CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 42,493
COMMITMENTS
4,496 15,781 455 37,461 26,182 42,412 42,418 81 75
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,216)
-285 -506 -1,110 -1,808 -1,600 -3,203 -3,216 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 37.1 1.1 88.2 61.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 7 4 15 19 23 28
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 172,710
COMMITMENTS
63,206 22,472 5,515 103,989 144,723 172,710 172,710 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,600)
3,151 500 199 1,250 3,901 4,600 4,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 13.0 3.2 60.2 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 7 5 16 16 25 27
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 184,236
COMMITMENTS
28,121 29,219 7,975 148,130 147,042 184,226 184,236 10 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,032)
3,932 0 479 -1,379 2,554 3,032 3,032 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 15.9 4.3 80.4 79.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 4 6 20 13 30 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 117,018
COMMITMENTS
51,936 33,067 6,110 58,819 77,715 116,865 116,892 153 126
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -13,738)
-341 165 -4,900 -7,884 -8,941 -13,124 -13,676 -613 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 28.3 5.2 50.3 66.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 10 15 27 23 64 42
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,411
COMMITMENTS
5,230 3,045 1,686 25,444 27,680 32,360 32,411 51 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 190)
0 40 0 200 150 200 190 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 9.4 5.2 78.5 85.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 1 15 11 23 15
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,444
COMMITMENTS
985 14,583 600 20,859 7,261 22,444 22,444 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1)
25 -1,926 0 -26 1,925 -1 -1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 65.0 2.7 92.9 32.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 11 5 16 9
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| 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: 17,566
COMMITMENTS
2,115 3,274 230 15,221 14,062 17,566 17,566 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -277)
0 -100 0 -277 -177 -277 -277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 18.6 1.3 86.7 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 3 11 11 15 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| 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: 21,446
COMMITMENTS
2,795 7,220 540 18,086 13,686 21,421 21,446 25 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -86)
0 50 0 -86 -136 -86 -86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 33.7 2.5 84.3 63.8 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 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 13,488
COMMITMENTS
6,865 274 400 6,223 12,814 13,488 13,488 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,085)
0 0 100 -1,185 -1,185 -1,085 -1,085 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 2.0 3.0 46.1 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 8 9 13 12
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,230
COMMITMENTS
23,670 16,120 4,051 22,509 30,059 50,230 50,230 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,280)
1,854 2,100 -1,415 -1,719 -1,965 -1,280 -1,280 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 32.1 8.1 44.8 59.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 5 4 14 13 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,784
COMMITMENTS
8,898 708 56 24,828 33,019 33,783 33,784 1 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,425)
1,289 552 -462 -1,098 -1,515 -271 -1,425 -1,154 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 2.1 0.2 73.5 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 4 2 13 12 23 17
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,367
COMMITMENTS
90 0 5 8,146 8,317 8,241 8,322 126 45
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -546)
-30 0 0 -537 -581 -567 -581 21 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 97.4 99.4 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 18 17 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,266
COMMITMENTS
7,071 1,497 560 16,578 22,143 24,209 24,200 57 66
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,444)
10 414 -122 -3,264 -3,691 -3,376 -3,399 -68 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 6.2 2.3 68.3 91.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 24 35 29 40
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,391
COMMITMENTS
197 5,104 204 17,252 13,083 17,653 18,391 738 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,241)
72 -634 150 -1,411 -757 -1,189 -1,241 -52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 27.8 1.1 93.8 71.1 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 20 13 24 17
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,140,338
COMMITMENTS
1203886 28,938 374,246 4523646 5714798 6101778 6117982 38,560 22,356
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -156,879)
91,944 7,230 -49,950 -197,565 -116,772 -155,571 -159,492 -1,308 2,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.5 6.1 73.7 93.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
61 13 54 146 128 215 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,544,471
COMMITMENTS
58,550 32,300 567,635 916,192 943,307 1542377 1543242 2,094 1,229
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 79,494)
13,329 4,513 50,449 18,069 24,476 81,847 79,438 -2,353 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.1 36.8 59.3 61.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 11 25 52 47 78 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,837
COMMITMENTS
1,497 1,509 393 180,392 194,462 182,282 196,364 22,555 8,473
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 145)
-153 14 19 -171 -2,960 -305 -2,927 450 3,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.2 88.1 94.9 89.0 95.9 11.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 2 25 19 27 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 141,767
COMMITMENTS
1,053 1,258 830 132,527 126,340 134,410 128,428 7,357 13,339
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,894)
461 -1,115 -32 587 1,730 1,016 583 878 1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.6 93.5 89.1 94.8 90.6 5.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 3 22 24 26 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,734
COMMITMENTS
8,466 2,710 797 257,155 266,371 266,418 269,878 11,316 7,856
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,938)
-351 -177 -443 4,603 9,018 3,809 8,398 1,129 -3,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.0 0.3 92.6 95.9 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 3 3 28 36 38 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,030,883
COMMITMENTS
4,084 5,024 3,393 1011457 1018448 1018934 1026865 11,949 4,018
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -39,308)
-59 -2,049 848 -40,573 -37,856 -39,784 -39,057 476 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.3 98.1 98.8 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 1 5 41 28 50 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 376,119
COMMITMENTS
8,080 5,077 52 353,050 352,080 361,182 357,209 14,937 18,910
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 7,123)
238 257 -8 7,749 5,696 7,979 5,945 -856 1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.3 0.0 93.9 93.6 96.0 95.0 4.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 1 43 33 46 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 604,437
COMMITMENTS
5,931 3,477 548 589,538 595,688 596,017 599,713 8,420 4,724
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 7,027)
1,445 460 -875 3,548 5,868 4,118 5,453 2,909 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.1 97.5 98.6 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 1 2 40 42 45 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 475,853
COMMITMENTS
5,448 2,673 0 458,786 455,716 464,234 458,389 11,619 17,464
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,152)
1,512 695 -158 -2,004 -623 -650 -86 1,802 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.6 0.0 96.4 95.8 97.6 96.3 2.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 0 33 30 35 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,496
COMMITMENTS
393 242 614 86,560 89,092 87,567 89,948 4,929 2,548
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,425)
30 242 371 1,459 2,203 1,860 2,816 -435 -1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.7 93.6 96.3 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 15 19 17 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,215
COMMITMENTS
0 0 0 24,483 25,463 24,483 25,463 1,732 752
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,238)
0 0 0 484 1,154 484 1,154 754 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 97.1 93.4 97.1 6.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 20 19 20 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 339,111
COMMITMENTS
3,830 2,711 0 320,517 330,701 324,347 333,412 14,764 5,699
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,732)
-428 185 -858 -2,652 1,181 -3,938 508 6,670 2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 0.0 94.5 97.5 95.6 98.3 4.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 0 27 30 29 33
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 194,445
COMMITMENTS
0 0 0 183,301 189,392 183,301 189,392 11,144 5,053
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 5,695)
0 -2,467 0 5,619 9,468 5,619 7,001 76 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 97.4 94.3 97.4 5.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 23 23 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,401
COMMITMENTS
0 3,769 0 254,168 249,988 254,168 253,757 5,233 5,644
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,135)
0 0 0 -172 2,505 -172 2,505 2,307 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 98.0 96.4 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 19 21 19 22
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,564
COMMITMENTS
11,693 0 856 25,336 38,130 37,885 38,986 1,679 578
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,184)
1,924 0 0 -450 2,507 1,474 2,507 710 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 0.0 2.2 64.0 96.4 95.8 98.5 4.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 0 1 12 22 22 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 642,165
COMMITMENTS
13,227 5,279 9,289 607,361 621,469 629,877 636,037 12,288 6,128
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 8,358)
2,245 -2,145 1,263 865 8,160 4,373 7,278 3,985 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.8 1.4 94.6 96.8 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
11 5 9 55 44 68 56
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,365
COMMITMENTS
2,196 1,825 403 201,549 209,554 204,148 211,782 9,217 1,583
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 388)
-70 172 -29 -4,151 -329 -4,250 -186 4,638 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 0.2 94.5 98.2 95.7 99.3 4.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 19 21 22 23
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,926
COMMITMENTS
8,120 8,500 124 180,602 176,632 188,846 185,256 5,080 8,670
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15,348)
2,716 2,455 0 9,916 6,560 12,632 9,015 2,716 6,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.4 0.1 93.1 91.1 97.4 95.5 2.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 8 1 32 32 38 40
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,618
COMMITMENTS
16,893 14,849 744 178,086 182,191 195,723 197,784 5,895 3,834
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 14,788)
2,040 5,363 480 6,972 6,340 9,492 12,183 5,296 2,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.4 0.4 88.3 90.4 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
5 10 3 43 44 51 54
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,850
COMMITMENTS
2,016 0 0 118,487 120,826 120,503 120,826 1,347 1,024
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,426)
-1,929 0 0 3,355 1,122 1,426 1,122 0 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 97.2 99.2 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 0 0 25 31 28 31
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 29,934
COMMITMENTS
0 644 0 28,345 27,223 28,345 27,867 1,589 2,067
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 140)
0 140 0 140 -403 140 -263 0 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 94.7 90.9 94.7 93.1 5.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 13 12 13 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,257
COMMITMENTS
5,559 1,624 1,523 219,691 222,965 226,773 226,112 6,484 7,145
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 25)
-1,737 117 241 2,217 -4,266 721 -3,908 -696 3,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.7 0.7 94.2 95.6 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 4 37 37 42 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,916
COMMITMENTS
272 0 0 123,034 121,369 123,306 121,369 610 2,547
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,674)
0 0 0 1,581 -97 1,581 -97 93 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.3 97.9 99.5 97.9 0.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 13 19 14 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,547
COMMITMENTS
128 0 736 73,661 71,727 74,525 72,463 11,022 13,084
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,533)
128 0 736 1,001 860 1,865 1,596 -332 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.9 86.1 83.8 87.1 84.7 12.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 15 18 16
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,858
COMMITMENTS
0 1,134 407 207,026 206,010 207,433 207,551 7,425 7,307
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,401)
0 -101 0 2,991 4,713 2,991 4,612 1,410 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.2 96.4 95.9 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 2 1 28 34 29 36
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,212
COMMITMENTS
0 416 0 184,638 184,411 184,638 184,827 5,574 5,385
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,278)
0 -924 0 1,903 2,875 1,903 1,951 375 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.1 97.0 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 22 25 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,345
COMMITMENTS
1,085 0 0 90,646 97,003 91,731 97,003 9,614 4,342
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,303)
31 0 0 3,105 3,107 3,136 3,107 167 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 89.4 95.7 90.5 95.7 9.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 17 18 19 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,049
COMMITMENTS
1,860 0 93 25,694 27,790 27,647 27,883 2,402 2,166
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0)
-211 0 0 500 -527 289 -527 -289 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.3 85.5 92.5 92.0 92.8 8.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 17 16 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 222,381
COMMITMENTS
3,203 0 0 208,803 201,686 212,006 201,686 10,375 20,695
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 592)
-84 0 0 -1,527 -892 -1,611 -892 2,203 1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.9 90.7 95.3 90.7 4.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 13 19 15 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 167,710
COMMITMENTS
5,062 631 875 152,839 159,872 158,776 161,378 8,934 6,332
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,018)
-298 124 790 3,244 1,014 3,736 1,928 -718 1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.4 0.5 91.1 95.3 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 1 34 29 38 31
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 9,719
COMMITMENTS
0 588 0 8,828 6,864 8,828 7,452 891 2,267
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -62 -1,085 -62 -1,085 62 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 90.8 70.6 90.8 76.7 9.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 10 10 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,912
COMMITMENTS
572 0 124 50,570 51,355 51,266 51,479 4,646 4,433
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,652)
0 0 0 -349 2,540 -349 2,540 3,001 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.2 90.4 91.8 91.7 92.1 8.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 11 12 13 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,250
COMMITMENTS
2,585 3,075 31 230,018 228,773 232,634 231,879 10,616 11,371
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,353)
-31 1,255 -31 -3,549 -171 -3,611 1,053 5,964 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.3 0.0 94.6 94.0 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 1 30 33 32 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 116,818
COMMITMENTS
69 696 364 112,263 112,997 112,696 114,057 4,122 2,761
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,923)
69 82 334 1,614 1,133 2,017 1,549 -94 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.3 96.1 96.7 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 25 28 26 31
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 117,518
COMMITMENTS
5,278 0 0 102,105 114,943 107,383 114,943 10,135 2,575
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,285)
428 0 0 187 2,117 615 2,117 1,670 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 86.9 97.8 91.4 97.8 8.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 15 19 17 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,852
COMMITMENTS
262 0 186 41,984 40,977 42,432 41,163 2,420 3,689
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 7,636)
262 0 186 8,762 6,188 9,210 6,374 -1,574 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 93.6 91.4 94.6 91.8 5.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 15 20 16 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 351,581
COMMITMENTS
426 392 0 338,441 342,888 338,867 343,280 12,714 8,301
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 11,347)
0 0 0 11,359 11,033 11,359 11,033 -12 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.0 96.3 97.5 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 30 23 31 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,998
COMMITMENTS
0 0 0 91,278 96,966 91,278 96,966 7,720 2,032
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,161)
0 0 0 1,283 1,161 1,283 1,161 -122 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 97.9 92.2 97.9 7.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 13 16 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 26,405
COMMITMENTS
851 0 0 25,138 25,136 25,989 25,136 416 1,269
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,204)
0 0 0 2,036 1,090 2,036 1,090 168 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 95.2 95.2 98.4 95.2 1.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 13 12 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 193,831
COMMITMENTS
0 367 0 187,237 190,067 187,237 190,434 6,594 3,397
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,565)
0 0 0 3,776 3,503 3,776 3,503 789 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.6 98.1 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 20 27 20 28
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,749
COMMITMENTS
3,941 897 1,568 28,240 31,284 33,749 33,749 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,267)
68 -85 35 -1,365 -1,217 -1,262 -1,267 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.7 4.6 83.7 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 6 24 25 32 36
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 32,244
COMMITMENTS
1,180 920 1,555 29,508 29,769 32,243 32,244 1 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,137)
350 55 -205 -1,282 -987 -1,137 -1,137 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.9 4.8 91.5 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 5 21 21 28 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,115
COMMITMENTS
22,860 4,742 1,850 107,337 125,913 132,047 132,505 1,068 610
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 36)
455 -130 -23 -748 -156 -316 -309 352 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.6 1.4 80.6 94.6 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 8 11 34 40 51 57
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,987
COMMITMENTS
5,013 1,006 2,735 51,224 55,195 58,972 58,936 15 51
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -296)
-609 -37 181 117 -422 -311 -278 15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.7 4.6 86.8 93.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 8 9 25 25 36 38
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| 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: 32,138
COMMITMENTS
600 1,699 306 31,232 30,133 32,138 32,138 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 90)
125 -135 25 -60 200 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.3 1.0 97.2 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 5 16 16 21 22
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| 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: 48,726
COMMITMENTS
13,537 5,703 1,160 33,573 41,330 48,270 48,193 456 533
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 211)
-84 -4 166 192 14 274 176 -63 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 11.7 2.4 68.9 84.8 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 22 24 26 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 63,072
COMMITMENTS
18,084 5,565 1,875 42,056 55,210 62,015 62,650 1,057 422
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 978)
102 44 371 768 612 1,241 1,027 -263 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 8.8 3.0 66.7 87.5 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 4 24 25 30 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,085
COMMITMENTS
1,505 1,705 1,463 61,335 61,694 64,303 64,862 782 223
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 984)
57 0 -20 771 781 808 761 176 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.6 2.2 94.2 94.8 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 25 25 28 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,235
COMMITMENTS
1,540 1,996 1,981 80,867 81,028 84,388 85,005 847 230
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 54)
87 25 25 -389 -181 -277 -131 331 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.3 2.3 94.9 95.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 4 30 22 35 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,663
COMMITMENTS
0 244 0 34,406 33,729 34,406 33,973 257 690
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -285)
0 219 0 -295 -300 -295 -81 10 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.3 97.3 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 0 16 15 16 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,295
COMMITMENTS
1,560 743 0 26,399 27,516 27,959 28,259 336 36
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 470)
0 25 0 470 445 470 470 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.6 0.0 93.3 97.2 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 18 18 20 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 108,220
COMMITMENTS
10,510 3,112 3,000 94,257 101,997 107,767 108,109 453 111
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,629)
664 -37 -233 1,196 1,923 1,628 1,653 1 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.9 2.8 87.1 94.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 9 11 44 38 60 56
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,711
COMMITMENTS
375 0 0 20,364 20,931 20,739 20,931 972 780
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 960)
0 0 0 960 960 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 93.8 96.4 95.5 96.4 4.5 3.6
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 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,812
COMMITMENTS
350 0 0 17,790 18,812 18,140 18,812 672 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 960)
0 0 0 960 960 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 94.6 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 13 14 13
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 29,774
COMMITMENTS
0 3,008 0 29,774 26,766 29,774 29,774 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.0 100.0 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 16 14 17
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,466
COMMITMENTS
0 3,008 0 29,466 26,458 29,466 29,466 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 0.0 100.0 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 16 14 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,765
COMMITMENTS
4,908 1,720 430 60,961 63,943 66,299 66,093 466 672
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,567)
250 0 0 1,317 1,567 1,567 1,567 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.6 0.6 91.3 95.8 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 3 22 23 29 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,607
COMMITMENTS
100 303 0 39,473 38,712 39,573 39,015 34 592
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -190)
0 278 0 -190 -270 -190 8 0 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 0.0 99.7 97.7 99.9 98.5 0.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 0 22 18 23 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,812
COMMITMENTS
417 1,888 0 40,999 39,863 41,416 41,751 396 61
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 474)
150 189 0 324 280 474 469 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.5 0.0 98.1 95.3 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 8 0 21 22 22 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,776
COMMITMENTS
2,139 0 60 52,501 55,476 54,700 55,536 1,076 240
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 343)
8 0 0 82 343 90 343 253 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.1 94.1 99.5 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 17 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,415
COMMITMENTS
2,819 148 60 56,841 60,027 59,720 60,235 695 180
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 353)
57 148 0 171 225 228 373 125 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 0.1 94.1 99.4 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 1 24 18 29 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| 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: 91,407
COMMITMENTS
2,028 714 1,806 87,207 88,650 91,041 91,170 366 237
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,789)
-259 116 239 1,809 1,424 1,789 1,779 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.8 2.0 95.4 97.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 25 25 29 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,437
COMMITMENTS
2,896 1,885 3,199 100,684 102,008 106,779 107,092 658 345
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,683)
-3 40 38 2,606 2,473 2,642 2,551 41 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.8 3.0 93.7 94.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 8 9 29 31 40 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 62,199
COMMITMENTS
937 4,534 816 60,426 56,784 62,179 62,134 20 65
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,354)
-70 -280 -30 1,454 1,664 1,354 1,354 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.3 1.3 97.1 91.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 7 20 16 27 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| 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: 44,979
COMMITMENTS
300 3,650 225 44,454 41,104 44,979 44,979 0 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -100)
-300 375 0 200 -475 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.1 0.5 98.8 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 6 1 16 14 18 20
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| 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: 56,302
COMMITMENTS
654 1,947 205 55,093 53,995 55,952 56,147 350 155
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 346)
125 32 -15 101 174 211 191 135 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.5 0.4 97.9 95.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 25 21 29 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,652
COMMITMENTS
1,554 5,795 120 62,421 59,197 64,095 65,112 1,557 540
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,209)
108 243 0 1,111 950 1,219 1,193 -10 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.8 0.2 95.1 90.2 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 1 22 22 27 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,467
COMMITMENTS
257 3,012 351 23,287 20,733 23,895 24,096 572 371
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 168)
22 4 16 -123 -107 -85 -87 253 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.3 1.4 95.2 84.7 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 16 14 19 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,759
COMMITMENTS
51 1,285 0 21,103 20,186 21,154 21,471 605 288
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -220 -250 -220 -250 220 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.9 0.0 97.0 92.8 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 12 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,543
COMMITMENTS
1,541 1,144 765 24,514 25,113 26,820 27,022 723 521
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 85)
35 -50 0 -90 140 -55 90 140 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.2 2.8 89.0 91.2 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 16 19 22 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,109
COMMITMENTS
766 973 304 15,318 15,552 16,388 16,829 721 280
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 64)
30 0 10 24 54 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.7 1.8 89.5 90.9 95.8 98.4 4.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 15 12 19 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,657
COMMITMENTS
4,571 7,299 1,690 45,017 42,141 51,278 51,130 379 527
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -468)
-240 -409 187 -648 -463 -701 -685 233 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.1 3.3 87.1 81.6 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 6 26 24 34 33
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,245
COMMITMENTS
1,310 3,417 1,447 27,990 26,126 30,747 30,990 498 255
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -58)
180 -34 32 -400 -56 -188 -58 130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 10.9 4.6 89.6 83.6 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 5 3 19 19 23 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,426
COMMITMENTS
1,808 460 100 14,496 15,824 16,404 16,384 22 42
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -399)
-78 15 -15 -318 -399 -411 -399 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.8 0.6 88.3 96.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 1 17 15 20 19
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 20,016
COMMITMENTS
2,250 0 0 17,736 20,016 19,986 20,016 30 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -930)
-225 0 0 -660 -930 -885 -930 -45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.0 88.6 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 0 15 11 20 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,169
COMMITMENTS
830 450 110 8,898 9,049 9,838 9,609 331 560
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15)
15 0 0 -28 -445 -13 -445 28 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.4 1.1 87.5 89.0 96.7 94.5 3.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 15 13 18 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,512
COMMITMENTS
660 350 205 8,353 8,397 9,218 8,952 294 560
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15)
15 0 0 -29 -445 -14 -445 29 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.7 2.2 87.8 88.3 96.9 94.1 3.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 1 14 13 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,759
COMMITMENTS
1,815 50 2,185 46,450 48,384 50,450 50,619 309 140
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15)
0 50 0 -100 -165 -100 -115 115 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.1 4.3 91.5 95.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 19 15 23 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,269
COMMITMENTS
1,820 25 2,185 46,150 48,604 50,155 50,814 1,114 455
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 15)
-25 25 25 -895 -458 -895 -408 910 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 4.3 90.0 94.8 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 2 18 14 24 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,052
COMMITMENTS
1,752 8,345 1,297 113,599 107,385 116,648 117,027 1,404 1,025
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,304)
292 189 -84 2,163 2,179 2,371 2,284 933 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.1 1.1 96.2 91.0 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 8 5 39 32 46 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,461
COMMITMENTS
2,774 7,288 2,730 118,476 113,739 123,980 123,757 1,481 1,704
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,678)
-128 143 84 2,451 1,824 2,407 2,051 1,271 1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.8 2.2 94.4 90.7 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 10 8 42 37 56 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 530,682
COMMITMENTS
42,838 19,067 48,596 438,011 460,337 529,446 528,000 1,236 2,683
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,295)
1,664 -1,856 -3,555 -28 2,015 -1,919 -3,396 624 2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.6 9.2 82.5 86.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
24 25 32 51 47 89 91
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,810
COMMITMENTS
2,670 550 145 11,105 13,750 13,920 14,445 890 365
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 10)
20 0 10 -235 -275 -205 -265 215 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.7 1.0 75.0 92.8 94.0 97.5 6.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 15 14 19 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,226
COMMITMENTS
2,070 550 170 9,066 11,141 11,306 11,861 920 365
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 0)
20 0 10 -235 -225 -205 -215 205 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 4.5 1.4 74.2 91.1 92.5 97.0 7.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 14 14 18 17
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 9,960
COMMITMENTS
885 0 45 9,000 9,885 9,930 9,930 30 30
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 845)
0 0 0 865 850 865 850 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.5 90.4 99.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 1 23 21 28 22
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,931
COMMITMENTS
223 429 449 5,520 5,144 6,192 6,022 739 909
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -632)
48 -99 19 -638 -657 -571 -737 -61 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.2 6.5 79.6 74.2 89.3 86.9 10.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 3 7 28 30 36 38
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,999
COMMITMENTS
1,344 198 0 26,634 27,680 27,978 27,878 21 121
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -5,826)
-210 160 -160 -5,255 -5,716 -5,625 -5,716 -201 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.7 0.0 95.1 98.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 0 38 38 41 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,485
COMMITMENTS
395 0 15 17,024 17,243 17,434 17,258 51 227
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,897)
-676 0 0 -3,211 -3,810 -3,887 -3,810 -10 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.1 97.4 98.6 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 21 22 23 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,541
COMMITMENTS
1,249 45 248 12,711 13,701 14,208 13,994 333 547
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -836)
110 -21 -141 -828 -600 -859 -762 23 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.3 1.7 87.4 94.2 97.7 96.2 2.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 1 3 39 37 46 40
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,959
COMMITMENTS
60 180 30 5,484 5,544 5,574 5,754 385 205
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -961)
45 -30 -45 -1,056 -841 -1,056 -916 95 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.0 0.5 92.0 93.0 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 11 18 13 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 24,223
COMMITMENTS
700 498 150 23,276 23,348 24,126 23,996 97 227
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -4,920)
0 -878 0 -5,016 -4,259 -5,016 -5,137 96 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.1 0.6 96.1 96.4 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 1 31 33 34 35
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,767
COMMITMENTS
7,156 503 2,064 44,177 50,815 53,397 53,382 370 385
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -7,589)
-503 -363 -77 -6,956 -7,242 -7,536 -7,682 -53 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.9 3.8 82.2 94.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
11 6 9 69 65 84 76
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,406
COMMITMENTS
76 93 30 1,714 1,823 1,820 1,946 586 460
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -788)
39 22 -71 -626 -818 -658 -867 -130 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.9 1.2 71.2 75.8 75.6 80.9 24.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 20 19 21
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 12,802
COMMITMENTS
0 0 0 12,792 12,802 12,792 12,802 10 0
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,922)
0 0 0 -2,932 -2,922 -2,932 -2,922 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 49,545
COMMITMENTS
40 0 0 47,915 47,905 47,955 47,905 1,590 1,640
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 5,170)
0 0 0 5,020 5,110 5,020 5,110 150 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.7 96.7 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 26 28 27 28
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 21,153
COMMITMENTS
0 0 0 21,147 20,890 21,147 20,890 6 263
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 441)
0 0 0 456 396 456 396 -15 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.8 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 18 18 18 18
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 191,265
COMMITMENTS
0 0 0 186,427 181,173 186,427 181,173 4,838 10,092
CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -13,869)
0 0 0 -12,322 -13,834 -12,322 -13,834 -1,547 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 94.7 97.5 94.7 2.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
Updated February 05, 2021