CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 45,710
COMMITMENTS
4,782 16,287 1,565 39,269 27,783 45,616 45,635 94 75
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 827)
226 -74 142 474 774 842 842 -15 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 35.6 3.4 85.9 60.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 8 5 18 19 29 29
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 168,110
COMMITMENTS
60,055 21,972 5,316 102,739 140,822 168,110 168,110 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 17,828)
14,209 3,000 1,150 2,469 13,678 17,828 17,828 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 13.1 3.2 61.1 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 7 5 16 16 25 27
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 181,204
COMMITMENTS
24,188 29,219 7,497 149,509 144,488 181,194 181,204 10 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 6,415)
1,011 0 1,182 4,222 5,233 6,415 6,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.1 4.1 82.5 79.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 4 7 20 12 30 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 130,756
COMMITMENTS
52,276 32,902 11,010 66,703 86,656 129,989 130,568 766 187
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 5,542)
378 -120 1,113 4,075 4,552 5,565 5,545 -24 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 25.2 8.4 51.0 66.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
30 11 16 28 24 65 44
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,221
COMMITMENTS
5,230 3,005 1,686 25,244 27,530 32,160 32,221 61 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 376)
26 25 0 350 351 376 376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 9.3 5.2 78.3 85.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 2 1 15 11 23 14
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,445
COMMITMENTS
960 16,509 600 20,885 5,336 22,445 22,445 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 25)
15 -100 -15 25 140 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 73.6 2.7 93.0 23.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 1 11 5 16 10
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 17,843
COMMITMENTS
2,115 3,374 230 15,498 14,239 17,843 17,843 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 530)
50 274 5 475 251 530 530 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 18.9 1.3 86.9 79.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 7 3 11 10 15 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 21,532
COMMITMENTS
2,795 7,170 540 18,172 13,822 21,507 21,532 25 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 100)
50 0 0 50 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 33.3 2.5 84.4 64.2 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 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 14,573
COMMITMENTS
6,865 274 300 7,408 13,999 14,573 14,573 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 809)
0 -116 300 509 625 809 809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 1.9 2.1 50.8 96.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 1 10 8 15 11
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 51,510
COMMITMENTS
21,816 14,020 5,466 24,228 32,024 51,510 51,510 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,889)
1,100 -300 615 174 1,574 1,889 1,889 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 27.2 10.6 47.0 62.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 4 16 13 24 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 35,209
COMMITMENTS
7,609 156 518 25,926 34,535 34,053 35,209 1,155 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 509)
-35 50 224 231 254 420 529 88 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.4 1.5 73.6 98.1 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 3 4 15 12 23 18
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,913
COMMITMENTS
120 0 5 8,683 8,898 8,808 8,903 105 10
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 169)
0 0 0 169 169 169 169 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.1 97.4 99.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 16 16 17 17
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,710
COMMITMENTS
7,061 1,083 682 19,842 25,834 27,585 27,599 125 111
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,102)
534 252 0 559 827 1,093 1,079 9 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 3.9 2.5 71.6 93.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 4 31 34 36 38
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,632
COMMITMENTS
125 5,738 54 18,663 13,840 18,842 19,632 790 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 967)
0 516 -50 1,017 501 967 967 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 29.2 0.3 95.1 70.5 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 20 18 23 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,781
COMMITMENTS
0 812 439 5,179 4,364 5,618 5,615 163 166
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 545)
0 230 0 535 295 535 525 10 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 7.6 89.6 75.5 97.2 97.1 2.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 2 14 12 16 16
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,297,217
COMMITMENTS
1111942 21,708 424,196 4721211 5831570 6257349 6277474 39,868 19,743
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -10,721)
45,035 -10,370 5,845 -58,756 -4,946 -7,876 -9,471 -2,845 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.3 6.7 75.0 92.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
58 16 55 155 129 225 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,464,976
COMMITMENTS
45,221 27,787 517,187 898,122 918,831 1460529 1463804 4,447 1,172
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -34,696)
-3,288 10,800 -22,245 -9,794 -21,261 -35,327 -32,706 631 -1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.9 35.3 61.3 62.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 14 25 53 49 80 76
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,692
COMMITMENTS
1,650 1,495 374 180,563 197,422 182,587 199,291 22,105 5,401
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 5,257)
0 -110 250 4,860 4,441 5,110 4,581 147 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.7 0.2 88.2 96.4 89.2 97.4 10.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 2 24 19 26 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,873
COMMITMENTS
592 2,373 862 131,940 124,610 133,394 127,845 6,479 12,028
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 772)
355 135 92 395 316 842 543 -70 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.7 0.6 94.3 89.1 95.4 91.4 4.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 22 24 26 27
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,796
COMMITMENTS
8,817 2,887 1,240 252,552 257,353 262,609 261,480 10,187 11,316
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,141)
228 -88 42 -3,829 -205 -3,559 -251 2,418 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.1 0.5 92.6 94.3 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 4 4 27 34 38 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,070,191
COMMITMENTS
4,143 7,073 2,545 1052030 1056304 1058718 1065922 11,473 4,269
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 12,458)
-250 -22 401 12,272 11,881 12,423 12,260 35 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.2 98.3 98.7 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 4 4 42 26 50 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,996
COMMITMENTS
7,842 4,820 60 345,301 346,384 353,203 351,264 15,793 17,732
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,953)
-736 320 -557 3,709 2,117 2,416 1,880 537 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.3 0.0 93.6 93.9 95.7 95.2 4.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 1 42 32 45 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 597,410
COMMITMENTS
4,486 3,017 1,423 585,990 589,820 591,899 594,260 5,511 3,150
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -554)
-151 302 185 -400 -1,664 -366 -1,177 -188 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.2 98.1 98.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 2 39 41 43 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 474,701
COMMITMENTS
3,936 1,978 158 460,790 456,339 464,884 458,475 9,817 16,226
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -121)
1,385 620 -310 -3,181 -661 -2,106 -351 1,985 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.0 97.1 96.1 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 1 33 30 34 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,071
COMMITMENTS
363 0 243 85,101 86,889 85,707 87,132 5,364 3,939
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,028)
87 0 -31 1,571 2,125 1,627 2,094 401 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.3 93.4 95.4 94.1 95.7 5.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 14 18 15 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,977
COMMITMENTS
0 0 0 23,999 24,309 23,999 24,309 978 668
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,915)
0 0 0 2,579 2,719 2,579 2,719 336 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 97.3 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 20 19 20 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 336,379
COMMITMENTS
4,258 2,526 858 323,169 329,520 328,285 332,904 8,094 3,475
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,631)
121 1,302 -36 4,514 1,265 4,599 2,531 -1,968 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 0.3 96.1 98.0 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 1 28 30 31 34
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 188,750
COMMITMENTS
0 2,467 0 177,682 179,924 177,682 182,391 11,068 6,359
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 9,981)
0 151 0 11,271 9,459 11,271 9,610 -1,290 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 94.1 95.3 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 21 23 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,266
COMMITMENTS
0 3,769 0 254,340 247,483 254,340 251,252 2,926 6,014
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,661)
0 140 0 3,661 3,426 3,661 3,566 0 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 98.9 96.2 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 20 20 20 21
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,380
COMMITMENTS
9,769 0 856 25,786 35,623 36,411 36,479 969 901
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 8,064)
6,158 0 0 2,112 7,886 8,270 7,886 -206 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 0.0 2.3 69.0 95.3 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 0 1 13 21 23 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 633,807
COMMITMENTS
10,982 7,424 8,026 606,496 613,309 625,504 628,759 8,303 5,048
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 20,259)
2,049 -3,203 1,820 16,002 21,268 19,871 19,885 388 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.2 1.3 95.7 96.8 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
9 6 8 54 45 66 56
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,977
COMMITMENTS
2,266 1,653 432 205,700 209,883 208,398 211,968 4,579 1,009
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,034)
1,603 -244 -198 2,386 4,769 3,791 4,327 243 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 0.2 96.6 98.5 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 2 19 22 22 24
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,578
COMMITMENTS
5,404 6,045 124 170,686 170,072 176,214 176,241 2,364 2,337
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 18,704)
4,228 4,549 124 19,997 14,330 24,349 19,003 -5,645 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.4 0.1 95.6 95.2 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 8 1 33 33 37 41
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,830
COMMITMENTS
14,853 9,486 264 171,114 175,851 186,231 185,601 599 1,229
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 21,924)
4,172 4,549 264 17,416 16,940 21,852 21,753 72 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.1 0.1 91.6 94.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
6 9 3 42 40 49 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,424
COMMITMENTS
3,945 0 0 115,132 119,704 119,077 119,704 1,347 720
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 12,656)
1,540 0 0 12,240 12,711 13,780 12,711 -1,124 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 95.6 99.4 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 0 0 23 30 27 30
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 29,794
COMMITMENTS
0 504 0 28,205 27,626 28,205 28,130 1,589 1,664
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 8,912)
0 504 0 8,722 8,314 8,722 8,818 190 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 94.7 92.7 94.7 94.4 5.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 13 13 13 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 233,232
COMMITMENTS
7,296 1,507 1,282 217,474 227,231 226,052 230,020 7,180 3,212
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,799)
0 488 231 2,228 3,052 2,459 3,771 1,340 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.6 0.5 93.2 97.4 96.9 98.6 3.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 5 3 35 38 40 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,242
COMMITMENTS
272 0 0 121,453 121,466 121,725 121,466 517 776
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,512)
272 0 0 1,269 1,400 1,541 1,400 -29 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.4 99.4 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 19 15 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,014
COMMITMENTS
0 0 0 72,660 70,867 72,660 70,867 11,354 13,147
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,586)
0 0 0 -1,776 -1,580 -1,776 -1,580 190 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.5 84.4 86.5 84.4 13.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,457
COMMITMENTS
0 1,235 407 204,035 201,297 204,442 202,939 6,015 7,518
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 6,450)
0 92 407 6,223 7,973 6,630 8,472 -180 -2,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 96.9 95.6 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 1 26 32 27 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,934
COMMITMENTS
0 1,340 0 182,735 181,536 182,735 182,876 5,199 5,058
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 460)
0 924 0 6,461 525 6,461 1,449 -6,001 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 97.2 96.6 97.2 97.3 2.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 0 23 20 23 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,042
COMMITMENTS
1,054 0 0 87,541 93,896 88,595 93,896 9,447 4,146
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,935)
0 0 0 3,709 3,291 3,709 3,291 226 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 89.3 95.8 90.4 95.8 9.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 17 18 19 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,049
COMMITMENTS
2,071 0 93 25,194 28,317 27,358 28,410 2,691 1,639
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,515)
361 0 -28 2,983 3,347 3,316 3,319 199 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.3 83.8 94.2 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 16 16 19 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,789
COMMITMENTS
3,287 0 0 210,330 202,578 213,617 202,578 8,172 19,211
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,663)
-398 0 0 3,748 3,808 3,350 3,808 313 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 94.8 91.3 96.3 91.3 3.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 14 19 16 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,692
COMMITMENTS
5,360 507 85 149,595 158,858 155,040 159,450 9,652 5,242
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 921)
94 507 85 -40 443 139 1,035 782 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.3 0.1 90.8 96.5 94.1 96.8 5.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 1 34 31 39 32
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 9,719
COMMITMENTS
0 588 0 8,890 7,949 8,890 8,537 829 1,182
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 91.5 81.8 91.5 87.8 8.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 10 10 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,260
COMMITMENTS
572 0 124 50,919 48,815 51,615 48,939 1,645 4,321
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,552)
100 0 124 4,500 2,633 4,724 2,757 -1,172 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 95.6 91.7 96.9 91.9 3.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 11 12 13 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 240,897
COMMITMENTS
2,616 1,820 62 233,567 228,944 236,245 230,826 4,652 10,071
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 10,291)
-62 -27 62 10,103 7,669 10,103 7,704 188 2,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 0.0 97.0 95.0 98.1 95.8 1.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 1 32 34 34 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 114,895
COMMITMENTS
0 614 30 110,649 111,864 110,679 112,508 4,216 2,387
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 69)
0 614 30 -412 705 -382 1,349 451 -1,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.3 97.4 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 1 24 26 25 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 115,233
COMMITMENTS
4,850 0 0 101,918 112,826 106,768 112,826 8,465 2,407
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,290)
4,850 0 0 -918 3,417 3,932 3,417 -642 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 88.4 97.9 92.7 97.9 7.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 15 19 17 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,216
COMMITMENTS
0 0 0 33,222 34,789 33,222 34,789 3,994 2,427
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,069)
0 0 0 2,571 3,003 2,571 3,003 498 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 93.5 89.3 93.5 10.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 13 21 13 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 340,234
COMMITMENTS
426 392 0 327,082 331,855 327,508 332,247 12,726 7,987
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 6,681)
0 392 0 6,411 5,610 6,411 6,002 270 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.0 96.1 97.5 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 29 23 30 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,837
COMMITMENTS
0 0 0 89,995 95,805 89,995 95,805 7,842 2,032
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,180)
0 0 0 1,872 1,124 1,872 1,124 -692 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 97.9 92.0 97.9 8.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 13 15 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 24,201
COMMITMENTS
851 0 0 23,102 24,046 23,953 24,046 248 155
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 95.5 99.4 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 14 12 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 189,266
COMMITMENTS
0 367 0 183,461 186,564 183,461 186,931 5,805 2,335
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 5,790)
0 -253 0 5,811 5,852 5,811 5,599 -21 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 96.9 98.6 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 21 28 21 29
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,016
COMMITMENTS
3,873 982 1,533 29,605 32,501 35,011 35,016 5 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 956)
287 -150 -140 809 1,251 956 961 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.8 4.4 84.5 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 6 5 24 26 32 36
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 33,381
COMMITMENTS
830 865 1,760 30,790 30,756 33,380 33,381 1 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 333)
-75 -145 -105 513 583 333 333 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.6 5.3 92.2 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 5 22 20 29 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,079
COMMITMENTS
22,405 4,872 1,873 108,085 126,069 132,363 132,814 716 265
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 823)
-1,213 595 -156 2,172 380 803 819 20 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.7 1.4 81.2 94.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 9 10 33 40 50 57
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,283
COMMITMENTS
5,622 1,043 2,554 51,107 55,617 59,283 59,214 0 69
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,178)
152 57 -67 1,093 1,190 1,178 1,180 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.8 4.3 86.2 93.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 8 9 25 23 37 36
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 32,048
COMMITMENTS
475 1,834 281 31,292 29,933 32,048 32,048 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -333)
100 -200 0 -418 -133 -318 -333 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 5.7 0.9 97.6 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 4 16 16 21 21
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 48,515
COMMITMENTS
13,621 5,707 994 33,381 41,316 47,996 48,017 519 498
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -493)
-445 44 -67 -168 -561 -680 -584 187 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 11.8 2.0 68.8 85.2 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 2 22 23 26 27
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,094
COMMITMENTS
17,982 5,521 1,504 41,288 54,598 60,774 61,623 1,320 471
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -931)
-564 -51 -175 -547 -830 -1,286 -1,056 355 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 8.9 2.4 66.5 87.9 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 3 23 26 28 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,101
COMMITMENTS
1,448 1,705 1,483 60,564 60,913 63,495 64,101 606 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,047)
300 0 -225 852 1,272 927 1,047 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.7 2.3 94.5 95.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 26 26 29 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,181
COMMITMENTS
1,453 1,971 1,956 81,256 81,209 84,665 85,136 516 45
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,469)
308 45 -195 1,356 1,645 1,469 1,495 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 2.3 95.4 95.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 3 29 22 33 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,948
COMMITMENTS
0 25 0 34,701 34,029 34,701 34,054 247 894
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -160)
0 0 0 -160 -160 -160 -160 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 99.3 97.4 99.3 97.4 0.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 15 16 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,825
COMMITMENTS
1,560 718 0 25,929 27,071 27,489 27,789 336 36
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 97)
0 8 0 97 89 97 97 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.6 0.0 93.2 97.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 18 18 20 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 106,591
COMMITMENTS
9,846 3,149 3,233 93,060 100,074 106,139 106,456 452 135
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,746)
-120 15 91 1,800 1,764 1,771 1,870 -25 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.0 3.0 87.3 93.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
14 10 13 44 37 61 57
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,751
COMMITMENTS
375 0 0 19,404 19,971 19,779 19,971 972 780
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 286)
0 0 0 346 46 346 46 -60 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 93.5 96.2 95.3 96.2 4.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 11 13 14 13
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,852
COMMITMENTS
350 0 0 16,830 17,852 17,180 17,852 672 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 300)
0 0 0 540 900 540 900 -240 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 94.3 100.0 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 13 13 13
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,198
COMMITMENTS
4,658 1,720 430 59,644 62,376 64,732 64,526 466 672
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 775)
450 0 0 321 885 771 885 4 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.6 0.7 91.5 95.7 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 3 23 22 30 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,797
COMMITMENTS
100 25 0 39,663 38,982 39,763 39,007 34 790
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -168)
0 0 0 -168 -162 -168 -162 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.1 0.0 99.7 98.0 99.9 98.0 0.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 18 23 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,338
COMMITMENTS
267 1,699 0 40,675 39,583 40,942 41,282 396 56
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -13)
0 -92 0 -13 79 -13 -13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 0.0 98.4 95.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 7 0 21 22 22 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,433
COMMITMENTS
2,131 0 60 52,419 55,133 54,610 55,193 823 240
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.1 94.6 99.5 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 22 16 25 17
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,062
COMMITMENTS
2,762 0 60 56,670 59,802 59,492 59,862 570 200
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 231)
32 0 0 199 221 231 221 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.1 94.4 99.6 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 1 24 18 28 19
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 89,618
COMMITMENTS
2,287 598 1,567 85,398 87,226 89,252 89,391 366 227
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,436)
-394 427 -240 3,070 2,239 2,436 2,426 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.7 1.7 95.3 97.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 3 24 24 28 28
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,754
COMMITMENTS
2,899 1,845 3,161 98,078 99,535 104,137 104,541 617 213
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,085)
-646 207 -305 2,068 1,179 1,117 1,081 -32 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.8 3.0 93.6 95.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 10 10 29 32 42 46
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,845
COMMITMENTS
1,007 4,814 846 58,972 55,120 60,825 60,780 20 65
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,852)
-195 748 147 2,900 1,967 2,852 2,862 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.9 1.4 96.9 90.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 4 7 19 16 26 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 45,079
COMMITMENTS
600 3,275 225 44,254 41,579 45,079 45,079 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 565)
75 125 -75 565 515 565 565 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.3 0.5 98.2 92.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 6 1 16 13 18 19
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| 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: 55,956
COMMITMENTS
529 1,915 220 54,992 53,821 55,741 55,956 215 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 792)
87 -125 88 612 829 787 792 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.4 0.4 98.3 96.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 25 21 28 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,443
COMMITMENTS
1,446 5,552 120 61,310 58,247 62,876 63,919 1,567 524
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 73)
35 0 -35 105 63 105 28 -32 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.6 0.2 95.1 90.4 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 1 22 21 26 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,299
COMMITMENTS
235 3,008 335 23,410 20,840 23,980 24,183 319 116
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 19)
-111 -106 175 -50 -50 14 19 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 12.4 1.4 96.3 85.8 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 16 14 19 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,759
COMMITMENTS
51 1,285 0 21,323 20,436 21,374 21,721 385 38
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1)
1 0 0 0 1 1 1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.9 0.0 98.0 93.9 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 16 12 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,458
COMMITMENTS
1,506 1,194 765 24,604 24,973 26,875 26,932 583 526
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 620)
0 310 0 615 411 615 721 5 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.3 2.8 89.6 90.9 97.9 98.1 2.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 3 16 18 21 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,045
COMMITMENTS
736 973 294 15,294 15,498 16,324 16,765 721 280
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 272)
-80 0 130 316 142 366 272 -94 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.7 1.7 89.7 90.9 95.8 98.4 4.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 3 15 12 18 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,125
COMMITMENTS
4,811 7,708 1,503 45,665 42,604 51,979 51,815 146 310
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 354)
605 310 -96 -165 161 344 375 10 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 14.8 2.9 87.6 81.7 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 7 6 25 24 33 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,303
COMMITMENTS
1,130 3,451 1,415 28,390 26,182 30,935 31,048 368 255
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 444)
0 5 50 374 389 424 444 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.0 4.5 90.7 83.6 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 3 19 18 23 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,825
COMMITMENTS
1,886 445 115 14,814 16,223 16,815 16,783 10 42
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 189)
138 153 15 41 6 194 174 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 2.6 0.7 88.0 96.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 19 15 23 19
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 20,946
COMMITMENTS
2,475 0 0 18,396 20,946 20,871 20,946 75 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -695)
-225 0 -75 -395 -620 -695 -695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.0 0.0 87.8 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 0 15 11 20 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,154
COMMITMENTS
815 450 110 8,926 9,494 9,851 10,054 303 100
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 43)
0 0 0 43 43 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.4 1.1 87.9 93.5 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 15 13 18 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,497
COMMITMENTS
645 350 205 8,382 8,842 9,232 9,397 265 100
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 53)
0 0 0 53 53 53 53 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.7 2.2 88.3 93.1 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 1 14 13 17 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,744
COMMITMENTS
1,815 0 2,185 46,550 48,549 50,550 50,734 194 10
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,800)
0 0 0 1,800 1,800 1,800 1,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 4.3 91.7 95.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 19 15 23 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,254
COMMITMENTS
1,845 0 2,160 47,045 49,062 51,050 51,222 204 32
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,925)
0 0 0 1,925 1,925 1,925 1,925 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 4.2 91.8 95.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 0 1 18 14 24 15
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,748
COMMITMENTS
1,460 8,156 1,381 111,436 105,206 114,277 114,743 471 5
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,619)
74 -1,034 12 3,481 4,653 3,567 3,631 52 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.1 1.2 97.1 91.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 8 6 39 32 47 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,783
COMMITMENTS
2,902 7,145 2,646 116,025 111,915 121,573 121,706 210 77
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,166)
619 -1,475 333 3,150 5,313 4,102 4,171 64 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.9 2.2 95.3 91.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 9 8 42 37 55 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 531,978
COMMITMENTS
41,175 20,923 52,151 438,039 458,322 531,365 531,395 612 582
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 12,943)
735 2,257 1,960 9,964 8,661 12,659 12,878 284 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.9 9.8 82.3 86.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 25 34 50 50 90 97
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,800
COMMITMENTS
2,650 550 135 11,340 14,025 14,125 14,710 675 90
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 45)
0 0 0 -15 45 -15 45 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.7 0.9 76.6 94.8 95.4 99.4 4.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 14 18 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,226
COMMITMENTS
2,050 550 160 9,301 11,366 11,511 12,076 715 150
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 4.5 1.3 76.1 93.0 94.2 98.8 5.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 13 13 16 15
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 9,115
COMMITMENTS
885 0 45 8,135 9,035 9,065 9,080 50 35
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 411)
25 0 0 356 406 381 406 30 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.5 89.2 99.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 22 20 27 21
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV Code-06639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 1,442
COMMITMENTS
0 0 0 1,421 1,322 1,421 1,322 21 120
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.5 91.7 98.5 91.7 1.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 12 14 12
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,563
COMMITMENTS
175 528 430 6,158 5,801 6,763 6,759 800 804
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 347)
-29 63 74 273 139 318 276 29 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.0 5.7 81.4 76.7 89.4 89.4 10.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 6 31 33 38 40
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,824
COMMITMENTS
1,554 38 160 31,888 33,395 33,602 33,593 222 231
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 991)
120 0 0 681 801 801 801 190 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.1 0.5 94.3 98.7 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 1 43 39 47 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 21,382
COMMITMENTS
1,071 0 15 20,235 21,053 21,321 21,068 61 314
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 614)
0 0 0 604 579 604 579 10 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.1 94.6 98.5 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 23 24 26 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,377
COMMITMENTS
1,139 66 389 13,539 14,301 15,067 14,756 310 621
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,568)
902 -110 100 525 1,374 1,527 1,364 41 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.4 2.5 88.0 93.0 98.0 96.0 2.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 2 2 45 40 51 42
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,920
COMMITMENTS
15 210 75 6,540 6,385 6,630 6,670 290 250
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 85 100 85 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.0 1.1 94.5 92.3 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 12 18 14 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 29,143
COMMITMENTS
700 1,376 150 28,292 27,607 29,142 29,133 1 10
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,857)
0 137 0 1,992 1,720 1,992 1,857 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.7 0.5 97.1 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 3 1 36 43 39 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,356
COMMITMENTS
7,659 866 2,141 51,133 58,057 60,933 61,064 423 292
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,497)
307 -182 174 1,029 1,432 1,510 1,424 -13 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 1.4 3.5 83.3 94.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
10 8 12 73 62 90 75
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,194
COMMITMENTS
37 71 101 2,340 2,641 2,478 2,813 716 381
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 346)
-10 -40 1 306 367 297 328 49 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.2 3.2 73.3 82.7 77.6 88.1 22.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 26 23 28
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 15,724
COMMITMENTS
0 0 0 15,724 15,724 15,724 15,724 0 0
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 535)
0 0 0 535 535 535 535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 14 18 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 44,375
COMMITMENTS
40 0 0 42,895 42,795 42,935 42,795 1,440 1,580
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,843)
0 0 0 2,638 2,503 2,638 2,503 205 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.7 96.4 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 26 26 27 26
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 20,712
COMMITMENTS
0 0 0 20,691 20,494 20,691 20,494 21 218
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,345)
0 0 0 1,345 1,195 1,345 1,195 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 98.9 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 16 17 16 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 205,134
COMMITMENTS
0 0 0 198,749 195,007 198,749 195,007 6,385 10,127
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 4,946)
0 0 0 6,618 5,028 6,618 5,028 -1,672 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 95.1 96.9 95.1 3.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
Updated January 29, 2021