CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,730
COMMITMENTS
4,059 18,317 885 34,770 20,519 39,714 39,721 16 9
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 516)
534 291 0 -28 235 506 526 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 46.1 2.2 87.5 51.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 5 16 17 26 27
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 202,757
COMMITMENTS
87,266 24,380 3,015 112,476 175,362 202,757 202,757 0 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 12.0 1.5 55.5 86.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 8 4 16 16 27 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 205,765
COMMITMENTS
35,464 41,680 8,402 161,899 155,683 205,765 205,765 0 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 2,082)
51 0 148 1,883 1,934 2,082 2,082 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 20.3 4.1 78.7 75.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 4 9 20 13 31 24
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 141,748
COMMITMENTS
68,615 45,977 14,011 58,837 81,698 141,463 141,686 285 62
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 3,504)
1,832 1,740 895 790 1,109 3,517 3,744 -13 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 32.4 9.9 41.5 57.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
37 15 28 31 26 80 57
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 52,065
COMMITMENTS
17,341 5,667 735 33,966 45,663 52,042 52,065 23 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 867)
1,238 132 55 -426 680 867 867 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 10.9 1.4 65.2 87.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 4 3 17 13 34 19
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 21,834
COMMITMENTS
7,957 7,082 782 13,095 13,970 21,834 21,834 0 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 32.4 3.6 60.0 64.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 3 11 8 17 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 40,093
COMMITMENTS
5,100 25,101 8,511 26,470 6,452 40,081 40,064 12 29
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 670)
50 -565 410 198 825 658 670 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 62.6 21.2 66.0 16.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 8 6 12 6 20 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| 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: 17,729
COMMITMENTS
2,190 2,850 255 15,284 14,624 17,729 17,729 0 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 16.1 1.4 86.2 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 4 13 14 18 20
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| 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: 23,066
COMMITMENTS
2,228 8,406 920 19,893 13,740 23,041 23,066 25 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 70)
0 50 0 70 20 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 36.4 4.0 86.2 59.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 4 11 11 15 20
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 40,769
COMMITMENTS
18,936 12,985 3,655 18,178 24,129 40,769 40,769 0 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 31.9 9.0 44.6 59.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 4 15 9 23 14
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 40,027
COMMITMENTS
13,606 1,141 291 26,115 38,595 40,011 40,027 16 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 202)
818 61 2 -617 140 202 202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 2.9 0.7 65.2 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 5 3 17 13 28 20
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,278
COMMITMENTS
4,217 1,530 2,621 15,385 18,127 22,223 22,278 55 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -100)
250 100 0 -350 -200 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 6.9 11.8 69.1 81.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 2 2 11 8 18 12
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,341
COMMITMENTS
55 0 10 7,148 7,302 7,213 7,312 128 29
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 379)
0 0 10 369 425 379 435 0 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.1 97.4 99.5 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 19 19 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,610
COMMITMENTS
4,785 267 1,692 12,932 17,461 19,409 19,420 201 190
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 70)
192 -7 32 -124 45 100 70 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.4 8.6 65.9 89.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 4 28 36 35 41
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 17,234
COMMITMENTS
3,894 3,762 897 11,922 12,536 16,713 17,195 521 39
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 229)
-111 298 -23 363 -46 229 229 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 21.8 5.2 69.2 72.7 97.0 99.8 3.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 21 15 26 19
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,193
COMMITMENTS
75 597 0 3,995 3,474 4,070 4,071 123 122
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 100)
0 60 0 100 40 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 14.2 0.0 95.3 82.9 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 11 11 12 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,192,831
COMMITMENTS
1110068 45,116 464,980 4580378 5665159 6155426 6175255 37,405 17,576
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 148,348)
-12,066 -1,455 81,440 75,942 72,710 145,316 152,695 3,032 -4,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.7 7.5 74.0 91.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
60 11 47 155 131 222 183
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,730,014
COMMITMENTS
89,272 56,998 763,953 873,394 906,282 1726619 1727233 3,395 2,782
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 32,090)
5,355 5,154 23,234 3,548 3,721 32,137 32,109 -47 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.3 44.2 50.5 52.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 12 25 49 46 79 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,064
COMMITMENTS
3,322 0 92 189,714 206,883 193,128 206,975 18,936 5,089
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -7,001)
-511 0 0 -5,853 -3,087 -6,364 -3,087 -637 -3,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 89.5 97.6 91.1 97.6 8.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 1 28 21 31 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,043
COMMITMENTS
2,189 619 565 140,014 141,461 142,768 142,645 12,275 12,398
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -3,842)
-876 483 -342 -572 -2,626 -1,790 -2,485 -2,052 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.4 0.4 90.3 91.2 92.1 92.0 7.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 20 20 24 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,934
COMMITMENTS
7,236 7,280 1,369 239,018 242,925 247,623 251,574 11,311 7,360
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,514)
-1,542 3,342 -890 6,372 565 3,940 3,017 -2,426 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.8 0.5 92.3 93.8 95.6 97.2 4.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 4 28 33 35 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 920,588
COMMITMENTS
3,338 3,547 8,852 894,395 902,449 906,585 914,848 14,003 5,740
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -7,315)
2,070 55 0 -10,594 -3,431 -8,524 -3,376 1,209 -3,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 1.0 97.2 98.0 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 4 42 27 49 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 339,739
COMMITMENTS
9,079 0 1,541 316,933 329,341 327,553 330,882 12,186 8,857
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -13,945)
-740 0 -158 -14,078 -13,067 -14,976 -13,225 1,031 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.5 93.3 96.9 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 0 2 37 36 43 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 612,796
COMMITMENTS
25,819 0 1,346 578,472 609,005 605,637 610,351 7,159 2,445
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -21,968)
4,420 -270 -1,586 -24,615 -19,243 -21,781 -21,099 -187 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.2 94.4 99.4 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 0 3 39 36 47 39
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 457,039
COMMITMENTS
0 15,172 1,654 444,191 419,999 445,845 436,825 11,194 20,214
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -15,927)
-431 2,384 -645 -15,529 -18,055 -16,605 -16,316 678 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.4 97.2 91.9 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 3 32 28 35 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,257
COMMITMENTS
1,549 3,724 758 103,230 101,736 105,537 106,218 2,720 2,039
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,308)
-7 1,729 296 1,270 349 1,559 2,374 -251 -1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.4 0.7 95.4 94.0 97.5 98.1 2.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 17 21 20 25
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,654
COMMITMENTS
960 0 302 29,382 32,166 30,644 32,468 2,010 186
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -6,543)
-540 -210 0 -4,445 -6,273 -4,985 -6,483 -1,558 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.9 90.0 98.5 93.8 99.4 6.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 15 15 17 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 344,572
COMMITMENTS
0 0 0 333,099 339,030 333,099 339,030 11,473 5,542
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 7,736)
0 -1,582 -267 14,164 9,973 13,897 8,124 -6,161 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.4 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 24 29 24 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 196,358
COMMITMENTS
806 0 0 185,079 193,217 185,885 193,217 10,473 3,141
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -12,480)
0 -279 0 -9,857 -12,555 -9,857 -12,834 -2,623 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.3 98.4 94.7 98.4 5.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 23 22 24 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,162
COMMITMENTS
1,530 17,672 0 230,643 211,656 232,173 229,328 3,989 6,834
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -14,405)
-310 228 0 -14,370 -14,292 -14,680 -14,064 275 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.5 0.0 97.7 89.6 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 0 20 17 21 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,102
COMMITMENTS
2,889 2,773 1,243 25,273 24,815 29,405 28,831 697 1,271
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -12,237)
-1,397 1,142 -3 -8,402 -13,703 -9,802 -12,564 -2,435 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 9.2 4.1 84.0 82.4 97.7 95.8 2.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 13 19 18 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 617,132
COMMITMENTS
10,460 17,215 6,942 592,566 588,879 609,968 613,036 7,164 4,096
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -25,594)
-2,122 954 340 -20,191 -24,730 -21,973 -23,436 -3,621 -2,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.8 1.1 96.0 95.4 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
3 9 7 60 47 68 58
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,272
COMMITMENTS
2,930 0 379 204,176 212,790 207,485 213,169 6,787 1,103
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -7,674)
-1,170 -279 240 -3,480 -6,136 -4,410 -6,175 -3,264 -1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.2 95.3 99.3 96.8 99.5 3.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 20 19 22 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,099
COMMITMENTS
0 1,836 0 122,482 121,252 122,482 123,088 5,617 5,011
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -54,452)
-26,125 -4,095 0 -29,623 -46,628 -55,748 -50,723 1,296 -3,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 95.6 94.7 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 18 15 18 16
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,123
COMMITMENTS
27,055 5,931 0 133,467 155,924 160,522 161,855 2,601 1,268
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -48,150)
-17,848 -2,065 -182 -29,025 -43,996 -47,055 -46,243 -1,095 -1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.6 0.0 81.8 95.6 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 4 0 35 34 44 38
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 169,483
COMMITMENTS
1,579 217 0 167,241 166,808 168,820 167,025 663 2,458
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -6,963)
0 -573 -27 -6,489 -6,482 -6,516 -7,082 -447 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.0 98.7 98.4 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 0 26 19 27 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,900
COMMITMENTS
0 523 0 200,311 204,610 200,311 205,133 8,589 3,767
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -12,582)
-2,826 -713 -124 -11,701 -9,930 -14,651 -10,767 2,069 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 95.9 97.9 95.9 98.2 4.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 1 0 36 38 36 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,494
COMMITMENTS
0 0 0 100,855 100,721 100,855 100,721 639 773
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -6,630)
0 0 0 -6,630 -5,914 -6,630 -5,914 0 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 15 12 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,736
COMMITMENTS
1,327 241 24 68,723 68,737 70,074 69,002 10,662 11,734
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -4,775)
-505 58 -359 -3,928 -1,705 -4,792 -2,006 17 -2,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.0 85.1 85.1 86.8 85.5 13.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 14 16 16
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 194,326
COMMITMENTS
0 45 2,444 185,713 185,261 188,157 187,750 6,169 6,576
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -10,202)
-533 -1,624 1,134 -12,451 -8,091 -11,850 -8,581 1,648 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.3 95.6 95.3 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 24 29 25 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,834
COMMITMENTS
0 188 184 159,904 164,420 160,088 164,792 11,746 7,042
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -13,985)
0 -3,393 184 -17,306 -10,761 -17,122 -13,970 3,137 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.1 93.1 95.7 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 20 17 21 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,919
COMMITMENTS
1,105 0 49 85,126 85,799 86,280 85,848 4,639 5,071
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -5,129)
733 0 49 -5,329 -4,994 -4,547 -4,945 -582 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 93.6 94.4 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 18 14 20 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,822
COMMITMENTS
6,918 0 48 205,486 203,335 212,452 203,383 7,370 16,439
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -3,997)
-212 0 -12 2,443 -2,998 2,219 -3,010 -6,216 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 93.5 92.5 96.6 92.5 3.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 12 19 14 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,922
COMMITMENTS
1,897 1,350 121 138,076 143,814 140,094 145,285 11,828 6,637
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -3,682)
-527 -90 0 -3,671 -588 -4,198 -678 516 -3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 0.1 90.9 94.7 92.2 95.6 7.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 1 29 28 31 29
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,669
COMMITMENTS
0 1,737 0 41,914 40,548 41,914 42,285 1,755 1,384
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -7,170)
0 50 -50 -5,105 -6,150 -5,155 -6,150 -2,015 -1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 96.0 92.9 96.0 96.8 4.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 11 15 11 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 239,650
COMMITMENTS
2,504 3,931 1,873 229,243 225,495 233,620 231,299 6,030 8,351
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -13,022)
544 -659 -333 -7,916 -9,709 -7,705 -10,701 -5,317 -2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.6 0.8 95.7 94.1 97.5 96.5 2.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 2 27 28 31 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 128,810
COMMITMENTS
1,062 372 0 122,165 125,547 123,227 125,919 5,583 2,891
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -5,156)
306 -1,050 -217 -9,158 -3,021 -9,069 -4,288 3,913 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.0 94.8 97.5 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 28 22 30 23
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 101,721
COMMITMENTS
3,213 0 0 91,143 99,141 94,356 99,141 7,365 2,580
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -7,239)
-651 0 0 -5,999 -6,585 -6,650 -6,585 -589 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 89.6 97.5 92.8 97.5 7.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 13 17 14 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 38,512
COMMITMENTS
233 0 45 37,790 34,633 38,068 34,678 444 3,834
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -6,840)
-552 0 0 -6,120 -6,556 -6,672 -6,556 -168 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 98.1 89.9 98.8 90.0 1.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 15 11 16 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 327,284
COMMITMENTS
0 0 0 314,908 322,716 314,908 322,716 12,376 4,568
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -17,667)
0 -3,213 0 -16,417 -14,449 -16,417 -17,662 -1,250 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 98.6 96.2 98.6 3.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 30 24 30 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,829
COMMITMENTS
728 633 511 89,006 92,930 90,245 94,074 5,584 1,755
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -4,607)
728 -790 418 -6,188 -5,252 -5,042 -5,624 435 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 0.5 92.9 97.0 94.2 98.2 5.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 16 25 18
TENNESSEE ZONE 4 300L BASIS - ICE FUTURES ENERGY DIV Code-0233DU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtus OPEN INTEREST: 57,824
COMMITMENTS
1,158 0 0 55,111 55,532 56,269 55,532 1,555 2,292
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -4,963)
-8 0 0 -4,211 -4,684 -4,219 -4,684 -744 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 95.3 96.0 97.3 96.0 2.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 11 15 11
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 29,812
COMMITMENTS
2,294 0 0 26,503 28,259 28,797 28,259 1,015 1,553
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -4,824)
0 0 0 -3,864 -4,524 -3,864 -4,524 -960 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 88.9 94.8 96.6 94.8 3.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 9 12 10 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 209,363
COMMITMENTS
0 0 0 203,476 204,790 203,476 204,790 5,887 4,573
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -14,062)
0 -457 -124 -9,168 -13,122 -9,292 -13,703 -4,770 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.8 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 20 27 20 27
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 32,473
COMMITMENTS
6,423 37 1,141 24,714 31,153 32,278 32,331 195 142
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 463)
277 -11 -217 403 691 463 463 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 0.1 3.5 76.1 95.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 2 6 24 27 35 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,219
COMMITMENTS
4,325 303 450 26,434 30,436 31,209 31,189 10 30
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 575)
-185 0 -125 885 700 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 1.0 1.4 84.7 97.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 4 25 26 32 30
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 130,125
COMMITMENTS
20,208 5,501 1,485 108,173 122,963 129,866 129,949 259 176
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -2,175)
-411 -485 -1,395 -39 189 -1,845 -1,691 -330 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.2 1.1 83.1 94.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 7 12 33 37 51 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,318
COMMITMENTS
7,550 2,313 776 50,938 56,180 59,264 59,269 54 49
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,726)
-258 -1,283 -367 -1,079 -76 -1,704 -1,726 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.9 1.3 85.9 94.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 4 5 29 22 43 28
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| 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: 36,725
COMMITMENTS
1,365 2,338 321 35,039 34,066 36,725 36,725 0 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 556)
-473 -267 -22 1,051 845 556 556 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.4 0.9 95.4 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 4 16 17 21 23
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| 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: 49,464
COMMITMENTS
11,840 5,776 644 36,391 42,580 48,875 49,000 589 464
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -279)
-50 75 -75 -368 -258 -493 -258 214 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 11.7 1.3 73.6 86.1 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 22 24 25 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,869
COMMITMENTS
14,132 4,942 1,116 43,522 53,344 58,770 59,402 1,099 467
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,342)
-2,650 170 -170 1,550 -1,323 -1,270 -1,323 -72 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 8.3 1.9 72.7 89.1 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 2 3 26 25 38 28
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,541
COMMITMENTS
1,125 5,280 1,125 64,383 61,003 66,633 67,408 908 133
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,111)
-203 0 0 -857 -1,013 -1,060 -1,013 -51 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.8 1.7 95.3 90.3 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 1 22 22 25 24
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 89,893
COMMITMENTS
1,154 5,451 1,885 86,462 82,522 89,501 89,858 392 35
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,237)
-123 -130 -15 -830 -1,047 -968 -1,192 -269 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.1 2.1 96.2 91.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 3 26 22 30 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,561
COMMITMENTS
100 286 0 29,449 28,725 29,549 29,011 12 550
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,822)
100 -92 0 -1,922 -1,695 -1,822 -1,787 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.0 99.6 97.2 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 19 15 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 29,786
COMMITMENTS
1,010 500 0 28,520 29,286 29,530 29,786 256 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 650)
-75 50 0 745 600 670 650 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.7 0.0 95.7 98.3 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 17 18 19 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 28,755
COMMITMENTS
1,800 132 300 26,572 28,323 28,672 28,755 83 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -801)
-50 0 0 -740 -801 -790 -801 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.5 1.0 92.4 98.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 14 11 18 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 118,154
COMMITMENTS
11,016 7,600 5,342 101,184 105,023 117,542 117,965 612 189
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -2,952)
-981 -1,009 -328 -1,745 -1,675 -3,054 -3,013 102 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.4 4.5 85.6 88.9 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 8 13 41 37 64 53
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 20,668
COMMITMENTS
600 0 0 19,256 20,668 19,856 20,668 812 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,095)
-200 -200 0 -885 -895 -1,085 -1,095 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 93.2 100.0 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 13 14 13
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,940
COMMITMENTS
600 0 0 17,528 18,940 18,128 18,940 812 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -770)
-200 -150 0 -560 -620 -760 -770 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 92.5 100.0 95.7 100.0 4.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 13 15 13
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 32,604
COMMITMENTS
50 4,363 0 32,514 28,241 32,564 32,604 40 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,141)
-200 75 -100 -836 -1,116 -1,136 -1,141 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.4 0.0 99.7 86.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 15 14 17
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,263
COMMITMENTS
0 4,063 0 30,223 26,200 30,223 30,263 40 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -966)
0 -25 0 -961 -941 -961 -966 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 0.0 99.9 86.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 11 15 11 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 64,429
COMMITMENTS
4,213 2,890 745 58,785 60,082 63,743 63,717 686 712
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -2,985)
225 -85 -150 -3,040 -2,730 -2,965 -2,965 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.5 1.2 91.2 93.3 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 4 24 23 30 29
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,747
COMMITMENTS
100 196 0 33,610 33,119 33,710 33,315 37 432
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -2,332)
100 -117 0 -2,422 -2,185 -2,322 -2,302 -10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.6 0.0 99.6 98.1 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 23 17 24 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,736
COMMITMENTS
2,255 700 50 42,135 43,986 44,440 44,736 296 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -732)
-129 25 0 -578 -757 -707 -732 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.6 0.1 94.2 98.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 1 22 22 27 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,812
COMMITMENTS
2,202 100 95 44,807 47,187 47,104 47,382 708 430
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -3,232)
-299 -60 0 -2,593 -3,167 -2,892 -3,227 -340 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.2 0.2 93.7 98.7 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 1 21 17 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,530
COMMITMENTS
3,014 161 119 49,917 52,925 53,050 53,205 480 325
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -3,539)
41 -321 0 -3,145 -3,213 -3,104 -3,534 -435 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.3 0.2 93.3 98.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
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 05/11/21 |
--------------------------------------------------------------| 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: 88,903
COMMITMENTS
684 1,769 1,229 86,394 85,744 88,307 88,742 596 161
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -3,239)
-71 -741 -556 -2,678 -1,978 -3,305 -3,275 66 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.0 1.4 97.2 96.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 4 25 27 30 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 114,191
COMMITMENTS
2,419 6,910 2,202 109,144 104,854 113,765 113,966 426 225
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,147)
-668 1,579 -1,028 551 -1,663 -1,145 -1,112 -2 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.1 1.9 95.6 91.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 9 10 27 31 38 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 64,927
COMMITMENTS
1,331 5,852 167 63,414 58,878 64,912 64,897 15 30
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -2,239)
-716 -953 -144 -1,369 -1,157 -2,229 -2,254 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.0 0.3 97.7 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 3 23 12 28 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| 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: 51,454
COMMITMENTS
125 2,330 1,255 50,074 47,869 51,454 51,454 0 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 35)
-75 370 -420 530 85 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.5 2.4 97.3 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 4 18 11 22 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| 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: 48,975
COMMITMENTS
876 1,076 148 47,273 47,701 48,297 48,925 678 50
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -540)
-63 -125 0 -369 -212 -432 -337 -108 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.2 0.3 96.5 97.4 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 20 20 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 54,257
COMMITMENTS
2,880 3,109 204 50,727 50,588 53,811 53,901 446 356
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,975)
-256 60 -179 -1,515 -1,812 -1,950 -1,931 -25 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.7 0.4 93.5 93.2 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 2 24 22 29 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,111
COMMITMENTS
51 2,558 0 19,524 17,455 19,575 20,013 536 98
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,287)
51 -115 -220 -837 -907 -1,006 -1,242 -281 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.7 0.0 97.1 86.8 97.3 99.5 2.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 15 13 16 15
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 18,112
COMMITMENTS
50 1,140 0 17,016 16,914 17,066 18,054 1,046 58
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,093)
0 -75 0 -749 -963 -749 -1,038 -344 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.3 0.0 93.9 93.4 94.2 99.7 5.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 11 12 13
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,942
COMMITMENTS
1,841 0 102 21,388 23,497 23,331 23,599 611 343
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -933)
-6 0 -45 -759 -864 -810 -909 -123 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.4 89.3 98.1 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 1 16 19 20 20
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,139
COMMITMENTS
729 100 40 14,796 15,517 15,565 15,657 574 482
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -835)
-52 0 0 -760 -841 -812 -841 -23 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.6 0.2 91.7 96.1 96.4 97.0 3.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 12 19 13
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 42,025
COMMITMENTS
4,020 5,499 760 36,855 35,725 41,635 41,984 390 41
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -2,376)
-532 8 -129 -1,669 -2,155 -2,330 -2,276 -46 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 13.1 1.8 87.7 85.0 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 3 28 24 34 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 25,049
COMMITMENTS
1,643 2,790 675 22,370 21,428 24,688 24,893 361 156
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -2,277)
-344 -75 -45 -1,862 -1,942 -2,251 -2,062 -26 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.1 2.7 89.3 85.5 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 2 22 21 26 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,656
COMMITMENTS
2,628 0 383 14,565 17,224 17,576 17,607 80 49
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 20)
100 0 0 -90 20 10 20 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 2.2 82.5 97.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 0 2 18 13 25 15
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 20,949
COMMITMENTS
3,615 86 15 17,008 20,848 20,638 20,949 311 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 75)
-75 0 0 150 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.4 0.1 81.2 99.5 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 1 16 10 22 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,377
COMMITMENTS
440 0 100 11,607 12,177 12,147 12,277 230 100
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,156)
-55 -205 -75 1,510 1,511 1,380 1,231 -224 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.8 93.8 98.4 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 12 18 13
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,701
COMMITMENTS
260 0 205 7,731 8,396 8,196 8,601 505 100
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,020)
-55 -205 -75 1,078 1,375 948 1,095 72 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 2.4 88.9 96.5 94.2 98.9 5.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 12 17 13
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,866
COMMITMENTS
3,210 0 1,145 42,341 45,721 46,696 46,866 170 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,238)
160 0 -255 -1,157 -823 -1,252 -1,078 14 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 2.4 90.3 97.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 1 20 16 26 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,271
COMMITMENTS
3,125 0 1,110 44,876 48,161 49,111 49,271 160 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,198)
135 0 -255 -362 -798 -482 -1,053 -716 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 2.3 91.1 97.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 1 20 15 26 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,769
COMMITMENTS
1,407 2,215 1,970 114,049 113,443 117,426 117,628 343 141
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -4,449)
-1,379 -198 -200 -2,030 -2,855 -3,609 -3,253 -840 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.9 1.7 96.8 96.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 9 7 38 32 49 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,887
COMMITMENTS
3,011 3,670 2,402 122,351 121,751 127,764 127,823 123 64
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -5,584)
-2,151 -515 -425 -1,966 -3,400 -4,542 -4,340 -1,042 -1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.9 1.9 95.7 95.2 99.9 99.9 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 12 8 39 35 51 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 550,416
COMMITMENTS
40,185 13,597 47,158 462,320 489,045 549,663 549,799 753 616
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 11,947)
3,424 -4,909 1,551 7,334 16,352 12,309 12,995 -362 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.5 8.6 84.0 88.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 12 28 50 48 91 79
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,272
COMMITMENTS
2,755 625 0 12,632 15,487 15,387 16,112 885 160
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 895)
-135 -20 0 1,055 1,175 920 1,155 -25 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.8 0.0 77.6 95.2 94.6 99.0 5.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 0 13 12 16 14
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,695
COMMITMENTS
1,755 625 0 10,920 12,930 12,675 13,555 1,020 140
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 872)
-185 -20 0 1,097 1,152 912 1,132 -40 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.6 0.0 79.7 94.4 92.6 99.0 7.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 13 12 15 14
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 23,859
COMMITMENTS
465 405 365 22,931 23,057 23,761 23,827 98 32
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -1,195)
-100 -830 -70 -1,025 -295 -1,195 -1,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.7 1.5 96.1 96.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 3 24 19 28 23
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 14,066
COMMITMENTS
2,550 0 0 11,086 14,066 13,636 14,066 430 0
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: -445)
-25 0 0 -410 -420 -435 -420 -10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 0.0 78.8 100.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 0 20 13 25 13
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,404
COMMITMENTS
349 320 339 5,099 4,922 5,787 5,581 617 823
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 266)
39 -4 5 100 167 144 168 122 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.0 5.3 79.6 76.9 90.4 87.1 9.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 4 28 29 34 35
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,226
COMMITMENTS
2,605 35 2,055 27,491 29,990 32,151 32,080 75 146
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 611)
397 35 -145 361 695 613 585 -2 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.1 6.4 85.3 93.1 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 2 39 37 43 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,596
COMMITMENTS
455 1,775 15 17,992 16,274 18,462 18,064 134 532
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 682)
40 375 0 650 355 690 730 -8 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.5 0.1 96.8 87.5 99.3 97.1 0.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 23 28 25 30
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,399
COMMITMENTS
4,264 927 658 11,183 15,266 16,105 16,851 1,294 548
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 493)
-310 7 95 429 439 214 541 279 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 5.3 3.8 64.3 87.7 92.6 96.9 7.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 5 7 36 35 44 44
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,205
COMMITMENTS
0 55 70 6,404 6,610 6,474 6,735 731 470
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 64)
0 0 0 -41 94 -41 94 105 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 1.0 88.9 91.7 89.9 93.5 10.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 11 18 13 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,074
COMMITMENTS
5,808 153 877 21,089 26,623 27,774 27,653 300 421
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,938)
301 75 249 1,508 1,701 2,058 2,025 -120 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.5 3.1 75.1 94.8 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 2 4 30 32 36 36
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,856
COMMITMENTS
9,681 6,004 2,206 48,358 52,071 60,245 60,281 611 575
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 2,521)
215 651 181 1,820 1,744 2,216 2,576 305 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 9.9 3.6 79.5 85.6 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
11 10 11 68 72 85 87
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 9,390
COMMITMENTS
0 245 0 8,670 8,425 8,670 8,670 720 720
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 709)
0 0 0 -11 -11 -11 -11 720 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 92.3 89.7 92.3 92.3 7.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 15 18 15 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 70,133
COMMITMENTS
0 150 0 69,488 69,289 69,488 69,439 645 694
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 3,390)
0 10 0 3,480 3,380 3,480 3,390 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.1 98.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 0 29 28 29 29
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,661
COMMITMENTS
0 0 0 19,659 19,454 19,659 19,454 2 207
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 1,215)
0 0 0 1,215 1,215 1,215 1,215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.9 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 21 17 21
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 169,841
COMMITMENTS
0 0 0 166,321 163,393 166,321 163,393 3,520 6,448
CHANGES FROM 05/04/21 (CHANGE IN OPEN INTEREST: 338)
0 0 0 325 260 325 260 13 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 96.2 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 17 13 17
Updated May 14, 2021