CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 42,239: 4,519 16,115 225 37,413 25,824 42,157 42,164: 82 75
Old : 42,239: 4,519 16,115 225 37,413 25,824 42,157 42,164: 82 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -42,785: -11,625 -5,498 -2,301 -28,521 -34,652 -42,447 -42,451: -338 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 38.2 0.5 88.6 61.1 99.8 99.8: 0.2 0.2
Old : 100.0: 10.7 38.2 0.5 88.6 61.1 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 : 36: 5 8 3 15 19 22 28:
Old : 36: 5 8 3 15 19 22 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 : 66.2 54.2 87.8 73.2 59.2 53.6 77.4 69.5
Old : 66.2 54.2 87.8 73.2 59.2 53.6 77.4 69.5
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 29, 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 21, 2020 :
: 0: 0 0 0 0 0 0 0: 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 29, 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 : 156,511: 20,593 28,019 3,524 132,384 124,968 156,501 156,511: 10 0
Old : 156,511: 20,593 28,019 3,524 132,384 124,968 156,501 156,511: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -99: -671 100 -482 1,054 283 -99 -99: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.9 2.3 84.6 79.8 100.0 100.0: 0.0 0.0
Old : 100.0: 13.2 17.9 2.3 84.6 79.8 100.0 100.0: 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 : 46.7 72.6 72.2 91.2 40.7 69.8 62.2 78.7
Old : 46.7 72.6 72.2 91.2 40.7 69.8 62.2 78.7
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 29, 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 : 111,168: 49,457 31,736 4,306 56,701 74,999 110,464 111,041: 704 127
Old : 111,168: 49,457 31,736 4,306 56,701 74,999 110,464 111,041: 704 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -10,981: 689 1,472 -2,658 -9,026 -9,798 -10,995 -10,983: 14 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 28.5 3.9 51.0 67.5 99.4 99.9: 0.6 0.1
Old : 100.0: 44.5 28.5 3.9 51.0 67.5 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 : 59: 22 8 9 25 21 49 36:
Old : 59: 22 8 9 25 21 49 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 : 49.6 43.1 73.7 68.5 45.4 35.2 61.0 56.0
Old : 49.6 43.1 73.7 68.5 45.4 35.2 61.0 56.0
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 29, 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 : 31,501: 4,879 2,985 1,936 24,650 26,580 31,465 31,501: 36 0
Old : 31,501: 4,879 2,985 1,936 24,650 26,580 31,465 31,501: 36 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -6,423: -402 2,328 -3,706 -2,255 -4,995 -6,363 -6,373: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.5 6.1 78.3 84.4 99.9 100.0: 0.1 0.0
Old : 100.0: 15.5 9.5 6.1 78.3 84.4 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 : 30: 8 2 1 14 12 22 15:
Old : 30: 8 2 1 14 12 22 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 : 49.6 65.1 73.1 91.2 47.7 64.8 68.7 87.0
Old : 49.6 65.1 73.1 91.2 47.7 64.8 68.7 87.0
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 29, 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 : 20,866: 100 16,239 550 20,216 4,077 20,866 20,866: 0 0
Old : 20,866: 100 16,239 550 20,216 4,077 20,866 20,866: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 25: -50 -275 300 -225 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 77.8 2.6 96.9 19.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 77.8 2.6 96.9 19.5 100.0 100.0: 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 : 21: 3 5 1 12 3 16 8:
Old : 21: 3 5 1 12 3 16 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 : 60.4 95.4 91.1 100.0 60.4 95.4 91.1 96.9
Old : 60.4 95.4 91.1 100.0 60.4 95.4 91.1 96.9
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 29, 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 21, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 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 29, 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 21, 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 29, 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 21, 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 29, 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 21, 2020 :
: 0: 0 0 0 0 0 0 0: 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 29, 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 : 33,019: 7,929 0 0 24,275 33,018 32,204 33,018: 815 1
Old : 33,019: 7,929 0 0 24,275 33,018 32,204 33,018: 815 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,149: 81 0 0 2,055 2,149 2,136 2,149: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.0 0.0 73.5 100.0 97.5 100.0: 2.5 0.0
Old : 100.0: 24.0 0.0 0.0 73.5 100.0 97.5 100.0: 2.5 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: 8 0 0 11 10 19 10:
Old : 26: 8 0 0 11 10 19 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 : 62.6 95.5 88.4 99.6 62.4 95.5 87.2 98.6
Old : 62.6 95.5 88.4 99.6 62.4 95.5 87.2 98.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 9,763: 120 188 5 9,570 9,550 9,695 9,743: 68 20
Old : 9,763: 120 188 5 9,570 9,550 9,695 9,743: 68 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 620: 0 80 0 620 540 620 620: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.9 0.1 98.0 97.8 99.3 99.8: 0.7 0.2
Old : 100.0: 1.2 1.9 0.1 98.0 97.8 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 : 64.1 46.1 86.1 74.1 33.0 35.6 41.4 43.3
Old : 64.1 46.1 86.1 74.1 33.0 35.6 41.4 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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 31,176: 6,016 98 773 24,350 30,305 31,139 31,176: 37 0
Old : 31,176: 6,016 98 773 24,350 30,305 31,139 31,176: 37 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,334: 94 -16 -9 1,271 1,359 1,356 1,334: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.3 2.5 78.1 97.2 99.9 100.0: 0.1 0.0
Old : 100.0: 19.3 0.3 2.5 78.1 97.2 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 : 47: 5 1 3 32 37 37 41:
Old : 47: 5 1 3 32 37 37 41:
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 : 47.5 51.6 70.8 72.4 25.0 20.5 33.6 27.0
Old : 47.5 51.6 70.8 72.4 25.0 20.5 33.6 27.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 20,590: 104 4,629 315 19,433 15,644 19,852 20,588: 738 2
Old : 20,590: 104 4,629 315 19,433 15,644 19,852 20,588: 738 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 586: 0 0 0 586 586 586 586: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 22.5 1.5 94.4 76.0 96.4 100.0: 3.6 0.0
Old : 100.0: 0.5 22.5 1.5 94.4 76.0 96.4 100.0: 3.6 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 : 33: 2 2 2 21 22 25 24:
Old : 33: 2 2 2 21 22 25 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 : 49.6 61.5 72.3 87.8 32.5 40.0 44.7 52.7
Old : 49.6 61.5 72.3 87.8 32.5 40.0 44.7 52.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 4,262: 0 324 439 3,647 3,353 4,086 4,116: 176 146
Old : 4,262: 0 324 439 3,647 3,353 4,086 4,116: 176 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 187: -26 114 -24 237 97 187 187: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 10.3 85.6 78.7 95.9 96.6: 4.1 3.4
Old : 100.0: 0.0 7.6 10.3 85.6 78.7 95.9 96.6: 4.1 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 : 22: 0 3 2 16 12 18 15:
Old : 22: 0 3 2 16 12 18 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 : 57.9 59.4 76.8 82.2 50.8 50.2 62.4 62.5
Old : 57.9 59.4 76.8 82.2 50.8 50.2 62.4 62.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,587,722: 975,798 49,346 531,397 5,031,633 5,964,065 6,538,828 6,544,808: 48,894 42,914
Old : 6,587,722: 975,798 49,346 531,397 5,031,633 5,964,065 6,538,828 6,544,808: 48,894 42,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 35,952: -3,797 4,370 601 27,720 7,576 24,524 12,547: 11,428 23,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.7 8.1 76.4 90.5 99.3 99.3: 0.7 0.7
Old : 100.0: 14.8 0.7 8.1 76.4 90.5 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 : 252: 50 23 58 159 134 228 196:
Old : 252: 50 23 58 159 134 228 196:
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 : 22.0 40.9 38.3 61.3 21.4 40.8 36.1 59.8
Old : 22.0 40.9 38.3 61.3 21.4 40.8 36.1 59.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,386,111: 60,330 16,833 466,174 852,796 898,711 1,379,300 1,381,718: 6,811 4,393
Old : 1,386,111: 60,330 16,833 466,174 852,796 898,711 1,379,300 1,381,718: 6,811 4,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -113,881: 2,297 -9,869 -38,527 -74,936 -67,203 -111,166 -115,599: -2,715 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.2 33.6 61.5 64.8 99.5 99.7: 0.5 0.3
Old : 100.0: 4.4 1.2 33.6 61.5 64.8 99.5 99.7: 0.5 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 : 78: 14 12 24 50 48 76 72:
Old : 78: 14 12 24 50 48 76 72:
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 : 59.3 58.2 78.1 78.1 5.0 4.0 5.9 5.7
Old : 59.3 58.2 78.1 78.1 5.0 4.0 5.9 5.7
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 29, 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 : 205,864: 1,284 1,836 124 183,059 198,199 184,467 200,159: 21,397 5,705
Old : 205,864: 1,284 1,836 124 183,059 198,199 184,467 200,159: 21,397 5,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,575: 0 113 0 2,389 1,820 2,389 1,933: 186 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.9 0.1 88.9 96.3 89.6 97.2: 10.4 2.8
Old : 100.0: 0.6 0.9 0.1 88.9 96.3 89.6 97.2: 10.4 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 : 34: 1 4 1 24 20 25 25:
Old : 34: 1 4 1 24 20 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 78.3 72.2 88.1 55.1 75.4 68.6 82.2
Old : 56.2 78.3 72.2 88.1 55.1 75.4 68.6 82.2
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 29, 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 : 141,460: 3,378 0 813 129,682 127,207 133,873 128,020: 7,587 13,440
Old : 141,460: 3,378 0 813 129,682 127,207 133,873 128,020: 7,587 13,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,058: 202 0 546 525 622 1,273 1,168: -215 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.6 91.7 89.9 94.6 90.5: 5.4 9.5
Old : 100.0: 2.4 0.0 0.6 91.7 89.9 94.6 90.5: 5.4 9.5
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: 6 0 5 19 26 25 31:
Old : 36: 6 0 5 19 26 25 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 : 70.2 45.1 85.1 69.9 66.4 38.6 75.5 63.3
Old : 70.2 45.1 85.1 69.9 66.4 38.6 75.5 63.3
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 29, 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 : 284,146: 8,827 2,814 768 262,929 268,696 272,524 272,278: 11,622 11,868
Old : 284,146: 8,827 2,814 768 262,929 268,696 272,524 272,278: 11,622 11,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 3,695: 680 -344 365 1,774 2,696 2,819 2,717: 876 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.0 0.3 92.5 94.6 95.9 95.8: 4.1 4.2
Old : 100.0: 3.1 1.0 0.3 92.5 94.6 95.9 95.8: 4.1 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 : 52: 8 3 4 28 32 38 37:
Old : 52: 8 3 4 28 32 38 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 : 56.8 45.8 72.3 68.1 48.6 38.1 60.6 53.5
Old : 56.8 45.8 72.3 68.1 48.6 38.1 60.6 53.5
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 29, 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 : 1,085,530: 5,397 7,324 1,811 1,070,842 1,073,325 1,078,050 1,082,460: 7,480 3,070
Old : 1,085,530: 5,397 7,324 1,811 1,070,842 1,073,325 1,078,050 1,082,460: 7,480 3,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 10,354: 2,257 150 -251 9,320 9,993 11,326 9,892: -972 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.7 0.2 98.6 98.9 99.3 99.7: 0.7 0.3
Old : 100.0: 0.5 0.7 0.2 98.6 98.9 99.3 99.7: 0.7 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 : 55: 6 3 3 42 27 50 31:
Old : 55: 6 3 3 42 27 50 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 : 46.8 62.1 66.7 90.9 46.8 61.8 65.7 88.6
Old : 46.8 62.1 66.7 90.9 46.8 61.8 65.7 88.6
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 29, 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 : 379,965: 11,960 4,855 730 350,520 359,913 363,210 365,498: 16,755 14,467
Old : 379,965: 11,960 4,855 730 350,520 359,913 363,210 365,498: 16,755 14,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,005: 204 671 130 900 833 1,234 1,634: 771 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.3 0.2 92.3 94.7 95.6 96.2: 4.4 3.8
Old : 100.0: 3.1 1.3 0.2 92.3 94.7 95.6 96.2: 4.4 3.8
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 : 61: 6 4 3 41 33 48 39:
Old : 61: 6 4 3 41 33 48 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 : 45.8 49.5 63.8 66.6 45.8 42.6 62.9 57.4
Old : 45.8 49.5 63.8 66.6 45.8 42.6 62.9 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 29, 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 : 618,676: 5,378 0 1,141 604,769 615,348 611,288 616,489: 7,388 2,187
Old : 618,676: 5,378 0 1,141 604,769 615,348 611,288 616,489: 7,388 2,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 580: 372 0 -31 83 306 424 275: 156 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.2 97.8 99.5 98.8 99.6: 1.2 0.4
Old : 100.0: 0.9 0.0 0.2 97.8 99.5 98.8 99.6: 1.2 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 : 61: 5 0 2 38 42 43 44:
Old : 61: 5 0 2 38 42 43 44:
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 : 61.3 49.5 77.0 69.4 61.3 49.3 77.0 67.3
Old : 61.3 49.5 77.0 69.4 61.3 49.3 77.0 67.3
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 29, 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 : 488,904: 0 1,144 0 479,994 472,481 479,994 473,625: 8,910 15,279
Old : 488,904: 0 1,144 0 479,994 472,481 479,994 473,625: 8,910 15,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,755: 0 299 -70 2,235 2,575 2,165 2,804: 590 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 98.2 96.6 98.2 96.9: 1.8 3.1
Old : 100.0: 0.0 0.2 0.0 98.2 96.6 98.2 96.9: 1.8 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 : 46: 0 2 0 34 31 34 33:
Old : 46: 0 2 0 34 31 34 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 : 52.5 55.0 73.7 73.6 52.3 52.2 68.9 66.8
Old : 52.5 55.0 73.7 73.6 52.3 52.2 68.9 66.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,048: 0 0 0 92,358 93,388 92,358 93,388: 5,690 4,660
Old : 98,048: 0 0 0 92,358 93,388 92,358 93,388: 5,690 4,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 913: 0 0 0 851 -188 851 -188: 62 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 95.2 94.2 95.2: 5.8 4.8
Old : 100.0: 0.0 0.0 0.0 94.2 95.2 94.2 95.2: 5.8 4.8
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 : 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 : 77.1 52.8 90.3 72.5 75.1 50.6 80.0 67.4
Old : 77.1 52.8 90.3 72.5 75.1 50.6 80.0 67.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,380: 1,364 0 0 22,582 24,101 23,946 24,101: 434 279
Old : 24,380: 1,364 0 0 22,582 24,101 23,946 24,101: 434 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,457: 31 0 0 1,457 1,457 1,488 1,457: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 92.6 98.9 98.2 98.9: 1.8 1.1
Old : 100.0: 5.6 0.0 0.0 92.6 98.9 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 : 40: 3 0 0 24 18 27 18:
Old : 40: 3 0 0 24 18 27 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 : 34.2 58.5 55.4 78.9 33.2 58.4 54.4 74.5
Old : 34.2 58.5 55.4 78.9 33.2 58.4 54.4 74.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 350,904: 2,180 2,080 1,603 338,073 343,768 341,856 347,451: 9,048 3,453
Old : 350,904: 2,180 2,080 1,603 338,073 343,768 341,856 347,451: 9,048 3,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,892: 0 -519 587 2,314 2,855 2,901 2,923: -9 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 0.5 96.3 98.0 97.4 99.0: 2.6 1.0
Old : 100.0: 0.6 0.6 0.5 96.3 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 : 44: 1 3 2 27 30 30 33:
Old : 44: 1 3 2 27 30 30 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 : 73.2 63.6 84.6 78.4 70.8 63.1 80.1 75.3
Old : 73.2 63.6 84.6 78.4 70.8 63.1 80.1 75.3
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 29, 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 : 181,360: 0 341 0 171,503 174,116 171,503 174,457: 9,857 6,903
Old : 181,360: 0 341 0 171,503 174,116 171,503 174,457: 9,857 6,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 518: 0 341 0 397 53 397 394: 121 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 94.6 96.0 94.6 96.2: 5.4 3.8
Old : 100.0: 0.0 0.2 0.0 94.6 96.0 94.6 96.2: 5.4 3.8
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: 0 1 0 20 20 20 21:
Old : 30: 0 1 0 20 20 20 21:
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 58.2 72.4 82.8 53.4 58.2 70.5 78.9
Old : 53.4 58.2 72.4 82.8 53.4 58.2 70.5 78.9
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 258,463: 0 7,464 0 255,031 247,429 255,031 254,893: 3,432 3,570
Old : 258,463: 0 7,464 0 255,031 247,429 255,031 254,893: 3,432 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,799: 0 -62 0 1,585 2,047 1,585 1,985: 214 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 98.7 95.7 98.7 98.6: 1.3 1.4
Old : 100.0: 0.0 2.9 0.0 98.7 95.7 98.7 98.6: 1.3 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 : 35: 0 2 0 23 18 23 20:
Old : 35: 0 2 0 23 18 23 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 : 73.0 75.2 86.5 89.0 72.9 71.5 85.1 85.0
Old : 73.0 75.2 86.5 89.0 72.9 71.5 85.1 85.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,270: 6,267 0 0 26,539 33,030 32,806 33,030: 1,464 1,240
Old : 34,270: 6,267 0 0 26,539 33,030 32,806 33,030: 1,464 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 4,774: -111 0 0 4,650 4,371 4,539 4,371: 235 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.0 0.0 77.4 96.4 95.7 96.4: 4.3 3.6
Old : 100.0: 18.3 0.0 0.0 77.4 96.4 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 : 36: 6 0 0 15 20 21 20:
Old : 36: 6 0 0 15 20 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 : 51.8 52.0 71.9 73.5 49.7 49.2 68.4 68.5
Old : 51.8 52.0 71.9 73.5 49.7 49.2 68.4 68.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 616,301: 8,768 10,536 4,907 594,625 594,894 608,300 610,337: 8,001 5,964
Old : 616,301: 8,768 10,536 4,907 594,625 594,894 608,300 610,337: 8,001 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 5,019: 296 1,993 -202 5,288 3,675 5,382 5,466: -363 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.7 0.8 96.5 96.5 98.7 99.0: 1.3 1.0
Old : 100.0: 1.4 1.7 0.8 96.5 96.5 98.7 99.0: 1.3 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 : 80: 5 8 5 55 45 63 55:
Old : 80: 5 8 5 55 45 63 55:
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 : 30.9 43.6 49.0 67.1 30.3 42.2 47.1 64.5
Old : 30.9 43.6 49.0 67.1 30.3 42.2 47.1 64.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 213,603: 3,214 0 325 205,776 211,388 209,315 211,713: 4,288 1,890
Old : 213,603: 3,214 0 325 205,776 211,388 209,315 211,713: 4,288 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 22: 2,085 0 -19 -1,966 -1,231 100 -1,250: -78 1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.2 96.3 99.0 98.0 99.1: 2.0 0.9
Old : 100.0: 1.5 0.0 0.2 96.3 99.0 98.0 99.1: 2.0 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 : 34: 4 0 1 21 21 25 22:
Old : 34: 4 0 1 21 21 25 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 : 75.6 72.1 85.2 87.8 71.9 72.1 81.1 87.0
Old : 75.6 72.1 85.2 87.8 71.9 72.1 81.1 87.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 195,974: 10,879 3,677 0 182,205 190,488 193,084 194,165: 2,890 1,809
Old : 195,974: 10,879 3,677 0 182,205 190,488 193,084 194,165: 2,890 1,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 16,284: 6,677 2,077 0 13,375 14,983 20,052 17,060: -3,768 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.9 0.0 93.0 97.2 98.5 99.1: 1.5 0.9
Old : 100.0: 5.6 1.9 0.0 93.0 97.2 98.5 99.1: 1.5 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 : 66: 5 4 0 38 36 43 40:
Old : 66: 5 4 0 38 36 43 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 : 42.9 51.6 59.0 75.7 40.3 48.8 54.0 64.6
Old : 42.9 51.6 59.0 75.7 40.3 48.8 54.0 64.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 207,107: 22,274 7,645 248 183,685 198,129 206,207 206,022: 900 1,085
Old : 207,107: 22,274 7,645 248 183,685 198,129 206,207 206,022: 900 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 21,421: 6,150 1,829 248 14,756 19,220 21,154 21,297: 267 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.7 0.1 88.7 95.7 99.6 99.5: 0.4 0.5
Old : 100.0: 10.8 3.7 0.1 88.7 95.7 99.6 99.5: 0.4 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 : 83: 5 6 2 47 47 54 53:
Old : 83: 5 6 2 47 47 54 53:
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 : 41.8 47.4 57.8 67.1 40.7 46.1 54.1 63.4
Old : 41.8 47.4 57.8 67.1 40.7 46.1 54.1 63.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 119,378: 3,906 0 155 113,903 118,107 117,964 118,262: 1,414 1,116
Old : 119,378: 3,906 0 155 113,903 118,107 117,964 118,262: 1,414 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 8,209: 1,550 0 155 6,008 7,992 7,713 8,147: 496 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.1 95.4 98.9 98.8 99.1: 1.2 0.9
Old : 100.0: 3.3 0.0 0.1 95.4 98.9 98.8 99.1: 1.2 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 : 46: 4 0 1 26 27 30 28:
Old : 46: 4 0 1 26 27 30 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 : 40.3 60.2 60.3 79.7 39.1 55.2 56.4 74.8
Old : 40.3 60.2 60.3 79.7 39.1 55.2 56.4 74.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 22,290: 0 0 0 21,310 20,274 21,310 20,274: 980 2,016
Old : 22,290: 0 0 0 21,310 20,274 21,310 20,274: 980 2,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 992: -930 0 0 2,245 1,200 1,315 1,200: -323 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 91.0 95.6 91.0: 4.4 9.0
Old : 100.0: 0.0 0.0 0.0 95.6 91.0 95.6 91.0: 4.4 9.0
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: 0 0 0 16 13 16 13:
Old : 25: 0 0 0 16 13 16 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 62.5 81.4 82.2 69.7 60.3 81.4 79.0
Old : 69.7 62.5 81.4 82.2 69.7 60.3 81.4 79.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 241,200: 7,358 1,823 1,366 226,532 234,629 235,256 237,818: 5,944 3,382
Old : 241,200: 7,358 1,823 1,366 226,532 234,629 235,256 237,818: 5,944 3,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,093: -168 60 -196 2,486 2,111 2,122 1,975: -29 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.8 0.6 93.9 97.3 97.5 98.6: 2.5 1.4
Old : 100.0: 3.1 0.8 0.6 93.9 97.3 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: 2 4 3 34 36 39 40:
Old : 51: 2 4 3 34 36 39 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 : 46.3 39.2 65.4 61.4 44.1 37.9 62.3 55.5
Old : 46.3 39.2 65.4 61.4 44.1 37.9 62.3 55.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 130,339: 0 0 0 129,669 129,387 129,669 129,387: 670 952
Old : 130,339: 0 0 0 129,669 129,387 129,669 129,387: 670 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 4,821: 0 0 0 5,007 4,799 5,007 4,799: -186 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.3 99.5 99.3: 0.5 0.7
Old : 100.0: 0.0 0.0 0.0 99.5 99.3 99.5 99.3: 0.5 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 : 29: 0 0 0 11 22 11 22:
Old : 29: 0 0 0 11 22 11 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 : 95.7 83.5 98.7 91.7 92.0 81.4 93.2 86.6
Old : 95.7 83.5 98.7 91.7 92.0 81.4 93.2 86.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,758: 0 450 0 77,120 77,483 77,120 77,933: 12,638 11,825
Old : 89,758: 0 450 0 77,120 77,483 77,120 77,933: 12,638 11,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -276: 0 -31 0 -400 155 -400 124: 124 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 85.9 86.3 85.9 86.8: 14.1 13.2
Old : 100.0: 0.0 0.5 0.0 85.9 86.3 85.9 86.8: 14.1 13.2
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 1 0 18 17 18 18:
Old : 23: 0 1 0 18 17 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 : 58.7 49.0 76.0 74.2 42.1 36.5 48.7 46.0
Old : 58.7 49.0 76.0 74.2 42.1 36.5 48.7 46.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 204,642: 217 880 604 196,845 194,279 197,666 195,763: 6,976 8,879
Old : 204,642: 217 880 604 196,845 194,279 197,666 195,763: 6,976 8,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 4,118: 217 0 0 3,656 1,400 3,873 1,400: 245 2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.3 96.2 94.9 96.6 95.7: 3.4 4.3
Old : 100.0: 0.1 0.4 0.3 96.2 94.9 96.6 95.7: 3.4 4.3
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 : 43: 1 2 1 25 30 27 32:
Old : 43: 1 2 1 25 30 27 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 : 55.0 43.7 81.8 64.5 52.6 35.4 72.2 50.8
Old : 55.0 43.7 81.8 64.5 52.6 35.4 72.2 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 35,863: 0 0 0 30,756 33,764 30,756 33,764: 5,107 2,099
Old : 35,863: 0 0 0 30,756 33,764 30,756 33,764: 5,107 2,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.8 94.1 85.8 94.1: 14.2 5.9
Old : 100.0: 0.0 0.0 0.0 85.8 94.1 85.8 94.1: 14.2 5.9
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: 0 0 0 12 15 12 15:
Old : 20: 0 0 0 12 15 12 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 : 54.6 63.0 77.7 81.4 54.1 61.4 74.0 78.1
Old : 54.6 63.0 77.7 81.4 54.1 61.4 74.0 78.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 191,066: 0 1,123 0 185,592 185,586 185,592 186,709: 5,474 4,357
Old : 191,066: 0 1,123 0 185,592 185,586 185,592 186,709: 5,474 4,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,394: 0 707 0 8,519 2,419 8,519 3,126: -6,125 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 97.1 97.1 97.1 97.7: 2.9 2.3
Old : 100.0: 0.0 0.6 0.0 97.1 97.1 97.1 97.7: 2.9 2.3
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 : 33: 0 3 0 21 23 21 26:
Old : 33: 0 3 0 21 23 21 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 : 46.0 77.0 68.5 90.0 44.3 75.6 62.1 81.7
Old : 46.0 77.0 68.5 90.0 44.3 75.6 62.1 81.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 88,106: 0 0 0 82,190 84,396 82,190 84,396: 5,916 3,710
Old : 88,106: 0 0 0 82,190 84,396 82,190 84,396: 5,916 3,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,813: 0 0 0 1,560 1,304 1,560 1,304: 253 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.3 95.8 93.3 95.8: 6.7 4.2
Old : 100.0: 0.0 0.0 0.0 93.3 95.8 93.3 95.8: 6.7 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 : 21: 0 0 0 15 18 15 18:
Old : 21: 0 0 0 15 18 15 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 : 59.9 71.5 80.6 90.3 57.6 71.5 76.4 88.8
Old : 59.9 71.5 80.6 90.3 57.6 71.5 76.4 88.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,040: 4,272 0 233 23,159 27,346 27,664 27,579: 2,376 2,461
Old : 30,040: 4,272 0 233 23,159 27,346 27,664 27,579: 2,376 2,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 729: 270 0 56 341 490 667 546: 62 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 0.8 77.1 91.0 92.1 91.8: 7.9 8.2
Old : 100.0: 14.2 0.0 0.8 77.1 91.0 92.1 91.8: 7.9 8.2
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 1 11 10 15 11:
Old : 24: 4 0 1 11 10 15 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 : 51.2 60.9 74.0 85.7 51.2 60.9 74.0 84.6
Old : 51.2 60.9 74.0 85.7 51.2 60.9 74.0 84.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 223,225: 6,050 0 62 210,158 203,515 216,270 203,577: 6,955 19,648
Old : 223,225: 6,050 0 62 210,158 203,515 216,270 203,577: 6,955 19,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,212: 289 0 -112 1,608 1,027 1,785 915: -573 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 94.1 91.2 96.9 91.2: 3.1 8.8
Old : 100.0: 2.7 0.0 0.0 94.1 91.2 96.9 91.2: 3.1 8.8
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 : 26: 4 0 1 12 18 16 19:
Old : 26: 4 0 1 12 18 16 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 : 81.7 55.0 93.4 78.7 79.6 53.6 90.5 75.9
Old : 81.7 55.0 93.4 78.7 79.6 53.6 90.5 75.9
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 165,784: 5,709 1,433 763 151,298 158,400 157,770 160,596: 8,014 5,188
Old : 165,784: 5,709 1,433 763 151,298 158,400 157,770 160,596: 8,014 5,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -1,039: 0 193 0 -2,284 -956 -2,284 -763: 1,245 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.9 0.5 91.3 95.5 95.2 96.9: 4.8 3.1
Old : 100.0: 3.4 0.9 0.5 91.3 95.5 95.2 96.9: 4.8 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 : 49: 3 3 1 33 32 37 35:
Old : 49: 3 3 1 33 32 37 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 : 54.5 45.8 70.9 63.7 51.1 40.3 63.7 56.1
Old : 54.5 45.8 70.9 63.7 51.1 40.3 63.7 56.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 57,978: 1,247 0 62 55,236 54,827 56,545 54,889: 1,433 3,089
Old : 57,978: 1,247 0 62 55,236 54,827 56,545 54,889: 1,433 3,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,573: -62 0 62 2,697 2,480 2,697 2,542: -124 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.1 95.3 94.6 97.5 94.7: 2.5 5.3
Old : 100.0: 2.2 0.0 0.1 95.3 94.6 97.5 94.7: 2.5 5.3
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 : 28: 2 0 1 16 17 18 18:
Old : 28: 2 0 1 16 17 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 : 76.0 72.1 88.7 83.7 69.5 70.9 79.7 80.7
Old : 76.0 72.1 88.7 83.7 69.5 70.9 79.7 80.7
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 29, 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 : 245,568: 3,205 4,242 0 236,201 231,815 239,406 236,057: 6,162 9,511
Old : 245,568: 3,205 4,242 0 236,201 231,815 239,406 236,057: 6,162 9,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 6,324: -267 679 -214 6,465 4,570 5,984 5,035: 340 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.7 0.0 96.2 94.4 97.5 96.1: 2.5 3.9
Old : 100.0: 1.3 1.7 0.0 96.2 94.4 97.5 96.1: 2.5 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 : 48: 2 4 0 31 33 33 37:
Old : 48: 2 4 0 31 33 33 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 : 48.8 48.7 72.3 65.5 47.5 48.6 69.7 63.8
Old : 48.8 48.7 72.3 65.5 47.5 48.6 69.7 63.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 117,196: 0 0 0 113,319 112,221 113,319 112,221: 3,877 4,975
Old : 117,196: 0 0 0 113,319 112,221 113,319 112,221: 3,877 4,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 3,518: 0 0 0 2,151 3,313 2,151 3,313: 1,367 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 95.8 96.7 95.8: 3.3 4.2
Old : 100.0: 0.0 0.0 0.0 96.7 95.8 96.7 95.8: 3.3 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 : 32: 0 0 0 26 24 26 24:
Old : 32: 0 0 0 26 24 26 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 : 40.2 58.1 65.1 75.2 38.2 40.2 54.1 57.1
Old : 40.2 58.1 65.1 75.2 38.2 40.2 54.1 57.1
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 29, 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 : 121,099: 0 0 0 112,470 116,236 112,470 116,236: 8,629 4,863
Old : 121,099: 0 0 0 112,470 116,236 112,470 116,236: 8,629 4,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -31: 0 0 0 59 -217 59 -217: -90 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.9 96.0 92.9 96.0: 7.1 4.0
Old : 100.0: 0.0 0.0 0.0 92.9 96.0 92.9 96.0: 7.1 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 : 25: 0 0 0 14 19 14 19:
Old : 25: 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 : 73.9 68.2 87.4 86.1 66.8 60.0 75.2 74.4
Old : 73.9 68.2 87.4 86.1 66.8 60.0 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 29, 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 : 39,562: 248 0 0 36,104 37,290 36,352 37,290: 3,210 2,272
Old : 39,562: 248 0 0 36,104 37,290 36,352 37,290: 3,210 2,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,519: 0 0 0 1,271 1,333 1,271 1,333: 248 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 91.3 94.3 91.9 94.3: 8.1 5.7
Old : 100.0: 0.6 0.0 0.0 91.3 94.3 91.9 94.3: 8.1 5.7
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: 1 0 0 14 22 15 22:
Old : 29: 1 0 0 14 22 15 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 : 60.2 55.0 83.2 76.1 56.2 55.0 75.9 76.1
Old : 60.2 55.0 83.2 76.1 56.2 55.0 75.9 76.1
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 29, 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 : 346,966: 426 1,965 174 333,728 337,958 334,328 340,097: 12,638 6,869
Old : 346,966: 426 1,965 174 333,728 337,958 334,328 340,097: 12,638 6,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,966: 0 1,965 174 2,448 858 2,622 2,997: 344 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.6 0.1 96.2 97.4 96.4 98.0: 3.6 2.0
Old : 100.0: 0.1 0.6 0.1 96.2 97.4 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 : 41: 1 3 1 29 23 31 26:
Old : 41: 1 3 1 29 23 31 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 : 57.8 68.7 71.8 89.4 56.4 67.5 69.7 88.2
Old : 57.8 68.7 71.8 89.4 56.4 67.5 69.7 88.2
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 29, 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 : 100,347: 0 0 0 91,810 98,185 91,810 98,185: 8,537 2,162
Old : 100,347: 0 0 0 91,810 98,185 91,810 98,185: 8,537 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 971: 0 0 0 543 971 543 971: 428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 97.8 91.5 97.8: 8.5 2.2
Old : 100.0: 0.0 0.0 0.0 91.5 97.8 91.5 97.8: 8.5 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 : 48.2 63.3 74.6 92.3 48.2 63.3 73.6 84.0
Old : 48.2 63.3 74.6 92.3 48.2 63.3 73.6 84.0
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 29, 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 : 16,328: 1,147 0 0 14,592 16,049 15,739 16,049: 589 279
Old : 16,328: 1,147 0 0 14,592 16,049 15,739 16,049: 589 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 3,069: 279 0 0 2,666 2,914 2,945 2,914: 124 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 89.4 98.3 96.4 98.3: 3.6 1.7
Old : 100.0: 7.0 0.0 0.0 89.4 98.3 96.4 98.3: 3.6 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 : 22: 2 0 0 9 15 11 15:
Old : 22: 2 0 0 9 15 11 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 : 79.5 60.1 94.7 80.1 79.5 56.6 88.1 73.5
Old : 79.5 60.1 94.7 80.1 79.5 56.6 88.1 73.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 179,249: 0 524 0 173,160 172,326 173,160 172,850: 6,089 6,399
Old : 179,249: 0 524 0 173,160 172,326 173,160 172,850: 6,089 6,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 623: 0 524 0 592 216 592 740: 31 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 96.6 96.1 96.6 96.4: 3.4 3.6
Old : 100.0: 0.0 0.3 0.0 96.6 96.1 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 : 31: 0 1 0 18 25 18 26:
Old : 31: 0 1 0 18 25 18 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 : 74.2 54.0 87.5 72.9 72.2 52.9 81.8 70.5
Old : 74.2 54.0 87.5 72.9 72.2 52.9 81.8 70.5
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 29, 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 21, 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 29, 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 : 34,291: 4,792 727 1,605 27,874 31,959 34,271 34,291: 20 0
Old : 34,291: 4,792 727 1,605 27,874 31,959 34,271 34,291: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 415: -400 -35 310 505 140 415 415: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 4.7 81.3 93.2 99.9 100.0: 0.1 0.0
Old : 100.0: 14.0 2.1 4.7 81.3 93.2 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 6 5 23 24 31 33:
Old : 40: 5 6 5 23 24 31 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 : 39.1 55.6 65.1 76.5 36.8 48.4 51.6 57.8
Old : 39.1 55.6 65.1 76.5 36.8 48.4 51.6 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 29, 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 : 32,231: 4,130 1,425 1,335 26,766 29,471 32,231 32,231: 0 0
Old : 32,231: 4,130 1,425 1,335 26,766 29,471 32,231 32,231: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 595: -250 -140 225 620 510 595 595: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.4 4.1 83.0 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 12.8 4.4 4.1 83.0 91.4 100.0 100.0: 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 : 34: 4 4 6 19 19 26 26:
Old : 34: 4 4 6 19 19 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 : 51.9 65.2 74.5 84.7 51.9 55.9 67.7 72.9
Old : 51.9 65.2 74.5 84.7 51.9 55.9 67.7 72.9
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 29, 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 : 135,935: 22,946 4,351 2,549 110,120 128,510 135,615 135,410: 320 525
Old : 135,935: 22,946 4,351 2,549 110,120 128,510 135,615 135,410: 320 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,592: 322 -417 -31 2,427 2,862 2,718 2,414: -126 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.2 1.9 81.0 94.5 99.8 99.6: 0.2 0.4
Old : 100.0: 16.9 3.2 1.9 81.0 94.5 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 : 64: 15 7 11 38 39 55 55:
Old : 64: 15 7 11 38 39 55 55:
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 36.5 64.8 57.5 37.3 27.3 47.0 41.9
Old : 46.8 36.5 64.8 57.5 37.3 27.3 47.0 41.9
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 29, 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 : 60,230: 5,345 534 2,063 52,822 57,583 60,230 60,180: 0 50
Old : 60,230: 5,345 534 2,063 52,822 57,583 60,230 60,180: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 287: -281 73 97 471 117 287 287: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.9 3.4 87.7 95.6 100.0 99.9: 0.0 0.1
Old : 100.0: 8.9 0.9 3.4 87.7 95.6 100.0 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 : 45: 7 5 6 25 27 35 36:
Old : 45: 7 5 6 25 27 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 : 62.9 75.7 82.2 90.2 61.0 61.9 72.3 73.2
Old : 62.9 75.7 82.2 90.2 61.0 61.9 72.3 73.2
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 29, 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 : 33,687: 300 2,009 150 33,237 31,528 33,687 33,687: 0 0
Old : 33,687: 300 2,009 150 33,237 31,528 33,687 33,687: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 75: 0 0 0 75 75 75 75: 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 : 80.9 83.1 96.0 93.1 75.9 70.5 81.6 78.4
Old : 80.9 83.1 96.0 93.1 75.9 70.5 81.6 78.4
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 29, 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 : 50,258: 14,518 5,364 1,337 34,005 43,222 49,860 49,923: 398 335
Old : 50,258: 14,518 5,364 1,337 34,005 43,222 49,860 49,923: 398 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 104: 98 6 -6 -228 120 -136 120: 240 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.7 2.7 67.7 86.0 99.2 99.3: 0.8 0.7
Old : 100.0: 28.9 10.7 2.7 67.7 86.0 99.2 99.3: 0.8 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 23 26 29 31:
Old : 37: 5 3 3 23 26 29 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 : 50.6 66.8 70.9 82.1 47.7 59.0 62.7 70.9
Old : 50.6 66.8 70.9 82.1 47.7 59.0 62.7 70.9
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 29, 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: 19,836 5,003 1,953 43,313 58,176 65,102 65,132: 400 370
Old : 65,502: 19,836 5,003 1,953 43,313 58,176 65,102 65,132: 400 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 0: -126 -15 -73 104 79 -95 -9: 95 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.6 3.0 66.1 88.8 99.4 99.4: 0.6 0.6
Old : 100.0: 30.3 7.6 3.0 66.1 88.8 99.4 99.4: 0.6 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 : 42: 7 5 3 25 26 33 33:
Old : 42: 7 5 3 25 26 33 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 : 57.6 62.4 74.2 81.5 56.5 55.7 68.9 68.1
Old : 57.6 62.4 74.2 81.5 56.5 55.7 68.9 68.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,558: 1,364 723 1,824 60,999 62,011 64,187 64,558: 371 0
Old : 64,558: 1,364 723 1,824 60,999 62,011 64,187 64,558: 371 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 637: -2 0 0 639 637 637 637: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.1 2.8 94.5 96.1 99.4 100.0: 0.6 0.0
Old : 100.0: 2.1 1.1 2.8 94.5 96.1 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 : 40.7 63.8 67.2 83.0 38.8 63.6 59.5 76.5
Old : 40.7 63.8 67.2 83.0 38.8 63.6 59.5 76.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 84,403: 1,485 957 2,186 80,356 81,200 84,027 84,343: 376 60
Old : 84,403: 1,485 957 2,186 80,356 81,200 84,027 84,343: 376 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 594: -10 0 0 604 569 594 569: 0 25
: : :
: : 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 99.9: 0.4 0.1
Old : 100.0: 1.8 1.1 2.6 95.2 96.2 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 : 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 : 40.5 67.7 64.0 83.9 39.6 67.4 60.2 80.7
Old : 40.5 67.7 64.0 83.9 39.6 67.4 60.2 80.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,485: 75 195 0 36,398 35,591 36,473 35,786: 12 699
Old : 36,485: 75 195 0 36,398 35,591 36,473 35,786: 12 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 325: 0 0 0 325 325 325 325: 0 0
: : :
: : 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 : 72.9 76.6 87.5 90.3 66.7 71.3 78.3 79.7
Old : 72.9 76.6 87.5 90.3 66.7 71.3 78.3 79.7
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 29, 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 : 28,716: 1,560 750 0 26,805 27,956 28,365 28,706: 351 10
Old : 28,716: 1,560 750 0 26,805 27,956 28,365 28,706: 351 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 5: 0 0 0 5 47 5 47: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.6 0.0 93.3 97.4 98.8 100.0: 1.2 0.0
Old : 100.0: 5.4 2.6 0.0 93.3 97.4 98.8 100.0: 1.2 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 : 28: 2 3 0 21 20 23 23:
Old : 28: 2 3 0 21 20 23 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 : 58.9 59.9 79.2 83.8 37.8 42.7 50.3 52.7
Old : 58.9 59.9 79.2 83.8 37.8 42.7 50.3 52.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 26,188: 1,875 132 300 23,936 25,756 26,111 26,188: 77 0
Old : 26,188: 1,875 132 300 23,936 25,756 26,111 26,188: 77 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -275: 0 0 0 -275 -275 -275 -275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.5 1.1 91.4 98.4 99.7 100.0: 0.3 0.0
Old : 100.0: 7.2 0.5 1.1 91.4 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 78.4 89.1 93.7 54.6 73.2 72.8 76.0
Old : 64.4 78.4 89.1 93.7 54.6 73.2 72.8 76.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 101,129: 11,093 3,597 2,253 87,309 95,147 100,655 100,997: 474 132
Old : 101,129: 11,093 3,597 2,253 87,309 95,147 100,655 100,997: 474 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 529: 188 -197 317 26 433 531 553: -2 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 3.6 2.2 86.3 94.1 99.5 99.9: 0.5 0.1
Old : 100.0: 11.0 3.6 2.2 86.3 94.1 99.5 99.9: 0.5 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 : 67: 12 9 10 45 35 61 50:
Old : 67: 12 9 10 45 35 61 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 : 41.3 39.6 58.7 66.4 28.7 29.8 39.9 46.1
Old : 41.3 39.6 58.7 66.4 28.7 29.8 39.9 46.1
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 29, 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 21, 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 29, 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 21, 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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 26,253: 25 2,093 0 26,048 24,160 26,073 26,253: 180 0
Old : 26,253: 25 2,093 0 26,048 24,160 26,073 26,253: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -276: 0 0 0 -276 -276 -276 -276: 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 : 75.9 44.1 94.3 71.8 49.1 36.3 57.2 53.9
Old : 75.9 44.1 94.3 71.8 49.1 36.3 57.2 53.9
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,940: 25 2,093 0 25,735 23,847 25,760 25,940: 180 0
Old : 25,940: 25 2,093 0 25,735 23,847 25,760 25,940: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -310: 0 0 0 -310 -310 -310 -310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.1 0.0 99.2 91.9 99.3 100.0: 0.7 0.0
Old : 100.0: 0.1 8.1 0.0 99.2 91.9 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 : 77.5 43.8 96.1 72.6 51.2 37.0 58.7 54.8
Old : 77.5 43.8 96.1 72.6 51.2 37.0 58.7 54.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,317: 3,828 1,725 150 59,047 60,759 63,025 62,634: 292 683
Old : 63,317: 3,828 1,725 150 59,047 60,759 63,025 62,634: 292 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 225: 0 0 0 225 225 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.7 0.2 93.3 96.0 99.5 98.9: 0.5 1.1
Old : 100.0: 6.0 2.7 0.2 93.3 96.0 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 : 56.3 51.6 72.9 78.6 50.2 41.9 61.5 60.6
Old : 56.3 51.6 72.9 78.6 50.2 41.9 61.5 60.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,350: 225 135 0 40,081 39,499 40,306 39,634: 44 716
Old : 40,350: 225 135 0 40,081 39,499 40,306 39,634: 44 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 745: 0 0 0 758 745 758 745: -13 0
: : :
: : 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 : 31: 2 2 0 22 20 24 22:
Old : 31: 2 2 0 22 20 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 : 60.2 72.6 81.0 89.5 52.5 65.1 65.1 69.3
Old : 60.2 72.6 81.0 89.5 52.5 65.1 65.1 69.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 41,347: 302 1,910 20 40,607 39,400 40,929 41,330: 418 17
Old : 41,347: 302 1,910 20 40,607 39,400 40,929 41,330: 418 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -21: 10 -20 0 -31 -1 -21 -21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 4.6 0.0 98.2 95.3 99.0 100.0: 1.0 0.0
Old : 100.0: 0.7 4.6 0.0 98.2 95.3 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 67.7 82.1 83.9 47.2 59.4 63.1 65.8
Old : 58.5 67.7 82.1 83.9 47.2 59.4 63.1 65.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,448: 2,163 0 85 54,377 57,093 56,625 57,178: 823 270
Old : 57,448: 2,163 0 85 54,377 57,093 56,625 57,178: 823 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 636: 100 0 0 536 636 636 636: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.1 94.7 99.4 98.6 99.5: 1.4 0.5
Old : 100.0: 3.8 0.0 0.1 94.7 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 : 52.5 92.1 76.1 97.1 51.1 89.0 72.9 90.3
Old : 52.5 92.1 76.1 97.1 51.1 89.0 72.9 90.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,352: 2,478 125 261 58,063 60,781 60,802 61,167: 550 185
Old : 61,352: 2,478 125 261 58,063 60,781 60,802 61,167: 550 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 892: 52 0 0 840 892 892 892: 0 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 : 38: 4 2 2 27 19 31 23:
Old : 38: 4 2 2 27 19 31 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 : 46.9 86.9 72.0 94.4 44.4 83.0 67.8 86.8
Old : 46.9 86.9 72.0 94.4 44.4 83.0 67.8 86.8
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 29, 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 : 90,003: 2,128 767 2,302 85,405 86,874 89,835 89,943: 168 60
Old : 90,003: 2,128 767 2,302 85,405 86,874 89,835 89,943: 168 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 438: -347 106 275 510 107 438 488: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.9 2.6 94.9 96.5 99.8 99.9: 0.2 0.1
Old : 100.0: 2.4 0.9 2.6 94.9 96.5 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 24 29 28:
Old : 38: 3 2 3 25 24 29 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 : 57.7 61.5 74.9 87.1 55.9 60.0 71.4 82.3
Old : 57.7 61.5 74.9 87.1 55.9 60.0 71.4 82.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 106,596: 3,090 1,794 3,546 99,534 101,158 106,170 106,498: 426 98
Old : 106,596: 3,090 1,794 3,546 99,534 101,158 106,170 106,498: 426 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 844: -370 -24 -6 1,249 842 873 812: -29 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.7 3.3 93.4 94.9 99.6 99.9: 0.4 0.1
Old : 100.0: 2.9 1.7 3.3 93.4 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 : 58: 6 10 9 31 34 43 47:
Old : 58: 6 10 9 31 34 43 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 : 56.4 51.8 71.6 78.6 54.9 50.5 68.6 73.9
Old : 56.4 51.8 71.6 78.6 54.9 50.5 68.6 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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,622: 1,016 4,670 177 55,409 51,730 56,602 56,577: 20 45
Old : 56,622: 1,016 4,670 177 55,409 51,730 56,602 56,577: 20 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,340: -70 883 52 1,358 405 1,340 1,340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.2 0.3 97.9 91.4 100.0 99.9: 0.0 0.1
Old : 100.0: 1.8 8.2 0.3 97.9 91.4 100.0 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 : 33: 3 4 4 21 15 26 21:
Old : 33: 3 4 4 21 15 26 21:
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 : 80.8 86.9 91.7 94.3 78.5 84.4 86.6 89.7
Old : 80.8 86.9 91.7 94.3 78.5 84.4 86.6 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 29, 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 : 45,970: 300 1,500 150 45,520 44,320 45,970 45,970: 0 0
Old : 45,970: 300 1,500 150 45,520 44,320 45,970 45,970: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 75: 0 0 0 75 75 75 75: 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 : 84.7 93.5 94.8 98.0 84.6 89.3 92.0 93.7
Old : 84.7 93.5 94.8 98.0 84.6 89.3 92.0 93.7
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 29, 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 : 55,452: 622 1,986 269 54,451 53,109 55,342 55,364: 110 88
Old : 55,452: 622 1,986 269 54,451 53,109 55,342 55,364: 110 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -51: -166 40 -5 120 -64 -51 -29: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.6 0.5 98.2 95.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.1 3.6 0.5 98.2 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: 3 3 3 23 22 27 27:
Old : 32: 3 3 3 23 22 27 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 : 54.3 75.0 78.1 88.7 44.5 56.3 56.6 60.7
Old : 54.3 75.0 78.1 88.7 44.5 56.3 56.6 60.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 62,629: 1,201 5,450 296 60,225 56,575 61,722 62,321: 907 308
Old : 62,629: 1,201 5,450 296 60,225 56,575 61,722 62,321: 907 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -62: -145 -48 7 76 -26 -62 -67: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.7 0.5 96.2 90.3 98.6 99.5: 1.4 0.5
Old : 100.0: 1.9 8.7 0.5 96.2 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 : 58.9 74.6 79.9 86.6 58.4 62.6 70.8 70.6
Old : 58.9 74.6 79.9 86.6 58.4 62.6 70.8 70.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,396: 50 3,287 164 24,839 21,818 25,053 25,269: 343 127
Old : 25,396: 50 3,287 164 24,839 21,818 25,053 25,269: 343 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 12: 0 2 0 -14 5 -14 7: 26 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.9 0.6 97.8 85.9 98.6 99.5: 1.4 0.5
Old : 100.0: 0.2 12.9 0.6 97.8 85.9 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 : 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 70.8 89.6 89.6 71.8 68.1 87.4 85.6
Old : 73.2 70.8 89.6 89.6 71.8 68.1 87.4 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 29, 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 : 22,781: 50 1,300 0 22,298 21,443 22,348 22,743: 433 38
Old : 22,781: 50 1,300 0 22,298 21,443 22,348 22,743: 433 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -9: 0 0 0 -35 -9 -35 -9: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.7 0.0 97.9 94.1 98.1 99.8: 1.9 0.2
Old : 100.0: 0.2 5.7 0.0 97.9 94.1 98.1 99.8: 1.9 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 : 71.8 78.9 89.4 94.0 70.2 76.3 87.7 89.5
Old : 71.8 78.9 89.4 94.0 70.2 76.3 87.7 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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,118: 1,464 1,039 848 25,180 25,557 27,492 27,444: 626 674
Old : 28,118: 1,464 1,039 848 25,180 25,557 27,492 27,444: 626 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 100: -5 99 -44 145 41 96 96: 4 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.7 3.0 89.6 90.9 97.8 97.6: 2.2 2.4
Old : 100.0: 5.2 3.7 3.0 89.6 90.9 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 : 63.9 65.6 82.0 83.6 61.8 65.3 76.7 75.5
Old : 63.9 65.6 82.0 83.6 61.8 65.3 76.7 75.5
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 29, 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 : 17,950: 671 1,069 435 16,105 16,161 17,211 17,665: 739 285
Old : 17,950: 671 1,069 435 16,105 16,161 17,211 17,665: 739 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -10: -10 -10 0 -10 0 -20 -10: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.0 2.4 89.7 90.0 95.9 98.4: 4.1 1.6
Old : 100.0: 3.7 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 : 61.9 84.7 78.5 93.4 61.8 80.9 77.6 88.3
Old : 61.9 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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 53,249: 4,406 7,301 1,289 47,403 44,641 53,098 53,231: 151 18
Old : 53,249: 4,406 7,301 1,289 47,403 44,641 53,098 53,231: 151 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -217: 262 -100 -50 -360 63 -148 -87: -69 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.7 2.4 89.0 83.8 99.7 100.0: 0.3 0.0
Old : 100.0: 8.3 13.7 2.4 89.0 83.8 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 : 48: 7 6 6 28 27 37 37:
Old : 48: 7 6 6 28 27 37 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 : 55.6 70.5 73.6 82.8 46.9 52.5 62.2 62.7
Old : 55.6 70.5 73.6 82.8 46.9 52.5 62.2 62.7
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 29, 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 : 32,177: 1,305 3,451 1,037 29,453 27,417 31,795 31,905: 382 272
Old : 32,177: 1,305 3,451 1,037 29,453 27,417 31,795 31,905: 382 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 32: 30 -8 -30 10 70 10 32: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 10.7 3.2 91.5 85.2 98.8 99.2: 1.2 0.8
Old : 100.0: 4.1 10.7 3.2 91.5 85.2 98.8 99.2: 1.2 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 : 66.6 72.4 79.5 85.0 60.9 71.2 72.2 80.2
Old : 66.6 72.4 79.5 85.0 60.9 71.2 72.2 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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 17,306: 1,731 75 167 15,378 17,037 17,276 17,279: 30 27
Old : 17,306: 1,731 75 167 15,378 17,037 17,276 17,279: 30 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 368: 300 25 53 15 290 368 368: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.4 1.0 88.9 98.4 99.8 99.8: 0.2 0.2
Old : 100.0: 10.0 0.4 1.0 88.9 98.4 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 21 17 25 20:
Old : 31: 4 1 2 21 17 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 : 70.0 85.2 87.6 93.4 68.0 81.8 84.6 88.7
Old : 70.0 85.2 87.6 93.4 68.0 81.8 84.6 88.7
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 29, 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 : 22,225: 2,685 0 100 19,412 22,125 22,197 22,225: 28 0
Old : 22,225: 2,685 0 100 19,412 22,125 22,197 22,225: 28 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -10: 0 0 0 -10 -10 -10 -10: 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 16 12 21 13:
Old : 27: 5 0 1 16 12 21 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 : 69.4 93.6 89.1 98.0 69.2 92.4 88.9 96.1
Old : 69.4 93.6 89.1 98.0 69.2 92.4 88.9 96.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,629: 775 450 215 9,307 9,864 10,297 10,529: 332 100
Old : 10,629: 775 450 215 9,307 9,864 10,297 10,529: 332 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 450: 0 350 0 450 100 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.2 2.0 87.6 92.8 96.9 99.1: 3.1 0.9
Old : 100.0: 7.3 4.2 2.0 87.6 92.8 96.9 99.1: 3.1 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 : 27: 4 2 3 15 14 19 19:
Old : 27: 4 2 3 15 14 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 : 52.9 60.3 78.4 87.4 42.9 57.4 63.8 77.3
Old : 52.9 60.3 78.4 87.4 42.9 57.4 63.8 77.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,866: 580 350 310 8,698 9,096 9,588 9,756: 278 110
Old : 9,866: 580 350 310 8,698 9,096 9,588 9,756: 278 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 450: 0 350 0 450 100 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.5 3.1 88.2 92.2 97.2 98.9: 2.8 1.1
Old : 100.0: 5.9 3.5 3.1 88.2 92.2 97.2 98.9: 2.8 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 2 2 14 14 18 18:
Old : 26: 4 2 2 14 14 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 : 56.7 67.5 80.3 87.1 44.5 61.5 62.5 73.2
Old : 56.7 67.5 80.3 87.1 44.5 61.5 62.5 73.2
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,255: 1,700 0 2,450 46,905 48,795 51,055 51,245: 200 10
Old : 51,255: 1,700 0 2,450 46,905 48,795 51,055 51,245: 200 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 215: 0 0 0 215 215 215 215: 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 : 75.3 74.6 87.2 90.3 69.7 73.4 77.7 84.5
Old : 75.3 74.6 87.2 90.3 69.7 73.4 77.7 84.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,645: 1,780 0 2,375 47,290 49,260 51,445 51,635: 200 10
Old : 51,645: 1,780 0 2,375 47,290 49,260 51,445 51,635: 200 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 215: 0 0 0 215 215 215 215: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 4.6 91.6 95.4 99.6 100.0: 0.4 0.0
Old : 100.0: 3.4 0.0 4.6 91.6 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 : 73.4 73.9 85.6 90.6 68.4 72.6 77.1 84.4
Old : 73.4 73.9 85.6 90.6 68.4 72.6 77.1 84.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 116,375: 1,370 9,278 1,983 112,649 105,077 116,002 116,338: 373 37
Old : 116,375: 1,370 9,278 1,983 112,649 105,077 116,002 116,338: 373 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 664: -120 -74 74 720 664 674 664: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 8.0 1.7 96.8 90.3 99.7 100.0: 0.3 0.0
Old : 100.0: 1.2 8.0 1.7 96.8 90.3 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 32 48 43:
Old : 57: 4 10 7 38 32 48 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 : 51.4 49.7 70.1 68.8 49.2 46.9 63.7 60.8
Old : 51.4 49.7 70.1 68.8 49.2 46.9 63.7 60.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 124,595: 1,808 8,209 3,332 119,326 112,995 124,466 124,536: 129 59
Old : 124,595: 1,808 8,209 3,332 119,326 112,995 124,466 124,536: 129 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 956: 98 -178 154 704 961 956 937: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 6.6 2.7 95.8 90.7 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 6.6 2.7 95.8 90.7 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 : 64: 5 11 10 42 37 55 50:
Old : 64: 5 11 10 42 37 55 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 : 43.2 48.9 65.2 66.4 39.7 47.0 52.9 60.1
Old : 43.2 48.9 65.2 66.4 39.7 47.0 52.9 60.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 524,980: 37,566 18,538 54,837 432,197 451,251 524,599 524,626: 381 353
Old : 524,980: 37,566 18,538 54,837 432,197 451,251 524,599 524,626: 381 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,029: -5,033 -907 1,695 7,875 7,998 4,537 8,786: -3,508 -7,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 3.5 10.4 82.3 86.0 99.9 99.9: 0.1 0.1
Old : 100.0: 7.2 3.5 10.4 82.3 86.0 99.9 99.9: 0.1 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 : 107: 28 24 29 52 52 91 94:
Old : 107: 28 24 29 52 52 91 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 36.5 59.2 58.4 12.3 16.7 17.8 21.2
Old : 38.0 36.5 59.2 58.4 12.3 16.7 17.8 21.2
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,220: 2,805 600 95 12,190 14,445 15,090 15,140: 130 80
Old : 15,220: 2,805 600 95 12,190 14,445 15,090 15,140: 130 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -75: 0 0 0 -75 -75 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.9 0.6 80.1 94.9 99.1 99.5: 0.9 0.5
Old : 100.0: 18.4 3.9 0.6 80.1 94.9 99.1 99.5: 0.9 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 : 54.8 77.5 80.7 92.5 52.4 68.3 70.7 79.0
Old : 54.8 77.5 80.7 92.5 52.4 68.3 70.7 79.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,806: 2,515 600 95 9,966 11,971 12,576 12,666: 230 140
Old : 12,806: 2,515 600 95 9,966 11,971 12,576 12,666: 230 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -75: 0 0 0 -75 -75 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.7 0.7 77.8 93.5 98.2 98.9: 1.8 1.1
Old : 100.0: 19.6 4.7 0.7 77.8 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 : 53.6 74.1 82.2 90.1 51.1 61.7 71.6 74.7
Old : 53.6 74.1 82.2 90.1 51.1 61.7 71.6 74.7
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 29, 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 : 9,480: 925 0 0 8,545 9,450 9,470 9,450: 10 30
Old : 9,480: 925 0 0 8,545 9,450 9,470 9,450: 10 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 35: 25 0 0 0 35 25 35: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 0.0 90.1 99.7 99.9 99.7: 0.1 0.3
Old : 100.0: 9.8 0.0 0.0 90.1 99.7 99.9 99.7: 0.1 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 19 29 19:
Old : 32: 5 0 0 24 19 29 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 : 54.2 72.3 76.5 84.9 32.8 43.4 45.2 51.6
Old : 54.2 72.3 76.5 84.9 32.8 43.4 45.2 51.6
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 29, 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 : 7,409: 231 464 307 6,180 5,748 6,718 6,519: 691 890
Old : 7,409: 231 464 307 6,180 5,748 6,718 6,519: 691 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 88: -35 8 74 84 27 123 109: -35 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.3 4.1 83.4 77.6 90.7 88.0: 9.3 12.0
Old : 100.0: 3.1 6.3 4.1 83.4 77.6 90.7 88.0: 9.3 12.0
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 4 4 32 32 37 38:
Old : 44: 3 4 4 32 32 37 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 : 32.2 25.9 48.8 43.8 25.1 21.3 37.8 35.5
Old : 32.2 25.9 48.8 43.8 25.1 21.3 37.8 35.5
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 29, 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 : 34,911: 1,772 63 160 32,897 34,569 34,829 34,792: 82 119
Old : 34,911: 1,772 63 160 32,897 34,569 34,829 34,792: 82 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 770: 100 0 0 670 767 770 767: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.2 0.5 94.2 99.0 99.8 99.7: 0.2 0.3
Old : 100.0: 5.1 0.2 0.5 94.2 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 : 35.3 59.5 58.2 72.5 32.6 55.8 50.3 64.6
Old : 35.3 59.5 58.2 72.5 32.6 55.8 50.3 64.6
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 29, 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 : 22,184: 1,321 0 15 20,813 21,935 22,149 21,950: 35 234
Old : 22,184: 1,321 0 15 20,813 21,935 22,149 21,950: 35 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -147: -20 0 0 -132 -167 -152 -167: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.1 93.8 98.9 99.8 98.9: 0.2 1.1
Old : 100.0: 6.0 0.0 0.1 93.8 98.9 99.8 98.9: 0.2 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 : 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 : 70.4 57.6 83.7 77.1 53.5 33.6 59.2 47.8
Old : 70.4 57.6 83.7 77.1 53.5 33.6 59.2 47.8
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 29, 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 : 12,859: 209 36 448 11,865 11,716 12,522 12,200: 337 659
Old : 12,859: 209 36 448 11,865 11,716 12,522 12,200: 337 659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 59: 22 -20 18 97 406 137 404: -78 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.3 3.5 92.3 91.1 97.4 94.9: 2.6 5.1
Old : 100.0: 1.6 0.3 3.5 92.3 91.1 97.4 94.9: 2.6 5.1
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 : 58: 5 1 3 42 38 48 41:
Old : 58: 5 1 3 42 38 48 41:
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 : 31.1 35.8 50.4 54.4 24.0 29.0 37.8 40.3
Old : 31.1 35.8 50.4 54.4 24.0 29.0 37.8 40.3
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 29, 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 : 7,124: 20 197 93 6,646 6,614 6,759 6,904: 365 220
Old : 7,124: 20 197 93 6,646 6,614 6,759 6,904: 365 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 110: 0 0 0 125 110 125 110: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.8 1.3 93.3 92.8 94.9 96.9: 5.1 3.1
Old : 100.0: 0.3 2.8 1.3 93.3 92.8 94.9 96.9: 5.1 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 : 80.9 50.9 89.4 72.0 54.9 33.3 56.3 48.6
Old : 80.9 50.9 89.4 72.0 54.9 33.3 56.3 48.6
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 29, 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 : 31,236: 585 1,589 60 30,577 29,531 31,222 31,180: 14 56
Old : 31,236: 585 1,589 60 30,577 29,531 31,222 31,180: 14 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,152: 0 -10 0 1,152 1,162 1,152 1,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.1 0.2 97.9 94.5 100.0 99.8: 0.0 0.2
Old : 100.0: 1.9 5.1 0.2 97.9 94.5 100.0 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 : 62: 1 3 1 34 45 36 48:
Old : 62: 1 3 1 34 45 36 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 : 59.7 38.9 74.2 54.9 51.4 28.4 62.5 41.6
Old : 59.7 38.9 74.2 54.9 51.4 28.4 62.5 41.6
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 29, 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 : 62,782: 10,317 1,509 1,150 51,099 59,945 62,566 62,604: 216 178
Old : 62,782: 10,317 1,509 1,150 51,099 59,945 62,566 62,604: 216 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 177: 482 216 -187 -118 136 177 165: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.4 1.8 81.4 95.5 99.7 99.7: 0.3 0.3
Old : 100.0: 16.4 2.4 1.8 81.4 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 : 23.5 32.9 42.7 46.7 21.7 28.4 36.2 38.8
Old : 23.5 32.9 42.7 46.7 21.7 28.4 36.2 38.8
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 29, 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 : 3,007: 209 68 51 1,958 2,367 2,218 2,486: 789 521
Old : 3,007: 209 68 51 1,958 2,367 2,218 2,486: 789 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 266: 41 17 13 254 204 308 234: -42 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.3 1.7 65.1 78.7 73.8 82.7: 26.2 17.3
Old : 100.0: 7.0 2.3 1.7 65.1 78.7 73.8 82.7: 26.2 17.3
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 : 28: 5 1 3 20 21 26 24:
Old : 28: 5 1 3 20 21 26 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 : 30.8 38.0 46.8 53.3 21.4 32.5 30.7 42.3
Old : 30.8 38.0 46.8 53.3 21.4 32.5 30.7 42.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 14,709: 0 0 0 14,709 14,689 14,709 14,689: 0 20
Old : 14,709: 0 0 0 14,709 14,689 14,709 14,689: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -2,736: 0 0 0 -2,736 -2,726 -2,736 -2,726: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 0.0 0.0 100.0 99.9 100.0 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 : 23: 0 0 0 16 13 16 13:
Old : 23: 0 0 0 16 13 16 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 : 62.5 78.5 89.6 95.3 61.2 70.5 79.1 83.3
Old : 62.5 78.5 89.6 95.3 61.2 70.5 79.1 83.3
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 29, 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 : 95,858: 47,777 992 19,001 22,241 59,430 89,019 79,423: 6,839 16,435
Old : 95,858: 47,777 992 19,001 22,241 59,430 89,019 79,423: 6,839 16,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -1,601: -66 169 -695 -663 -838 -1,423 -1,364: -178 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 1.0 19.8 23.2 62.0 92.9 82.9: 7.1 17.1
Old : 100.0: 49.8 1.0 19.8 23.2 62.0 92.9 82.9: 7.1 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: 4 4 7 10 10 18 17:
Old : 20: 4 4 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 : 65.1 62.7 86.4 76.2 50.7 39.8 52.9 42.5
Old : 65.1 62.7 86.4 76.2 50.7 39.8 52.9 42.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 43,477: 0 0 0 41,927 41,870 41,927 41,870: 1,550 1,607
Old : 43,477: 0 0 0 41,927 41,870 41,927 41,870: 1,550 1,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 30: 0 0 0 40 30 40 30: -10 0
: : :
: : 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 52.6 73.4 77.0 44.4 48.9 63.7 70.3
Old : 47.8 52.6 73.4 77.0 44.4 48.9 63.7 70.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 19,077: 0 0 0 19,041 19,007 19,041 19,007: 36 70
Old : 19,077: 0 0 0 19,041 19,007 19,041 19,007: 36 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 15: 0 0 0 15 15 15 15: 0 0
: : :
: : 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 : 71.7 73.0 90.8 88.4 71.7 72.5 86.9 86.1
Old : 71.7 73.0 90.8 88.4 71.7 72.5 86.9 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 04, 2021