CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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 10/06/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,811
COMMITMENTS
9,047 5,357 0 20,748 24,433 29,795 29,790 16 21
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 26)
0 0 0 26 26 26 26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 18.0 0.0 69.6 82.0 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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 132,724
COMMITMENTS
25,568 31,605 14,067 92,993 86,975 132,629 132,648 95 76
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -415)
-3,022 -2,890 1,143 1,454 1,332 -425 -415 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 23.8 10.6 70.1 65.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 12 15 31 27 62 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 141,239
COMMITMENTS
39,412 16,722 1,800 100,027 122,717 141,239 141,239 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -111)
1,000 0 -600 -511 489 -111 -111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 11.8 1.3 70.8 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 3 16 16 23 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 130,583
COMMITMENTS
17,474 20,409 2,647 110,462 107,527 130,583 130,583 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,691)
1,428 1,125 22 241 544 1,691 1,691 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 15.6 2.0 84.6 82.3 100.0 100.0 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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 60,136
COMMITMENTS
20,514 6,934 5,433 33,792 47,745 59,739 60,112 397 24
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 8,948)
4,068 3,025 1,558 3,164 4,366 8,791 8,949 157 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 11.5 9.0 56.2 79.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
19 3 7 22 19 42 28
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,463
COMMITMENTS
5,625 850 0 22,838 27,613 28,463 28,463 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -700)
0 0 0 -700 -700 -700 -700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 3.0 0.0 80.2 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 0 16 7 21 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,046
COMMITMENTS
5,091 1,116 3,532 24,423 28,398 33,046 33,046 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -112)
200 500 0 -312 -612 -112 -112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.4 10.7 73.9 85.9 100.0 100.0 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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 29,894
COMMITMENTS
3,526 2,444 387 25,703 27,041 29,617 29,872 277 21
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 465)
245 -25 9 209 486 463 470 1 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 8.2 1.3 86.0 90.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 3 18 15 22 21
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 15,265
COMMITMENTS
1,715 2,860 50 13,500 12,355 15,265 15,265 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 185)
0 0 0 185 185 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.7 0.3 88.4 80.9 100.0 100.0 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 10/13/20 |
--------------------------------------------------------------| 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: 19,266
COMMITMENTS
1,885 6,920 440 16,916 11,906 19,241 19,266 25 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 80)
200 0 -120 0 200 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 35.9 2.3 87.8 61.8 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 10/13/20 |
--------------------------------------------------------------| 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 10/06/20 (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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 24,538
COMMITMENTS
3,108 0 0 21,153 24,538 24,261 24,538 277 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 440)
0 0 0 440 440 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.0 0.0 86.2 100.0 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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,001
COMMITMENTS
2,571 431 1,080 7,325 9,465 10,976 10,976 25 25
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 225)
-115 85 115 225 25 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 3.9 9.8 66.6 86.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 9 10 14 13
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,877
COMMITMENTS
70 0 50 9,570 9,762 9,690 9,812 187 65
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 778)
0 0 0 778 778 778 778 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 96.9 98.8 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 19 17 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,742
COMMITMENTS
3,992 943 1,501 26,105 29,283 31,598 31,727 144 15
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -180)
-101 180 -115 26 -245 -190 -180 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.0 4.7 82.2 92.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 4 27 28 32 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,755
COMMITMENTS
312 3,851 987 20,685 17,917 21,984 22,755 771 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,103)
0 687 1 1,102 415 1,103 1,103 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 16.9 4.3 90.9 78.7 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 2 21 17 25 21
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,355
COMMITMENTS
0 1,015 20 3,332 2,320 3,352 3,355 3 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 75)
0 -53 0 75 128 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 30.3 0.6 99.3 69.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 12 14 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,275,245
COMMITMENTS
1167059 30,103 406,326 4654072 5816808 6227457 6253237 47,788 22,008
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 35,580)
35,719 -3,930 -26,899 19,034 66,070 27,854 35,241 7,726 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.5 6.5 74.2 92.7 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
49 13 47 144 131 203 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,512,650
COMMITMENTS
69,106 20,810 479,559 960,906 1009565 1509570 1509933 3,079 2,717
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 73,163)
17,092 6,379 17,844 38,359 48,730 73,295 72,953 -132 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.4 31.7 63.5 66.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 17 25 51 48 78 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,275
COMMITMENTS
3,128 1,852 392 179,588 199,170 183,108 201,414 25,167 6,861
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 221)
-577 31 79 -161 82 -659 192 880 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 0.2 86.2 95.6 87.9 96.7 12.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 17 24 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,751
COMMITMENTS
1,613 0 182 135,418 133,774 137,213 133,956 8,538 11,795
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 346)
-108 0 90 -479 448 -497 538 843 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 92.9 91.8 94.1 91.9 5.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 21 23 23 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,234
COMMITMENTS
20,242 2,433 1,971 275,841 302,047 298,054 306,451 12,180 3,783
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 6,759)
1,639 36 -1,429 4,743 7,494 4,953 6,101 1,806 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.8 0.6 88.9 97.4 96.1 98.8 3.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 2 2 31 39 41 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,122,221
COMMITMENTS
1,606 10,990 1,857 1110444 1106735 1113907 1119582 8,314 2,639
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,146)
1,066 474 160 3,239 3,359 4,465 3,993 -319 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.2 99.0 98.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 3 41 28 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 380,546
COMMITMENTS
16,616 1,812 2,590 346,498 367,714 365,704 372,116 14,842 8,430
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,031)
1,690 604 -357 -3,479 -621 -2,146 -374 1,115 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.5 0.7 91.1 96.6 96.1 97.8 3.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 1 4 42 39 48 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 646,938
COMMITMENTS
1,481 2,100 1,684 634,427 641,000 637,592 644,784 9,346 2,154
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,642)
-31 72 120 1,823 663 1,912 855 -270 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.3 98.1 99.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 1 2 36 37 39 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 505,779
COMMITMENTS
240 0 0 496,691 498,621 496,931 498,621 8,848 7,158
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 11,743)
0 0 0 10,996 11,833 10,996 11,833 747 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 98.6 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 0 0 41 32 42 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,393
COMMITMENTS
0 4,400 28 88,986 84,390 89,014 88,818 4,379 4,575
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,007)
0 396 -74 2,869 2,201 2,795 2,523 212 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 95.3 90.4 95.3 95.1 4.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 13 14 14 17
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 21,475
COMMITMENTS
2,759 496 0 16,601 20,514 19,360 21,010 2,115 465
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 420)
0 0 0 420 420 420 420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.3 0.0 77.3 95.5 90.2 97.8 9.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 11 12 12
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 338,558
COMMITMENTS
0 5,426 1,179 321,103 324,824 322,282 331,429 16,276 7,129
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 10,123)
0 2,701 -701 11,669 7,873 10,968 9,873 -845 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.3 94.8 95.9 95.2 97.9 4.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 1 25 23 26 26
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,312
COMMITMENTS
0 0 0 166,931 167,746 166,931 167,746 6,381 5,566
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 346)
0 0 0 71 346 71 346 275 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 96.8 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,969
COMMITMENTS
870 3,845 210 258,098 254,206 259,178 258,261 2,791 3,708
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 6,687)
0 1,208 0 6,536 5,051 6,536 6,259 151 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.5 0.1 98.5 97.0 98.9 98.6 1.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 22 16 23 18
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,195
COMMITMENTS
7,282 0 0 17,902 25,978 25,184 25,978 1,011 217
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,240)
3,240 0 0 0 3,240 3,240 3,240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.0 0.0 68.3 99.2 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 0 0 10 20 15 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 575,669
COMMITMENTS
18,936 13,642 820 545,723 555,342 565,479 569,804 10,190 5,865
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,546)
1,390 -107 169 -912 1,675 647 1,737 899 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.4 0.1 94.8 96.5 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 4 3 45 38 51 44
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,821
COMMITMENTS
0 0 0 183,369 182,814 183,369 182,814 3,452 4,007
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,474)
0 0 0 3,530 3,703 3,530 3,703 -56 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 97.9 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 18 19 18
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,200
COMMITMENTS
0 0 0 215,669 219,754 215,669 219,754 5,531 1,446
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,453)
-806 0 -369 3,587 4,854 2,412 4,485 1,041 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.3 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 21 21 21 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,208
COMMITMENTS
2,360 0 0 168,683 175,814 171,043 175,814 6,165 1,394
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 5,264)
0 0 0 7,456 5,264 7,456 5,264 -2,192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 95.2 99.2 96.5 99.2 3.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 17 22 17
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,235
COMMITMENTS
17,796 2,059 0 167,091 183,215 184,887 185,274 1,348 961
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 5,324)
120 60 -60 5,264 5,324 5,324 5,324 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.1 0.0 89.7 98.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 2 0 31 44 42 46
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,103
COMMITMENTS
0 0 0 100,817 101,516 100,817 101,516 1,286 587
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,770)
0 0 0 2,528 2,770 2,528 2,770 242 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.7 99.4 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 20 26 20 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 22,071
COMMITMENTS
4,340 248 0 17,359 21,327 21,699 21,575 372 496
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 360)
0 0 0 360 360 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 1.1 0.0 78.7 96.6 98.3 97.8 1.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 11 17 13 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,002
COMMITMENTS
11,133 359 211 234,652 245,895 245,996 246,465 7,006 6,537
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -2,245)
-125 -90 -921 -2,064 -1,358 -3,110 -2,369 865 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 0.1 92.7 97.2 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 2 34 33 38 35
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 96,279
COMMITMENTS
0 0 0 95,721 95,628 95,721 95,628 558 651
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 15 15 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,313
COMMITMENTS
2,720 0 0 89,692 96,276 92,412 96,276 8,901 5,037
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,912)
0 0 0 1,036 2,065 1,036 2,065 876 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 88.5 95.0 91.2 95.0 8.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 20 20 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,894
COMMITMENTS
84 528 1,881 194,930 194,056 196,895 196,465 2,999 3,429
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,266)
84 -38 -84 903 3,439 903 3,317 363 -2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.9 97.5 97.1 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 2 24 33 26 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,293
COMMITMENTS
0 0 0 176,778 180,808 176,778 180,808 6,515 2,485
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,781)
0 0 0 2,994 3,339 2,994 3,339 -1,213 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 98.6 96.4 98.6 3.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 19 21 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,159
COMMITMENTS
0 0 0 81,997 83,957 81,997 83,957 5,162 3,202
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,061)
0 0 0 460 1,153 460 1,153 601 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.1 96.3 94.1 96.3 5.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 17 16 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,073
COMMITMENTS
6,226 434 0 21,319 28,397 27,545 28,831 3,528 2,242
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 5,399)
270 0 0 5,648 5,550 5,918 5,550 -519 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 1.4 0.0 68.6 91.4 88.6 92.8 11.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 16 16 19 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,078
COMMITMENTS
518 236 598 203,155 199,727 204,271 200,561 7,807 11,517
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,830)
30 -33 -295 3,414 3,236 3,149 2,908 681 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.3 95.8 94.2 96.3 94.6 3.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 11 14 13 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,441
COMMITMENTS
5,949 656 1,277 160,454 166,178 167,680 168,111 8,761 8,330
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 711)
305 236 -133 206 909 378 1,012 333 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.4 0.7 90.9 94.2 95.0 95.3 5.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 2 32 31 36 34
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,788
COMMITMENTS
0 0 0 45,281 44,805 45,281 44,805 1,507 1,983
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 690)
0 0 0 690 570 690 570 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.8 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 18 10 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 232,623
COMMITMENTS
7,851 3,336 210 216,909 224,847 224,970 228,393 7,653 4,230
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,472)
30 154 0 4,736 4,591 4,766 4,745 -294 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.4 0.1 93.2 96.7 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 1 30 33 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 116,272
COMMITMENTS
0 2,712 0 111,416 110,254 111,416 112,966 4,856 3,306
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,561)
0 60 0 1,503 1,377 1,503 1,437 58 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 95.8 94.8 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 0 27 28 27 30
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 120,828
COMMITMENTS
0 1,712 0 111,965 114,547 111,965 116,259 8,863 4,569
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 301)
0 0 0 -214 301 -214 301 515 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 92.7 94.8 92.7 96.2 7.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 15 13 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 34,562
COMMITMENTS
0 371 0 31,813 31,686 31,813 32,057 2,749 2,505
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 10,368)
0 30 0 10,915 10,338 10,915 10,368 -547 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 92.0 91.7 92.0 92.8 8.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 10 20 10 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 278,833
COMMITMENTS
300 0 0 266,833 274,587 267,133 274,587 11,700 4,246
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 5,947)
0 0 0 5,797 5,052 5,797 5,052 150 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 95.7 98.5 95.8 98.5 4.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 27 22 28 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 87,314
COMMITMENTS
0 679 605 79,678 80,038 80,283 81,322 7,031 5,992
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.7 91.3 91.7 91.9 93.1 8.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 12 15 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 15,527
COMMITMENTS
496 0 0 14,411 15,217 14,907 15,217 620 310
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 92.8 98.0 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 10 11 12 11
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 167,619
COMMITMENTS
0 0 0 161,637 161,544 161,637 161,544 5,982 6,075
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 617)
0 0 0 71 129 71 129 546 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 96.4 96.4 96.4 3.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 18 25 18 25
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 9,482
COMMITMENTS
901 1,454 985 7,148 6,980 9,034 9,418 448 64
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 372)
-50 -191 202 221 362 372 372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.3 10.4 75.4 73.6 95.3 99.3 4.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 12 14 19 19 34 35
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,134
COMMITMENTS
6,687 191 773 26,479 33,170 33,939 34,134 195 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 150)
25 0 25 40 125 90 150 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.6 2.3 77.6 97.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 2 3 19 21 26 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,023
COMMITMENTS
5,275 375 650 25,098 29,998 31,023 31,023 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 260)
150 25 0 110 235 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 1.2 2.1 80.9 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 3 18 18 24 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,996
COMMITMENTS
25,361 5,727 3,668 104,426 124,458 133,455 133,853 541 143
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 838)
-54 241 75 825 559 846 875 -8 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 4.3 2.7 77.9 92.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 11 14 37 40 56 61
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,095
COMMITMENTS
3,933 920 1,519 54,643 57,615 60,095 60,054 0 41
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,111)
179 -425 365 567 1,171 1,111 1,111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.5 2.5 90.9 95.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 4 4 23 26 33 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 34,845
COMMITMENTS
150 1,863 75 34,620 32,907 34,845 34,845 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -113)
0 150 -150 37 -113 -113 -113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.3 0.2 99.4 94.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 13 12 15 16
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 53,217
COMMITMENTS
14,584 4,402 2,071 36,360 46,642 53,015 53,115 202 102
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 59)
48 5 -1 167 20 214 24 -155 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 8.3 3.9 68.3 87.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 22 26 28 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,417
COMMITMENTS
21,306 2,986 3,049 43,749 62,292 68,104 68,327 313 90
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 221)
28 0 50 183 136 261 186 -40 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 4.4 4.5 63.9 91.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 2 4 26 26 37 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,725
COMMITMENTS
1,562 459 1,884 60,852 62,382 64,298 64,725 427 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 210)
-120 0 85 245 125 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.7 2.9 94.0 96.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 25 25 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,691
COMMITMENTS
1,235 767 2,196 77,846 78,728 81,277 81,691 414 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 347)
-70 7 85 330 255 345 347 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 2.7 95.3 96.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 31 27 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,270
COMMITMENTS
175 195 0 37,798 37,826 37,973 38,021 297 249
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,795)
-25 -25 0 -1,795 -1,755 -1,820 -1,780 25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 98.8 98.8 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,861
COMMITMENTS
360 600 0 26,120 26,256 26,480 26,856 381 5
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -859)
0 -46 0 -844 -818 -844 -864 -15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.2 0.0 97.2 97.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 21 19 22 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 95,174
COMMITMENTS
9,756 4,834 3,205 81,800 87,045 94,761 95,084 413 90
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -4,210)
-868 -215 168 -3,490 -4,204 -4,190 -4,251 -20 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.1 3.4 85.9 91.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 8 14 38 33 58 50
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,743
COMMITMENTS
75 175 600 20,008 19,968 20,683 20,743 60 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 0)
-25 -25 0 25 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 2.9 96.5 96.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 16 14 18
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,094
COMMITMENTS
75 175 600 19,359 19,319 20,034 20,094 60 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 0)
-25 -25 0 25 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 3.0 96.3 96.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 11 16 13 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,244
COMMITMENTS
1,070 3,425 1,110 57,768 55,321 59,948 59,856 296 388
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,412)
100 1,150 -875 -627 -1,682 -1,402 -1,407 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.7 1.8 95.9 91.8 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 5 21 21 27 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,818
COMMITMENTS
275 135 0 43,506 43,407 43,781 43,542 37 276
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -2,487)
-25 -125 0 -2,462 -2,342 -2,487 -2,467 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 0.0 99.3 99.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 24 20 27 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,586
COMMITMENTS
1,450 1,500 70 40,593 40,896 42,113 42,466 473 120
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -1,722)
0 -58 -100 -1,622 -1,557 -1,722 -1,715 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.5 0.2 95.3 96.0 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 5 1 24 20 27 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,751
COMMITMENTS
1,975 0 85 54,968 57,426 57,028 57,511 723 240
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 170)
5 0 0 165 170 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.1 95.2 99.4 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 22 16 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,459
COMMITMENTS
2,361 85 240 57,418 59,906 60,019 60,231 440 228
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 60)
28 5 0 32 55 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.1 0.4 95.0 99.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 26 18 29 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 83,299
COMMITMENTS
3,664 1,227 2,224 76,887 79,773 82,775 83,224 524 75
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,696)
-26 297 76 2,646 2,308 2,696 2,681 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.5 2.7 92.3 95.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 3 24 22 27 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 100,470
COMMITMENTS
1,863 1,438 4,091 94,038 94,838 99,992 100,367 478 103
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 3,156)
29 130 201 2,885 2,785 3,115 3,116 41 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.4 4.1 93.6 94.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 8 8 28 25 37 38
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,300
COMMITMENTS
555 3,509 13 54,732 51,733 55,300 55,255 0 45
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 178)
0 -125 0 178 303 178 178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.3 0.0 99.0 93.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 1 16 16 20 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 46,685
COMMITMENTS
0 1,175 0 46,685 45,510 46,685 46,685 0 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 13 10 13 13
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| 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: 55,919
COMMITMENTS
946 1,566 436 54,367 53,865 55,749 55,867 170 52
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -130)
-5 0 0 -125 -130 -130 -130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.8 0.8 97.2 96.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 2 24 23 29 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 62,534
COMMITMENTS
1,819 5,098 550 59,499 56,524 61,868 62,172 666 362
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -127)
-28 -5 0 -129 -122 -157 -127 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.2 0.9 95.1 90.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 5 23 22 29 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,531
COMMITMENTS
70 3,058 157 24,025 21,221 24,252 24,436 279 95
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 680)
0 0 0 680 680 680 680 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.5 0.6 97.9 86.5 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 18 16 20 20
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,794
COMMITMENTS
0 1,020 0 23,348 22,774 23,348 23,794 446 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 675)
0 0 0 675 675 675 675 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.0 98.1 95.7 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 17 15 17 18
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,892
COMMITMENTS
1,161 633 784 24,420 24,782 26,365 26,199 527 693
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 30)
-249 150 -21 305 -125 35 4 -5 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 2.9 90.8 92.2 98.0 97.4 2.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 4 19 17 24 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,394
COMMITMENTS
903 1,056 187 14,230 14,690 15,320 15,933 1,074 461
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 42)
2 0 0 40 40 42 40 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.4 1.1 86.8 89.6 93.4 97.2 6.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 12 11 14 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,740
COMMITMENTS
4,596 7,130 1,764 48,224 45,784 54,584 54,678 156 62
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -141)
184 125 91 -413 -361 -138 -145 -3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.0 3.2 88.1 83.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 5 7 28 23 39 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,132
COMMITMENTS
1,291 2,886 976 30,564 29,121 32,831 32,983 301 149
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -305)
-10 58 12 -312 -332 -310 -262 5 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.7 2.9 92.2 87.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 4 26 20 32 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,949
COMMITMENTS
1,007 75 0 15,882 16,850 16,889 16,925 60 24
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,594)
177 0 0 1,402 1,585 1,579 1,585 15 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.4 0.0 93.7 99.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 16 15 20 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,710
COMMITMENTS
1,050 0 50 20,571 21,660 21,671 21,710 39 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 35)
0 0 0 35 35 35 35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.2 94.8 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 14 10 18 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,193
COMMITMENTS
525 75 290 8,722 9,693 9,537 10,058 656 135
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 240 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.7 2.8 85.6 95.1 93.6 98.7 6.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 14 13 17 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,513
COMMITMENTS
345 75 395 8,150 8,908 8,890 9,378 623 135
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 340 340 340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.8 4.2 85.7 93.6 93.5 98.6 6.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 13 13 16 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,177
COMMITMENTS
1,650 50 2,670 43,575 45,447 47,895 48,167 282 10
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,065)
0 0 0 2,065 2,065 2,065 2,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.1 5.5 90.4 94.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 20 16 25 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,402
COMMITMENTS
1,705 50 2,495 43,920 45,847 48,120 48,392 282 10
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,065)
0 0 0 2,065 2,065 2,065 2,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.1 5.2 90.7 94.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 20 15 25 18
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 111,817
COMMITMENTS
1,900 8,004 1,847 108,022 101,947 111,769 111,798 48 19
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 156)
-65 -13 67 159 102 161 156 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.2 1.7 96.6 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 12 8 42 32 55 45
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 120,909
COMMITMENTS
1,780 7,525 3,546 115,521 109,823 120,847 120,894 62 15
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 1,207)
120 -202 -70 1,162 1,490 1,212 1,218 -5 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.2 2.9 95.5 90.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 10 11 46 37 61 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 556,830
COMMITMENTS
42,118 21,757 62,952 451,426 471,330 556,496 556,040 334 790
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 7,675)
-774 -189 2,565 5,966 5,118 7,757 7,494 -82 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.9 11.3 81.1 84.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 21 28 48 47 83 85
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,285
COMMITMENTS
3,130 600 65 12,905 15,620 16,100 16,285 185 0
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 380 170 380 0 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.7 0.4 79.2 95.9 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 17 16 21 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,681
COMMITMENTS
2,680 600 65 10,661 12,896 13,406 13,561 275 120
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 130)
0 0 0 20 200 20 200 110 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 4.4 0.5 77.9 94.3 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 17 15 21 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 5,963
COMMITMENTS
730 0 0 5,201 5,943 5,931 5,943 32 20
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -3,122)
300 -285 -630 -2,774 -2,224 -3,104 -3,139 -18 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 87.2 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 17 12 21 12
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,605
COMMITMENTS
537 180 245 5,075 5,016 5,857 5,441 748 1,164
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 660)
-52 -38 23 359 499 330 484 330 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 2.7 3.7 76.8 75.9 88.7 82.4 11.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 6 26 27 35 34
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,307
COMMITMENTS
445 0 210 30,204 30,926 30,859 31,136 448 171
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: -283)
85 0 0 -384 -294 -299 -294 16 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.7 96.5 98.8 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 1 37 37 40 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,483
COMMITMENTS
0 58 85 18,332 17,984 18,417 18,127 66 356
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 757)
0 0 0 757 924 757 924 0 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.5 99.2 97.3 99.6 98.1 0.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 21 30 22 31
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,306
COMMITMENTS
29 232 518 11,340 11,061 11,887 11,811 419 495
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 490)
0 17 25 455 448 480 490 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 4.2 92.2 89.9 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 3 37 30 41 34
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,824
COMMITMENTS
1,390 621 496 26,923 27,559 28,809 28,676 15 148
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 86)
0 -37 37 49 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.2 1.7 93.4 95.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 2 3 28 34 33 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,918
COMMITMENTS
5,492 1,375 1,913 52,005 56,085 59,410 59,373 508 545
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,456)
-133 -78 233 2,383 2,111 2,483 2,266 -27 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.3 3.2 86.8 93.6 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
11 9 11 67 58 84 72
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,465
COMMITMENTS
110 0 19 1,474 1,855 1,603 1,874 862 591
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 183)
-55 0 -19 29 42 -45 23 228 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.8 59.8 75.3 65.0 76.0 35.0 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 17 17 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 45,049
COMMITMENTS
80 0 0 43,999 44,051 44,079 44,051 970 998
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,560)
80 0 0 2,342 2,380 2,422 2,380 138 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.7 97.8 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 30 31 31 31
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,559
COMMITMENTS
0 1,330 0 4,522 3,136 4,522 4,466 37 93
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 305)
0 300 0 290 10 290 310 15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.2 0.0 99.2 68.8 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 11 12 13
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,736
COMMITMENTS
0 0 0 15,655 15,690 15,655 15,690 81 46
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 2,994)
0 0 0 3,008 3,018 3,008 3,018 -14 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 20 17 20 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 209,087
COMMITMENTS
0 0 0 199,139 198,608 199,139 198,608 9,948 10,479
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 4,498)
0 0 0 7,105 3,975 7,105 3,975 -2,607 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 95.0 95.2 95.0 4.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 16 13 16
Updated October 16, 2020