CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 42,044
COMMITMENTS
4,499 16,160 240 37,223 25,569 41,962 41,969 82 75
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -195)
-20 45 15 -190 -255 -195 -195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 38.4 0.6 88.5 60.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 8 4 15 18 23 27
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 147,289
COMMITMENTS
42,146 18,672 4,516 100,627 124,101 147,289 147,289 0 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 100)
0 0 100 0 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 12.7 3.1 68.3 84.3 100.0 100.0 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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 160,960
COMMITMENTS
20,500 28,219 4,417 136,033 128,323 160,950 160,960 10 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 4,449)
-94 200 894 3,649 3,355 4,449 4,449 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 17.5 2.7 84.5 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 5 6 20 12 29 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 111,988
COMMITMENTS
49,671 31,596 4,536 57,113 75,728 111,320 111,861 668 128
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 820)
214 -140 230 412 730 856 820 -36 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 28.2 4.1 51.0 67.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
25 8 10 25 22 53 38
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,501
COMMITMENTS
4,879 2,984 1,936 24,650 26,580 31,465 31,500 36 1
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 -1 0 0 0 0 -1 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.5 6.1 78.3 84.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 2 1 14 12 22 15
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 21,091
COMMITMENTS
75 16,364 650 20,366 4,077 21,091 21,091 0 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 225)
-25 125 100 150 0 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 77.6 3.1 96.6 19.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 1 12 3 15 8
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 17,173
COMMITMENTS
2,015 3,260 225 14,933 13,688 17,173 17,173 0 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 19.0 1.3 87.0 79.7 100.0 100.0 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 01/05/21 |
--------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/05/21 |
--------------------------------------------------------------| 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 12/29/20 (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 8 13 11
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,321
COMMITMENTS
20,167 15,071 4,000 24,154 29,250 48,321 48,321 0 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
-2,124 251 -251 2,375 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 31.2 8.3 50.0 60.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 3 17 13 23 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,651
COMMITMENTS
7,883 0 59 24,895 33,592 32,836 33,650 815 1
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 632)
-46 0 59 619 573 632 632 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.0 0.2 74.0 99.8 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 0 1 12 10 20 11
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,000
COMMITMENTS
120 167 30 7,811 7,803 7,961 8,000 39 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -1,763)
0 -21 25 -1,759 -1,747 -1,734 -1,743 -29 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.1 0.4 97.6 97.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 14 18 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,328
COMMITMENTS
5,758 525 227 16,275 21,554 22,260 22,306 68 22
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -8,848)
-258 427 -546 -8,075 -8,751 -8,879 -8,870 31 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 2.4 1.0 72.9 96.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 3 27 34 32 38
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 14,584
COMMITMENTS
125 4,427 0 13,712 10,153 13,837 14,580 747 4
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -6,006)
21 -202 -315 -5,721 -5,491 -6,015 -6,008 9 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 30.4 0.0 94.0 69.6 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 18 17 19 20
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,019
COMMITMENTS
0 383 439 3,427 3,051 3,866 3,873 153 146
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -243)
0 59 0 -220 -302 -220 -243 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 10.9 85.3 75.9 96.2 96.4 3.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 12 11 14 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,227,975
COMMITMENTS
1002271 22,890 466,394 4713374 5718069 6182039 6207353 45,936 20,622
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -359,747)
26,473 -26,456 -65,003 -318,259 -245,996 -356,789 -337,455 -2,958 -22,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.4 7.5 75.7 91.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
54 17 51 147 124 214 179
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,392,064
COMMITMENTS
42,623 16,288 471,354 874,743 901,767 1388719 1389409 3,344 2,655
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 5,953)
-17,708 -545 5,180 21,947 3,056 9,419 7,691 -3,466 -1,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.2 33.9 62.8 64.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 15 26 50 48 78 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,599
COMMITMENTS
1,284 1,966 124 182,209 194,800 183,617 196,890 21,982 8,709
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -265)
0 130 0 -850 -3,399 -850 -3,269 585 3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 0.1 88.6 94.7 89.3 95.8 10.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 1 24 20 25 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,447
COMMITMENTS
1,763 1,656 610 135,896 129,151 138,269 131,417 7,178 14,030
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 3,987)
-1,615 1,656 -203 6,214 1,944 4,396 3,397 -409 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.1 0.4 93.4 88.8 95.1 90.4 4.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 3 22 25 27 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 290,135
COMMITMENTS
7,619 3,045 2,759 267,174 270,935 277,552 276,739 12,583 13,396
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 5,989)
-1,208 231 1,991 4,245 2,239 5,028 4,461 961 1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.0 1.0 92.1 93.4 95.7 95.4 4.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 4 5 28 33 39 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,033,346
COMMITMENTS
1,743 7,236 1,127 1021326 1021079 1024196 1029442 9,150 3,904
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -52,184)
-3,654 -88 -684 -49,516 -52,246 -53,854 -53,018 1,670 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.1 98.8 98.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 2 41 24 46 27
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,757
COMMITMENTS
12,225 5,459 492 351,554 361,262 364,271 367,213 17,486 14,544
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,792)
265 604 -238 1,034 1,349 1,061 1,715 731 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 0.1 92.1 94.6 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 4 3 43 33 50 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 621,692
COMMITMENTS
4,843 0 1,029 607,099 614,603 612,971 615,632 8,721 6,060
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 3,016)
-535 0 -112 2,330 -745 1,683 -857 1,333 3,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 97.7 98.9 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 0 1 38 43 42 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 483,669
COMMITMENTS
0 1,176 0 474,859 465,368 474,859 466,544 8,810 17,125
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -5,235)
0 32 0 -5,135 -7,113 -5,135 -7,081 -100 1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.2 96.2 98.2 96.5 1.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 2 0 34 31 34 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,027
COMMITMENTS
0 0 0 91,720 93,648 91,720 93,648 6,307 4,379
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -21)
0 0 0 -638 260 -638 260 617 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 95.5 93.6 95.5 6.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 19 14 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,380
COMMITMENTS
1,364 0 0 22,582 24,101 23,946 24,101 434 279
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 92.6 98.9 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 0 24 18 27 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 351,289
COMMITMENTS
2,180 3,057 1,238 333,098 342,986 336,516 347,281 14,773 4,008
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 385)
0 977 -365 -4,975 -782 -5,340 -170 5,725 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.9 0.4 94.8 97.6 95.8 98.9 4.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 2 27 30 30 33
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,965
COMMITMENTS
0 341 0 171,539 174,721 171,539 175,062 10,426 6,903
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 605)
0 0 0 36 605 36 605 569 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.3 96.0 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 20 20 20 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,999
COMMITMENTS
0 7,824 0 255,420 248,543 255,420 256,367 4,579 3,632
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,536)
0 360 0 389 1,114 389 1,474 1,147 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.2 95.6 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 23 17 23 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,270
COMMITMENTS
5,454 0 0 26,477 33,030 31,931 33,030 2,339 1,240
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
-813 0 0 -62 0 -875 0 875 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 77.3 96.4 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 0 0 14 20 19 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 621,599
COMMITMENTS
9,207 11,050 5,807 595,606 599,620 610,620 616,477 10,979 5,122
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 5,298)
439 514 900 981 4,726 2,320 6,140 2,978 -842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.8 0.9 95.8 96.5 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
4 10 7 55 44 64 56
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 217,959
COMMITMENTS
2,200 0 581 206,202 214,502 208,983 215,083 8,976 2,876
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 4,356)
-1,014 0 256 426 3,114 -332 3,370 4,688 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 94.6 98.4 95.9 98.7 4.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 21 21 24 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 198,766
COMMITMENTS
10,352 3,677 0 178,129 189,913 188,481 193,590 10,285 5,176
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,792)
-527 0 0 -4,076 -575 -4,603 -575 7,395 3,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.8 0.0 89.6 95.5 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 4 0 34 33 38 37
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,471
COMMITMENTS
20,616 7,645 248 184,437 196,866 205,301 204,759 4,170 4,712
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,364)
-1,658 0 0 752 -1,263 -906 -1,263 3,270 3,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.6 0.1 88.0 94.0 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
5 6 2 46 46 53 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,046
COMMITMENTS
3,906 0 155 115,571 119,248 119,632 119,403 1,414 1,643
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,668)
0 0 0 1,668 1,141 1,668 1,141 0 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.1 95.5 98.5 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 1 26 27 30 28
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 22,998
COMMITMENTS
0 0 0 22,018 20,951 22,018 20,951 980 2,047
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 708)
0 0 0 708 677 708 677 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 91.1 95.7 91.1 4.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 13 16 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 240,931
COMMITMENTS
7,673 1,892 938 226,677 233,343 235,288 236,173 5,643 4,758
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -269)
315 69 -428 145 -1,286 32 -1,645 -301 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.8 0.4 94.1 96.9 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 3 33 35 38 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,480
COMMITMENTS
0 0 0 131,810 131,063 131,810 131,063 670 1,417
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,141)
0 0 0 2,141 1,676 2,141 1,676 0 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 98.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 12 22 12 22
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,158
COMMITMENTS
0 394 0 78,494 76,956 78,494 77,350 11,664 12,808
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 400)
0 -56 0 1,374 -527 1,374 -583 -974 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 87.1 85.4 87.1 85.8 12.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 19 17 19 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,066
COMMITMENTS
217 1,391 0 201,196 199,708 201,413 201,099 6,653 6,967
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 3,424)
0 511 -604 4,351 5,429 3,747 5,336 -323 -1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 0.0 96.7 96.0 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 0 26 32 27 34
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,875
COMMITMENTS
0 0 0 30,991 33,720 30,991 33,720 4,884 2,155
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 12)
0 0 0 235 -44 235 -44 -223 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.4 94.0 86.4 94.0 13.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 15 12 15
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,313
COMMITMENTS
0 1,095 0 186,633 186,608 186,633 187,703 5,680 4,610
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,247)
0 -28 0 1,041 1,022 1,041 994 206 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 97.0 97.0 97.0 97.6 3.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 0 21 22 21 25
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,500
COMMITMENTS
0 0 0 82,622 84,477 82,622 84,477 5,878 4,023
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 394)
0 0 0 432 81 432 81 -38 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 95.5 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 18 16 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,847
COMMITMENTS
3,807 450 264 25,997 29,294 30,068 30,008 2,779 2,839
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,807)
-465 450 31 2,838 1,948 2,404 2,429 403 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 1.4 0.8 79.1 89.2 91.5 91.4 8.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 11 11 16 13
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 223,772
COMMITMENTS
5,523 0 0 209,973 203,857 215,496 203,857 8,276 19,915
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 547)
-527 0 -62 -185 342 -774 280 1,321 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 93.8 91.1 96.3 91.1 3.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 0 13 20 16 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,409
COMMITMENTS
5,709 1,452 763 151,281 157,711 157,753 159,926 8,656 6,483
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 625)
0 19 0 -17 -689 -17 -670 642 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.9 0.5 90.9 94.8 94.8 96.1 5.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 1 32 30 36 33
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,947
COMMITMENTS
1,185 0 124 53,531 52,223 54,840 52,347 3,107 5,600
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -31)
-62 0 62 -1,705 -2,604 -1,705 -2,542 1,674 2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.2 92.4 90.1 94.6 90.3 5.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 15 17 17 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 245,697
COMMITMENTS
3,205 4,375 0 231,912 231,184 235,117 235,559 10,580 10,138
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 129)
0 133 0 -4,289 -631 -4,289 -498 4,418 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 0.0 94.4 94.1 95.7 95.9 4.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 0 30 33 32 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 119,484
COMMITMENTS
0 0 0 115,668 114,103 115,668 114,103 3,816 5,381
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,288)
0 0 0 2,349 1,882 2,349 1,882 -61 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 95.5 96.8 95.5 3.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 26 24 26 24
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 121,094
COMMITMENTS
0 0 0 111,938 116,749 111,938 116,749 9,156 4,345
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -5)
0 0 0 -532 513 -532 513 527 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 96.4 92.4 96.4 7.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 14 18 14 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,982
COMMITMENTS
248 0 0 36,462 36,625 36,710 36,625 3,272 3,357
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 420)
0 0 0 358 -665 358 -665 62 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 91.2 91.6 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 13 22 14 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 347,943
COMMITMENTS
426 2,027 112 334,347 338,935 334,885 341,074 13,058 6,869
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 977)
0 62 -62 619 977 557 977 420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.0 96.1 97.4 96.2 98.0 3.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 29 23 31 26
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 102,993
COMMITMENTS
0 0 0 94,456 100,831 94,456 100,831 8,537 2,162
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,646)
0 0 0 2,646 2,646 2,646 2,646 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 97.9 91.7 97.9 8.3 2.1
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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 16,328
COMMITMENTS
1,147 0 0 14,564 15,150 15,711 15,150 617 1,178
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -28 -899 -28 -899 28 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 89.2 92.8 96.2 92.8 3.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 13 10 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 182,056
COMMITMENTS
0 580 0 174,941 174,273 174,941 174,853 7,115 7,203
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,807)
0 56 0 1,781 1,947 1,781 2,003 1,026 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.1 95.7 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 18 25 18 26
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 4,745
COMMITMENTS
550 726 0 3,785 3,843 4,335 4,569 410 176
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
-44 0 0 0 -132 -44 -132 44 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.3 0.0 79.8 81.0 91.4 96.3 8.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 5 0 14 11 18 16
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,296
COMMITMENTS
3,723 1,267 1,680 27,873 30,349 33,276 33,296 20 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -995)
-1,069 540 75 -1 -1,610 -995 -995 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.8 5.0 83.7 91.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 7 21 23 30 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 30,867
COMMITMENTS
2,905 1,635 1,750 26,212 27,482 30,867 30,867 0 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -1,364)
-1,225 210 415 -554 -1,989 -1,364 -1,364 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.3 5.7 84.9 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 7 19 17 26 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 135,792
COMMITMENTS
22,996 4,574 2,448 109,690 128,300 135,134 135,322 658 470
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -143)
50 223 -101 -430 -210 -481 -88 338 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.4 1.8 80.8 94.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 8 11 36 38 53 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,438
COMMITMENTS
5,261 727 2,070 53,107 57,596 60,438 60,393 0 45
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 208)
-84 193 7 285 13 208 213 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.2 3.4 87.9 95.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 5 7 25 27 35 37
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 33,762
COMMITMENTS
375 2,159 150 33,237 31,453 33,762 33,762 0 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 75)
75 150 0 0 -75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.4 0.4 98.4 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 6 2 14 14 17 20
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 50,481
COMMITMENTS
14,520 5,354 1,347 34,262 43,192 50,129 49,893 352 588
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 223)
2 -10 10 257 -30 269 -30 -46 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 10.6 2.7 67.9 85.6 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 3 22 25 28 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 65,697
COMMITMENTS
19,808 5,033 1,958 43,162 58,174 64,928 65,165 769 532
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 195)
-28 30 5 -151 -2 -174 33 369 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.7 3.0 65.7 88.5 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 3 24 25 32 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,611
COMMITMENTS
1,444 723 1,824 61,765 62,579 65,033 65,126 578 485
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,053)
80 0 0 766 568 846 568 207 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 2.8 94.1 95.4 99.1 99.3 0.9 0.7
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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,185
COMMITMENTS
1,569 957 2,186 81,649 82,467 85,404 85,610 781 575
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,782)
84 0 0 1,293 1,267 1,377 1,267 405 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.1 2.5 94.7 95.7 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 3 29 25 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,510
COMMITMENTS
75 195 0 36,418 35,616 36,493 35,811 17 699
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 20 25 20 25 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 99.7 97.6 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 19 18 21 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,857
COMMITMENTS
1,560 750 0 26,946 28,034 28,506 28,784 351 73
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 141)
0 0 0 141 78 141 78 0 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.6 0.0 93.4 97.1 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 0 21 18 23 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,188
COMMITMENTS
1,875 132 300 23,936 25,756 26,111 26,188 77 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 1.1 91.4 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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 101,917
COMMITMENTS
11,138 3,317 2,568 87,738 95,900 101,444 101,785 473 132
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 788)
45 -280 316 429 753 789 788 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.3 2.5 86.1 94.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 9 10 45 35 61 50
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 01/05/21 |
--------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 26,448
COMMITMENTS
25 2,093 0 26,303 24,355 26,328 26,448 120 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 195)
0 0 0 255 195 255 195 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.9 0.0 99.5 92.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 18 15 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,135
COMMITMENTS
25 2,093 0 25,990 24,042 26,015 26,135 120 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 195)
0 0 0 255 195 255 195 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.0 0.0 99.4 92.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 18 15 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,712
COMMITMENTS
4,028 1,525 350 59,042 61,154 63,420 63,029 292 683
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 395)
200 -200 200 -5 395 395 395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.4 0.5 92.7 96.0 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 3 23 22 30 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,400
COMMITMENTS
225 135 0 40,131 39,549 40,356 39,684 44 716
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.3 0.0 99.3 97.9 99.9 98.2 0.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 22 20 24 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,678
COMMITMENTS
327 1,910 20 40,913 39,727 41,260 41,657 418 21
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 331)
25 0 0 306 327 331 327 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.6 0.0 98.2 95.3 99.0 99.9 1.0 0.1
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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,747
COMMITMENTS
2,167 0 85 54,367 57,392 56,619 57,477 1,128 270
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 299)
4 0 0 -10 299 -6 299 305 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.1 94.1 99.4 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 21 18 24 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,780
COMMITMENTS
2,478 135 261 58,206 61,199 60,945 61,595 835 185
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 428)
0 10 0 143 418 143 428 285 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.4 94.2 99.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 2 25 19 29 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 90,081
COMMITMENTS
2,703 762 2,018 85,192 87,231 89,913 90,011 168 70
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 78)
575 -5 -284 -213 357 78 68 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 2.2 94.6 96.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 25 24 29 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,593
COMMITMENTS
4,079 1,422 3,615 99,435 102,460 107,129 107,497 464 96
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 997)
989 -372 69 -99 1,302 959 999 38 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.3 3.4 92.4 95.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 10 11 30 32 43 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 59,031
COMMITMENTS
1,016 4,685 171 57,824 54,130 59,011 58,986 20 45
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,409)
0 15 -6 2,415 2,400 2,409 2,409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.9 0.3 98.0 91.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 4 21 15 26 21
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 45,995
COMMITMENTS
375 1,750 0 45,620 44,245 45,995 45,995 0 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 25)
75 250 -150 100 -75 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.8 0.0 99.2 96.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 0 15 12 17 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| 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: 55,907
COMMITMENTS
623 1,986 268 54,906 53,573 55,797 55,827 110 80
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 455)
1 0 -1 455 464 455 463 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.6 0.5 98.2 95.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 3 23 23 27 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,427
COMMITMENTS
1,151 5,450 331 61,017 57,353 62,499 63,134 928 293
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 798)
-50 0 35 792 778 777 813 21 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.6 0.5 96.2 90.4 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 4 21 23 28 30
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,406
COMMITMENTS
50 3,287 164 24,699 21,551 24,913 25,002 493 404
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 10)
0 0 0 -140 -267 -140 -267 150 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.9 0.6 97.2 84.8 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 15 14 17 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,956
COMMITMENTS
50 1,300 0 22,313 21,398 22,363 22,698 593 258
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 175)
0 0 0 15 -45 15 -45 160 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.7 0.0 97.2 93.2 97.4 98.9 2.6 1.1
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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,223
COMMITMENTS
1,464 1,152 813 25,334 25,637 27,611 27,602 612 621
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 105)
0 113 -35 154 80 119 158 -14 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.1 2.9 89.8 90.8 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 4 19 18 24 23
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,962
COMMITMENTS
661 1,069 437 16,118 16,171 17,216 17,677 746 285
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 12)
-10 0 2 13 10 5 12 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.0 2.4 89.7 90.0 95.8 98.4 4.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 4 15 13 19 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,586
COMMITMENTS
4,485 7,306 1,588 47,367 44,595 53,440 53,489 146 97
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 337)
79 5 299 -36 -46 342 258 -5 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.6 3.0 88.4 83.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 32,051
COMMITMENTS
1,210 3,451 1,237 29,107 27,023 31,554 31,711 497 340
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -126)
-95 0 200 -346 -394 -241 -194 115 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 10.8 3.9 90.8 84.3 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 20 20 24 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,686
COMMITMENTS
1,673 142 100 14,898 16,417 16,671 16,659 15 27
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -620)
-58 67 -67 -480 -620 -605 -620 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.9 0.6 89.3 98.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 17 14 20 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,616
COMMITMENTS
2,660 0 100 18,781 21,516 21,541 21,616 75 0
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -609)
-25 0 0 -631 -609 -656 -609 47 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.5 86.9 99.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 15 11 20 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,629
COMMITMENTS
775 450 215 9,233 9,649 10,223 10,314 406 315
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -74 -215 -74 -215 74 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.2 2.0 86.9 90.8 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 15 14 19 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,866
COMMITMENTS
580 350 310 8,644 8,881 9,534 9,541 332 325
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -54 -215 -54 -215 54 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.5 3.1 87.6 90.0 96.6 96.7 3.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 2 14 14 18 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,255
COMMITMENTS
1,700 0 2,450 46,655 48,660 50,805 51,110 450 145
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -250 -135 -250 -135 250 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 4.8 91.0 94.9 99.1 99.7 0.9 0.3
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 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,645
COMMITMENTS
1,780 0 2,375 46,560 49,155 50,715 51,530 930 115
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -730 -105 -730 -105 730 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 4.6 90.2 95.2 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 0 1 20 15 26 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,390
COMMITMENTS
1,410 9,257 1,964 112,481 104,110 115,855 115,331 535 1,059
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 15)
40 -21 -19 -168 -967 -147 -1,007 162 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.0 1.7 96.6 89.4 99.5 99.1 0.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 10 7 38 32 48 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,016
COMMITMENTS
1,920 8,103 3,336 119,195 112,580 124,451 124,019 565 997
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 421)
112 -106 4 -131 -415 -15 -517 436 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.5 2.7 95.3 90.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 10 10 43 38 57 51
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 520,312
COMMITMENTS
38,866 20,125 51,529 429,434 447,050 519,829 518,703 483 1,609
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -4,667)
1,301 1,586 -3,308 -2,762 -4,202 -4,770 -5,923 102 1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.9 9.9 82.5 85.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
29 23 33 51 52 92 96
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,220
COMMITMENTS
2,805 600 95 12,135 14,025 15,035 14,720 185 500
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -55 -420 -55 -420 55 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 3.9 0.6 79.7 92.1 98.8 96.7 1.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 17 16 21 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,806
COMMITMENTS
2,515 600 95 9,921 11,551 12,531 12,246 275 560
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -45 -420 -45 -420 45 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 4.7 0.7 77.5 90.2 97.9 95.6 2.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 16 15 20 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 9,550
COMMITMENTS
925 0 0 8,615 9,520 9,540 9,520 10 30
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 90.2 99.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 0 24 19 29 19
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,348
COMMITMENTS
187 435 200 5,165 4,757 5,552 5,392 796 956
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -1,061)
-44 -29 -107 -1,015 -991 -1,166 -1,127 105 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.9 3.2 81.4 74.9 87.5 84.9 12.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 3 25 26 28 31
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,216
COMMITMENTS
1,327 38 160 28,655 29,942 30,142 30,140 74 76
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -4,696)
-445 -25 0 -4,243 -4,628 -4,688 -4,653 -8 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.1 0.5 94.8 99.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 1 41 34 44 35
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,299
COMMITMENTS
1,091 0 15 18,148 18,921 19,254 18,936 45 363
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -2,885)
-230 0 0 -2,665 -3,014 -2,895 -3,014 10 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.1 94.0 98.0 99.8 98.1 0.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 22 22 25 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,140
COMMITMENTS
169 80 376 10,419 10,085 10,964 10,541 176 599
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -1,719)
-40 44 -72 -1,446 -1,631 -1,558 -1,659 -161 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 3.4 93.5 90.5 98.4 94.6 1.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 1 3 38 33 43 36
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,298
COMMITMENTS
15 200 75 5,923 5,793 6,013 6,068 285 230
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -826)
-5 3 -18 -723 -821 -746 -836 -80 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.2 1.2 94.0 92.0 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 11 18 13 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 23,398
COMMITMENTS
0 1,011 159 23,231 22,218 23,390 23,388 8 10
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -7,838)
-585 -578 99 -7,346 -7,313 -7,832 -7,792 -6 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 0.7 99.3 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
0 3 1 26 39 27 42
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 54,144
COMMITMENTS
8,326 1,119 1,151 44,417 51,635 53,894 53,905 250 239
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -8,638)
-1,991 -390 1 -6,682 -8,310 -8,672 -8,699 34 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.1 2.1 82.0 95.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
9 7 9 71 64 85 75
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,201
COMMITMENTS
129 0 0 1,392 1,600 1,521 1,600 680 601
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -806)
-80 -68 -51 -566 -767 -697 -886 -109 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 63.2 72.7 69.1 72.7 30.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 15 18 17 18
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 15,174
COMMITMENTS
0 180 0 15,174 14,974 15,174 15,154 0 20
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 465)
0 180 0 465 285 465 465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 100.0 98.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 12 17 13
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 45,002
COMMITMENTS
0 0 0 43,452 43,395 43,452 43,395 1,550 1,607
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,525)
0 0 0 1,525 1,525 1,525 1,525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 96.4 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 27 28 27 28
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,107
COMMITMENTS
0 0 0 19,071 19,037 19,071 19,037 36 70
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 30)
0 0 0 30 30 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 18 16 18
Updated January 08, 2021