CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,487
COMMITMENTS
2,909 1,213 0 8,558 10,274 11,467 11,487 20 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 10.6 0.0 74.5 89.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 8 8 12 9
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,133
COMMITMENTS
803 3,471 0 25,858 23,202 26,661 26,673 472 460
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -14)
-50 0 0 36 -14 -14 -14 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.8 0.0 95.3 85.5 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 0 18 10 21 14
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 94,778
COMMITMENTS
16,812 23,234 2,572 69,093 62,518 88,477 88,324 6,301 6,454
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -28,926)
-2,655 -2,563 -8,566 -23,606 -23,851 -34,827 -34,980 5,901 6,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 24.5 2.7 72.9 66.0 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 10 8 28 25 54 39
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 146,689
COMMITMENTS
42,046 18,672 3,916 100,727 124,101 146,689 146,689 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,350)
0 250 600 750 500 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 12.7 2.7 68.7 84.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 6 4 16 16 23 26
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 154,963
COMMITMENTS
21,494 27,919 3,976 129,483 123,068 154,953 154,963 10 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 122)
-662 0 -38 822 160 122 122 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 18.0 2.6 83.6 79.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 5 20 12 29 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 120,260
COMMITMENTS
47,236 27,933 7,835 64,472 84,367 119,542 120,135 718 125
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 6,479)
3,304 1,778 196 2,919 4,487 6,419 6,461 60 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 23.2 6.5 53.6 70.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 8 10 27 23 51 38
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,380
COMMITMENTS
2,685 850 0 20,695 22,530 23,380 23,380 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -200)
-100 0 0 -100 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.6 0.0 88.5 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 10 9 13 10
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 36,742
COMMITMENTS
5,306 607 5,642 25,704 30,443 36,652 36,692 90 50
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,336)
-10 0 860 476 476 1,326 1,336 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.7 15.4 70.0 82.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 2 17 14 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 20,841
COMMITMENTS
150 16,514 250 20,441 4,077 20,841 20,841 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -25)
-50 -275 250 -225 0 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 79.2 1.2 98.1 19.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 1 12 3 16 8
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,359
COMMITMENTS
1,390 2,570 5 33,664 32,684 35,059 35,259 300 100
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -122)
-285 -100 -249 337 264 -197 -84 75 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.3 0.0 95.2 92.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 1 16 12 19 16
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 17,367
COMMITMENTS
2,015 3,460 225 15,127 13,682 17,367 17,367 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 564)
-100 0 175 489 389 564 564 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 19.9 1.3 87.1 78.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 7 3 11 10 15 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 21,049
COMMITMENTS
2,385 7,120 440 18,199 13,489 21,024 21,049 25 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 450)
-26 200 -50 526 300 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 33.8 2.1 86.5 64.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 7 2 11 11 13 20
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 12,789
COMMITMENTS
6,665 390 0 6,124 12,399 12,789 12,789 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 3.0 0.0 47.9 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 9 9 13 12
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,451
COMMITMENTS
22,491 14,820 4,251 21,709 29,380 48,451 48,451 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -84)
-700 500 0 616 -584 -84 -84 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 30.6 8.8 44.8 60.6 100.0 100.0 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 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,372
COMMITMENTS
8,135 0 0 19,468 28,371 27,603 28,371 769 1
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -293)
175 0 0 -499 -294 -324 -294 31 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.0 0.0 68.6 100.0 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 0 0 10 8 18 8
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 15,099
COMMITMENTS
3,015 950 465 11,419 13,484 14,899 14,899 200 200
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 19)
-50 0 0 69 25 19 25 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 6.3 3.1 75.6 89.3 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 10 14 12
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,831
COMMITMENTS
120 100 5 8,642 8,706 8,767 8,811 64 20
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.1 0.1 97.9 98.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 17 18 18 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,106
COMMITMENTS
5,671 0 764 21,604 27,342 28,039 28,106 67 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -30)
307 0 -41 -315 32 -49 -9 19 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.0 2.7 76.9 97.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 0 3 29 36 34 39
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,623
COMMITMENTS
104 4,252 315 18,471 15,047 18,890 19,614 733 9
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 945)
0 258 0 945 680 945 938 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 21.7 1.6 94.1 76.7 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 2 20 22 24 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,505
COMMITMENTS
56 176 388 2,885 2,795 3,329 3,359 176 146
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 51)
0 -49 -9 60 35 51 -23 0 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.0 11.1 82.3 79.7 95.0 95.8 5.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 11 17 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,495,791
COMMITMENTS
996,493 79,869 524,037 4939241 5872620 6459771 6476526 36,020 19,265
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 122,196)
92,815 23,355 14,599 17,196 83,852 124,610 121,806 -2,414 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 1.2 8.1 76.0 90.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
44 26 56 161 134 228 193
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,515,580
COMMITMENTS
59,734 23,822 510,446 932,774 978,626 1502954 1512893 12,626 2,686
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -1,122)
-24,018 66 -1,340 19,058 1,607 -6,301 332 5,178 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.6 33.7 61.5 64.6 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
10 17 25 50 49 76 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,040
COMMITMENTS
1,008 1,329 124 176,297 190,749 177,429 192,202 22,611 7,838
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 138)
-93 34 124 -1,214 -3,235 -1,183 -3,077 1,321 3,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.1 88.1 95.4 88.7 96.1 11.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 23 20 24 23
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,987
COMMITMENTS
3,176 0 267 128,947 125,570 132,390 125,837 7,597 14,150
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,022)
299 0 0 1,378 1,796 1,677 1,796 345 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.2 92.1 89.7 94.6 89.9 5.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 19 23 22 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,383
COMMITMENTS
8,175 3,478 1,485 261,264 265,110 270,924 270,073 9,459 10,310
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -10,929)
-495 860 566 -9,734 -12,265 -9,663 -10,839 -1,266 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 0.5 93.2 94.6 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 4 5 27 31 37 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,069,846
COMMITMENTS
4,189 7,186 1,957 1055447 1058036 1061593 1067179 8,253 2,667
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,483)
1,557 135 690 2,596 4,099 4,843 4,924 -1,360 -1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.2 98.7 98.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 3 41 24 48 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 372,051
COMMITMENTS
11,406 4,090 600 343,773 354,981 355,779 359,671 16,272 12,380
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 417)
128 670 0 283 -3,859 411 -3,189 6 3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.1 0.2 92.4 95.4 95.6 96.7 4.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 2 40 32 45 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 616,396
COMMITMENTS
4,862 0 1,060 603,240 613,144 609,162 614,204 7,234 2,192
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,757)
741 0 8 2,291 274 3,040 282 -1,283 1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 97.9 99.5 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 0 1 36 41 40 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 483,814
COMMITMENTS
0 757 126 474,416 467,526 474,542 468,409 9,272 15,405
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,050)
0 341 126 2,033 4,107 2,159 4,574 -109 -2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.1 96.6 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 2 1 32 30 33 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 95,748
COMMITMENTS
0 345 449 89,111 91,468 89,560 92,262 6,188 3,486
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,106)
0 345 449 2,505 2,170 2,954 2,964 152 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.5 93.1 95.5 93.5 96.4 6.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 12 18 13 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,451
COMMITMENTS
1,271 0 0 17,591 19,017 18,862 19,017 589 434
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,627)
62 0 0 4,806 3,627 4,868 3,627 -1,241 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 90.4 97.8 97.0 97.8 3.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 21 13 24 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 346,778
COMMITMENTS
3,030 1,648 1,037 331,621 340,423 335,688 343,108 11,090 3,670
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 4,234)
940 -1,090 31 3,399 5,169 4,370 4,110 -136 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.3 95.6 98.2 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 1 25 28 27 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,927
COMMITMENTS
0 0 0 168,537 171,576 168,537 171,576 9,390 6,351
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 9,046)
0 0 0 8,267 9,195 8,267 9,195 779 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.7 96.4 94.7 96.4 5.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 19 20 19 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 254,126
COMMITMENTS
0 7,216 0 250,734 243,554 250,734 250,770 3,392 3,356
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,817)
0 390 0 3,899 1,873 3,899 2,263 -82 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 98.7 95.8 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 21 17 21 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,768
COMMITMENTS
4,429 0 0 21,207 25,931 25,636 25,931 1,132 837
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,328)
124 0 0 1,266 1,328 1,390 1,328 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.0 0.0 79.2 96.9 95.8 96.9 4.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 0 12 18 18 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 601,115
COMMITMENTS
8,490 8,055 4,988 577,297 581,061 590,775 594,104 10,340 7,011
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 14,273)
96 -646 1,225 11,159 14,174 12,480 14,753 1,793 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.3 0.8 96.0 96.7 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
4 6 4 53 42 60 49
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,325
COMMITMENTS
1,456 0 406 205,660 211,363 207,522 211,769 4,803 556
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,398)
480 0 -55 3,035 3,465 3,460 3,410 -62 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 96.9 99.5 97.7 99.7 2.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 20 21 22 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 172,312
COMMITMENTS
2,962 546 0 160,991 169,429 163,953 169,975 8,359 2,337
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,224)
0 546 0 2,345 1,883 2,345 2,429 -121 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.3 0.0 93.4 98.3 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 22 19 24 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,502
COMMITMENTS
14,884 4,762 0 161,985 171,903 176,869 176,665 633 837
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,288)
0 186 0 2,381 2,102 2,381 2,288 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.7 0.0 91.3 96.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
4 6 0 37 39 41 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,152
COMMITMENTS
2,356 0 0 96,940 99,470 99,296 99,470 856 682
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 784)
0 0 0 753 784 753 784 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 96.8 99.3 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 0 24 24 26 24
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 20,027
COMMITMENTS
0 0 0 18,395 17,865 18,395 17,865 1,632 2,162
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.9 89.2 91.9 89.2 8.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 235,838
COMMITMENTS
8,333 1,714 1,009 220,356 229,866 229,698 232,589 6,140 3,249
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -1,499)
-1,545 211 -253 86 -1,682 -1,712 -1,724 213 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.7 0.4 93.4 97.5 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 2 34 36 38 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,784
COMMITMENTS
0 0 0 120,083 119,854 120,083 119,854 701 930
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,899)
0 0 0 2,868 3,302 2,868 3,302 31 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 8 19 8 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,462
COMMITMENTS
0 0 0 76,617 76,086 76,617 76,086 12,845 13,376
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,078)
0 0 0 1,805 1,802 1,805 1,802 273 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.6 85.0 85.6 85.0 14.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,157
COMMITMENTS
0 1,196 604 191,802 188,741 192,406 190,541 6,751 8,616
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,744)
0 -1,359 604 300 3,374 904 2,619 1,840 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.3 96.3 94.8 96.6 95.7 3.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 1 23 29 24 31
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,753
COMMITMENTS
0 416 0 170,818 178,998 170,818 179,414 11,935 3,339
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 317)
0 160 0 717 250 717 410 -400 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 93.5 97.9 93.5 98.2 6.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 20 20 20 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,226
COMMITMENTS
0 0 0 79,575 82,483 79,575 82,483 5,651 2,743
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,430)
0 0 0 2,813 2,023 2,813 2,023 -383 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 96.8 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,666
COMMITMENTS
4,002 0 149 22,542 26,174 26,693 26,323 1,973 2,343
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 4,751)
31 0 -31 4,925 4,782 4,925 4,751 -174 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 0.5 78.6 91.3 93.1 91.8 6.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 1 10 10 14 11
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,222
COMMITMENTS
5,798 0 84 199,303 202,632 205,185 202,716 8,037 10,506
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,323)
830 0 84 -811 1,395 103 1,479 2,220 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 93.5 95.0 96.2 95.1 3.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 1 11 17 15 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 168,598
COMMITMENTS
5,071 0 0 154,754 160,767 159,825 160,767 8,773 7,831
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -39)
35 0 0 634 1,284 669 1,284 -708 -1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 91.8 95.4 94.8 95.4 5.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 0 0 32 33 34 33
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,210
COMMITMENTS
1,309 0 0 50,530 50,183 51,839 50,183 1,371 3,027
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 962)
0 0 0 962 838 962 838 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 95.0 94.3 97.4 94.3 2.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 12 15 14 15
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 234,487
COMMITMENTS
3,143 3,414 0 225,611 222,962 228,754 226,376 5,733 8,111
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,894)
-211 -59 -214 2,540 2,141 2,115 1,868 779 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.5 0.0 96.2 95.1 97.6 96.5 2.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 0 31 33 33 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 112,253
COMMITMENTS
0 0 0 108,732 108,290 108,732 108,290 3,521 3,963
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,646)
0 0 0 3,195 3,584 3,195 3,584 451 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 96.5 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 24 26 24 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 119,997
COMMITMENTS
0 0 0 111,309 115,320 111,309 115,320 8,688 4,677
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 5,716)
0 0 0 4,772 6,898 4,772 6,898 944 -1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 96.1 92.8 96.1 7.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 13 19 13 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 36,338
COMMITMENTS
248 0 0 33,190 34,190 33,438 34,190 2,900 2,148
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,317)
0 0 0 3,162 4,348 3,162 4,348 155 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 91.3 94.1 92.0 94.1 8.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 12 18 13 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 338,782
COMMITMENTS
426 0 0 327,191 332,430 327,617 332,430 11,165 6,352
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 5,000)
426 0 0 4,349 5,121 4,775 5,121 225 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.6 98.1 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 29 23 30 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,302
COMMITMENTS
0 0 0 90,193 96,568 90,193 96,568 8,109 1,734
CHANGES FROM 12/08/20 (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 0.0 0.0 91.8 98.2 91.8 98.2 8.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 12,859
COMMITMENTS
744 0 0 11,774 12,735 12,518 12,735 341 124
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 91.6 99.0 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 6 13 8 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 177,192
COMMITMENTS
0 307 0 170,917 171,901 170,917 172,208 6,275 4,984
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,372)
0 307 0 3,184 3,003 3,184 3,310 188 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.5 97.0 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 16 25 16 26
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 4,745
COMMITMENTS
594 726 0 3,785 3,975 4,379 4,701 366 44
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 15.3 0.0 79.8 83.8 92.3 99.1 7.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 5 0 14 11 19 16
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,752
COMMITMENTS
5,172 822 1,210 27,345 31,720 33,727 33,752 25 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 676)
-45 -80 90 631 666 676 676 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 2.4 3.6 81.0 94.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 5 23 25 31 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 30,863
COMMITMENTS
4,255 1,840 910 25,698 28,113 30,863 30,863 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 642)
80 550 75 487 17 642 642 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 6.0 2.9 83.3 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 5 20 19 26 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 134,779
COMMITMENTS
23,354 4,652 2,532 108,507 127,316 134,393 134,500 386 279
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,983)
995 -68 47 2,190 2,991 3,232 2,970 -249 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 3.5 1.9 80.5 94.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 10 12 34 38 51 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,589
COMMITMENTS
6,143 517 1,969 51,477 57,053 59,589 59,539 0 50
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,585)
265 27 -60 1,380 1,613 1,585 1,580 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.9 3.3 86.4 95.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 5 6 23 27 33 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 32,982
COMMITMENTS
300 2,009 150 32,532 30,823 32,982 32,982 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 579)
0 -132 0 579 711 579 579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.1 0.5 98.6 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 2 14 13 17 18
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 50,105
COMMITMENTS
14,340 5,338 1,498 33,944 42,792 49,782 49,628 323 477
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -588)
110 10 7 -705 -603 -588 -586 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 10.7 3.0 67.7 85.4 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 3 24 24 30 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,263
COMMITMENTS
19,886 4,726 2,255 42,832 57,917 64,973 64,898 290 365
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -673)
171 130 21 -857 -823 -665 -672 -8 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 7.2 3.5 65.6 88.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 4 3 26 24 35 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,801
COMMITMENTS
1,246 723 1,824 60,360 61,254 63,430 63,801 371 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 372)
-60 0 60 372 312 372 372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.1 2.9 94.6 96.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 28 28 32 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,309
COMMITMENTS
1,115 957 2,186 79,632 80,131 82,933 83,274 376 35
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 816)
-61 0 60 817 756 816 816 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.1 2.6 95.6 96.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 3 30 26 33 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,399
COMMITMENTS
75 195 0 36,312 35,601 36,387 35,796 12 603
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 590)
0 0 0 590 590 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 99.8 97.8 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 19 17 21 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,639
COMMITMENTS
1,560 750 0 26,728 27,837 28,288 28,587 351 52
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,290)
0 0 0 2,290 2,530 2,290 2,530 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.6 0.0 93.3 97.2 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 0 20 19 22 22
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,463
COMMITMENTS
1,875 132 300 24,211 26,031 26,386 26,463 77 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.5 1.1 91.5 98.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 14 12 17 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 99,843
COMMITMENTS
9,876 3,653 2,097 87,330 93,905 99,303 99,655 540 188
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 4,452)
165 151 22 4,195 4,255 4,382 4,428 70 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.7 2.1 87.5 94.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 7 10 44 33 59 47
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 17,475
COMMITMENTS
50 25 0 16,393 16,910 16,443 16,935 1,032 540
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.0 93.8 96.8 94.1 96.9 5.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 13 15 14
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,932
COMMITMENTS
50 25 0 13,970 14,307 14,020 14,332 912 600
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 93.6 95.8 93.9 96.0 6.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 12 14 13
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,397
COMMITMENTS
25 1,553 0 26,192 24,844 26,217 26,397 180 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -15)
0 60 0 -135 -75 -135 -15 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.9 0.0 99.2 94.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 18 14 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,118
COMMITMENTS
25 1,553 0 25,913 24,565 25,938 26,118 180 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -67)
0 60 0 -187 -127 -187 -67 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.9 0.0 99.2 94.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 18 14 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,270
COMMITMENTS
3,288 1,725 150 59,540 60,712 62,978 62,587 292 683
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,306)
160 0 0 3,146 3,006 3,306 3,006 0 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.7 0.2 94.1 96.0 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 3 23 22 29 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,559
COMMITMENTS
125 135 0 39,137 38,804 39,262 38,939 297 620
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,027)
0 0 0 1,027 1,027 1,027 1,027 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 98.9 98.1 99.2 98.4 0.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 20 18 22 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,235
COMMITMENTS
292 1,830 20 40,505 39,218 40,817 41,068 418 167
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 351)
17 240 15 319 79 351 334 0 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.4 0.0 98.2 95.1 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 8 1 23 23 25 32
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,152
COMMITMENTS
1,943 0 85 53,301 55,797 55,329 55,882 823 270
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 650)
0 0 0 650 650 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.2 94.9 99.4 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 22 18 25 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,800
COMMITMENTS
2,266 125 261 56,733 59,229 59,260 59,615 540 185
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 565)
50 0 0 515 565 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.4 94.9 99.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 2 26 19 30 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 88,884
COMMITMENTS
2,507 1,117 2,071 84,138 85,586 88,716 88,774 168 110
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 397)
85 -10 -25 337 432 397 397 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.3 2.3 94.7 96.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 25 23 28 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,752
COMMITMENTS
3,318 2,097 3,720 98,330 99,867 105,368 105,684 384 68
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 82)
173 -440 139 -181 346 131 45 -49 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.0 3.5 93.0 94.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 10 8 32 33 43 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,709
COMMITMENTS
1,036 3,584 125 52,528 49,910 53,689 53,619 20 90
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,064)
121 54 75 868 935 1,064 1,064 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.7 0.2 97.8 92.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 19 14 23 18
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 45,595
COMMITMENTS
300 1,500 0 45,295 44,095 45,595 45,595 0 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,185)
0 -300 0 1,185 1,485 1,185 1,185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.3 0.0 99.3 96.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 15 12 16 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| 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: 55,518
COMMITMENTS
908 1,922 259 54,241 53,227 55,408 55,408 110 110
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,541)
120 406 0 2,550 2,210 2,670 2,616 -129 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.5 0.5 97.7 95.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 3 22 21 27 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 62,697
COMMITMENTS
1,505 5,512 289 60,171 56,566 61,965 62,367 732 330
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,747)
248 450 0 2,509 2,297 2,757 2,747 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.8 0.5 96.0 90.2 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 3 21 23 28 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,344
COMMITMENTS
50 3,285 164 24,823 21,783 25,037 25,232 307 112
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 57)
50 2 0 -25 55 25 57 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.0 0.6 97.9 85.9 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 16 14 18 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,740
COMMITMENTS
50 1,300 0 22,283 21,402 22,333 22,702 407 38
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 55)
50 0 0 -25 55 25 55 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 0.0 98.0 94.1 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 14 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,886
COMMITMENTS
1,489 818 912 24,859 25,502 27,260 27,232 626 654
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 210)
-310 340 140 380 -265 210 215 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.9 3.3 89.1 91.5 97.8 97.7 2.2 2.3
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 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,312
COMMITMENTS
441 1,079 457 15,517 15,462 16,415 16,998 897 314
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 946)
-50 530 40 896 386 886 956 60 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.2 2.6 89.6 89.3 94.8 98.2 5.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 4 14 12 18 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,160
COMMITMENTS
4,124 7,321 1,424 47,471 44,399 53,019 53,144 141 16
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,186)
95 40 -20 1,101 1,166 1,176 1,186 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.8 2.7 89.3 83.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 6 6 27 27 36 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,849
COMMITMENTS
1,395 3,459 1,062 29,032 27,056 31,489 31,577 360 272
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 404)
80 300 0 314 134 394 434 10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.9 3.3 91.2 85.0 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 3 21 21 25 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,425
COMMITMENTS
1,366 0 89 14,940 16,309 16,395 16,398 30 27
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 108)
-21 0 71 58 37 108 108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.5 91.0 99.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 19 16 23 18
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,060
COMMITMENTS
2,685 0 100 19,247 21,960 22,032 22,060 28 0
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 635)
560 0 25 35 730 620 755 15 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.5 87.2 99.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 0 1 14 12 19 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,162
COMMITMENTS
775 0 215 8,840 9,842 9,830 10,057 332 105
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 2.1 87.0 96.9 96.7 99.0 3.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 3 14 13 18 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,512
COMMITMENTS
580 0 310 8,344 9,087 9,234 9,397 278 115
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 3.3 87.7 95.5 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 2 14 13 18 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,935
COMMITMENTS
1,500 0 2,450 46,785 48,475 50,735 50,925 200 10
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,400)
0 0 0 1,400 1,400 1,400 1,400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 4.8 91.9 95.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 20 15 25 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,325
COMMITMENTS
1,480 0 2,375 47,270 48,940 51,125 51,315 200 10
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,410)
0 0 0 1,410 1,410 1,410 1,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 4.6 92.1 95.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 20 15 25 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,461
COMMITMENTS
1,365 9,222 1,789 111,924 104,413 115,078 115,424 383 37
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,640)
75 270 -75 2,460 2,445 2,460 2,640 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.0 1.5 96.9 90.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 10 7 38 31 48 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,728
COMMITMENTS
1,715 8,544 3,065 118,809 112,079 123,589 123,688 139 40
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,673)
-195 378 -54 3,912 3,349 3,663 3,673 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.9 2.5 96.0 90.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 10 9 42 35 54 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 589,228
COMMITMENTS
42,298 19,529 67,936 478,712 501,519 588,946 588,984 282 244
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -14,168)
4,806 -1,161 -1,670 -17,121 -11,292 -13,984 -14,123 -184 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.3 11.5 81.2 85.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
24 27 30 53 52 91 95
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,305
COMMITMENTS
2,805 600 95 12,275 14,530 15,175 15,225 130 80
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.9 0.6 80.2 94.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 16 22 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,891
COMMITMENTS
2,515 600 95 10,051 12,056 12,661 12,751 230 140
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 4.7 0.7 78.0 93.5 98.2 98.9 1.8 1.1
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 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,731
COMMITMENTS
900 0 0 7,831 8,701 8,731 8,701 0 30
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 370)
350 0 0 25 370 375 370 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 89.7 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 0 23 18 28 18
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,086
COMMITMENTS
284 409 235 5,976 5,598 6,495 6,242 591 844
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 163)
-12 195 -11 182 -4 159 180 4 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 5.8 3.3 84.3 79.0 91.7 88.1 8.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 5 32 33 38 39
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,169
COMMITMENTS
1,622 63 160 31,305 32,830 33,087 33,053 82 116
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 794)
312 -54 0 542 848 854 794 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 0.5 94.4 99.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 1 41 39 44 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 22,217
COMMITMENTS
1,135 0 15 21,007 21,712 22,157 21,727 60 490
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 250)
200 0 0 36 488 236 488 14 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.1 94.6 97.7 99.7 97.8 0.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 1 23 28 27 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,084
COMMITMENTS
209 61 420 11,167 10,837 11,796 11,318 288 766
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 639)
12 -30 20 592 619 624 609 15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 3.5 92.4 89.7 97.6 93.7 2.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 1 3 38 36 44 39
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,804
COMMITMENTS
20 197 93 6,326 6,369 6,439 6,659 365 145
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,041)
0 50 0 1,061 1,001 1,061 1,051 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.9 1.4 93.0 93.6 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 14 19 16 22
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,584
COMMITMENTS
585 1,477 60 26,910 25,991 27,555 27,528 29 56
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,734)
-255 440 5 1,984 1,289 1,734 1,734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.4 0.2 97.6 94.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 3 1 32 41 34 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,735
COMMITMENTS
9,443 984 1,439 48,397 56,906 59,279 59,329 456 406
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,379)
2,210 -492 281 -352 2,360 2,139 2,149 240 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 1.6 2.4 81.0 95.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
10 8 9 72 71 88 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,576
COMMITMENTS
174 37 42 1,502 1,907 1,718 1,986 858 590
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 165)
-32 9 -24 115 73 59 58 106 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.4 1.6 58.3 74.0 66.7 77.1 33.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 16 17 20 19
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 16,805
COMMITMENTS
0 0 0 16,805 16,775 16,805 16,775 0 30
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 760)
0 0 0 760 760 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 14 14 14
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 97,771
COMMITMENTS
47,971 752 19,867 23,010 60,526 90,848 81,145 6,923 16,625
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,319)
-302 -21 1,041 1,357 1,070 2,096 2,089 223 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 0.8 20.3 23.5 61.9 92.9 83.0 7.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 7 10 10 18 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 50,748
COMMITMENTS
30 0 0 49,008 48,714 49,038 48,714 1,710 2,034
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 531)
-20 0 0 446 171 426 171 105 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.6 96.0 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 25 31 26 31
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 20,372
COMMITMENTS
0 0 0 20,336 20,253 20,336 20,253 36 119
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 720)
0 0 0 720 688 720 688 0 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 18 16 18
Updated December 18, 2020