CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 47,393
COMMITMENTS
4,542 16,684 1,586 41,239 29,123 47,367 47,393 26 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,605)
15 498 1,182 408 -75 1,605 1,605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 35.2 3.3 87.0 61.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 8 7 16 20 27 30
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 197,100
COMMITMENTS
81,086 21,472 3,815 112,199 171,813 197,100 197,100 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -780)
300 -1,150 -2,200 1,120 2,570 -780 -780 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 10.9 1.9 56.9 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 7 4 16 17 27 26
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 196,599
COMMITMENTS
33,751 36,605 8,301 154,547 151,693 196,599 196,599 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 3,615)
732 2,265 -119 3,002 1,469 3,615 3,615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 18.6 4.2 78.6 77.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 4 7 19 13 30 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 151,235
COMMITMENTS
60,692 36,515 13,770 76,763 100,948 151,225 151,233 10 2
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 700)
729 580 1,909 -1,935 -1,789 702 699 -2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 24.1 9.1 50.8 66.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
38 11 19 30 25 72 51
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 34,648
COMMITMENTS
6,414 3,178 1,766 26,349 29,704 34,529 34,648 119 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,364)
1,075 46 0 265 1,318 1,340 1,364 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 9.2 5.1 76.0 85.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 3 3 16 10 29 15
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 19,460
COMMITMENTS
7,110 6,132 783 11,567 12,545 19,460 19,460 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 499)
200 500 0 299 -1 499 499 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 31.5 4.0 59.4 64.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 3 10 8 14 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,382
COMMITMENTS
1,875 19,996 650 19,847 1,721 22,372 22,367 10 15
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,100)
0 950 0 1,100 150 1,100 1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 89.3 2.9 88.7 7.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 2 12 5 17 10
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| 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: 17,781
COMMITMENTS
2,115 2,979 330 15,336 14,472 17,781 17,781 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -100)
0 100 -100 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 16.8 1.9 86.2 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 4 11 12 16 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| 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: 23,353
COMMITMENTS
3,221 7,920 511 19,596 14,922 23,328 23,353 25 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,042)
150 300 0 892 742 1,042 1,042 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 33.9 2.2 83.9 63.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 2 11 12 14 20
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 36,129
COMMITMENTS
16,136 12,850 2,655 17,338 20,624 36,129 36,129 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 35.6 7.3 48.0 57.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 4 12 11 20 16
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 46,292
COMMITMENTS
10,098 577 1,687 34,490 44,026 46,276 46,291 16 1
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,931)
617 -450 1,287 27 1,093 1,931 1,930 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 1.2 3.6 74.5 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 4 5 17 14 28 22
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,742
COMMITMENTS
80 0 5 6,555 6,727 6,640 6,732 102 10
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 188)
0 0 0 188 188 188 188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 97.2 99.8 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 18 19 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,951
COMMITMENTS
6,170 1,222 2,279 16,234 21,238 24,683 24,739 268 212
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 316)
-63 153 337 82 -168 356 322 -40 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.9 9.1 65.1 85.1 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 6 21 35 29 42
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,646
COMMITMENTS
4,880 5,751 624 15,380 15,254 20,884 21,629 762 17
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,654)
2,050 465 -25 -371 1,214 1,654 1,654 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 26.6 2.9 71.1 70.5 96.5 99.9 3.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 4 23 14 30 19
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,623
COMMITMENTS
330 670 98 3,981 3,716 4,409 4,484 214 139
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 14.5 2.1 86.1 80.4 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 12 10 17 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,222,056
COMMITMENTS
1051837 32,371 421,544 4707562 5747401 6180943 6201316 41,113 20,740
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 24,912)
-100,577 6,522 -18,565 142,744 35,325 23,602 23,282 1,310 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.5 6.8 75.7 92.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
48 16 46 153 124 214 173
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,659,835
COMMITMENTS
53,709 23,061 743,246 860,759 892,233 1657715 1658539 2,120 1,296
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 59,044)
5,929 5,672 58,997 -4,674 -5,797 60,252 58,872 -1,208 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 44.8 51.9 53.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 9 24 52 49 81 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,998
COMMITMENTS
2,972 210 31 166,985 187,074 169,988 187,315 22,010 4,683
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,106)
-20 -120 -325 1,649 1,405 1,304 960 -198 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 0.0 87.0 97.4 88.5 97.6 11.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 22 19 24 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 130,069
COMMITMENTS
490 0 518 122,512 116,138 123,520 116,656 6,549 13,413
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,576)
33 0 364 1,542 1,425 1,939 1,789 -363 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 94.2 89.3 95.0 89.7 5.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 19 19 21 21
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,983
COMMITMENTS
7,863 317 334 232,140 239,328 240,337 239,979 12,646 13,004
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 973)
-124 -151 182 3,223 -23 3,281 8 -2,308 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.1 0.1 91.8 94.6 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 1 3 26 30 33 33
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,005,539
COMMITMENTS
6,671 4,280 6,850 979,963 990,397 993,484 1001527 12,055 4,012
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 11,068)
718 -109 933 9,778 10,067 11,429 10,891 -361 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 0.7 97.5 98.5 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 1 6 41 24 52 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 356,025
COMMITMENTS
6,394 270 0 331,105 335,597 337,499 335,867 18,526 20,158
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 9,464)
-60 0 0 9,647 9,332 9,587 9,332 -123 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.1 0.0 93.0 94.3 94.8 94.3 5.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 0 34 29 37 30
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 621,057
COMMITMENTS
9,228 4,803 1,641 601,216 611,255 612,085 617,699 8,972 3,358
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 6,077)
-136 2,930 -108 6,044 2,626 5,800 5,448 277 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 0.3 96.8 98.4 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 3 4 40 37 47 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 443,418
COMMITMENTS
2,700 2,516 2,682 427,572 418,749 432,954 423,947 10,464 19,471
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,406)
566 -338 92 2,521 1,890 3,179 1,644 -773 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.6 96.4 94.4 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 30 30 35 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,559
COMMITMENTS
1,005 482 520 82,443 84,950 83,968 85,952 4,591 2,607
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,369)
460 0 -62 1,303 3,044 1,701 2,982 668 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.6 93.1 95.9 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 15 19 17 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,905
COMMITMENTS
434 0 0 22,061 23,471 22,495 23,471 1,410 434
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 7,490)
0 0 0 7,131 7,614 7,131 7,614 359 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 92.3 98.2 94.1 98.2 5.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 12 18 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 324,167
COMMITMENTS
3,281 0 685 300,661 318,738 304,627 319,423 19,540 4,744
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,633)
1,039 0 121 -78 1,329 1,082 1,450 551 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.2 92.7 98.3 94.0 98.5 6.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 23 29 25 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,824
COMMITMENTS
0 0 0 178,457 187,678 178,457 187,678 12,367 3,146
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 3,040)
0 0 0 2,280 3,386 2,280 3,386 760 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 98.4 93.5 98.4 6.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 22 20 22 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,258
COMMITMENTS
300 8,174 0 231,554 224,159 231,854 232,333 4,404 3,925
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -1,654)
300 3,852 -300 -674 -4,248 -674 -696 -980 -958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.5 0.0 98.0 94.9 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 19 19 20 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,120
COMMITMENTS
12,330 0 856 19,668 31,993 32,854 32,849 1,266 1,271
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 3,740)
58 -546 546 3,172 3,740 3,776 3,740 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 0.0 2.5 57.6 93.8 96.3 96.3 3.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 0 1 10 20 17 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 615,446
COMMITMENTS
12,526 11,441 2,704 590,179 597,881 605,409 612,026 10,037 3,420
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -577)
-3,754 1,800 1,086 3,455 -2,714 787 172 -1,364 -749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.9 0.4 95.9 97.1 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
6 9 7 50 43 59 56
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,206
COMMITMENTS
846 56 739 196,250 203,548 197,835 204,343 8,371 1,863
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 576)
-766 56 -937 -3 827 -1,706 -54 2,282 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 95.2 98.7 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 16 18 18 20
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,389
COMMITMENTS
0 1,712 0 132,568 134,271 132,568 135,983 4,821 1,406
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 660)
0 0 0 540 660 540 660 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 96.5 97.7 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 21 19 21 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,970
COMMITMENTS
4,863 8,501 0 136,240 134,725 141,103 143,226 2,867 744
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 3,694)
0 0 0 3,694 3,694 3,694 3,694 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.9 0.0 94.6 93.6 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 6 0 33 31 38 37
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,742
COMMITMENTS
0 201 0 148,049 149,944 148,049 150,145 2,693 597
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 8,110)
0 201 0 7,682 8,056 7,682 8,257 428 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.2 99.5 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 27 19 27 20
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 26,024
COMMITMENTS
0 2,542 0 25,287 22,676 25,287 25,218 737 806
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 3,772)
0 0 0 3,838 3,772 3,838 3,772 -66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 0.0 97.2 87.1 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 10 12 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,427
COMMITMENTS
781 1,367 1,032 208,169 209,678 209,982 212,077 5,445 3,350
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,468)
77 -30 392 2,286 2,405 2,755 2,767 -287 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.5 96.6 97.3 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 2 32 35 35 38
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 197,059
COMMITMENTS
182 0 633 188,525 185,997 189,340 186,630 7,719 10,429
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,119)
0 -1,123 0 -41 2,735 -41 1,612 1,160 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 95.7 94.4 96.1 94.7 3.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 1 21 25 22 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 172,740
COMMITMENTS
0 416 0 156,635 163,455 156,635 163,871 16,105 8,869
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -2,689)
0 0 0 -3,304 -3,968 -3,304 -3,968 615 1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 90.7 94.6 90.7 94.9 9.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 16 18 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,053
COMMITMENTS
403 0 0 89,073 93,375 89,476 93,375 8,577 4,678
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 654)
0 0 0 662 263 662 263 -8 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 90.8 95.2 91.3 95.2 8.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,677
COMMITMENTS
500 0 120 26,425 27,722 27,045 27,842 2,632 1,835
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,620)
-120 0 120 2,558 2,990 2,558 3,110 62 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.4 89.0 93.4 91.1 93.8 8.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 12 15 13 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,852
COMMITMENTS
2,474 0 0 199,199 189,764 201,673 189,764 9,179 21,088
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,226)
0 0 0 2,143 1,588 2,143 1,588 -917 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 94.5 90.0 95.6 90.0 4.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 155,375
COMMITMENTS
6,476 1,441 786 138,062 144,860 145,324 147,087 10,051 8,288
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -335)
-544 0 262 -403 -360 -685 -98 350 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.9 0.5 88.9 93.2 93.5 94.7 6.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 2 29 25 35 27
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,023
COMMITMENTS
0 310 0 43,403 42,520 43,403 42,830 620 1,193
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.6 96.6 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 14 11 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 233,688
COMMITMENTS
3,344 3,714 1,208 221,609 218,045 226,161 222,967 7,527 10,721
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,483)
-306 -300 0 2,332 2,442 2,026 2,142 457 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.6 0.5 94.8 93.3 96.8 95.4 3.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 25 29 28 30
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 108,314
COMMITMENTS
0 0 0 98,193 104,109 98,193 104,109 10,121 4,205
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 13,700)
0 0 0 12,354 13,700 12,354 13,700 1,346 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.7 96.1 90.7 96.1 9.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 24 17 24 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 112,245
COMMITMENTS
4,494 0 0 98,665 109,629 103,159 109,629 9,086 2,616
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 515)
0 0 0 425 515 425 515 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 87.9 97.7 91.9 97.7 8.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 10 15 11 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 38,139
COMMITMENTS
911 0 0 35,854 34,892 36,765 34,892 1,374 3,247
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,208)
911 0 0 1,120 2,208 2,031 2,208 177 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 94.0 91.5 96.4 91.5 3.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 12 12 13 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 340,209
COMMITMENTS
0 0 0 327,132 336,425 327,132 336,425 13,077 3,784
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 6,121)
0 0 0 6,893 6,155 6,893 6,155 -772 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 98.9 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 26 22 26 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,915
COMMITMENTS
0 0 0 86,145 92,673 86,145 92,673 8,770 2,242
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,354)
0 0 0 96 794 96 794 1,258 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 97.6 90.8 97.6 9.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 31,016
COMMITMENTS
2,418 0 0 27,494 31,016 29,912 31,016 1,104 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 4,452)
0 0 0 4,452 4,452 4,452 4,452 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 88.6 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 9 14 11 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 217,915
COMMITMENTS
0 0 0 212,310 213,135 212,310 213,135 5,605 4,780
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 6,388)
0 0 0 6,354 5,595 6,354 5,595 34 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 97.8 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 16 25 16 25
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,329
COMMITMENTS
5,462 125 1,744 28,123 33,327 35,329 35,196 0 133
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,190)
774 25 -125 541 1,290 1,190 1,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.4 4.9 79.6 94.3 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 2 8 27 24 37 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 30,981
COMMITMENTS
1,200 1,058 1,755 28,026 28,168 30,981 30,981 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 860)
-190 585 15 1,035 260 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.4 5.7 90.5 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 6 21 22 28 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 130,820
COMMITMENTS
20,280 5,691 1,800 108,181 123,131 130,261 130,622 559 198
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 711)
-2,032 558 179 2,843 -12 990 725 -279 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.4 1.4 82.7 94.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 13 9 34 33 49 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,854
COMMITMENTS
6,736 2,612 1,591 47,467 51,636 55,794 55,839 60 15
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,061)
-28 232 165 1,939 1,726 2,076 2,123 -15 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.7 2.8 85.0 92.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 5 7 25 25 37 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| 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: 33,003
COMMITMENTS
1,228 2,223 469 31,306 30,311 33,003 33,003 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,009)
325 105 0 1,684 1,904 2,009 2,009 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.7 1.4 94.9 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 5 6 18 19 25 26
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 49,540
COMMITMENTS
13,525 5,506 920 34,823 42,696 49,268 49,122 272 418
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -136)
4 -200 14 -154 33 -136 -153 0 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 11.1 1.9 70.3 86.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 24 25 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,391
COMMITMENTS
17,390 5,698 1,481 41,613 53,916 60,484 61,095 907 296
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 274)
75 -54 45 149 283 269 274 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 9.3 2.4 67.8 87.8 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 2 23 26 28 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,520
COMMITMENTS
1,366 5,305 1,333 60,264 56,882 62,963 63,520 557 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,350)
0 0 0 1,345 1,350 1,345 1,350 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.4 2.1 94.9 89.5 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 24 24 27 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,367
COMMITMENTS
1,026 5,406 1,952 79,071 74,974 82,049 82,332 318 35
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,450)
25 5 0 1,425 1,445 1,450 1,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.6 2.4 96.0 91.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 4 30 24 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,827
COMMITMENTS
0 395 0 32,633 31,802 32,633 32,197 194 630
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -5)
0 270 0 15 -115 15 155 -20 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.4 96.9 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 13 17 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,511
COMMITMENTS
1,260 500 0 28,955 30,011 30,215 30,511 296 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.6 0.0 94.9 98.4 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 19 17 21 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 101,801
COMMITMENTS
10,527 3,257 3,764 86,957 94,641 101,248 101,662 553 139
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,085)
46 46 354 590 696 991 1,096 94 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.2 3.7 85.4 93.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 8 14 40 39 61 57
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 20,356
COMMITMENTS
650 0 0 18,784 19,576 19,434 19,576 922 780
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 92.3 96.2 95.5 96.2 4.5 3.8
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 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,240
COMMITMENTS
650 0 0 16,938 18,240 17,588 18,240 652 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 92.9 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 12 13 15 13
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 31,219
COMMITMENTS
50 3,448 0 31,004 27,771 31,054 31,219 165 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 71)
50 -150 0 21 221 71 71 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.0 0.0 99.3 89.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 12 15 13 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 63,265
COMMITMENTS
3,698 1,880 385 58,456 60,228 62,539 62,493 726 772
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -150)
-150 0 0 0 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.0 0.6 92.4 95.2 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 3 20 21 25 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,953
COMMITMENTS
100 320 0 36,841 36,141 36,941 36,461 12 492
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 125)
0 100 0 125 25 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.0 99.7 97.8 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 21 20 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,540
COMMITMENTS
680 1,705 70 41,444 40,759 42,194 42,534 346 6
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 20)
-1 0 0 21 15 20 15 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.0 0.2 97.4 95.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 6 2 21 21 25 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,443
COMMITMENTS
2,111 0 35 49,483 51,908 51,629 51,943 814 500
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 905)
0 0 0 905 905 905 905 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.1 94.4 99.0 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 20 16 24 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,035
COMMITMENTS
2,843 45 35 54,647 57,603 57,525 57,683 510 352
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 820)
20 0 0 800 820 820 820 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.1 0.1 94.2 99.3 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 22 18 26 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| 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: 85,644
COMMITMENTS
1,804 1,036 2,159 81,276 82,249 85,239 85,444 405 200
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,354)
-117 423 31 1,440 900 1,354 1,354 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.2 2.5 94.9 96.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 4 25 25 29 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 101,890
COMMITMENTS
3,838 1,966 2,610 94,921 96,950 101,369 101,526 521 364
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,652)
242 -236 -43 2,523 2,942 2,722 2,663 -70 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.9 2.6 93.2 95.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 9 9 28 29 39 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,079
COMMITMENTS
592 4,079 1,027 58,440 54,973 60,059 60,079 20 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 355)
116 -25 -19 258 423 355 379 0 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.8 1.7 97.3 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 3 5 20 17 28 23
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| 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: 42,135
COMMITMENTS
300 2,845 1,195 40,640 38,095 42,135 42,135 0 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 965)
0 -75 225 740 815 965 965 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.8 2.8 96.5 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 3 15 10 19 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| 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: 52,395
COMMITMENTS
360 1,319 120 50,926 50,892 51,406 52,331 989 64
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -359)
85 0 0 -212 -351 -127 -351 -232 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.5 0.2 97.2 97.1 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 22 19 25 20
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 60,591
COMMITMENTS
1,440 3,788 120 57,912 56,195 59,472 60,103 1,119 488
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -99)
110 0 0 -152 -99 -42 -99 -57 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.3 0.2 95.6 92.7 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 1 22 20 25 23
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,335
COMMITMENTS
100 2,647 361 21,419 19,236 21,880 22,244 455 91
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -299)
0 0 0 -334 -299 -334 -299 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.9 1.6 95.9 86.1 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 17 14 20 17
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 20,080
COMMITMENTS
50 1,375 0 19,517 18,667 19,567 20,042 513 38
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -525)
0 0 0 -525 -525 -525 -525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.0 97.2 93.0 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 17 13 18 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,550
COMMITMENTS
1,630 1,397 393 22,851 23,760 24,874 25,550 676 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 303)
35 0 0 235 303 270 303 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.5 1.5 89.4 93.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 18 18 23 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,166
COMMITMENTS
630 747 260 14,546 14,644 15,436 15,651 730 515
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 115)
0 -55 0 115 170 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.6 1.6 90.0 90.6 95.5 96.8 4.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 13 18 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,625
COMMITMENTS
4,190 5,846 1,729 39,445 37,753 45,364 45,328 261 297
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -419)
-415 60 -62 25 -417 -452 -419 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 12.8 3.8 86.5 82.7 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 6 26 21 33 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 27,819
COMMITMENTS
1,748 2,795 1,356 24,484 23,437 27,588 27,588 231 231
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -823)
0 0 0 -803 -718 -803 -718 -20 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 10.0 4.9 88.0 84.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 5 3 21 19 25 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,324
COMMITMENTS
1,918 202 615 14,759 16,480 17,292 17,297 32 27
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 190)
125 -125 125 -60 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.2 3.5 85.2 95.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 3 19 15 24 20
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,986
COMMITMENTS
3,995 85 15 18,916 22,886 22,926 22,986 60 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,495)
175 85 15 1,320 1,395 1,510 1,495 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.4 0.1 82.3 99.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 15 12 22 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,137
COMMITMENTS
680 200 150 7,267 7,727 8,097 8,077 40 60
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 165 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.5 1.8 89.3 95.0 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 13 19 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,468
COMMITMENTS
500 200 255 6,673 6,953 7,428 7,408 40 60
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.7 3.4 89.4 93.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 12 19 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,497
COMMITMENTS
2,355 25 1,655 42,955 45,817 46,965 47,497 532 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 3.5 90.4 96.5 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,972
COMMITMENTS
2,270 0 1,645 43,525 46,327 47,440 47,972 532 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 3.4 90.7 96.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 19 14 24 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,313
COMMITMENTS
1,471 2,755 2,278 114,202 113,032 117,951 118,065 362 248
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,062)
90 -355 127 845 1,140 1,062 912 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.3 1.9 96.5 95.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 6 8 36 32 45 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 124,592
COMMITMENTS
2,355 3,606 3,393 118,687 117,497 124,435 124,496 157 96
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,587)
150 -177 177 1,261 1,573 1,588 1,573 -1 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.9 2.7 95.3 94.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 10 9 38 35 49 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 534,747
COMMITMENTS
35,822 24,404 48,996 449,021 460,388 533,839 533,788 909 959
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 5,126)
-1,946 57 1,893 5,132 3,079 5,080 5,029 46 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.6 9.2 84.0 86.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
21 24 27 46 44 79 83
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,460
COMMITMENTS
2,600 600 35 11,860 14,745 14,495 15,380 965 80
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.9 0.2 76.7 95.4 93.8 99.5 6.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 14 13 17 15
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,220
COMMITMENTS
2,000 600 60 10,165 12,480 12,225 13,140 995 80
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.5 0.5 76.9 94.4 92.5 99.4 7.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 14 14 17 16
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 12,897
COMMITMENTS
835 200 45 11,952 12,620 12,832 12,865 65 32
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,604)
0 0 0 2,604 2,604 2,604 2,604 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.6 0.3 92.7 97.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 22 19 26 21
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,497
COMMITMENTS
0 103 107 1,913 1,842 2,020 2,052 477 445
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 4.3 76.6 73.8 80.9 82.2 19.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 3 16 17 19 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,924
COMMITMENTS
255 572 367 5,833 4,939 6,455 5,878 469 1,046
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 83)
18 43 1 180 74 199 118 -116 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.3 5.3 84.2 71.3 93.2 84.9 6.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 6 34 35 41 43
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,776
COMMITMENTS
2,272 198 1,390 24,043 26,072 27,705 27,660 71 116
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 1,463)
470 0 565 428 901 1,463 1,466 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.7 5.0 86.6 93.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 2 37 37 40 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,484
COMMITMENTS
160 1,035 120 19,083 17,979 19,363 19,134 121 350
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 665)
45 145 5 545 461 595 611 70 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.3 0.6 97.9 92.3 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 17 23 21 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,368
COMMITMENTS
6,735 812 132 11,178 16,953 18,045 17,897 323 471
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -67)
-18 0 -48 -1 -5 -67 -53 0 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 4.4 0.7 60.9 92.3 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 2 2 38 37 45 41
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,318
COMMITMENTS
0 125 30 6,068 5,868 6,098 6,023 220 295
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 318)
0 0 0 318 308 318 308 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.5 96.0 92.9 96.5 95.3 3.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 13 20 14 22
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,137
COMMITMENTS
3,742 33 1,047 15,208 18,770 19,997 19,850 140 287
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 278)
0 0 0 228 198 228 198 50 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.2 5.2 75.5 93.2 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 2 28 33 32 36
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,059
COMMITMENTS
11,347 4,241 1,718 45,671 52,511 58,736 58,470 323 589
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 3,077)
1,306 -157 198 1,542 2,966 3,046 3,007 31 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.2 2.9 77.3 88.9 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
10 7 11 72 72 90 84
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,645
COMMITMENTS
60 50 109 1,784 1,767 1,953 1,926 692 719
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 4.1 67.4 66.8 73.8 72.8 26.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 13 16 16 18
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 12,665
COMMITMENTS
0 1,635 0 12,650 11,030 12,650 12,665 15 0
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 590)
0 270 0 575 320 575 590 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.9 0.0 99.9 87.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 13 12 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 71,415
COMMITMENTS
30 0 0 70,110 69,797 70,140 69,797 1,275 1,618
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 2,286)
0 0 0 2,286 1,916 2,286 1,916 0 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 97.7 98.2 97.7 1.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 29 26 30 26
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 22,143
COMMITMENTS
0 0 0 22,092 21,960 22,092 21,960 51 183
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -207 -90 -207 0 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.2 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 20 17 20
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 183,978
COMMITMENTS
0 0 0 180,468 174,679 180,468 174,679 3,510 9,299
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 630)
0 0 0 630 580 630 580 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.1 94.9 98.1 94.9 1.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 16 13 16
Updated March 19, 2021