CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 44,883
COMMITMENTS
4,556 16,361 1,423 38,795 27,009 44,774 44,793 109 90
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,437)
-100 38 892 630 492 1,422 1,422 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 36.5 3.2 86.4 60.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 8 4 17 18 26 27
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 150,282
COMMITMENTS
45,846 18,972 4,166 100,270 127,144 150,282 150,282 0 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,593)
3,600 200 -850 -157 3,243 2,593 2,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 12.6 2.8 66.7 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 7 4 15 16 23 27
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 174,789
COMMITMENTS
23,177 29,219 6,315 145,287 139,255 174,779 174,789 10 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,150)
32 500 43 1,075 607 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.7 3.6 83.1 79.7 100.0 100.0 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 125,214
COMMITMENTS
51,898 33,022 9,897 62,628 82,104 124,424 125,023 790 191
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 8,293)
1,664 648 3,145 3,586 4,503 8,395 8,295 -102 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 26.4 7.9 50.0 65.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
30 10 15 26 22 62 41
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,845
COMMITMENTS
5,204 2,980 1,686 24,894 27,179 31,784 31,845 61 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 555)
100 0 0 450 555 550 555 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 9.4 5.3 78.2 85.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 2 1 14 11 22 14
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,420
COMMITMENTS
945 16,609 615 20,860 5,196 22,420 22,420 0 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 300)
100 712 -50 250 50 300 712 0 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 74.1 2.7 93.0 23.2 100.0 100.0 0.0 0.0
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 01/19/21 |
--------------------------------------------------------------| 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: 17,313
COMMITMENTS
2,065 3,100 225 15,023 13,988 17,313 17,313 0 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 140)
50 -160 0 90 300 140 140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 17.9 1.3 86.8 80.8 100.0 100.0 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 01/19/21 |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 13,764
COMMITMENTS
6,865 390 0 6,899 13,374 13,764 13,764 0 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 2.8 0.0 50.1 97.2 100.0 100.0 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 01/19/21 |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,700
COMMITMENTS
7,644 106 294 25,695 34,280 33,633 34,680 1,067 20
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,020)
-221 46 262 814 693 855 1,001 165 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.3 0.8 74.0 98.8 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 2 3 14 12 22 16
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,744
COMMITMENTS
120 0 5 8,514 8,729 8,639 8,734 105 10
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 691)
0 -351 0 691 1,042 691 691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.1 97.4 99.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 15 17 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,608
COMMITMENTS
6,527 831 682 19,283 25,007 26,492 26,520 116 88
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,520)
311 110 325 893 1,095 1,529 1,530 -9 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 3.1 2.6 72.5 94.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 4 31 34 36 38
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,665
COMMITMENTS
125 5,222 104 17,646 13,339 17,875 18,665 790 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,141)
0 245 50 1,091 846 1,141 1,141 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 28.0 0.6 94.5 71.5 95.8 100.0 4.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 3 20 18 24 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,236
COMMITMENTS
0 582 439 4,644 4,069 5,083 5,090 153 146
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 564)
0 171 0 564 393 564 564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 8.4 88.7 77.7 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 2 14 12 16 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,307,938
COMMITMENTS
1066907 32,078 418,351 4779967 5836516 6265225 6286945 42,713 20,993
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 62,040)
-7,588 9,494 -2,407 69,890 54,769 59,895 61,856 2,145 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.5 6.6 75.8 92.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
59 17 52 153 130 224 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,499,673
COMMITMENTS
48,509 16,986 539,432 907,916 940,092 1495856 1496510 3,816 3,162
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 52,370)
1,249 -6,951 25,612 24,312 32,685 51,173 51,346 1,197 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.1 36.0 60.5 62.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 13 26 53 50 82 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,435
COMMITMENTS
1,650 1,605 124 175,703 192,981 177,477 194,710 21,958 4,725
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 4,414)
274 644 0 2,734 3,329 3,008 3,973 1,406 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.1 88.1 96.8 89.0 97.6 11.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 1 23 19 24 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,101
COMMITMENTS
237 2,238 770 131,545 124,294 132,552 127,302 6,549 11,799
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,229)
0 -512 615 2,415 3,218 3,030 3,321 -801 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.6 0.6 94.6 89.4 95.3 91.5 4.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 22 24 25 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,937
COMMITMENTS
8,589 2,975 1,198 256,381 257,558 266,168 261,731 7,769 12,206
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 3,389)
2,631 -714 -5 2,324 555 4,950 -164 -1,561 3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.1 0.4 93.6 94.0 97.2 95.5 2.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 2 28 34 37 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,057,733
COMMITMENTS
4,393 7,095 2,144 1039758 1044423 1046295 1053662 11,438 4,071
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 8,558)
1,048 10 682 4,902 6,985 6,632 7,677 1,926 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.2 98.3 98.7 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 4 4 40 25 49 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,043
COMMITMENTS
8,578 4,500 617 341,592 344,267 350,787 349,384 15,256 16,659
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 6,407)
1,997 -350 308 4,709 6,487 7,014 6,445 -607 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.2 0.2 93.3 94.1 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 3 3 40 32 45 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 597,964
COMMITMENTS
4,637 2,715 1,238 586,390 591,484 592,265 595,437 5,699 2,527
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,685)
-118 989 91 2,884 1,385 2,857 2,465 -172 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.2 98.1 98.9 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 2 2 40 40 44 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 474,822
COMMITMENTS
2,551 1,358 468 463,971 457,000 466,990 458,826 7,832 15,996
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 10,885)
110 182 468 10,444 8,559 11,022 9,209 -137 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.1 97.7 96.2 98.4 96.6 1.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 2 32 32 34 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,043
COMMITMENTS
276 0 274 83,530 84,764 84,080 85,038 4,963 4,005
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -545)
276 0 274 -1,057 -784 -507 -510 -38 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.3 93.8 95.2 94.4 95.5 5.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 19 16 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 22,062
COMMITMENTS
0 0 0 21,420 21,590 21,420 21,590 642 472
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,896)
0 0 0 1,812 1,840 1,812 1,840 84 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 97.9 97.1 97.9 2.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 15 19 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 333,748
COMMITMENTS
4,137 1,224 894 318,655 328,255 323,686 330,373 10,062 3,375
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 86)
2,122 28 -500 -908 477 714 5 -628 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.4 0.3 95.5 98.4 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 1 26 29 29 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,769
COMMITMENTS
0 2,316 0 166,411 170,465 166,411 172,781 12,358 5,988
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 4,852)
0 2,316 0 2,810 3,875 2,810 6,191 2,042 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 93.1 95.4 93.1 96.7 6.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 21 20 21 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,605
COMMITMENTS
0 3,629 0 250,679 244,057 250,679 247,686 2,926 5,919
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 5,918)
0 -2,850 0 6,194 5,979 6,194 3,129 -276 2,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 98.8 96.2 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 20 19 20 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,316
COMMITMENTS
3,611 0 856 23,674 27,737 28,141 28,593 1,175 723
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 5,336)
491 0 856 3,880 4,483 5,227 5,339 109 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 2.9 80.8 94.6 96.0 97.5 4.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 1 12 18 17 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 613,548
COMMITMENTS
8,933 10,627 6,206 590,494 592,041 605,633 608,874 7,915 4,674
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 13,233)
194 -127 1,088 11,825 12,596 13,107 13,557 126 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.7 1.0 96.2 96.5 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
5 9 6 53 42 62 53
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,943
COMMITMENTS
663 1,897 630 203,314 205,114 204,607 207,641 4,336 1,302
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 95)
214 172 81 -240 -14 55 239 40 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.3 97.3 98.2 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 20 20 22 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,874
COMMITMENTS
1,176 1,496 0 150,689 155,742 151,865 157,238 8,009 2,636
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 708)
0 336 0 624 92 624 428 84 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.0 94.3 97.4 95.0 98.4 5.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 21 20 22 22
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,906
COMMITMENTS
10,681 4,937 0 153,698 158,911 164,379 163,848 527 1,058
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 708)
112 336 0 708 120 820 456 -112 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.0 0.0 93.2 96.4 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 5 0 41 34 46 39
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,768
COMMITMENTS
2,405 0 0 102,892 106,993 105,297 106,993 2,471 775
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,458)
700 0 0 1,758 2,458 2,458 2,458 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 95.5 99.3 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 0 0 21 25 25 25
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 20,882
COMMITMENTS
0 0 0 19,483 19,312 19,483 19,312 1,399 1,570
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 3,588)
0 0 0 3,374 3,476 3,374 3,476 214 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 92.5 93.3 92.5 6.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 12 11 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 229,433
COMMITMENTS
7,296 1,019 1,051 215,246 224,179 223,593 226,249 5,840 3,184
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,092)
-32 586 15 1,216 546 1,199 1,147 -107 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 0.5 93.8 97.7 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 3 34 38 39 41
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,730
COMMITMENTS
0 0 0 120,184 120,066 120,184 120,066 546 664
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -224)
0 0 0 -224 -224 -224 -224 0 0
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,600
COMMITMENTS
0 0 0 74,436 72,447 74,436 72,447 11,164 13,153
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -87)
0 0 0 -31 -297 -31 -297 -56 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.0 84.6 87.0 84.6 13.0 15.4
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,007
COMMITMENTS
0 1,143 0 197,812 193,324 197,812 194,467 6,195 9,540
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 11,744)
0 0 0 11,474 9,383 11,474 9,383 270 2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 97.0 94.8 97.0 95.3 3.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,474
COMMITMENTS
0 416 0 176,274 181,011 176,274 181,427 11,200 6,047
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,032)
0 0 0 1,012 382 1,012 382 20 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.0 96.6 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 21 19 21 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,107
COMMITMENTS
1,054 0 0 83,832 90,605 84,886 90,605 9,221 3,502
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,735)
1,054 0 0 1,615 2,136 2,669 2,136 66 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 89.1 96.3 90.2 96.3 9.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 19 19 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,534
COMMITMENTS
1,710 0 121 22,211 24,970 24,042 25,091 2,492 1,443
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 591)
-63 0 -329 967 927 575 598 16 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.5 83.7 94.1 90.6 94.6 9.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 14 15 16 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,126
COMMITMENTS
3,685 0 0 206,582 198,770 210,267 198,770 7,859 19,356
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -701)
-649 0 0 400 -609 -249 -609 -452 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 94.7 91.1 96.4 91.1 3.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 15 20 18 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,771
COMMITMENTS
5,266 0 0 149,635 158,415 154,901 158,415 8,870 5,356
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,168)
-24 0 -897 1,511 1,261 590 364 578 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 91.4 96.7 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 33 31 36 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,708
COMMITMENTS
472 0 0 46,419 46,182 46,891 46,182 2,817 3,526
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,092)
0 0 0 980 980 980 980 112 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 93.4 92.9 94.3 92.9 5.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 13 13 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 230,606
COMMITMENTS
2,678 1,847 0 223,464 221,275 226,142 223,122 4,464 7,484
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 328)
0 -1,409 0 190 1,773 190 364 138 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.8 0.0 96.9 96.0 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 0 33 36 35 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 114,826
COMMITMENTS
0 0 0 111,061 111,159 111,061 111,159 3,765 3,667
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,156)
0 0 0 1,187 2,025 1,187 2,025 969 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 96.8 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 24 24 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,943
COMMITMENTS
0 0 0 102,836 109,409 102,836 109,409 9,107 2,534
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -392)
0 0 0 -1,462 -392 -1,462 -392 1,070 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 97.7 91.9 97.7 8.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 18 14 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 34,147
COMMITMENTS
0 0 0 30,651 31,786 30,651 31,786 3,496 2,361
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 5,342)
0 0 0 4,486 4,974 4,486 4,974 856 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.8 93.1 89.8 93.1 10.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 12 16 12 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 333,553
COMMITMENTS
426 0 0 320,671 326,245 321,097 326,245 12,456 7,308
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,170)
0 0 0 1,956 2,170 1,956 2,170 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.1 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,657
COMMITMENTS
0 0 0 88,123 94,681 88,123 94,681 8,534 1,976
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 693)
0 0 0 89 693 89 693 604 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 98.0 91.2 98.0 8.8 2.0
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 183,476
COMMITMENTS
0 620 0 177,650 180,712 177,650 181,332 5,826 2,144
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 4,889)
0 620 0 4,917 4,805 4,917 5,425 -28 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.8 98.5 96.8 98.8 3.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 17 26 17 27
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,060
COMMITMENTS
3,586 1,132 1,673 28,796 31,250 34,055 34,055 5 5
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 226)
-1,403 -260 -200 1,829 681 226 221 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 3.3 4.9 84.5 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 7 23 25 32 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 33,048
COMMITMENTS
905 1,010 1,865 30,277 30,173 33,047 33,048 1 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 390)
-2,375 -25 -260 3,025 675 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.1 5.6 91.6 91.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 6 21 20 28 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 132,256
COMMITMENTS
23,618 4,277 2,029 105,913 125,689 131,560 131,995 696 261
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 949)
1,385 -220 121 -497 1,107 1,009 1,008 -60 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.2 1.5 80.1 95.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 8 9 33 40 50 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,105
COMMITMENTS
5,470 986 2,621 50,014 54,427 58,105 58,034 0 71
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 758)
-209 228 425 542 94 758 747 0 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 1.7 4.5 86.1 93.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 6 9 25 23 36 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 32,381
COMMITMENTS
375 2,034 281 31,710 30,066 32,366 32,381 15 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 171)
0 -50 81 75 140 156 171 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.3 0.9 97.9 92.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 4 14 12 19 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 49,008
COMMITMENTS
14,066 5,663 1,061 33,549 41,877 48,676 48,601 332 407
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -270)
-38 -25 23 -255 -278 -270 -280 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 11.6 2.2 68.5 85.4 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 63,025
COMMITMENTS
18,546 5,572 1,679 41,835 55,428 62,060 62,679 965 346
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -231)
-183 40 60 -133 -350 -256 -250 25 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 8.8 2.7 66.4 87.9 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 5 3 23 26 29 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,054
COMMITMENTS
1,148 1,705 1,708 59,712 59,641 62,568 63,054 486 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,513)
-116 1,194 4 1,625 315 1,513 1,513 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.7 2.7 94.7 94.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 26 27 29 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,712
COMMITMENTS
1,145 1,926 2,151 79,900 79,564 83,196 83,641 516 71
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,430)
-80 1,199 0 1,510 230 1,430 1,429 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.3 2.6 95.4 95.0 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,108
COMMITMENTS
0 25 0 34,861 34,189 34,861 34,214 247 894
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,138)
0 25 0 1,138 1,113 1,138 1,138 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 99.3 97.4 99.3 97.5 0.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 14 16 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,728
COMMITMENTS
1,560 710 0 25,832 26,982 27,392 27,692 336 36
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -234)
0 10 0 -219 -239 -219 -229 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.6 0.0 93.2 97.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 19 18 21 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 104,845
COMMITMENTS
9,966 3,134 3,142 91,260 98,310 104,368 104,586 477 259
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 4,384)
-1,028 242 513 4,890 3,485 4,374 4,240 10 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.0 3.0 87.0 93.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 12 13 42 35 59 54
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,465
COMMITMENTS
375 0 0 19,058 19,925 19,433 19,925 1,032 540
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,354)
300 0 0 2,054 2,354 2,354 2,354 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 93.1 97.4 95.0 97.4 5.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 11 13 14 13
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,552
COMMITMENTS
350 0 0 16,290 16,952 16,640 16,952 912 600
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 92.8 96.6 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 10 12 12 12
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,423
COMMITMENTS
4,208 1,720 430 59,323 61,491 63,961 63,641 462 782
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 4,333)
690 120 180 3,643 3,923 4,513 4,223 -180 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.7 0.7 92.1 95.4 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 21 20 27 24
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,965
COMMITMENTS
100 25 0 39,831 39,144 39,931 39,169 34 796
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,220)
0 25 0 1,220 1,195 1,220 1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.0 99.7 97.9 99.9 98.0 0.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 19 23 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,351
COMMITMENTS
267 1,791 0 40,688 39,504 40,955 41,295 396 56
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 783)
0 0 0 783 778 783 778 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.3 0.0 98.4 95.5 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 7 0 22 22 23 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,308
COMMITMENTS
2,131 0 60 52,294 55,008 54,485 55,068 823 240
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,360)
0 0 0 1,360 1,360 1,360 1,360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.1 94.6 99.5 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,831
COMMITMENTS
2,730 0 60 56,471 59,581 59,261 59,641 570 190
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,500)
315 0 -180 1,355 1,680 1,490 1,500 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.1 94.4 99.6 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 01/19/21 |
--------------------------------------------------------------| 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: 87,182
COMMITMENTS
2,681 171 1,807 82,328 84,987 86,816 86,965 366 217
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 692)
-430 171 -26 1,138 638 682 783 10 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.2 2.1 94.4 97.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 3 24 23 28 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,669
COMMITMENTS
3,545 1,638 3,466 96,009 98,356 103,020 103,460 649 209
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 76)
-1,215 494 253 1,032 -675 69 71 7 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.6 3.3 92.6 94.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 9 9 29 31 40 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 57,993
COMMITMENTS
1,202 4,066 699 56,072 53,153 57,973 57,918 20 75
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,014)
88 237 315 1,611 1,462 2,014 2,014 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.0 1.2 96.7 91.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 5 19 16 25 22
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 44,514
COMMITMENTS
525 3,150 300 43,689 41,064 44,514 44,514 0 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 369)
225 1,100 225 -81 -956 369 369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.1 0.7 98.1 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 2 15 12 17 19
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| 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: 55,164
COMMITMENTS
442 2,040 132 54,380 52,992 54,954 55,164 210 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 253)
0 0 0 248 253 248 253 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.7 0.2 98.6 96.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 25 21 27 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,370
COMMITMENTS
1,411 5,552 155 61,205 58,184 62,771 63,891 1,599 479
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,136)
-815 -25 -13 1,387 1,174 559 1,136 577 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.6 0.2 95.1 90.4 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 2 21 20 26 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,280
COMMITMENTS
346 3,114 160 23,460 20,890 23,966 24,164 314 116
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -75)
136 190 -190 -30 -75 -84 -75 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 12.8 0.7 96.6 86.0 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 01/19/21 |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,838
COMMITMENTS
1,506 884 765 23,989 24,562 26,260 26,211 578 627
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 155)
-20 -183 59 -39 261 0 137 155 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.3 2.9 89.4 91.5 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 3 16 17 21 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,773
COMMITMENTS
816 973 164 14,978 15,356 15,958 16,493 815 280
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 189)
0 25 2 187 167 189 194 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.8 1.0 89.3 91.6 95.1 98.3 4.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 14 11 17 14
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,771
COMMITMENTS
4,206 7,398 1,599 45,830 42,443 51,635 51,440 136 331
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 240)
-51 -62 30 307 251 286 219 -46 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 14.3 3.1 88.5 82.0 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 7 6 24 22 33 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 30,859
COMMITMENTS
1,130 3,446 1,365 28,016 25,793 30,511 30,604 348 255
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 177)
-5 -60 60 117 177 172 177 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 11.2 4.4 90.8 83.6 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,636
COMMITMENTS
1,748 292 100 14,773 16,217 16,621 16,609 15 27
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -175)
0 150 0 -175 -325 -175 -175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.8 0.6 88.8 97.5 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 01/19/21 |
--------------------------------------------------------------| 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
2,700 0 75 18,791 21,566 21,566 21,641 75 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 0)
40 0 -25 -15 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 0.3 86.8 99.7 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,111
COMMITMENTS
815 450 110 8,883 9,451 9,808 10,011 303 100
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.5 1.1 87.9 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,444
COMMITMENTS
645 350 205 8,329 8,789 9,179 9,344 265 100
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.7 2.2 88.2 93.1 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 01/19/21 |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/19/21 |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,129
COMMITMENTS
1,386 9,190 1,369 107,955 100,553 110,710 111,112 419 17
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 550)
-15 439 -80 645 371 550 730 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.3 1.2 97.1 90.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 9 6 37 32 45 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 117,617
COMMITMENTS
2,283 8,620 2,313 112,875 106,602 117,471 117,535 146 82
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 803)
-256 -176 268 786 706 798 798 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 7.3 2.0 96.0 90.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 8 8 41 37 52 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 519,035
COMMITMENTS
40,440 18,666 50,191 428,075 449,661 518,707 518,518 328 517
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 330)
1,330 105 -540 -428 763 362 328 -32 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.6 9.7 82.5 86.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
28 20 30 50 49 89 89
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,755
COMMITMENTS
2,650 550 135 11,355 13,980 14,140 14,665 615 90
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.7 0.9 77.0 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,226
COMMITMENTS
2,050 550 160 9,301 11,366 11,511 12,076 715 150
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 4.5 1.3 76.1 93.0 94.2 98.8 5.8 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,704
COMMITMENTS
860 0 45 7,779 8,629 8,684 8,674 20 30
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.5 89.4 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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,216
COMMITMENTS
204 465 356 5,885 5,662 6,445 6,483 771 733
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 509)
41 52 86 395 532 522 670 -13 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.4 4.9 81.6 78.5 89.3 89.8 10.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 6 29 31 36 38
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,834
COMMITMENTS
1,434 38 160 31,208 32,595 32,802 32,793 32 41
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 1,866)
60 0 0 1,826 1,856 1,886 1,856 -20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 0.5 95.0 99.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 1 43 36 47 37
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,768
COMMITMENTS
1,071 0 15 19,631 20,474 20,717 20,489 51 279
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 647)
0 0 0 652 582 652 582 -5 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.1 94.5 98.6 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 23 23 26 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,809
COMMITMENTS
237 176 289 13,014 12,927 13,540 13,392 269 417
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 469)
-46 89 -79 586 736 461 746 8 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 2.1 94.2 93.6 98.1 97.0 1.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 2 2 42 37 47 39
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,820
COMMITMENTS
15 210 75 6,440 6,300 6,530 6,585 290 235
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 193)
0 10 0 188 178 188 188 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.1 1.1 94.4 92.4 95.7 96.6 4.3 3.4
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,286
COMMITMENTS
700 1,239 150 26,300 25,887 27,150 27,276 136 10
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 2,776)
0 153 -9 2,657 2,632 2,648 2,776 128 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.5 0.5 96.4 94.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 1 33 42 36 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,859
COMMITMENTS
7,352 1,048 1,967 50,104 56,625 59,423 59,640 436 219
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 3,490)
24 -71 -66 3,601 3,722 3,559 3,585 -69 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.8 3.3 83.7 94.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
10 7 11 71 63 88 75
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,848
COMMITMENTS
47 111 100 2,034 2,274 2,181 2,485 667 363
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 332)
-24 42 53 335 181 364 276 -32 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.9 3.5 71.4 79.8 76.6 87.3 23.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 20 25 22 27
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 15,189
COMMITMENTS
0 0 0 15,189 15,189 15,189 15,189 0 0
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 0 0
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 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 41,532
COMMITMENTS
40 0 0 40,257 40,292 40,297 40,292 1,235 1,240
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -4,305)
40 0 0 -3,975 -3,938 -3,935 -3,938 -370 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.9 97.0 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 25 30 26 30
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,367
COMMITMENTS
0 0 0 19,346 19,299 19,346 19,299 21 68
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: -1,345)
0 0 0 -1,330 -1,343 -1,330 -1,343 -15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 16 16 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 200,188
COMMITMENTS
0 0 0 192,131 189,979 192,131 189,979 8,057 10,209
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.0 94.9 96.0 94.9 4.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 15 12 15
Updated January 22, 2021