CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 11,472: 2,909 1,198 0 8,543 10,274 11,452 11,472: 20 0
Old : 11,472: 2,909 1,198 0 8,543 10,274 11,452 11,472: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -15: 0 -15 0 -15 0 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.4 0.0 74.5 89.6 99.8 100.0: 0.2 0.0
Old : 100.0: 25.4 10.4 0.0 74.5 89.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 0 8 8 12 9:
Old : 20: 4 1 0 8 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 82.1 91.6 98.9 69.8 82.1 89.9 95.6
Old : 69.8 82.1 91.6 98.9 69.8 82.1 89.9 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 27,233: 758 3,471 0 26,003 23,302 26,761 26,773: 472 460
Old : 27,233: 758 3,471 0 26,003 23,302 26,761 26,773: 472 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 100: -45 0 0 145 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.7 0.0 95.5 85.6 98.3 98.3: 1.7 1.7
Old : 100.0: 2.8 12.7 0.0 95.5 85.6 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 4 0 18 10 21 14:
Old : 29: 3 4 0 18 10 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 75.1 87.1 95.3 76.4 74.1 85.9 94.2
Old : 77.0 75.1 87.1 95.3 76.4 74.1 85.9 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 85,024: 16,144 21,613 2,526 65,934 60,476 84,604 84,615: 420 409
Old : 85,024: 16,144 21,613 2,526 65,934 60,476 84,604 84,615: 420 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -9,754: -668 -1,621 -46 -3,159 -2,042 -3,873 -3,709: -5,881 -6,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.4 3.0 77.5 71.1 99.5 99.5: 0.5 0.5
Old : 100.0: 19.0 25.4 3.0 77.5 71.1 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 9 7 27 26 50 38:
Old : 59: 18 9 7 27 26 50 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 46.0 67.9 68.7 42.2 42.2 60.4 62.4
Old : 45.8 46.0 67.9 68.7 42.2 42.2 60.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 147,189: 42,146 18,672 4,416 100,627 124,101 147,189 147,189: 0 0
Old : 147,189: 42,146 18,672 4,416 100,627 124,101 147,189 147,189: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 500: 100 0 500 -100 0 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 12.7 3.0 68.4 84.3 100.0 100.0: 0.0 0.0
Old : 100.0: 28.6 12.7 3.0 68.4 84.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 6 4 16 16 23 26:
Old : 34: 7 6 4 16 16 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 84.4 85.0 91.7 61.3 80.1 83.3 86.4
Old : 61.6 84.4 85.0 91.7 61.3 80.1 83.3 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 156,610: 21,264 27,919 4,006 131,330 124,685 156,600 156,610: 10 0
Old : 156,610: 21,264 27,919 4,006 131,330 124,685 156,600 156,610: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,647: -229 0 29 1,847 1,617 1,647 1,647: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.8 2.6 83.9 79.6 100.0 100.0: 0.0 0.0
Old : 100.0: 13.6 17.8 2.6 83.9 79.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 4 5 20 12 28 20:
Old : 33: 7 4 5 20 12 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 72.3 72.2 90.9 41.4 69.5 62.9 78.4
Old : 45.9 72.3 72.2 90.9 41.4 69.5 62.9 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 122,149: 48,768 30,264 6,964 65,727 84,797 121,459 122,025: 690 125
Old : 122,149: 48,768 30,264 6,964 65,727 84,797 121,459 122,025: 690 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,889: 1,532 2,331 -871 1,255 429 1,917 1,889: -28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 24.8 5.7 53.8 69.4 99.4 99.9: 0.6 0.1
Old : 100.0: 39.9 24.8 5.7 53.8 69.4 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 22 8 10 27 23 52 38:
Old : 60: 22 8 10 27 23 52 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 39.2 69.8 62.4 40.8 30.8 56.1 49.1
Old : 46.6 39.2 69.8 62.4 40.8 30.8 56.1 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 23,250: 2,685 850 0 20,565 22,400 23,250 23,250: 0 0
Old : 23,250: 2,685 850 0 20,565 22,400 23,250 23,250: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -130: 0 0 0 -130 -130 -130 -130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.7 0.0 88.5 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 3.7 0.0 88.5 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 10 9 13 10:
Old : 20: 3 1 0 10 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 95.3 95.9 99.7 75.6 95.3 95.3 97.9
Old : 75.6 95.3 95.9 99.7 75.6 95.3 95.3 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 37,924: 5,281 657 5,642 26,905 31,575 37,828 37,874: 96 50
Old : 37,924: 5,281 657 5,642 26,905 31,575 37,828 37,874: 96 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,182: -25 50 0 1,201 1,132 1,176 1,182: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 1.7 14.9 70.9 83.3 99.7 99.9: 0.3 0.1
Old : 100.0: 13.9 1.7 14.9 70.9 83.3 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 3 2 17 13 26 17:
Old : 31: 7 3 2 17 13 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 56.4 69.5 85.3 42.5 52.4 58.3 69.3
Old : 44.9 56.4 69.5 85.3 42.5 52.4 58.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 20,841: 150 16,514 250 20,441 4,077 20,841 20,841: 0 0
Old : 20,841: 150 16,514 250 20,441 4,077 20,841 20,841: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 79.2 1.2 98.1 19.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 79.2 1.2 98.1 19.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 1 12 3 17 8:
Old : 22: 4 5 1 12 3 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 95.5 92.8 100.0 62.0 95.5 92.8 98.3
Old : 62.0 95.5 92.8 100.0 62.0 95.5 92.8 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 34,899: 1,390 2,470 5 33,404 32,424 34,799 34,899: 100 0
Old : 34,899: 1,390 2,470 5 33,404 32,424 34,799 34,899: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -460: 0 -100 0 -260 -260 -260 -360: -200 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.1 0.0 95.7 92.9 99.7 100.0: 0.3 0.0
Old : 100.0: 4.0 7.1 0.0 95.7 92.9 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 16 12 19 15:
Old : 25: 2 3 1 16 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 74.4 83.3 92.3 55.4 72.9 71.2 79.6
Old : 60.5 74.4 83.3 92.3 55.4 72.9 71.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 17,173: 2,015 3,260 225 14,933 13,688 17,173 17,173: 0 0
Old : 17,173: 2,015 3,260 225 14,933 13,688 17,173 17,173: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -194: 0 -200 0 -194 6 -194 -194: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.0 1.3 87.0 79.7 100.0 100.0: 0.0 0.0
Old : 100.0: 11.7 19.0 1.3 87.0 79.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 7 3 11 10 15 17:
Old : 26: 1 7 3 11 10 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 73.8 90.9 88.2 69.5 73.4 89.3 87.1
Old : 70.0 73.8 90.9 88.2 69.5 73.4 89.3 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 21,049: 2,385 7,120 440 18,199 13,489 21,024 21,049: 25 0
Old : 21,049: 2,385 7,120 440 18,199 13,489 21,024 21,049: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 33.8 2.1 86.5 64.1 99.9 100.0: 0.1 0.0
Old : 100.0: 11.3 33.8 2.1 86.5 64.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 7 2 11 11 13 20:
Old : 25: 2 7 2 11 11 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 65.0 86.3 89.2 63.0 61.9 81.9 82.6
Old : 64.1 65.0 86.3 89.2 63.0 61.9 81.9 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 Tier 1 RECs) :
: : :
All : 12,789: 6,665 390 0 6,124 12,399 12,789 12,789: 0 0
Old : 12,789: 6,665 390 0 6,124 12,399 12,789 12,789: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 3.0 0.0 47.9 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 52.1 3.0 0.0 47.9 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 0 9 9 13 12:
Old : 20: 4 3 0 9 9 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 69.5 90.1 93.8 63.1 57.9 81.5 78.9
Old : 66.0 69.5 90.1 93.8 63.1 57.9 81.5 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 48,321: 22,291 14,820 4,251 21,779 29,250 48,321 48,321: 0 0
Old : 48,321: 22,291 14,820 4,251 21,779 29,250 48,321 48,321: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -130: -200 0 0 70 -130 -130 -130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 30.7 8.8 45.1 60.5 100.0 100.0: 0.0 0.0
Old : 100.0: 46.1 30.7 8.8 45.1 60.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 3 15 13 21 19:
Old : 24: 5 4 3 15 13 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 58.4 81.5 84.4 57.2 50.9 66.6 68.7
Old : 61.4 58.4 81.5 84.4 57.2 50.9 66.6 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 30,870: 7,848 0 0 22,221 30,869 30,069 30,869: 801 1
Old : 30,870: 7,848 0 0 22,221 30,869 30,069 30,869: 801 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,498: -287 0 0 2,753 2,498 2,466 2,498: 32 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.0 0.0 72.0 100.0 97.4 100.0: 2.6 0.0
Old : 100.0: 25.4 0.0 0.0 72.0 100.0 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 0 0 10 10 18 10:
Old : 25: 8 0 0 10 10 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 95.3 88.2 99.6 60.3 95.3 86.9 98.6
Old : 60.5 95.3 88.2 99.6 60.3 95.3 86.9 98.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 15,199: 3,115 950 465 11,419 13,584 14,999 14,999: 200 200
Old : 15,199: 3,115 950 465 11,419 13,584 14,999 14,999: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 100: 100 0 0 0 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.3 3.1 75.1 89.4 98.7 98.7: 1.3 1.3
Old : 100.0: 20.5 6.3 3.1 75.1 89.4 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 11 10 14 12:
Old : 22: 3 1 1 11 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 77.2 94.9 93.1 71.4 77.2 87.8 90.9
Old : 74.1 77.2 94.9 93.1 71.4 77.2 87.8 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 9,143: 120 108 5 8,950 9,010 9,075 9,123: 68 20
Old : 9,143: 120 108 5 8,950 9,010 9,075 9,123: 68 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 312: 0 8 0 308 304 308 312: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.2 0.1 97.9 98.5 99.3 99.8: 0.7 0.2
Old : 100.0: 1.3 1.2 0.1 97.9 98.5 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 16 17 17 19:
Old : 21: 1 1 1 16 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 43.1 90.5 71.7 34.6 34.8 44.6 43.3
Old : 67.2 43.1 90.5 71.7 34.6 34.8 44.6 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 29,842: 5,922 114 782 23,079 28,946 29,783 29,842: 59 0
Old : 29,842: 5,922 114 782 23,079 28,946 29,783 29,842: 59 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,736: 251 114 18 1,475 1,604 1,744 1,736: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 0.4 2.6 77.3 97.0 99.8 100.0: 0.2 0.0
Old : 100.0: 19.8 0.4 2.6 77.3 97.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 1 3 30 36 35 40:
Old : 46: 5 1 3 30 36 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 51.5 70.8 74.0 25.3 20.5 34.2 26.6
Old : 48.9 51.5 70.8 74.0 25.3 20.5 34.2 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 20,004: 104 4,629 315 18,847 15,058 19,266 20,002: 738 2
Old : 20,004: 104 4,629 315 18,847 15,058 19,266 20,002: 738 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 381: 0 377 0 376 11 376 388: 5 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 23.1 1.6 94.2 75.3 96.3 100.0: 3.7 0.0
Old : 100.0: 0.5 23.1 1.6 94.2 75.3 96.3 100.0: 3.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 20 22 24 24:
Old : 33: 2 2 2 20 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 63.9 71.1 88.4 31.4 38.5 43.9 51.4
Old : 49.0 63.9 71.1 88.4 31.4 38.5 43.9 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 4,075: 26 210 463 3,410 3,256 3,899 3,929: 176 146
Old : 4,075: 26 210 463 3,410 3,256 3,899 3,929: 176 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 570: -30 34 75 525 461 570 570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.2 11.4 83.7 79.9 95.7 96.4: 4.3 3.6
Old : 100.0: 0.6 5.2 11.4 83.7 79.9 95.7 96.4: 4.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 11 17 14:
Old : 22: 1 2 2 15 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 59.3 78.8 82.9 49.8 49.3 62.7 62.0
Old : 58.5 59.3 78.8 82.9 49.8 49.3 62.7 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,551,770: 979,595 44,976 530,796 5,003,913 5,956,489 6,514,304 6,532,261: 37,466 19,509
Old : 6,551,770: 979,595 44,976 530,796 5,003,913 5,956,489 6,514,304 6,532,261: 37,466 19,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 55,979: -16,898 -34,893 6,759 64,672 83,869 54,533 55,735: 1,446 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.7 8.1 76.4 90.9 99.4 99.7: 0.6 0.3
Old : 100.0: 15.0 0.7 8.1 76.4 90.9 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 51 20 58 160 133 229 193:
Old : 251: 51 20 58 160 133 229 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 41.1 38.5 61.5 21.7 41.0 36.4 60.1
Old : 22.5 41.1 38.5 61.5 21.7 41.0 36.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,499,992: 58,034 26,702 504,701 927,732 965,915 1,490,467 1,497,317: 9,526 2,675
Old : 1,499,992: 58,034 26,702 504,701 927,732 965,915 1,490,467 1,497,317: 9,526 2,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -15,587: -1,700 2,880 -5,745 -5,042 -12,711 -12,487 -15,576: -3,100 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.8 33.6 61.8 64.4 99.4 99.8: 0.6 0.2
Old : 100.0: 3.9 1.8 33.6 61.8 64.4 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 16 18 26 51 50 80 81:
Old : 88: 16 18 26 51 50 80 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 56.7 76.6 76.4 4.0 3.9 5.4 5.5
Old : 57.6 56.7 76.6 76.4 4.0 3.9 5.4 5.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 203,289: 1,284 1,723 124 180,670 196,379 182,078 198,226: 21,211 5,063
Old : 203,289: 1,284 1,723 124 180,670 196,379 182,078 198,226: 21,211 5,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,249: 276 394 0 4,373 5,630 4,649 6,024: -1,400 -2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.8 0.1 88.9 96.6 89.6 97.5: 10.4 2.5
Old : 100.0: 0.6 0.8 0.1 88.9 96.6 89.6 97.5: 10.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 1 24 21 25 25:
Old : 33: 1 3 1 24 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 79.5 72.4 88.8 55.9 74.7 69.0 81.7
Old : 56.2 79.5 72.4 88.8 55.9 74.7 69.0 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 140,402: 3,176 0 267 129,157 126,585 132,600 126,852: 7,802 13,550
Old : 140,402: 3,176 0 267 129,157 126,585 132,600 126,852: 7,802 13,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 415: 0 0 0 210 1,015 210 1,015: 205 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.2 92.0 90.2 94.4 90.3: 5.6 9.7
Old : 100.0: 2.3 0.0 0.2 92.0 90.2 94.4 90.3: 5.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 1 19 25 22 26:
Old : 32: 3 0 1 19 25 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 45.3 85.9 70.1 66.6 39.2 75.9 63.9
Old : 70.7 45.3 85.9 70.1 66.6 39.2 75.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 280,451: 8,147 3,158 403 261,155 266,000 269,705 269,561: 10,746 10,890
Old : 280,451: 8,147 3,158 403 261,155 266,000 269,705 269,561: 10,746 10,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 68: -28 -320 -1,082 -109 890 -1,219 -512: 1,287 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.1 0.1 93.1 94.8 96.2 96.1: 3.8 3.9
Old : 100.0: 2.9 1.1 0.1 93.1 94.8 96.2 96.1: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 3 4 27 31 36 36:
Old : 50: 7 3 4 27 31 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 45.3 72.6 67.9 47.3 37.0 59.5 52.6
Old : 56.7 45.3 72.6 67.9 47.3 37.0 59.5 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,075,176: 3,140 7,174 2,062 1,061,522 1,063,332 1,066,724 1,072,568: 8,452 2,608
Old : 1,075,176: 3,140 7,174 2,062 1,061,522 1,063,332 1,066,724 1,072,568: 8,452 2,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 5,330: -1,049 -12 105 6,075 5,296 5,131 5,389: 199 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.7 0.2 98.7 98.9 99.2 99.8: 0.8 0.2
Old : 100.0: 0.3 0.7 0.2 98.7 98.9 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 3 4 42 25 49 31:
Old : 54: 6 3 4 42 25 49 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 61.6 67.0 91.0 46.8 61.4 66.0 88.5
Old : 46.9 61.6 67.0 91.0 46.8 61.4 66.0 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 377,960: 11,756 4,184 600 349,620 359,080 361,976 363,864: 15,984 14,096
Old : 377,960: 11,756 4,184 600 349,620 359,080 361,976 363,864: 15,984 14,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 5,909: 350 94 0 5,847 4,099 6,197 4,193: -288 1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.1 0.2 92.5 95.0 95.8 96.3: 4.2 3.7
Old : 100.0: 3.1 1.1 0.2 92.5 95.0 95.8 96.3: 4.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 3 2 41 33 47 38:
Old : 61: 6 3 2 41 33 47 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 49.8 64.1 66.7 45.9 43.1 63.2 57.4
Old : 45.9 49.8 64.1 66.7 45.9 43.1 63.2 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 618,096: 5,006 0 1,172 604,686 615,042 610,864 616,214: 7,232 1,882
Old : 618,096: 5,006 0 1,172 604,686 615,042 610,864 616,214: 7,232 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,700: 144 0 112 1,446 1,898 1,702 2,010: -2 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.2 97.8 99.5 98.8 99.7: 1.2 0.3
Old : 100.0: 0.8 0.0 0.2 97.8 99.5 98.8 99.7: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 0 2 37 41 41 43:
Old : 59: 4 0 2 37 41 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 49.8 77.3 69.9 61.4 49.6 77.3 67.7
Old : 61.4 49.8 77.3 69.9 61.4 49.6 77.3 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 486,149: 0 845 70 477,759 469,906 477,829 470,821: 8,320 15,328
Old : 486,149: 0 845 70 477,759 469,906 477,829 470,821: 8,320 15,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,335: 0 88 -56 3,343 2,380 3,287 2,412: -952 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 98.3 96.7 98.3 96.8: 1.7 3.2
Old : 100.0: 0.0 0.2 0.0 98.3 96.7 98.3 96.8: 1.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 2 1 34 31 35 33:
Old : 46: 0 2 1 34 31 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 55.3 74.0 74.1 52.7 52.4 69.3 67.1
Old : 52.8 55.3 74.0 74.1 52.7 52.4 69.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,135: 0 0 0 91,507 93,576 91,507 93,576: 5,628 3,559
Old : 97,135: 0 0 0 91,507 93,576 91,507 93,576: 5,628 3,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,387: 0 -345 -449 2,396 2,108 1,947 1,314: -560 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 96.3 94.2 96.3: 5.8 3.7
Old : 100.0: 0.0 0.0 0.0 94.2 96.3 94.2 96.3: 5.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 19 14 19:
Old : 21: 0 0 0 14 19 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 53.7 90.5 73.3 75.2 51.4 80.1 68.2
Old : 77.2 53.7 90.5 73.3 75.2 51.4 80.1 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,923: 1,333 0 0 21,125 22,644 22,458 22,644: 465 279
Old : 22,923: 1,333 0 0 21,125 22,644 22,458 22,644: 465 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,472: 62 0 0 3,534 3,627 3,596 3,627: -124 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 92.2 98.8 98.0 98.8: 2.0 1.2
Old : 100.0: 5.8 0.0 0.0 92.2 98.8 98.0 98.8: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 0 0 23 16 26 16:
Old : 37: 3 0 0 23 16 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 63.2 53.6 83.2 31.8 61.9 52.5 78.0
Old : 32.5 63.2 53.6 83.2 31.8 61.9 52.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 348,012: 2,180 2,599 1,016 335,759 340,913 338,955 344,528: 9,057 3,484
Old : 348,012: 2,180 2,599 1,016 335,759 340,913 338,955 344,528: 9,057 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,234: -850 951 -21 4,138 490 3,267 1,420: -2,033 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.7 0.3 96.5 98.0 97.4 99.0: 2.6 1.0
Old : 100.0: 0.6 0.7 0.3 96.5 98.0 97.4 99.0: 2.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 2 1 27 28 29 30:
Old : 43: 1 2 1 27 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 64.6 84.6 79.2 71.3 64.2 80.4 76.2
Old : 73.6 64.6 84.6 79.2 71.3 64.2 80.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 180,842: 0 0 0 171,106 174,063 171,106 174,063: 9,736 6,779
Old : 180,842: 0 0 0 171,106 174,063 171,106 174,063: 9,736 6,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,915: 0 0 0 2,569 2,487 2,569 2,487: 346 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.6 96.3 94.6 96.3: 5.4 3.7
Old : 100.0: 0.0 0.0 0.0 94.6 96.3 94.6 96.3: 5.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 20 20 20 20:
Old : 29: 0 0 0 20 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 58.4 72.5 83.3 53.4 58.4 70.5 79.3
Old : 53.4 58.4 72.5 83.3 53.4 58.4 70.5 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 256,664: 0 7,526 0 253,446 245,382 253,446 252,908: 3,218 3,756
Old : 256,664: 0 7,526 0 253,446 245,382 253,446 252,908: 3,218 3,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,538: 0 310 0 2,712 1,828 2,712 2,138: -174 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 98.7 95.6 98.7 98.5: 1.3 1.5
Old : 100.0: 0.0 2.9 0.0 98.7 95.6 98.7 98.5: 1.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 0 23 17 23 19:
Old : 34: 0 2 0 23 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 75.1 86.7 88.8 73.0 71.3 85.2 84.8
Old : 73.1 75.1 86.7 88.8 73.0 71.3 85.2 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,496: 6,378 0 0 21,889 28,659 28,267 28,659: 1,229 837
Old : 29,496: 6,378 0 0 21,889 28,659 28,267 28,659: 1,229 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,728: 1,949 0 0 682 2,728 2,631 2,728: 97 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.0 0.0 74.2 97.2 95.8 97.2: 4.2 2.8
Old : 100.0: 21.6 0.0 0.0 74.2 97.2 95.8 97.2: 4.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 0 0 12 18 18 18:
Old : 33: 6 0 0 12 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 59.8 76.8 78.5 53.9 55.3 74.6 72.7
Old : 53.9 59.8 76.8 78.5 53.9 55.3 74.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 611,282: 8,472 8,543 5,109 589,337 591,219 602,918 604,871: 8,364 6,411
Old : 611,282: 8,472 8,543 5,109 589,337 591,219 602,918 604,871: 8,364 6,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 10,167: -18 488 121 12,040 10,158 12,143 10,767: -1,976 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.4 0.8 96.4 96.7 98.6 99.0: 1.4 1.0
Old : 100.0: 1.4 1.4 0.8 96.4 96.7 98.6 99.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 5 6 5 54 43 62 52:
Old : 79: 5 6 5 54 43 62 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 44.6 49.2 67.8 30.7 43.1 47.5 65.2
Old : 31.3 44.6 49.2 67.8 30.7 43.1 47.5 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 213,581: 1,129 0 344 207,742 212,619 209,215 212,963: 4,366 618
Old : 213,581: 1,129 0 344 207,742 212,619 209,215 212,963: 4,366 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,256: -327 0 -62 2,082 1,256 1,693 1,194: -437 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.2 97.3 99.5 98.0 99.7: 2.0 0.3
Old : 100.0: 0.5 0.0 0.2 97.3 99.5 98.0 99.7: 2.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 1 21 21 22 22:
Old : 31: 1 0 1 21 21 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 72.5 85.9 87.9 73.1 72.5 82.0 87.2
Old : 76.6 72.5 85.9 87.9 73.1 72.5 82.0 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 179,690: 4,202 1,600 0 168,830 175,505 173,032 177,105: 6,658 2,585
Old : 179,690: 4,202 1,600 0 168,830 175,505 173,032 177,105: 6,658 2,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 7,378: 1,240 1,054 0 7,839 6,076 9,079 7,130: -1,701 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.9 0.0 94.0 97.7 96.3 98.6: 3.7 1.4
Old : 100.0: 2.3 0.9 0.0 94.0 97.7 96.3 98.6: 3.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 2 0 26 25 29 27:
Old : 45: 3 2 0 26 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 55.2 67.3 82.6 46.4 53.3 60.0 68.2
Old : 49.4 55.2 67.3 82.6 46.4 53.3 60.0 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 185,686: 16,124 5,816 0 168,929 178,909 185,053 184,725: 633 961
Old : 185,686: 16,124 5,816 0 168,929 178,909 185,053 184,725: 633 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 8,184: 1,240 1,054 0 6,944 7,006 8,184 8,060: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.1 0.0 91.0 96.4 99.7 99.5: 0.3 0.5
Old : 100.0: 8.7 3.1 0.0 91.0 96.4 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 4 6 0 38 41 42 47:
Old : 77: 4 6 0 38 41 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 48.9 61.9 70.6 44.9 47.4 59.2 66.6
Old : 45.9 48.9 61.9 70.6 44.9 47.4 59.2 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,169: 2,356 0 0 107,895 110,115 110,251 110,115: 918 1,054
Old : 111,169: 2,356 0 0 107,895 110,115 110,251 110,115: 918 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 11,017: 0 0 0 10,955 10,645 10,955 10,645: 62 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.1 99.1 99.2 99.1: 0.8 0.9
Old : 100.0: 2.1 0.0 0.0 97.1 99.1 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 0 0 24 26 26 26:
Old : 42: 2 0 0 24 26 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 60.9 62.5 80.3 41.2 55.6 58.4 74.7
Old : 42.1 60.9 62.5 80.3 41.2 55.6 58.4 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 21,298: 930 0 0 19,065 19,074 19,995 19,074: 1,303 2,224
Old : 21,298: 930 0 0 19,065 19,074 19,995 19,074: 1,303 2,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,271: 930 0 0 670 1,209 1,600 1,209: -329 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 89.5 89.6 93.9 89.6: 6.1 10.4
Old : 100.0: 4.4 0.0 0.0 89.5 89.6 93.9 89.6: 6.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 15 10 16 10:
Old : 23: 1 0 0 15 10 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 65.7 81.3 86.5 68.7 64.5 81.3 85.3
Old : 68.7 65.7 81.3 86.5 68.7 64.5 81.3 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 239,107: 7,526 1,763 1,562 224,046 232,518 233,134 235,843: 5,973 3,264
Old : 239,107: 7,526 1,763 1,562 224,046 232,518 233,134 235,843: 5,973 3,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,269: -807 49 553 3,690 2,652 3,436 3,254: -167 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.7 0.7 93.7 97.2 97.5 98.6: 2.5 1.4
Old : 100.0: 3.1 0.7 0.7 93.7 97.2 97.5 98.6: 2.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 3 2 34 36 38 40:
Old : 51: 3 3 2 34 36 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 39.5 66.0 61.6 44.8 38.3 62.8 56.1
Old : 46.9 39.5 66.0 61.6 44.8 38.3 62.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 125,518: 0 0 0 124,662 124,588 124,662 124,588: 856 930
Old : 125,518: 0 0 0 124,662 124,588 124,662 124,588: 856 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 4,734: 0 0 0 4,579 4,734 4,579 4,734: 155 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 8 23 8 23:
Old : 27: 0 0 0 8 23 8 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.5 86.4 99.3 91.8 93.9 82.8 94.2 87.8
Old : 96.5 86.4 99.3 91.8 93.9 82.8 94.2 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,034: 0 481 0 77,520 77,328 77,520 77,809: 12,514 12,225
Old : 90,034: 0 481 0 77,520 77,328 77,520 77,809: 12,514 12,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 572: 0 481 0 903 1,242 903 1,723: -331 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 86.1 85.9 86.1 86.4: 13.9 13.6
Old : 100.0: 0.0 0.5 0.0 86.1 85.9 86.1 86.4: 13.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 16 18 17:
Old : 23: 0 1 0 18 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 49.0 76.4 74.1 42.5 36.4 49.1 45.8
Old : 59.2 49.0 76.4 74.1 42.5 36.4 49.1 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 200,524: 0 880 604 193,189 192,879 193,793 194,363: 6,731 6,161
Old : 200,524: 0 880 604 193,189 192,879 193,793 194,363: 6,731 6,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,367: 0 -316 0 1,387 4,138 1,387 3,822: -20 -2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.3 96.3 96.2 96.6 96.9: 3.4 3.1
Old : 100.0: 0.0 0.4 0.3 96.3 96.2 96.6 96.9: 3.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 2 1 25 30 26 32:
Old : 42: 0 2 1 25 30 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 44.6 82.4 66.3 52.8 36.0 72.8 51.2
Old : 55.2 44.6 82.4 66.3 52.8 36.0 72.8 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 188,672: 0 416 0 177,073 183,167 177,073 183,583: 11,599 5,089
Old : 188,672: 0 416 0 177,073 183,167 177,073 183,583: 11,599 5,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 5,919: 0 0 0 6,255 4,169 6,255 4,169: -336 1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 93.9 97.1 93.9 97.3: 6.1 2.7
Old : 100.0: 0.0 0.2 0.0 93.9 97.1 93.9 97.3: 6.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 20 21 20 22:
Old : 29: 0 1 0 20 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 77.8 68.6 90.8 44.3 76.4 63.2 82.8
Old : 45.9 77.8 68.6 90.8 44.3 76.4 63.2 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,293: 0 0 0 80,630 83,092 80,630 83,092: 5,663 3,201
Old : 86,293: 0 0 0 80,630 83,092 80,630 83,092: 5,663 3,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,067: 0 0 0 1,055 609 1,055 609: 12 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.4 96.3 93.4 96.3: 6.6 3.7
Old : 100.0: 0.0 0.0 0.0 93.4 96.3 93.4 96.3: 6.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 18 17 18:
Old : 22: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 72.1 80.3 91.0 57.5 72.0 76.4 89.3
Old : 59.4 72.1 80.3 91.0 57.5 72.0 76.4 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,311: 4,002 0 177 22,818 26,856 26,997 27,033: 2,314 2,278
Old : 29,311: 4,002 0 177 22,818 26,856 26,997 27,033: 2,314 2,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 645: 0 0 28 276 682 304 710: 341 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.0 0.6 77.8 91.6 92.1 92.2: 7.9 7.8
Old : 100.0: 13.7 0.0 0.6 77.8 91.6 92.1 92.2: 7.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 1 10 10 14 11:
Old : 24: 4 0 1 10 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 60.7 76.5 86.4 52.5 60.7 76.5 86.4
Old : 52.5 60.7 76.5 86.4 52.5 60.7 76.5 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 222,013: 5,761 0 174 208,550 202,488 214,485 202,662: 7,528 19,351
Old : 222,013: 5,761 0 174 208,550 202,488 214,485 202,662: 7,528 19,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 8,791: -37 0 90 9,247 -144 9,300 -54: -509 8,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.1 93.9 91.2 96.6 91.3: 3.4 8.7
Old : 100.0: 2.6 0.0 0.1 93.9 91.2 96.6 91.3: 3.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 0 1 12 17 16 18:
Old : 26: 4 0 1 12 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 55.1 93.3 78.8 79.5 53.7 90.4 76.1
Old : 81.6 55.1 93.3 78.8 79.5 53.7 90.4 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 166,823: 5,709 1,240 763 153,582 159,356 160,054 161,359: 6,769 5,464
Old : 166,823: 5,709 1,240 763 153,582 159,356 160,054 161,359: 6,769 5,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -1,775: 638 1,240 763 -1,172 -1,411 229 592: -2,004 -2,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.7 0.5 92.1 95.5 95.9 96.7: 4.1 3.3
Old : 100.0: 3.4 0.7 0.5 92.1 95.5 95.9 96.7: 4.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 2 1 35 33 39 35:
Old : 50: 3 2 1 35 33 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 45.6 70.6 63.5 50.8 40.1 63.0 55.7
Old : 54.2 45.6 70.6 63.5 50.8 40.1 63.0 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 55,405: 1,309 0 0 52,539 52,347 53,848 52,347: 1,557 3,058
Old : 55,405: 1,309 0 0 52,539 52,347 53,848 52,347: 1,557 3,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,195: 0 0 0 2,009 2,164 2,009 2,164: 186 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 94.8 94.5 97.2 94.5: 2.8 5.5
Old : 100.0: 2.4 0.0 0.0 94.8 94.5 97.2 94.5: 2.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 13 16 15 16:
Old : 25: 2 0 0 13 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 73.4 90.3 84.1 71.8 71.1 80.9 81.0
Old : 78.5 73.4 90.3 84.1 71.8 71.1 80.9 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 239,244: 3,472 3,563 214 229,736 227,245 233,422 231,022: 5,822 8,222
Old : 239,244: 3,472 3,563 214 229,736 227,245 233,422 231,022: 5,822 8,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 4,757: 329 149 214 4,125 4,283 4,668 4,646: 89 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.5 0.1 96.0 95.0 97.6 96.6: 2.4 3.4
Old : 100.0: 1.5 1.5 0.1 96.0 95.0 97.6 96.6: 2.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 1 31 34 34 37:
Old : 47: 3 2 1 31 34 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 47.1 72.0 65.2 48.5 46.5 69.2 63.2
Old : 49.2 47.1 72.0 65.2 48.5 46.5 69.2 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 113,678: 0 0 0 111,168 108,908 111,168 108,908: 2,510 4,770
Old : 113,678: 0 0 0 111,168 108,908 111,168 108,908: 2,510 4,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,425: 0 0 0 2,436 618 2,436 618: -1,011 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 95.8 97.8 95.8: 2.2 4.2
Old : 100.0: 0.0 0.0 0.0 97.8 95.8 97.8 95.8: 2.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 26 26 26 26:
Old : 33: 0 0 0 26 26 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 57.3 64.5 74.7 38.1 39.3 51.9 56.1
Old : 40.3 57.3 64.5 74.7 38.1 39.3 51.9 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 121,130: 0 0 0 112,411 116,453 112,411 116,453: 8,719 4,677
Old : 121,130: 0 0 0 112,411 116,453 112,411 116,453: 8,719 4,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,133: 0 0 0 1,102 1,133 1,102 1,133: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.8 96.1 92.8 96.1: 7.2 3.9
Old : 100.0: 0.0 0.0 0.0 92.8 96.1 92.8 96.1: 7.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 14 19 14 19:
Old : 26: 0 0 0 14 19 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 68.1 87.3 86.0 66.6 59.8 75.2 74.4
Old : 73.7 68.1 87.3 86.0 66.6 59.8 75.2 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 38,043: 248 0 0 34,833 35,957 35,081 35,957: 2,962 2,086
Old : 38,043: 248 0 0 34,833 35,957 35,081 35,957: 2,962 2,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,705: 0 0 0 1,643 1,767 1,643 1,767: 62 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 91.6 94.5 92.2 94.5: 7.8 5.5
Old : 100.0: 0.7 0.0 0.0 91.6 94.5 92.2 94.5: 7.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 13 19 14 19:
Old : 27: 1 0 0 13 19 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 56.5 84.6 77.8 55.9 56.5 77.5 77.8
Old : 61.2 56.5 84.6 77.8 55.9 56.5 77.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 344,000: 426 0 0 331,280 337,100 331,706 337,100: 12,294 6,900
Old : 344,000: 426 0 0 331,280 337,100 331,706 337,100: 12,294 6,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 5,218: 0 0 0 4,089 4,670 4,089 4,670: 1,129 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 96.3 98.0 96.4 98.0: 3.6 2.0
Old : 100.0: 0.1 0.0 0.0 96.3 98.0 96.4 98.0: 3.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 0 0 30 24 31 24:
Old : 40: 1 0 0 30 24 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 69.0 71.9 90.0 56.9 67.8 70.2 88.8
Old : 58.2 69.0 71.9 90.0 56.9 67.8 70.2 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 99,376: 0 0 0 91,267 97,214 91,267 97,214: 8,109 2,162
Old : 99,376: 0 0 0 91,267 97,214 91,267 97,214: 8,109 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,074: 0 0 0 1,074 646 1,074 646: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.8 97.8 91.8 97.8: 8.2 2.2
Old : 100.0: 0.0 0.0 0.0 91.8 97.8 91.8 97.8: 8.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 13 14 13:
Old : 21: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 63.9 74.8 92.5 47.9 63.9 73.8 84.1
Old : 47.9 63.9 74.8 92.5 47.9 63.9 73.8 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 13,259: 868 0 0 11,926 13,135 12,794 13,135: 465 124
Old : 13,259: 868 0 0 11,926 13,135 12,794 13,135: 465 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 400: 124 0 0 152 400 276 400: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 89.9 99.1 96.5 99.1: 3.5 0.9
Old : 100.0: 6.5 0.0 0.0 89.9 99.1 96.5 99.1: 3.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 8 13 10 13:
Old : 20: 2 0 0 8 13 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 71.4 95.3 87.4 78.8 63.5 87.2 79.3
Old : 78.8 71.4 95.3 87.4 78.8 63.5 87.2 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 178,626: 0 0 0 172,568 172,110 172,568 172,110: 6,058 6,516
Old : 178,626: 0 0 0 172,568 172,110 172,568 172,110: 6,058 6,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,434: 0 -307 0 1,651 209 1,651 -98: -217 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 96.4 96.6 96.4: 3.4 3.6
Old : 100.0: 0.0 0.0 0.0 96.6 96.4 96.6 96.4: 3.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 16 25 16 25:
Old : 30: 0 0 0 16 25 16 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 54.8 87.5 73.7 72.1 53.7 81.7 71.2
Old : 74.2 54.8 87.5 73.7 72.1 53.7 81.7 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 4,745: 594 726 0 3,785 3,975 4,379 4,701: 366 44
Old : 4,745: 594 726 0 3,785 3,975 4,379 4,701: 366 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.3 0.0 79.8 83.8 92.3 99.1: 7.7 0.9
Old : 100.0: 12.5 15.3 0.0 79.8 83.8 92.3 99.1: 7.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 5 0 14 11 19 16:
Old : 28: 5 5 0 14 11 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 72.8 74.2 87.6 40.0 57.3 51.3 67.8
Old : 61.7 72.8 74.2 87.6 40.0 57.3 51.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 33,876: 5,192 762 1,295 27,369 31,819 33,856 33,876: 20 0
Old : 33,876: 5,192 762 1,295 27,369 31,819 33,856 33,876: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 124: 20 -60 85 24 99 129 124: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.2 3.8 80.8 93.9 99.9 100.0: 0.1 0.0
Old : 100.0: 15.3 2.2 3.8 80.8 93.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 7 6 23 25 31 35:
Old : 40: 5 7 6 23 25 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 55.5 64.5 76.6 36.4 48.7 50.4 57.8
Old : 39.3 55.5 64.5 76.6 36.4 48.7 50.4 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MWh for about 368 Hours) :
: : :
All : 31,636: 4,380 1,565 1,110 26,146 28,961 31,636 31,636: 0 0
Old : 31,636: 4,380 1,565 1,110 26,146 28,961 31,636 31,636: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 773: 125 -275 200 448 848 773 773: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 4.9 3.5 82.6 91.5 100.0 100.0: 0.0 0.0
Old : 100.0: 13.8 4.9 3.5 82.6 91.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 4 5 19 19 25 25:
Old : 32: 3 4 5 19 19 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 65.6 75.4 85.5 53.0 56.5 68.6 73.7
Old : 53.0 65.6 75.4 85.5 53.0 56.5 68.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1Megawatt for 368 Hours) :
: : :
All : 133,343: 22,624 4,768 2,580 107,693 125,648 132,897 132,996: 446 347
Old : 133,343: 22,624 4,768 2,580 107,693 125,648 132,897 132,996: 446 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -1,436: -730 116 48 -814 -1,668 -1,496 -1,504: 60 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 3.6 1.9 80.8 94.2 99.7 99.7: 0.3 0.3
Old : 100.0: 17.0 3.6 1.9 80.8 94.2 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 13 10 14 34 38 52 57:
Old : 61: 13 10 14 34 38 52 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 35.6 65.2 57.0 38.2 25.7 48.2 41.3
Old : 47.3 35.6 65.2 57.0 38.2 25.7 48.2 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 59,943: 5,626 461 1,966 52,351 57,466 59,943 59,893: 0 50
Old : 59,943: 5,626 461 1,966 52,351 57,466 59,943 59,893: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 354: -517 -56 -3 874 413 354 354: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.8 3.3 87.3 95.9 100.0 99.9: 0.0 0.1
Old : 100.0: 9.4 0.8 3.3 87.3 95.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 4 6 24 28 34 36:
Old : 44: 8 4 6 24 28 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 75.6 82.5 90.7 61.3 62.3 72.8 73.8
Old : 63.2 75.6 82.5 90.7 61.3 62.3 72.8 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 33,612: 300 2,009 150 33,162 31,453 33,612 33,612: 0 0
Old : 33,612: 300 2,009 150 33,162 31,453 33,612 33,612: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 630: 0 0 0 630 630 630 630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 6.0 0.4 98.7 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 6.0 0.4 98.7 93.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 5 2 14 14 17 19:
Old : 26: 1 5 2 14 14 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 83.3 96.2 93.1 75.6 70.9 81.3 78.2
Old : 80.6 83.3 96.2 93.1 75.6 70.9 81.3 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 50,154: 14,420 5,358 1,343 34,233 43,102 49,996 49,803: 158 351
Old : 50,154: 14,420 5,358 1,343 34,233 43,102 49,996 49,803: 158 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 49: 80 20 -155 289 310 214 175: -165 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 10.7 2.7 68.3 85.9 99.7 99.3: 0.3 0.7
Old : 100.0: 28.8 10.7 2.7 68.3 85.9 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 3 3 25 26 31 31:
Old : 37: 5 3 3 25 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 69.8 70.9 82.8 47.4 61.9 62.8 71.8
Old : 50.3 69.8 70.9 82.8 47.4 61.9 62.8 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 65,502: 19,962 5,018 2,026 43,209 58,097 65,197 65,141: 305 361
Old : 65,502: 19,962 5,018 2,026 43,209 58,097 65,197 65,141: 305 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 239: 76 292 -229 377 180 224 243: 15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 7.7 3.1 66.0 88.7 99.5 99.4: 0.5 0.6
Old : 100.0: 30.5 7.7 3.1 66.0 88.7 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 5 3 26 25 35 32:
Old : 43: 8 5 3 26 25 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 64.0 74.6 82.9 56.7 56.3 68.4 69.1
Old : 57.5 64.0 74.6 82.9 56.7 56.3 68.4 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,921: 1,366 723 1,824 60,360 61,374 63,550 63,921: 371 0
Old : 63,921: 1,366 723 1,824 60,360 61,374 63,550 63,921: 371 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 120: 120 0 0 0 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.1 2.9 94.4 96.0 99.4 100.0: 0.6 0.0
Old : 100.0: 2.1 1.1 2.9 94.4 96.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 3 28 28 32 33:
Old : 43: 3 3 3 28 28 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 63.6 67.2 83.0 39.2 63.4 59.3 76.1
Old : 41.0 63.6 67.2 83.0 39.2 63.4 59.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 83,809: 1,495 957 2,186 79,752 80,631 83,433 83,774: 376 35
Old : 83,809: 1,495 957 2,186 79,752 80,631 83,433 83,774: 376 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 500: 380 0 0 120 500 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.1 2.6 95.2 96.2 99.6 100.0: 0.4 0.0
Old : 100.0: 1.8 1.1 2.6 95.2 96.2 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 3 3 30 26 34 31:
Old : 44: 3 3 3 30 26 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 67.4 63.4 83.8 39.3 67.1 59.7 80.6
Old : 39.8 67.4 63.4 83.8 39.3 67.1 59.7 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,160: 75 195 0 36,073 35,266 36,148 35,461: 12 699
Old : 36,160: 75 195 0 36,073 35,266 36,148 35,461: 12 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -239: 0 0 0 -239 -335 -239 -335: 0 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.5 0.0 99.8 97.5 100.0 98.1: 0.0 1.9
Old : 100.0: 0.2 0.5 0.0 99.8 97.5 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 0 19 18 21 20:
Old : 28: 2 2 0 19 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 76.4 87.3 90.3 66.1 71.1 77.8 79.6
Old : 72.4 76.4 87.3 90.3 66.1 71.1 77.8 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 28,711: 1,560 750 0 26,800 27,909 28,360 28,659: 351 52
Old : 28,711: 1,560 750 0 26,800 27,909 28,360 28,659: 351 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 72: 0 0 0 72 72 72 72: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.6 0.0 93.3 97.2 98.8 99.8: 1.2 0.2
Old : 100.0: 5.4 2.6 0.0 93.3 97.2 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 0 21 19 23 22:
Old : 27: 2 3 0 21 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 60.3 79.3 84.3 37.8 43.0 50.3 53.0
Old : 58.8 60.3 79.3 84.3 37.8 43.0 50.3 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 26,463: 1,875 132 300 24,211 26,031 26,386 26,463: 77 0
Old : 26,463: 1,875 132 300 24,211 26,031 26,386 26,463: 77 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.5 1.1 91.5 98.4 99.7 100.0: 0.3 0.0
Old : 100.0: 7.1 0.5 1.1 91.5 98.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 14 12 17 13:
Old : 20: 2 1 1 14 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 77.6 88.8 93.0 54.0 72.4 71.6 75.3
Old : 64.4 77.6 88.8 93.0 54.0 72.4 71.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 100,600: 10,905 3,794 1,936 87,283 94,714 100,124 100,444: 476 156
Old : 100,600: 10,905 3,794 1,936 87,283 94,714 100,124 100,444: 476 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 757: 1,029 141 -161 -47 809 821 789: -64 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.8 1.9 86.8 94.1 99.5 99.8: 0.5 0.2
Old : 100.0: 10.8 3.8 1.9 86.8 94.1 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 12 9 10 44 35 60 50:
Old : 66: 12 9 10 44 35 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 40.3 59.7 66.8 28.7 28.7 39.5 45.7
Old : 41.7 40.3 59.7 66.8 28.7 28.7 39.5 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,475: 50 25 0 16,393 16,910 16,443 16,935: 1,032 540
Old : 17,475: 50 25 0 16,393 16,910 16,443 16,935: 1,032 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.1 0.0 93.8 96.8 94.1 96.9: 5.9 3.1
Old : 100.0: 0.3 0.1 0.0 93.8 96.8 94.1 96.9: 5.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 14 13 15 14:
Old : 20: 1 1 0 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Old : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,932: 50 25 0 13,970 14,307 14,020 14,332: 912 600
Old : 14,932: 50 25 0 13,970 14,307 14,020 14,332: 912 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 0.0 93.6 95.8 93.9 96.0: 6.1 4.0
Old : 100.0: 0.3 0.2 0.0 93.6 95.8 93.9 96.0: 6.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 12 14 13:
Old : 20: 1 1 0 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
Old : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 26,529: 25 2,093 0 26,324 24,436 26,349 26,529: 180 0
Old : 26,529: 25 2,093 0 26,324 24,436 26,349 26,529: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 132: 0 540 0 132 -408 132 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.9 0.0 99.2 92.1 99.3 100.0: 0.7 0.0
Old : 100.0: 0.1 7.9 0.0 99.2 92.1 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 13 18 14 20:
Old : 23: 1 2 0 13 18 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 44.7 94.3 72.1 48.4 35.7 56.6 53.3
Old : 76.2 44.7 94.3 72.1 48.4 35.7 56.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,250: 25 2,093 0 26,045 24,157 26,070 26,250: 180 0
Old : 26,250: 25 2,093 0 26,045 24,157 26,070 26,250: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 132: 0 540 0 132 -408 132 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.0 0.0 99.2 92.0 99.3 100.0: 0.7 0.0
Old : 100.0: 0.1 8.0 0.0 99.2 92.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 13 18 14 20:
Old : 23: 1 2 0 13 18 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 44.5 96.2 72.9 50.5 36.3 57.9 54.1
Old : 77.9 44.5 96.2 72.9 50.5 36.3 57.9 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,092: 3,828 1,725 150 58,822 60,534 62,800 62,409: 292 683
Old : 63,092: 3,828 1,725 150 58,822 60,534 62,800 62,409: 292 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -178: 540 0 0 -718 -178 -178 -178: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.7 0.2 93.2 95.9 99.5 98.9: 0.5 1.1
Old : 100.0: 6.1 2.7 0.2 93.2 95.9 99.5 98.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 2 3 23 22 29 26:
Old : 33: 5 2 3 23 22 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 51.4 73.2 78.7 50.3 41.2 61.6 60.9
Old : 56.4 51.4 73.2 78.7 50.3 41.2 61.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,605: 225 135 0 39,323 38,754 39,548 38,889: 57 716
Old : 39,605: 225 135 0 39,323 38,754 39,548 38,889: 57 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 46: 100 0 0 186 -50 286 -50: -240 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 0.0 99.3 97.9 99.9 98.2: 0.1 1.8
Old : 100.0: 0.6 0.3 0.0 99.3 97.9 99.9 98.2: 0.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 0 21 20 23 22:
Old : 30: 2 2 0 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 72.2 80.8 89.4 52.1 64.8 64.9 68.8
Old : 60.0 72.2 80.8 89.4 52.1 64.8 64.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 41,368: 292 1,930 20 40,638 39,401 40,950 41,351: 418 17
Old : 41,368: 292 1,930 20 40,638 39,401 40,950 41,351: 418 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 133: 0 100 0 133 183 133 283: 0 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.7 0.0 98.2 95.2 99.0 100.0: 1.0 0.0
Old : 100.0: 0.7 4.7 0.0 98.2 95.2 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 8 1 23 23 25 32:
Old : 35: 2 8 1 23 23 25 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 67.8 82.3 83.9 47.1 59.6 63.6 66.0
Old : 58.5 67.8 82.3 83.9 47.1 59.6 63.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,812: 2,063 0 85 53,841 56,457 55,989 56,542: 823 270
Old : 56,812: 2,063 0 85 53,841 56,457 55,989 56,542: 823 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 660: 120 0 0 540 660 660 660: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.1 94.8 99.4 98.6 99.5: 1.4 0.5
Old : 100.0: 3.6 0.0 0.1 94.8 99.4 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 2 22 18 25 20:
Old : 31: 3 0 2 22 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 91.8 76.0 97.0 51.2 88.9 73.0 90.2
Old : 52.6 91.8 76.0 97.0 51.2 88.9 73.0 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,460: 2,426 125 261 57,223 59,889 59,910 60,275: 550 185
Old : 60,460: 2,426 125 261 57,223 59,889 59,910 60,275: 550 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 660: 160 0 0 490 660 650 660: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.2 0.4 94.6 99.1 99.1 99.7: 0.9 0.3
Old : 100.0: 4.0 0.2 0.4 94.6 99.1 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 2 26 19 30 23:
Old : 37: 4 2 2 26 19 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 86.2 72.3 94.1 44.2 82.5 67.6 86.4
Old : 46.8 86.2 72.3 94.1 44.2 82.5 67.6 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 368 Hours) :
: : :
All : 89,565: 2,475 661 2,027 84,895 86,767 89,397 89,455: 168 110
Old : 89,565: 2,475 661 2,027 84,895 86,767 89,397 89,455: 168 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 681: -32 -456 -44 757 1,181 681 681: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.7 2.3 94.8 96.9 99.8 99.9: 0.2 0.1
Old : 100.0: 2.8 0.7 2.3 94.8 96.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 3 25 23 29 27:
Old : 38: 3 2 3 25 23 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 61.6 74.8 87.7 55.7 60.1 71.3 82.8
Old : 57.2 61.6 74.8 87.7 55.7 60.1 71.3 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 105,752: 3,460 1,818 3,552 98,285 100,316 105,297 105,686: 455 66
Old : 105,752: 3,460 1,818 3,552 98,285 100,316 105,297 105,686: 455 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: 142 -279 -168 -45 449 -71 2: 71 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.7 3.4 92.9 94.9 99.6 99.9: 0.4 0.1
Old : 100.0: 3.3 1.7 3.4 92.9 94.9 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 10 9 31 31 42 46:
Old : 59: 6 10 9 31 31 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 52.0 71.1 78.6 54.4 51.2 68.2 73.9
Old : 55.8 52.0 71.1 78.6 54.4 51.2 68.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 55,282: 1,086 3,787 125 54,051 51,325 55,262 55,237: 20 45
Old : 55,282: 1,086 3,787 125 54,051 51,325 55,262 55,237: 20 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,573: 50 203 0 1,523 1,415 1,573 1,618: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 6.9 0.2 97.8 92.8 100.0 99.9: 0.0 0.1
Old : 100.0: 2.0 6.9 0.2 97.8 92.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 3 21 14 25 19:
Old : 32: 3 3 3 21 14 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 87.4 92.6 94.4 79.3 84.7 87.5 89.7
Old : 81.6 87.4 92.6 94.4 79.3 84.7 87.5 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 45,895: 300 1,500 150 45,445 44,245 45,895 45,895: 0 0
Old : 45,895: 300 1,500 150 45,445 44,245 45,895 45,895: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 300: 0 0 150 150 150 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.3 0.3 99.0 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 3.3 0.3 99.0 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 1 15 12 17 16:
Old : 27: 1 4 1 15 12 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 93.5 94.8 98.0 84.5 89.3 91.9 93.6
Old : 84.6 93.5 94.8 98.0 84.5 89.3 91.9 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 55,503: 788 1,946 274 54,331 53,173 55,393 55,393: 110 110
Old : 55,503: 788 1,946 274 54,331 53,173 55,393 55,393: 110 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -15: -120 24 15 90 -54 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.5 0.5 97.9 95.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.4 3.5 0.5 97.9 95.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 3 3 22 21 27 26:
Old : 32: 4 3 3 22 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 74.8 78.7 88.8 44.2 56.5 56.9 61.1
Old : 54.7 74.8 78.7 88.8 44.2 56.5 56.9 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 62,691: 1,346 5,498 289 60,149 56,601 61,784 62,388: 907 303
Old : 62,691: 1,346 5,498 289 60,149 56,601 61,784 62,388: 907 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -6: -159 -14 0 -22 35 -181 21: 175 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.8 0.5 95.9 90.3 98.6 99.5: 1.4 0.5
Old : 100.0: 2.1 8.8 0.5 95.9 90.3 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 5 3 21 23 28 29:
Old : 36: 5 5 3 21 23 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 74.4 79.2 86.5 57.7 62.2 69.6 70.0
Old : 58.4 74.4 79.2 86.5 57.7 62.2 69.6 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,384: 50 3,285 164 24,853 21,813 25,067 25,262: 317 122
Old : 25,384: 50 3,285 164 24,853 21,813 25,067 25,262: 317 122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 40: 0 0 0 30 30 30 30: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.9 0.6 97.9 85.9 98.8 99.5: 1.2 0.5
Old : 100.0: 0.2 12.9 0.6 97.9 85.9 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 1 15 14 17 18:
Old : 25: 1 4 1 15 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 70.9 89.7 89.7 71.8 68.2 87.5 85.6
Old : 73.2 70.9 89.7 89.7 71.8 68.2 87.5 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 22,790: 50 1,300 0 22,333 21,452 22,383 22,752: 407 38
Old : 22,790: 50 1,300 0 22,333 21,452 22,383 22,752: 407 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.7 0.0 98.0 94.1 98.2 99.8: 1.8 0.2
Old : 100.0: 0.2 5.7 0.0 98.0 94.1 98.2 99.8: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 16 14 17 16:
Old : 23: 1 2 0 16 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 78.9 89.5 94.0 70.3 76.3 87.8 89.5
Old : 71.9 78.9 89.5 94.0 70.3 76.3 87.8 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,018: 1,469 940 892 25,035 25,516 27,396 27,348: 622 670
Old : 28,018: 1,469 940 892 25,035 25,516 27,396 27,348: 622 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 132: -20 122 -20 176 14 136 116: -4 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.4 3.2 89.4 91.1 97.8 97.6: 2.2 2.4
Old : 100.0: 5.2 3.4 3.2 89.4 91.1 97.8 97.6: 2.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 4 19 17 24 22:
Old : 28: 2 4 4 19 17 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 65.8 82.0 83.8 62.1 65.5 76.8 75.9
Old : 64.2 65.8 82.0 83.8 62.1 65.5 76.8 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 17,960: 681 1,079 435 16,115 16,161 17,231 17,675: 729 285
Old : 17,960: 681 1,079 435 16,115 16,161 17,231 17,675: 729 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 648: 240 0 -22 598 699 816 677: -168 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 6.0 2.4 89.7 90.0 95.9 98.4: 4.1 1.6
Old : 100.0: 3.8 6.0 2.4 89.7 90.0 95.9 98.4: 4.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 4 4 15 13 19 19:
Old : 23: 2 4 4 15 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 84.7 78.5 93.4 61.8 80.9 77.6 88.3
Old : 61.8 84.7 78.5 93.4 61.8 80.9 77.6 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 53,466: 4,144 7,401 1,339 47,763 44,578 53,246 53,318: 220 148
Old : 53,466: 4,144 7,401 1,339 47,763 44,578 53,246 53,318: 220 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 306: 20 80 -85 292 179 227 174: 79 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.8 2.5 89.3 83.4 99.6 99.7: 0.4 0.3
Old : 100.0: 7.8 13.8 2.5 89.3 83.4 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 6 6 27 26 35 36:
Old : 46: 6 6 6 27 26 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 70.2 73.8 82.3 46.5 51.6 61.7 61.7
Old : 55.3 70.2 73.8 82.3 46.5 51.6 61.7 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 32,145: 1,275 3,459 1,067 29,443 27,347 31,785 31,873: 360 272
Old : 32,145: 1,275 3,459 1,067 29,443 27,347 31,785 31,873: 360 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 296: -120 0 5 411 291 296 296: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.8 3.3 91.6 85.1 98.9 99.2: 1.1 0.8
Old : 100.0: 4.0 10.8 3.3 91.6 85.1 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 4 3 21 21 25 27:
Old : 35: 3 4 3 21 21 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 72.5 79.4 85.1 61.0 71.2 72.1 80.2
Old : 66.8 72.5 79.4 85.1 61.0 71.2 72.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,938: 1,431 50 114 15,363 16,747 16,908 16,911: 30 27
Old : 16,938: 1,431 50 114 15,363 16,747 16,908 16,911: 30 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 513: 65 50 25 423 438 513 513: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.3 0.7 90.7 98.9 99.8 99.8: 0.2 0.2
Old : 100.0: 8.4 0.3 0.7 90.7 98.9 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 2 20 17 24 20:
Old : 31: 4 1 2 20 17 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 85.6 88.7 93.7 70.0 82.1 85.7 89.2
Old : 72.1 85.6 88.7 93.7 70.0 82.1 85.7 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 22,235: 2,685 0 100 19,422 22,135 22,207 22,235: 28 0
Old : 22,235: 2,685 0 100 19,422 22,135 22,207 22,235: 28 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 175: 0 0 0 175 175 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.4 87.3 99.6 99.9 100.0: 0.1 0.0
Old : 100.0: 12.1 0.0 0.4 87.3 99.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 0 1 15 12 20 13:
Old : 27: 5 0 1 15 12 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 93.5 89.6 98.0 69.5 92.3 89.3 96.3
Old : 69.7 93.5 89.6 98.0 69.5 92.3 89.3 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,179: 775 100 215 8,857 9,764 9,847 10,079: 332 100
Old : 10,179: 775 100 215 8,857 9,764 9,847 10,079: 332 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 17: 0 100 0 17 -78 17 22: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.0 2.1 87.0 95.9 96.7 99.0: 3.3 1.0
Old : 100.0: 7.6 1.0 2.1 87.0 95.9 96.7 99.0: 3.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 3 15 14 19 18:
Old : 26: 4 1 3 15 14 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 61.9 77.4 90.3 41.9 59.0 63.7 76.8
Old : 52.3 61.9 77.4 90.3 41.9 59.0 63.7 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,416: 580 0 310 8,248 8,996 9,138 9,306: 278 110
Old : 9,416: 580 0 310 8,248 8,996 9,138 9,306: 278 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -96: 0 0 0 -96 -91 -96 -91: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 3.3 87.6 95.5 97.0 98.8: 3.0 1.2
Old : 100.0: 6.2 0.0 3.3 87.6 95.5 97.0 98.8: 3.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 2 14 14 18 16:
Old : 24: 4 0 2 14 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 69.6 79.3 90.2 43.4 63.3 61.4 72.7
Old : 54.7 69.6 79.3 90.2 43.4 63.3 61.4 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,040: 1,700 0 2,450 46,690 48,580 50,840 51,030: 200 10
Old : 51,040: 1,700 0 2,450 46,690 48,580 50,840 51,030: 200 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 105: 200 0 0 -95 105 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 4.8 91.5 95.2 99.6 100.0: 0.4 0.0
Old : 100.0: 3.3 0.0 4.8 91.5 95.2 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 0 1 20 15 25 16:
Old : 31: 5 0 1 20 15 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 74.5 87.2 90.3 69.5 73.2 77.6 84.4
Old : 75.1 74.5 87.2 90.3 69.5 73.2 77.6 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,430: 1,780 0 2,375 47,075 49,045 51,230 51,420: 200 10
Old : 51,430: 1,780 0 2,375 47,075 49,045 51,230 51,420: 200 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 105: 300 0 0 -195 105 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 4.6 91.5 95.4 99.6 100.0: 0.4 0.0
Old : 100.0: 3.5 0.0 4.6 91.5 95.4 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 0 1 20 15 26 16:
Old : 32: 6 0 1 20 15 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 73.8 85.6 90.5 68.2 72.5 76.9 84.3
Old : 73.2 73.8 85.6 90.5 68.2 72.5 76.9 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,711: 1,490 9,352 1,909 111,929 104,413 115,328 115,674: 383 37
Old : 115,711: 1,490 9,352 1,909 111,929 104,413 115,328 115,674: 383 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 250: 125 130 120 5 0 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.1 1.6 96.7 90.2 99.7 100.0: 0.3 0.0
Old : 100.0: 1.3 8.1 1.6 96.7 90.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 10 7 38 31 48 42:
Old : 57: 4 10 7 38 31 48 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 49.0 70.2 68.4 48.7 46.3 63.2 60.7
Old : 51.3 49.0 70.2 68.4 48.7 46.3 63.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 123,639: 1,710 8,387 3,178 118,622 112,034 123,510 123,599: 129 40
Old : 123,639: 1,710 8,387 3,178 118,622 112,034 123,510 123,599: 129 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -89: -5 -157 113 -187 -45 -79 -89: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 6.8 2.6 95.9 90.6 99.9 100.0: 0.1 0.0
Old : 100.0: 1.4 6.8 2.6 95.9 90.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 4 12 9 42 35 54 48:
Old : 63: 4 12 9 42 35 54 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 48.5 65.7 66.2 39.8 46.6 53.6 59.9
Old : 43.6 48.5 65.7 66.2 39.8 46.6 53.6 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 523,951: 42,598 19,445 53,142 424,322 443,254 520,062 515,841: 3,889 8,110
Old : 523,951: 42,598 19,445 53,142 424,322 443,254 520,062 515,841: 3,889 8,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -65,277: 300 -84 -14,794 -54,390 -58,265 -68,884 -73,143: 3,607 7,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.7 10.1 81.0 84.6 99.3 98.5: 0.7 1.5
Old : 100.0: 8.1 3.7 10.1 81.0 84.6 99.3 98.5: 0.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 26 26 30 53 52 93 94:
Old : 108: 26 26 30 53 52 93 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 37.0 58.6 58.6 12.1 15.2 18.3 20.4
Old : 38.0 37.0 58.6 58.6 12.1 15.2 18.3 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,295: 2,805 600 95 12,265 14,520 15,165 15,215: 130 80
Old : 15,295: 2,805 600 95 12,265 14,520 15,165 15,215: 130 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -10: 0 0 0 -10 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.9 0.6 80.2 94.9 99.2 99.5: 0.8 0.5
Old : 100.0: 18.3 3.9 0.6 80.2 94.9 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 2 18 16 22 19:
Old : 28: 4 1 2 18 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 77.6 80.8 92.5 52.6 68.2 70.8 79.1
Old : 55.0 77.6 80.8 92.5 52.6 68.2 70.8 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,881: 2,515 600 95 10,041 12,046 12,651 12,741: 230 140
Old : 12,881: 2,515 600 95 10,041 12,046 12,651 12,741: 230 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -10: 0 0 0 -10 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.7 0.7 78.0 93.5 98.2 98.9: 1.8 1.1
Old : 100.0: 19.5 4.7 0.7 78.0 93.5 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 2 17 15 21 18:
Old : 26: 4 1 2 17 15 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 74.2 82.3 90.2 51.4 61.3 71.7 74.8
Old : 53.9 74.2 82.3 90.2 51.4 61.3 71.7 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 352 Hours) :
: : :
All : 9,445: 900 0 0 8,545 9,415 9,445 9,415: 0 30
Old : 9,445: 900 0 0 8,545 9,415 9,445 9,415: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 714: 0 0 0 714 714 714 714: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 90.5 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 9.5 0.0 0.0 90.5 99.7 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 0 0 24 18 29 18:
Old : 32: 5 0 0 24 18 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 72.5 76.5 85.2 32.7 43.5 45.1 51.7
Old : 54.1 72.5 76.5 85.2 32.7 43.5 45.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 7,321: 266 456 233 6,096 5,721 6,595 6,410: 726 911
Old : 7,321: 266 456 233 6,096 5,721 6,595 6,410: 726 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 235: -18 47 -2 120 123 100 168: 135 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.2 3.2 83.3 78.1 90.1 87.6: 9.9 12.4
Old : 100.0: 3.6 6.2 3.2 83.3 78.1 90.1 87.6: 9.9 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 3 32 33 36 38:
Old : 43: 3 3 3 32 33 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 25.8 48.8 44.3 25.9 20.7 36.9 34.8
Old : 32.9 25.8 48.8 44.3 25.9 20.7 36.9 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 34,142: 1,672 63 160 32,228 33,803 34,060 34,026: 82 116
Old : 34,142: 1,672 63 160 32,228 33,803 34,060 34,026: 82 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 973: 50 0 0 923 973 973 973: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.2 0.5 94.4 99.0 99.8 99.7: 0.2 0.3
Old : 100.0: 4.9 0.2 0.5 94.4 99.0 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 1 1 42 37 45 38:
Old : 49: 2 1 1 42 37 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 59.8 57.7 72.7 32.0 57.0 49.9 65.6
Old : 34.7 59.8 57.7 72.7 32.0 57.0 49.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 22,331: 1,341 0 15 20,945 22,102 22,301 22,117: 30 214
Old : 22,331: 1,341 0 15 20,945 22,102 22,301 22,117: 30 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 114: 206 0 0 -62 390 144 390: -30 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.1 93.8 99.0 99.9 99.0: 0.1 1.0
Old : 100.0: 6.0 0.0 0.1 93.8 99.0 99.9 99.0: 0.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 0 1 25 28 29 29:
Old : 36: 4 0 1 25 28 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 58.1 83.4 76.9 50.2 34.4 55.8 45.2
Old : 68.6 58.1 83.4 76.9 50.2 34.4 55.8 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 12,800: 187 56 430 11,768 11,310 12,385 11,796: 415 1,004
Old : 12,800: 187 56 430 11,768 11,310 12,385 11,796: 415 1,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 716: -22 -5 10 601 473 589 478: 127 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.4 3.4 91.9 88.4 96.8 92.2: 3.2 7.8
Old : 100.0: 1.5 0.4 3.4 91.9 88.4 96.8 92.2: 3.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 1 3 40 36 46 39:
Old : 56: 5 1 3 40 36 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 37.3 49.1 55.4 23.5 28.9 37.3 39.8
Old : 30.1 37.3 49.1 55.4 23.5 28.9 37.3 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 7,014: 20 197 93 6,521 6,504 6,634 6,794: 380 220
Old : 7,014: 20 197 93 6,521 6,504 6,634 6,794: 380 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 210: 0 0 0 195 135 195 135: 15 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.8 1.3 93.0 92.7 94.6 96.9: 5.4 3.1
Old : 100.0: 0.3 2.8 1.3 93.0 92.7 94.6 96.9: 5.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 14 19 16 22:
Old : 24: 1 2 2 14 19 16 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 54.5 89.4 74.0 55.1 32.6 56.2 48.2
Old : 82.3 54.5 89.4 74.0 55.1 32.6 56.2 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 30,084: 585 1,599 60 29,425 28,369 30,070 30,028: 14 56
Old : 30,084: 585 1,599 60 29,425 28,369 30,070 30,028: 14 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,500: 0 122 0 2,515 2,378 2,515 2,500: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.3 0.2 97.8 94.3 100.0 99.8: 0.0 0.2
Old : 100.0: 1.9 5.3 0.2 97.8 94.3 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 1 3 1 33 45 35 48:
Old : 61: 1 3 1 33 45 35 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 40.4 73.9 56.7 49.7 29.3 61.1 42.5
Old : 58.8 40.4 73.9 56.7 49.7 29.3 61.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 62,605: 9,835 1,293 1,337 51,217 59,809 62,389 62,439: 216 166
Old : 62,605: 9,835 1,293 1,337 51,217 59,809 62,389 62,439: 216 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,870: 392 309 -102 2,820 2,903 3,110 3,110: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 2.1 2.1 81.8 95.5 99.7 99.7: 0.3 0.3
Old : 100.0: 15.7 2.1 2.1 81.8 95.5 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 10 8 9 73 71 89 82:
Old : 104: 10 8 9 73 71 89 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 34.6 42.1 47.7 21.5 29.3 35.7 39.4
Old : 23.1 34.6 42.1 47.7 21.5 29.3 35.7 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Metric Tonnes :
: : :
All : 2,741: 168 51 38 1,704 2,163 1,910 2,252: 831 489
Old : 2,741: 168 51 38 1,704 2,163 1,910 2,252: 831 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 165: -6 14 -4 202 256 192 266: -27 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.9 1.4 62.2 78.9 69.7 82.2: 30.3 17.8
Old : 100.0: 6.1 1.9 1.4 62.2 78.9 69.7 82.2: 30.3 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 19 20 23 22:
Old : 25: 3 1 2 19 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 40.1 46.2 55.2 21.3 35.2 29.1 43.3
Old : 30.5 40.1 46.2 55.2 21.3 35.2 29.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 17,445: 0 0 0 17,445 17,415 17,445 17,415: 0 30
Old : 17,445: 0 0 0 17,445 17,415 17,445 17,415: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 640: 0 0 0 640 640 640 640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 14 16 14:
Old : 23: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 78.7 89.3 95.4 64.8 72.0 80.0 85.2
Old : 67.0 78.7 89.3 95.4 64.8 72.0 80.0 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 US barrels per lot :
: : :
All : 97,459: 47,843 823 19,696 22,903 60,269 90,442 80,788: 7,017 16,671
Old : 97,459: 47,843 823 19,696 22,903 60,269 90,442 80,788: 7,017 16,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -312: -128 71 -171 -107 -258 -406 -358: 94 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 0.8 20.2 23.5 61.8 92.8 82.9: 7.2 17.1
Old : 100.0: 49.1 0.8 20.2 23.5 61.8 92.8 82.9: 7.2 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 7 10 10 18 17:
Old : 20: 5 3 7 10 10 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 62.3 85.9 76.0 49.9 39.3 52.0 41.9
Old : 64.7 62.3 85.9 76.0 49.9 39.3 52.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 43,447: 0 0 0 41,887 41,840 41,887 41,840: 1,560 1,607
Old : 43,447: 0 0 0 41,887 41,840 41,887 41,840: 1,560 1,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -7,301: -30 0 0 -7,121 -6,874 -7,151 -6,874: -150 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 96.3 96.4 96.3: 3.6 3.7
Old : 100.0: 0.0 0.0 0.0 96.4 96.3 96.4 96.3: 3.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 0 0 26 28 26 28:
Old : 37: 0 0 0 26 28 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 52.4 74.2 76.6 45.1 48.5 63.9 69.6
Old : 47.8 52.4 74.2 76.6 45.1 48.5 63.9 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 19,062: 0 0 0 19,026 18,992 19,026 18,992: 36 70
Old : 19,062: 0 0 0 19,026 18,992 19,026 18,992: 36 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -1,310: 0 0 0 -1,310 -1,261 -1,310 -1,261: 0 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.6 99.8 99.6: 0.2 0.4
Old : 100.0: 0.0 0.0 0.0 99.8 99.6 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 16 18 16 18:
Old : 27: 0 0 0 16 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 73.0 90.8 88.3 71.8 72.6 87.0 86.2
Old : 71.8 73.0 90.8 88.3 71.8 72.6 87.0 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2020