CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,695
COMMITMENTS
2,909 1,213 0 8,783 10,482 11,692 11,695 3 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -700)
400 -375 0 -1,103 -325 -703 -700 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 10.4 0.0 75.1 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 10 9 14 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,776
COMMITMENTS
10,547 5,357 0 17,213 22,398 27,760 27,755 16 21
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -910)
-75 -361 0 -837 -570 -912 -931 2 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 19.3 0.0 62.0 80.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 0 17 12 22 17
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 128,748
COMMITMENTS
26,243 33,569 13,072 89,349 82,031 128,663 128,671 85 77
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -10,168)
-2,823 2,573 -3,918 -3,426 -8,824 -10,167 -10,169 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 26.1 10.2 69.4 63.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
27 10 14 29 27 59 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 141,714
COMMITMENTS
38,242 16,722 2,570 100,902 122,422 141,714 141,714 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -7,410)
-2,810 -400 0 -4,600 -7,010 -7,410 -7,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 11.8 1.8 71.2 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 3 16 15 23 23
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 128,028
COMMITMENTS
16,168 19,094 2,617 109,243 106,317 128,028 128,028 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 639)
-195 -200 -270 1,104 1,109 639 639 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 14.9 2.0 85.3 83.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 5 19 11 27 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 48,806
COMMITMENTS
14,645 3,608 3,875 30,041 41,299 48,562 48,782 245 24
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,867)
917 0 212 732 1,655 1,861 1,867 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 7.4 7.9 61.6 84.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 3 7 19 18 37 27
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,218
COMMITMENTS
5,625 850 0 23,593 28,368 29,218 29,218 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -375)
0 0 0 -375 -375 -375 -375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 2.9 0.0 80.7 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 14 7 19 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,158
COMMITMENTS
4,891 616 3,532 24,735 29,010 33,158 33,158 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 1.9 10.7 74.6 87.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 3 2 16 12 26 16
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,442
COMMITMENTS
3,284 2,469 372 25,498 26,568 29,154 29,410 288 32
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -336)
297 -25 5 -668 -311 -365 -331 29 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.4 1.3 86.6 90.2 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 3 17 15 21 21
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 14,875
COMMITMENTS
1,715 2,720 50 13,110 12,105 14,875 14,875 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 150)
0 50 50 100 50 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.3 0.3 88.1 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 1 11 9 13 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 18,986
COMMITMENTS
1,485 6,920 560 16,916 11,506 18,961 18,986 25 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 36.4 2.9 89.1 60.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 2 11 11 14 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,975
COMMITMENTS
23,191 13,320 4,251 20,533 30,404 47,975 47,975 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 27.8 8.9 42.8 63.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 3 15 13 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 24,098
COMMITMENTS
3,108 0 0 20,713 24,098 23,821 24,098 277 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 0.0 86.0 100.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 0 0 10 5 15 5
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 10,651
COMMITMENTS
2,561 346 965 7,100 9,315 10,626 10,626 25 25
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -270)
75 0 0 -345 -270 -270 -270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 3.2 9.1 66.7 87.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 2 8 11 13 14
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,783
COMMITMENTS
0 0 0 10,536 10,703 10,536 10,703 247 80
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -486)
0 0 0 -546 -486 -546 -486 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 99.3 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 19 16 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 34,980
COMMITMENTS
4,342 863 1,673 28,798 32,428 34,813 34,964 167 16
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 666)
127 134 -155 685 698 657 677 9 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.5 4.8 82.3 92.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 27 29 32 34
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,307
COMMITMENTS
385 4,277 1,013 22,138 18,992 23,536 24,282 771 25
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -339)
0 -95 -25 -339 -244 -364 -364 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 17.6 4.2 91.1 78.1 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 3 21 19 25 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,798
COMMITMENTS
74 464 641 4,022 3,668 4,737 4,773 61 25
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 244)
-160 27 89 290 103 219 219 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.7 13.4 83.8 76.4 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 14 14 17 17
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,132,210
COMMITMENTS
1103645 41,046 422,972 4565955 5647550 6092572 6111568 39,638 20,642
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -164,031)
-19,072 8,871 -45,680 -99,095 -127,184 -163,847 -163,993 -184 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.7 6.9 74.5 92.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
44 20 48 144 127 203 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,359,113
COMMITMENTS
45,989 6,050 415,336 895,896 936,314 1357221 1357700 1,892 1,413
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -350,314)
-25,806 -51,537 -193,697 -130,817 -104,951 -350,319 -350,185 5 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 30.6 65.9 68.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 14 24 50 47 74 73
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,141
COMMITMENTS
4,288 2,751 601 192,194 212,077 197,083 215,429 25,058 6,712
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,286)
317 570 -34 936 215 1,219 751 67 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.2 0.3 86.5 95.5 88.7 97.0 11.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 23 18 26 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,680
COMMITMENTS
2,327 0 897 138,689 143,190 141,913 144,087 7,767 5,593
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 351)
909 0 76 -1,716 163 -731 239 1,082 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.6 92.7 95.7 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 3 21 23 26 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,242
COMMITMENTS
19,801 2,498 3,186 279,953 302,791 302,940 308,475 10,302 4,767
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -4,803)
870 -75 -593 -2,507 -6,115 -2,230 -6,783 -2,573 1,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.8 1.0 89.4 96.7 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 1 2 39 42 49 45
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,150,531
COMMITMENTS
2,429 10,520 2,280 1136754 1134618 1141463 1147418 9,068 3,113
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 9,966)
-1,644 298 -550 10,815 9,537 8,621 9,285 1,345 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.2 98.8 98.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 3 41 28 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 404,476
COMMITMENTS
20,973 1,344 3,064 369,214 394,647 393,251 399,055 11,225 5,421
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,741)
4,677 1,092 0 145 4,710 4,822 5,802 -81 -1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.3 0.8 91.3 97.6 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 2 3 42 41 52 46
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,738
COMMITMENTS
1,004 558 1,606 664,530 674,044 667,140 676,208 11,598 2,530
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 17,876)
-1,017 -198 172 18,347 18,023 17,502 17,997 374 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.2 97.9 99.3 98.3 99.6 1.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 2 2 39 44 41 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 516,151
COMMITMENTS
360 2,420 149 506,586 504,468 507,095 507,037 9,056 9,114
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 13,686)
-120 2,172 149 12,446 10,603 12,475 12,924 1,211 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.0 98.1 97.7 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 2 41 34 44 37
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,132
COMMITMENTS
0 5,168 105 91,223 87,882 91,328 93,155 4,804 2,977
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 304)
-240 -210 -30 529 364 259 124 45 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.1 94.9 91.4 95.0 96.9 5.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 15 17 16 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,645
COMMITMENTS
3,121 706 30 25,424 30,444 28,575 31,180 3,070 465
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,745)
2,139 466 30 2,327 4,090 4,496 4,586 249 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.2 0.1 80.3 96.2 90.3 98.5 9.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 13 15 16 17
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,033
COMMITMENTS
219 4,250 983 328,611 327,236 329,813 332,469 7,220 4,564
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 15,675)
219 -238 655 14,095 15,470 14,969 15,887 706 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.3 0.3 97.5 97.1 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 2 30 30 32 35
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,899
COMMITMENTS
0 0 0 176,025 174,128 176,025 174,128 5,874 7,771
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 681)
0 0 0 718 495 718 495 -37 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.7 96.8 95.7 3.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 22 25 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 269,531
COMMITMENTS
1,230 896 799 264,642 264,671 266,671 266,366 2,860 3,165
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 5,308)
-347 896 136 5,395 3,969 5,184 5,001 124 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.3 98.2 98.2 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 26 22 28 24
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,325
COMMITMENTS
4,593 609 379 25,142 29,248 30,114 30,236 1,211 1,089
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,309)
2,511 -229 379 1,810 4,828 4,700 4,978 -391 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 1.9 1.2 80.3 93.4 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 2 17 20 23 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 613,349
COMMITMENTS
17,867 15,895 3,677 581,321 588,637 602,865 608,209 10,484 5,140
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 6,148)
1,118 -91 -825 5,476 7,492 5,769 6,576 379 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.6 0.6 94.8 96.0 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 9 5 52 40 62 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,623
COMMITMENTS
372 0 0 184,936 185,210 185,308 185,210 4,315 4,413
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 681)
372 0 0 43 1,081 415 1,081 266 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.5 97.7 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 19 19 20 19
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,094
COMMITMENTS
2,102 0 107 221,134 225,573 223,343 225,680 4,751 2,414
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,972)
1,121 0 49 255 312 1,425 361 547 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.9 98.9 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 20 21 23 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,278
COMMITMENTS
14,913 1,751 60 198,287 212,342 213,260 214,153 3,018 2,125
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 30,886)
11,379 1,193 60 22,494 28,734 33,933 29,987 -3,047 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.8 0.0 91.7 98.2 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 2 1 30 40 41 43
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,521
COMMITMENTS
25,666 4,223 240 193,637 215,171 219,543 219,634 978 887
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 34,212)
11,441 1,193 240 22,398 32,672 34,079 34,105 133 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.9 0.1 87.8 97.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 4 2 39 52 51 58
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,585
COMMITMENTS
0 1,680 0 123,578 122,053 123,578 123,733 1,007 852
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 10,207)
0 -372 0 9,804 10,575 9,804 10,203 403 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 99.2 98.0 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 0 23 29 23 31
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 33,351
COMMITMENTS
4,490 308 0 27,769 32,643 32,259 32,951 1,092 400
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,534)
3,064 0 0 -411 2,534 2,653 2,534 -119 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.9 0.0 83.3 97.9 96.7 98.8 3.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 14 19 16 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 278,309
COMMITMENTS
15,765 3,179 214 257,661 270,169 273,640 273,562 4,669 4,747
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 3,367)
2,569 1,542 3 567 2,136 3,139 3,681 228 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.1 0.1 92.6 97.1 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 4 2 38 39 42 44
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,779
COMMITMENTS
0 0 0 105,803 106,074 105,803 106,074 976 705
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -341)
0 0 0 -806 -498 -806 -498 465 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 16 24 16 24
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,061
COMMITMENTS
2,782 0 0 96,408 101,250 99,190 101,250 7,871 5,811
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -301)
1,812 -343 -60 -970 -19 782 -422 -1,083 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 90.0 94.6 92.6 94.6 7.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 0 23 22 25 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,909
COMMITMENTS
0 2,579 1,965 210,265 205,023 212,230 209,567 2,679 5,342
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,148)
0 1,010 0 2,303 1,136 2,303 2,146 -155 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.9 97.8 95.4 98.8 97.5 1.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 5 2 29 35 31 40
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,069
COMMITMENTS
0 2,542 0 179,849 181,547 179,849 184,089 7,220 2,980
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,341)
0 2,542 0 1,310 -717 1,310 1,825 31 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 96.1 97.0 96.1 98.4 3.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 0 22 21 22 25
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,365
COMMITMENTS
0 0 0 84,613 82,745 84,613 82,745 4,752 6,620
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,502)
0 0 0 1,382 1,562 1,382 1,562 120 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 92.6 94.7 92.6 5.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 16 18 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,799
COMMITMENTS
5,776 762 242 21,899 28,009 27,917 29,013 3,882 2,786
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,808)
503 522 62 -311 -1,112 254 -528 1,554 2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 2.4 0.8 68.9 88.1 87.8 91.2 12.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 2 18 15 22 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,118
COMMITMENTS
1,813 626 781 204,750 203,279 207,344 204,686 7,774 10,432
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,022)
-78 626 -472 4,355 3,618 3,805 3,772 217 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.3 0.4 95.2 94.5 96.4 95.2 3.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 12 14 15 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,585
COMMITMENTS
4,394 3,029 0 182,450 183,679 186,844 186,708 8,741 8,877
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 9,121)
302 1,085 0 9,415 7,595 9,717 8,680 -596 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 0.0 93.3 93.9 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 0 37 34 39 37
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 55,938
COMMITMENTS
1,864 690 0 52,914 53,364 54,778 54,054 1,160 1,884
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,364)
124 0 0 992 1,364 1,116 1,364 248 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.2 0.0 94.6 95.4 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 14 20 17 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,976
COMMITMENTS
7,408 2,488 412 221,268 229,850 229,088 232,750 7,888 4,226
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 5,934)
93 -184 28 5,280 6,997 5,401 6,841 533 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 0.2 93.4 97.0 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 31 34 35 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 122,513
COMMITMENTS
310 3,342 19 118,281 114,376 118,610 117,737 3,903 4,776
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,260)
0 0 0 2,617 1,969 2,617 1,969 -357 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.7 0.0 96.5 93.4 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 30 29 32 32
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 129,859
COMMITMENTS
620 1,712 0 122,359 124,905 122,979 126,617 6,880 3,242
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -864)
620 0 0 -1,123 -1,378 -503 -1,378 -361 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.3 0.0 94.2 96.2 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 20 22 21 23
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,144
COMMITMENTS
0 161 180 32,132 31,758 32,312 32,099 2,832 3,045
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,937)
0 161 180 925 253 1,105 594 832 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.5 91.4 90.4 91.9 91.3 8.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 13 20 14 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 295,183
COMMITMENTS
0 3,292 210 291,663 290,373 291,873 293,875 3,310 1,308
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 26,438)
0 2,549 210 26,166 23,713 26,376 26,472 62 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.1 98.8 98.4 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
0 3 1 38 28 39 31
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,905
COMMITMENTS
352 0 1,284 89,921 90,712 91,557 91,996 5,348 4,909
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 644)
0 0 0 706 613 706 613 -62 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 1.3 92.8 93.6 94.5 94.9 5.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 15 20 16
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 20,247
COMMITMENTS
496 0 60 19,261 19,757 19,817 19,817 430 430
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 5,022)
496 0 60 4,520 4,834 5,076 4,894 -54 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.3 95.1 97.6 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 14 13 16 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 181,553
COMMITMENTS
0 0 0 176,477 175,711 176,477 175,711 5,076 5,842
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 614)
0 0 0 674 1,011 674 1,011 -60 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 96.8 97.2 96.8 2.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 22 33 22 33
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 19,804
COMMITMENTS
876 0 0 17,894 18,549 18,770 18,549 1,034 1,255
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,457)
186 0 0 1,023 1,662 1,209 1,662 248 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 90.4 93.7 94.8 93.7 5.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 10 17 12 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 10,132
COMMITMENTS
1,707 1,355 811 7,188 7,771 9,706 9,937 426 195
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,717)
147 -147 -528 -1,336 -1,152 -1,717 -1,827 0 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 13.4 8.0 70.9 76.7 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 13 19 20 33 36
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,836
COMMITMENTS
6,099 346 951 28,651 34,539 35,701 35,836 135 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 230)
203 0 5 22 225 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 1.0 2.7 80.0 96.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 4 21 21 27 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,534
COMMITMENTS
5,703 0 450 25,381 31,084 31,534 31,534 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 14)
25 0 0 259 14 284 14 -270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 1.4 80.5 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 0 3 18 20 24 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 138,999
COMMITMENTS
23,508 4,666 4,762 110,178 129,388 138,448 138,816 551 183
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,166)
583 238 -680 -1,069 -714 -1,166 -1,156 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.4 3.4 79.3 93.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 8 14 36 39 56 59
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,539
COMMITMENTS
3,549 930 1,539 57,451 59,936 62,539 62,405 0 134
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,549)
-266 225 125 1,690 1,199 1,549 1,549 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.5 2.5 91.9 95.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 4 22 27 29 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 37,284
COMMITMENTS
525 2,039 250 36,509 34,995 37,284 37,284 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,649)
0 600 0 2,649 2,049 2,649 2,649 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.5 0.7 97.9 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 14 12 17 16
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,388
COMMITMENTS
14,823 4,077 2,451 36,697 47,787 53,971 54,315 417 73
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 65)
12 95 -99 22 69 -65 65 130 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.5 4.5 67.5 87.9 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 3 22 26 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,321
COMMITMENTS
21,385 2,711 3,250 44,262 63,295 68,897 69,256 424 65
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -661)
-34 4 21 -653 -696 -666 -671 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 3.9 4.7 63.9 91.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 3 6 26 27 38 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,479
COMMITMENTS
2,766 648 1,449 62,812 65,382 67,027 67,479 452 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -50)
15 25 0 -65 -75 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.0 2.1 93.1 96.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 2 27 26 31 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,847
COMMITMENTS
2,438 871 1,881 80,066 82,080 84,385 84,832 462 15
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 227)
1 15 0 216 212 217 227 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.0 2.2 94.4 96.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 2 31 27 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,715
COMMITMENTS
200 220 0 39,243 39,231 39,443 39,451 272 264
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 348)
0 0 0 360 360 360 360 -12 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.0 98.8 98.8 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 15 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,872
COMMITMENTS
360 646 0 27,116 27,226 27,476 27,872 396 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 15)
0 0 0 15 15 15 15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.3 0.0 97.3 97.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 21 19 22 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,306
COMMITMENTS
2,050 87 345 20,819 22,874 23,214 23,306 92 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.4 1.5 89.3 98.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 12 16 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 92,973
COMMITMENTS
12,057 4,946 2,921 77,572 84,946 92,550 92,813 423 160
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 6,248)
620 22 404 5,410 5,821 6,435 6,248 -187 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.3 3.1 83.4 91.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 7 14 40 35 59 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,151
COMMITMENTS
100 1,100 600 19,391 18,451 20,091 20,151 60 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,658)
-600 400 600 1,658 658 1,658 1,658 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.5 3.0 96.2 91.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 12 15 14 18
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,502
COMMITMENTS
100 1,100 600 18,742 17,802 19,442 19,502 60 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,278)
-600 400 600 1,278 278 1,278 1,278 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.6 3.1 96.1 91.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 11 15 13 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,218
COMMITMENTS
1,870 2,275 1,985 50,057 49,565 53,912 53,825 306 393
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 3,488)
700 -1,100 750 2,038 3,838 3,488 3,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.2 3.7 92.3 91.4 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 5 20 21 27 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,662
COMMITMENTS
300 260 0 45,325 45,106 45,625 45,366 37 296
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,310)
0 0 0 1,310 1,310 1,310 1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.0 99.3 98.8 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 0 24 20 27 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,720
COMMITMENTS
1,470 1,558 150 42,627 42,887 44,247 44,595 473 125
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -444)
-20 30 0 -424 -474 -444 -444 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.5 0.3 95.3 95.9 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 2 24 22 28 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,867
COMMITMENTS
2,235 125 60 58,814 61,442 61,109 61,627 758 240
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 700)
570 0 -25 155 725 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.2 0.1 95.1 99.3 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 22 16 25 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,600
COMMITMENTS
2,405 726 273 62,456 64,401 65,134 65,400 466 200
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 270)
570 50 -125 -175 325 270 250 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.1 0.4 95.2 98.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 2 27 18 30 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 83,990
COMMITMENTS
3,621 1,040 2,056 78,158 80,879 83,835 83,975 155 15
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 662)
144 260 -213 731 615 662 662 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.2 2.4 93.1 96.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 27 24 30 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,990
COMMITMENTS
2,099 2,245 3,821 96,670 96,854 102,590 102,920 400 70
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 352)
71 50 -81 319 348 309 317 43 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.2 3.7 93.9 94.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 8 9 29 26 38 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 58,949
COMMITMENTS
405 3,977 108 58,436 54,799 58,949 58,884 0 65
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,792)
50 -122 13 -1,855 -1,698 -1,792 -1,807 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.7 0.2 99.1 93.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 17 15 21 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 48,545
COMMITMENTS
0 525 0 48,545 48,020 48,545 48,545 0 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,265)
0 0 0 -2,265 -2,265 -2,265 -2,265 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 0 13 11 13 15
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 57,267
COMMITMENTS
1,142 1,636 491 55,524 55,073 57,157 57,200 110 67
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,887)
-570 -60 28 -2,345 -2,855 -2,887 -2,887 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.9 0.9 97.0 96.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 2 24 23 30 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,301
COMMITMENTS
2,460 4,900 856 61,434 59,241 64,750 64,997 551 304
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -2,111)
-503 28 33 -1,656 -2,167 -2,126 -2,106 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.5 1.3 94.1 90.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 6 6 24 23 32 32
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,709
COMMITMENTS
70 2,825 0 23,321 20,779 23,391 23,604 318 105
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 16)
70 0 0 -114 -4 -44 -4 60 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.9 0.0 98.4 87.6 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 18 14 19 17
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,349
COMMITMENTS
0 1,005 0 22,792 22,344 22,792 23,349 557 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -197)
0 0 0 -257 -197 -257 -197 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 97.6 95.7 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 15 13 15 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,418
COMMITMENTS
1,450 638 860 25,537 26,239 27,847 27,737 571 681
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,761)
0 0 0 2,761 2,761 2,761 2,761 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.2 3.0 89.9 92.3 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 4 19 17 23 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,136
COMMITMENTS
536 1,237 227 15,275 15,208 16,038 16,672 1,098 464
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 675)
300 0 0 375 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.2 1.3 89.1 88.7 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 2 13 11 15 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,116
COMMITMENTS
4,494 6,650 1,654 49,798 47,772 55,946 56,076 170 40
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 144)
-140 168 65 231 -125 156 108 -12 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.9 2.9 88.7 85.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 6 31 23 41 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 34,316
COMMITMENTS
1,301 2,787 1,025 31,678 30,327 34,004 34,139 312 177
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -239)
0 163 5 -232 -455 -227 -287 -12 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.1 3.0 92.3 88.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 4 25 18 31 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,182
COMMITMENTS
780 136 75 16,266 16,956 17,121 17,167 61 15
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -25)
30 25 0 -55 -50 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 0.4 94.7 98.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 2 16 19 20 24
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,293
COMMITMENTS
1,075 25 50 21,116 22,218 22,241 22,293 52 0
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -169)
-50 0 0 -119 -169 -169 -169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.1 0.2 94.7 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 14 12 18 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,723
COMMITMENTS
440 100 420 9,174 10,068 10,034 10,588 689 135
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 80)
100 0 -20 0 100 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 3.9 85.6 93.9 93.6 98.7 6.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 16 14 19 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,943
COMMITMENTS
310 100 475 8,505 9,233 9,290 9,808 653 135
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 230)
100 0 -20 150 250 230 230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 4.8 85.5 92.9 93.4 98.6 6.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 14 14 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,403
COMMITMENTS
1,885 150 2,670 41,545 43,573 46,100 46,393 303 10
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,800)
300 0 0 1,500 1,800 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.3 5.8 89.5 93.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 2 19 14 24 18
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,693
COMMITMENTS
1,980 150 2,495 41,915 44,038 46,390 46,683 303 10
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,800)
300 0 0 1,500 1,800 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.3 5.3 89.8 94.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 2 19 14 24 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,231
COMMITMENTS
1,515 8,571 1,928 112,736 105,703 116,179 116,202 52 29
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,193)
50 -477 0 4,143 4,670 4,193 4,193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.4 1.7 97.0 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 11 9 41 32 54 44
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,175
COMMITMENTS
2,337 7,006 4,846 119,898 115,284 127,081 127,136 94 39
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,496)
290 -532 193 3,961 4,823 4,444 4,484 52 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.5 3.8 94.3 90.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 10 12 44 36 58 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 561,662
COMMITMENTS
41,755 20,880 61,679 456,505 478,097 559,939 560,655 1,723 1,006
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -89)
183 240 -2,455 935 1,654 -1,337 -560 1,248 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.7 11.0 81.3 85.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 20 31 50 47 90 86
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,075
COMMITMENTS
3,405 424 291 13,219 16,220 16,915 16,935 160 140
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 2.5 1.7 77.4 95.0 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 4 16 14 22 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,311
COMMITMENTS
3,030 625 90 11,051 13,476 14,171 14,191 140 120
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.4 0.6 77.2 94.2 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 17 14 22 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,887
COMMITMENTS
430 285 630 7,777 7,969 8,837 8,884 50 3
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.2 7.1 87.5 89.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 20 17 25 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,723
COMMITMENTS
576 249 223 5,409 5,339 6,208 5,811 515 912
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 224)
-399 -39 84 676 438 361 483 -137 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.7 3.3 80.5 79.4 92.3 86.4 7.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 6 30 31 38 38
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,529
COMMITMENTS
60 0 210 35,752 36,173 36,022 36,383 507 146
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,377)
0 -28 0 1,362 1,391 1,362 1,363 15 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 97.9 99.0 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 0 1 38 39 40 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,256
COMMITMENTS
0 1 142 19,036 18,482 19,178 18,625 78 631
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 334)
0 -20 0 384 404 384 384 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 98.9 96.0 99.6 96.7 0.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 20 29 21 30
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,543
COMMITMENTS
234 235 395 11,467 11,479 12,096 12,109 447 434
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,039)
0 -39 132 909 1,073 1,041 1,166 -2 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.9 3.1 91.4 91.5 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 3 3 39 32 46 35
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 3,958
COMMITMENTS
0 138 128 3,235 3,307 3,363 3,573 595 385
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 125)
0 -60 30 95 155 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 3.2 81.7 83.6 85.0 90.3 15.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 10 17 12 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,927
COMMITMENTS
1,732 496 652 29,528 30,562 31,912 31,710 15 217
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 347)
0 0 0 347 347 347 347 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.6 2.0 92.5 95.7 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 3 2 33 39 40 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 63,753
COMMITMENTS
6,214 1,464 2,226 54,744 59,638 63,184 63,328 569 425
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,620)
62 -105 342 2,137 2,342 2,541 2,579 79 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.3 3.5 85.9 93.5 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
9 9 11 66 64 81 78
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,902
COMMITMENTS
261 26 83 1,922 2,275 2,266 2,384 636 518
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 136)
36 0 33 117 204 186 237 -50 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.9 2.9 66.2 78.4 78.1 82.2 21.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 4 16 22 22 27
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 111,138
COMMITMENTS
58,188 1,216 14,093 27,961 75,998 100,242 91,307 10,896 19,831
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 462)
150 -89 411 69 201 631 523 -169 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 1.1 12.7 25.2 68.4 90.2 82.2 9.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 5 10 12 16 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 40,794
COMMITMENTS
0 0 0 39,962 39,982 39,962 39,982 832 812
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 3,135)
0 0 0 3,135 3,135 3,135 3,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.0 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 27 27 27 27
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 3,959
COMMITMENTS
0 930 0 3,942 2,936 3,942 3,866 17 93
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,650)
0 0 0 -1,650 -1,605 -1,650 -1,605 0 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.5 0.0 99.6 74.2 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 11 12 12
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,682
COMMITMENTS
0 0 0 12,632 12,642 12,632 12,642 50 40
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 465)
0 0 0 530 459 530 459 -65 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 15 19 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 202,599
COMMITMENTS
0 0 0 190,304 192,778 190,304 192,778 12,295 9,821
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -12,274)
0 0 0 -11,530 -11,054 -11,530 -11,054 -744 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.9 95.2 93.9 95.2 6.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 15 12 15
Updated October 02, 2020