,467 72,744 74,467 72,744 11,220 12,943
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,471)
0 -394 0 -4,027 -4,212 -4,027 -4,606 -444 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 84.9 86.9 84.9 13.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 15 18 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,263
COMMITMENTS
0 1,143 0 186,338 183,941 186,338 185,084 5,925 7,179
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -15,803)
-217 -248 0 -14,858 -15,767 -15,075 -16,015 -728 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.9 95.7 96.9 96.3 3.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 24 29 24 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,442
COMMITMENTS
0 416 0 175,262 180,629 175,262 181,045 11,180 5,397
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -5,871)
0 -679 0 -11,371 -5,979 -11,371 -6,658 5,500 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.0 96.9 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 19 20 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,372
COMMITMENTS
0 0 0 82,217 88,469 82,217 88,469 9,155 2,903
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,872)
0 0 0 -405 3,992 -405 3,992 3,277 -1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 96.8 90.0 96.8 10.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 18 16 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,943
COMMITMENTS
1,773 0 450 21,244 24,043 23,467 24,493 2,476 1,450
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -6,904)
-2,034 -450 186 -4,753 -5,251 -6,601 -5,515 -303 -1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 1.7 81.9 92.7 90.5 94.4 9.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 13 15 16 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,827
COMMITMENTS
4,334 0 0 206,182 199,379 210,516 199,379 8,311 19,448
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,945)
-1,189 0 0 -3,791 -4,478 -4,980 -4,478 35 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 94.2 91.1 96.2 91.1 3.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 11 18 14 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,603
COMMITMENTS
5,290 0 897 148,124 157,154 154,311 158,051 8,292 4,552
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,806)
-419 -1,452 134 -3,157 -557 -3,442 -1,875 -364 -1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.6 91.1 96.6 94.9 97.2 5.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 0 1 31 30 35 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,616
COMMITMENTS
472 0 0 45,439 45,202 45,911 45,202 2,705 3,414
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -9,331)
-713 0 -124 -8,092 -7,021 -8,929 -7,145 -402 -2,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 93.5 93.0 94.4 93.0 5.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 13 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 230,278
COMMITMENTS
2,678 3,256 0 223,274 219,502 225,952 222,758 4,326 7,520
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -15,419)
-527 -1,119 0 -8,638 -11,682 -9,165 -12,801 -6,254 -2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.4 0.0 97.0 95.3 98.1 96.7 1.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 0 32 35 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 112,670
COMMITMENTS
0 0 0 109,874 109,134 109,874 109,134 2,796 3,536
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -6,814)
0 0 0 -5,794 -4,969 -5,794 -4,969 -1,020 -1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 96.9 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 23 24 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 112,335
COMMITMENTS
0 0 0 104,298 109,801 104,298 109,801 8,037 2,534
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,759)
0 0 0 -7,640 -6,948 -7,640 -6,948 -1,119 -1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 97.7 92.8 97.7 7.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 13 18 13 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 28,805
COMMITMENTS
0 0 0 26,165 26,812 26,165 26,812 2,640 1,993
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -11,177)
-248 0 0 -10,297 -9,813 -10,545 -9,813 -632 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 93.1 90.8 93.1 9.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 10 16 10 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 331,383
COMMITMENTS
426 0 0 318,715 324,075 319,141 324,075 12,242 7,308
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -16,560)
0 -2,027 -112 -15,632 -14,860 -15,744 -16,999 -816 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.2 97.8 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 29 22 30 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,964
COMMITMENTS
0 0 0 88,034 93,988 88,034 93,988 7,930 1,976
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -7,029)
0 0 0 -6,422 -6,843 -6,422 -6,843 -607 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 97.9 91.7 97.9 8.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 178,587
COMMITMENTS
0 0 0 172,733 175,907 172,733 175,907 5,854 2,680
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,469)
0 -580 0 -2,208 1,634 -2,208 1,054 -1,261 -4,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.5 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 18 26 18 26
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,834
COMMITMENTS
4,989 1,392 1,873 26,967 30,569 33,829 33,834 5 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 538)
1,266 125 193 -906 220 553 538 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 4.1 5.5 79.7 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 7 6 22 24 32 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 32,658
COMMITMENTS
3,280 1,035 2,125 27,252 29,498 32,657 32,658 1 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,791)
375 -600 375 1,040 2,016 1,790 1,791 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 3.2 6.5 83.4 90.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 7 20 18 28 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 131,307
COMMITMENTS
22,233 4,497 1,908 106,410 124,582 130,551 130,987 756 320
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,485)
-763 -77 -540 -3,280 -3,718 -4,583 -4,335 98 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.4 1.5 81.0 94.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 9 9 33 38 49 53
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,347
COMMITMENTS
5,679 758 2,196 49,472 54,333 57,347 57,287 0 60
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,091)
418 31 126 -3,635 -3,263 -3,091 -3,106 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.3 3.8 86.3 94.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 4 7 25 24 36 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 32,210
COMMITMENTS
375 2,084 200 31,635 29,926 32,210 32,210 0 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,552)
0 -75 50 -1,602 -1,527 -1,552 -1,552 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.5 0.6 98.2 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 3 14 12 18 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 49,278
COMMITMENTS
14,104 5,688 1,038 33,804 42,155 48,946 48,881 332 397
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,203)
-416 334 -309 -458 -1,037 -1,183 -1,012 -20 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 11.5 2.1 68.6 85.5 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 22 24 27 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 63,256
COMMITMENTS
18,729 5,532 1,619 41,968 55,778 62,316 62,929 940 327
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,441)
-1,079 499 -339 -1,194 -2,396 -2,612 -2,236 171 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 8.7 2.6 66.3 88.2 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 5 3 23 25 29 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,541
COMMITMENTS
1,264 511 1,704 58,087 59,326 61,055 61,541 486 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,070)
-180 -212 -120 -3,678 -3,253 -3,978 -3,585 -92 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.8 2.8 94.4 96.4 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 26 27 29 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,282
COMMITMENTS
1,225 727 2,151 78,390 79,334 81,766 82,212 516 70
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,903)
-344 -230 -35 -3,259 -3,133 -3,638 -3,398 -265 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 2.6 95.3 96.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 28 22 32 27
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,970
COMMITMENTS
0 0 0 33,723 33,076 33,723 33,076 247 894
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,540)
-75 -195 0 -2,695 -2,540 -2,770 -2,735 230 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 97.4 99.3 97.4 0.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,962
COMMITMENTS
1,560 700 0 26,051 27,221 27,611 27,921 351 41
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -895)
0 -50 0 -895 -813 -895 -863 0 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.5 0.0 93.2 97.3 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 18 18 20 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 100,460
COMMITMENTS
10,994 2,892 2,629 86,371 94,825 99,993 100,345 467 115
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,456)
-144 -425 60 -1,367 -1,075 -1,450 -1,439 -6 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 2.9 2.6 86.0 94.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 11 12 42 37 60 55
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 18,111
COMMITMENTS
75 0 0 17,004 17,571 17,079 17,571 1,032 540
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 636)
25 -25 0 611 661 636 636 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 93.9 97.0 94.3 97.0 5.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 13 13 13
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,090
COMMITMENTS
3,518 1,600 250 55,680 57,568 59,448 59,418 642 672
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,622)
-510 75 -100 -3,362 -3,586 -3,972 -3,611 350 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.7 0.4 92.7 95.8 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 21 20 26 23
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,745
COMMITMENTS
100 0 0 38,611 37,949 38,711 37,949 34 796
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,655)
-125 -135 0 -1,520 -1,600 -1,645 -1,735 -10 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 99.7 97.9 99.9 97.9 0.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 19 23 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,568
COMMITMENTS
267 1,791 0 39,905 38,726 40,172 40,517 396 51
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,110)
-60 -119 -20 -1,008 -1,001 -1,088 -1,140 -22 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.4 0.0 98.4 95.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 7 0 21 21 22 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,948
COMMITMENTS
2,131 0 60 50,934 53,648 53,125 53,708 823 240
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,799)
-36 0 -25 -3,433 -3,744 -3,494 -3,769 -305 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.1 94.4 99.4 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 21 16 24 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,331
COMMITMENTS
2,415 0 240 55,116 57,901 57,771 58,141 560 190
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,449)
-63 -135 -21 -3,090 -3,298 -3,174 -3,454 -275 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.4 94.5 99.3 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 1 24 17 28 18
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 86,490
COMMITMENTS
3,111 0 1,833 81,190 84,349 86,134 86,182 356 308
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,591)
408 -762 -185 -4,002 -2,882 -3,779 -3,829 188 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 2.1 93.9 97.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 3 23 23 27 26
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,593
COMMITMENTS
4,760 1,145 3,213 94,977 99,031 102,951 103,389 642 204
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -4,000)
681 -277 -402 -4,458 -3,429 -4,178 -4,108 178 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.1 3.1 91.7 95.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 8 10 26 30 38 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,979
COMMITMENTS
1,114 3,829 384 54,461 51,691 55,959 55,904 20 75
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,052)
98 -856 213 -3,363 -2,439 -3,052 -3,082 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.8 0.7 97.3 92.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 19 13 24 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 44,145
COMMITMENTS
300 2,050 75 43,770 42,020 44,145 44,145 0 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,850)
-75 300 75 -1,850 -2,225 -1,850 -1,850 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.6 0.2 99.2 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 6 1 14 11 16 17
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,911
COMMITMENTS
442 2,040 132 54,132 52,739 54,706 54,911 205 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -996)
-181 54 -136 -774 -834 -1,091 -916 95 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.7 0.2 98.6 96.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 24 21 26 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,234
COMMITMENTS
2,226 5,577 168 59,818 57,010 62,212 62,755 1,022 479
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -193)
1,075 127 -163 -1,199 -343 -287 -379 94 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.8 0.3 94.6 90.2 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 3 22 21 28 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,355
COMMITMENTS
210 2,924 350 23,490 20,965 24,050 24,239 305 116
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,051)
160 -363 186 -1,209 -586 -863 -763 -188 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 12.0 1.4 96.4 86.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 1 15 15 19 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,758
COMMITMENTS
50 1,285 0 21,323 20,435 21,373 21,720 385 38
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,198)
0 -15 0 -990 -963 -990 -978 -208 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.9 0.0 98.0 93.9 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 13 17 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,683
COMMITMENTS
1,526 1,067 706 24,028 24,301 26,260 26,074 423 609
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,540)
62 -85 -107 -1,306 -1,336 -1,351 -1,528 -189 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.0 2.6 90.0 91.1 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 3 16 18 21 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,584
COMMITMENTS
816 948 162 14,791 15,189 15,769 16,299 815 285
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,378)
155 -121 -275 -1,327 -982 -1,447 -1,378 69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.7 1.0 89.2 91.6 95.1 98.3 4.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 10 17 13
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,531
COMMITMENTS
4,257 7,460 1,569 45,523 42,192 51,349 51,221 182 310
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,055)
-228 154 -19 -1,844 -2,403 -2,091 -2,268 36 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 14.5 3.0 88.3 81.9 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 5 23 22 31 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 30,682
COMMITMENTS
1,135 3,506 1,305 27,899 25,616 30,339 30,427 343 255
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,369)
-75 55 68 -1,208 -1,407 -1,215 -1,284 -154 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.4 4.3 90.9 83.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 3 19 18 23 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,811
COMMITMENTS
1,748 142 100 14,948 16,542 16,796 16,784 15 27
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 125)
75 0 0 50 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.8 0.6 88.9 98.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 17 15 20 18
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,641
COMMITMENTS
2,660 0 100 18,806 21,541 21,566 21,641 75 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.5 86.9 99.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 15 11 20 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,086
COMMITMENTS
815 450 110 8,858 9,426 9,783 9,986 303 100
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -543)
40 0 -105 -375 -223 -440 -328 -103 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.5 1.1 87.8 93.5 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 14 13 17 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,419
COMMITMENTS
645 350 205 8,304 8,764 9,154 9,319 265 100
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -447)
65 0 -105 -340 -117 -380 -222 -67 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.7 2.2 88.2 93.0 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 14 12 17 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,944
COMMITMENTS
1,815 0 2,185 44,750 46,749 48,750 48,934 194 10
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,311)
115 0 -265 -1,905 -1,911 -2,055 -2,176 -256 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 4.5 91.4 95.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 19 14 23 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,329
COMMITMENTS
1,845 0 2,160 45,120 47,137 49,125 49,297 204 32
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,316)
65 0 -215 -1,440 -2,018 -1,590 -2,233 -726 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 4.4 91.5 95.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 0 1 18 13 24 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 110,579
COMMITMENTS
1,401 8,751 1,449 107,310 100,182 110,160 110,382 419 197
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -5,811)
-9 -506 -515 -5,171 -3,928 -5,695 -4,949 -116 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.9 1.3 97.0 90.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 7 6 37 33 45 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 116,814
COMMITMENTS
2,539 8,796 2,045 112,089 105,896 116,673 116,737 141 77
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,202)
619 693 -1,291 -7,106 -6,684 -7,778 -7,282 -424 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.5 1.8 96.0 90.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 8 8 40 37 52 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 518,705
COMMITMENTS
39,110 18,561 50,731 428,503 448,898 518,345 518,190 360 515
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,608)
244 -1,564 -797 -931 1,848 -1,485 -514 -123 -1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.6 9.8 82.6 86.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
29 20 31 50 51 90 92
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,605
COMMITMENTS
2,650 550 135 11,205 13,830 13,990 14,515 615 90
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -615)
-155 -50 40 -930 -195 -1,045 -205 430 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 3.8 0.9 76.7 94.7 95.8 99.4 4.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 14 18 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,076
COMMITMENTS
2,050 550 160 9,151 11,216 11,361 11,926 715 150
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -730)
-465 -50 65 -770 -335 -1,170 -320 440 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 4.6 1.3 75.8 92.9 94.1 98.8 5.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 13 13 16 15
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,684
COMMITMENTS
860 0 45 7,759 8,609 8,664 8,654 20 30
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -866)
-65 0 45 -856 -911 -876 -866 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.5 89.3 99.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 21 20 26 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,707
COMMITMENTS
163 413 270 5,490 5,130 5,923 5,813 784 894
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 359)
-24 -22 70 325 373 371 421 -12 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.2 4.0 81.9 76.5 88.3 86.7 11.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 5 26 27 31 33
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,968
COMMITMENTS
1,374 38 160 29,382 30,739 30,916 30,937 52 31
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 752)
47 0 0 727 797 774 797 -22 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 0.5 94.9 99.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 1 41 36 45 37
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,121
COMMITMENTS
1,071 0 15 18,979 19,892 20,065 19,907 56 214
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 822)
-20 0 0 831 971 811 971 11 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.1 94.3 98.9 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 22 23 25 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,340
COMMITMENTS
283 87 368 12,428 12,191 13,079 12,646 261 694
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,200)
114 7 -8 2,009 2,106 2,115 2,105 85 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.7 2.8 93.2 91.4 98.0 94.8 2.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 2 42 36 47 38
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,627
COMMITMENTS
15 200 75 6,252 6,122 6,342 6,397 285 230
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 329)
0 0 0 329 329 329 329 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.0 1.1 94.3 92.4 95.7 96.5 4.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 12 18 14 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 24,510
COMMITMENTS
700 1,086 159 23,643 23,255 24,502 24,500 8 10
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,112)
700 75 0 412 1,037 1,112 1,112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.4 0.6 96.5 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 3 1 29 39 32 42
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 56,369
COMMITMENTS
7,328 1,119 2,033 46,503 52,903 55,864 56,055 505 314
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,225)
-998 0 882 2,086 1,268 1,970 2,150 255 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 2.0 3.6 82.5 93.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
9 8 12 70 63 88 76
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,516
COMMITMENTS
71 69 47 1,699 2,093 1,817 2,209 699 307
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 315)
-58 69 47 307 493 296 609 19 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.7 1.9 67.5 83.2 72.2 87.8 27.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 18 24 20 26
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 15,084
COMMITMENTS
0 0 0 15,084 15,084 15,084 15,084 0 0
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -90)
0 -180 0 -90 110 -90 -70 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 14 17 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 45,837
COMMITMENTS
0 0 0 44,232 44,230 44,232 44,230 1,605 1,607
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 835)
0 0 0 780 835 780 835 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 96.5 96.5 96.5 3.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 29 26 29
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 20,712
COMMITMENTS
0 0 0 20,676 20,642 20,676 20,642 36 70
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,605)
0 0 0 1,605 1,605 1,605 1,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 16 16 16
Updated January 15, 2021