CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,013
COMMITMENTS
4,438 15,831 403 38,153 26,779 42,994 43,013 19 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 519)
-59 50 -52 692 596 581 594 -62 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 36.8 0.9 88.7 62.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 5 15 19 23 29
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 180,450
COMMITMENTS
65,506 23,722 5,515 109,429 151,213 180,450 180,450 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 7,740)
2,300 1,250 0 5,440 6,490 7,740 7,740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 13.1 3.1 60.6 83.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 6 5 16 15 26 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 188,825
COMMITMENTS
28,900 31,019 9,024 150,901 148,781 188,825 188,825 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 4,589)
779 1,800 1,049 2,771 1,740 4,599 4,589 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.4 4.8 79.9 78.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 4 7 20 13 31 23
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 124,766
COMMITMENTS
53,639 33,441 7,950 63,152 83,374 124,740 124,765 26 1
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 7,748)
1,703 374 1,840 4,332 5,659 7,875 7,873 -127 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 26.8 6.4 50.6 66.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
33 11 17 26 24 66 45
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,472
COMMITMENTS
5,205 3,095 1,686 25,519 27,691 32,410 32,472 62 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 61)
-25 50 0 75 11 50 61 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.5 5.2 78.6 85.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 1 15 11 23 15
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 23,087
COMMITMENTS
1,335 13,834 600 21,152 8,653 23,087 23,087 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 643)
350 -749 0 293 1,392 643 643 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 59.9 2.6 91.6 37.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 1 11 6 17 11
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 17,466
COMMITMENTS
2,115 3,224 230 15,121 14,012 17,466 17,466 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -100)
0 -50 0 -100 -50 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.5 1.3 86.6 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 3 11 11 15 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 21,448
COMMITMENTS
2,795 7,220 540 18,088 13,688 21,423 21,448 25 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 33.7 2.5 84.3 63.8 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 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 13,890
COMMITMENTS
6,931 190 484 6,475 13,216 13,890 13,890 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 402)
66 -84 84 252 402 402 402 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 1.4 3.5 46.6 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 1 8 9 13 12
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 51,536
COMMITMENTS
24,276 16,320 4,551 22,709 30,665 51,536 51,536 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,306)
606 200 500 200 606 1,306 1,306 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 31.7 8.8 44.1 59.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 4 14 13 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,210
COMMITMENTS
8,855 807 56 24,283 32,347 33,194 33,210 16 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -573)
-43 99 0 -545 -672 -588 -573 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 2.4 0.2 73.1 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 4 2 14 12 24 17
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,007
COMMITMENTS
90 0 5 7,791 7,982 7,886 7,987 121 20
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -360)
0 0 0 -355 -335 -355 -335 -5 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 97.3 99.7 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 17 19 18 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,270
COMMITMENTS
7,986 1,606 1,044 17,121 23,529 26,151 26,179 119 91
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2,004)
915 109 484 543 1,386 1,942 1,979 62 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 6.1 4.0 65.2 89.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 4 23 35 28 40
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,783
COMMITMENTS
632 6,129 533 17,880 13,121 19,045 19,783 738 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,392)
435 1,025 329 628 38 1,392 1,392 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 31.0 2.7 90.4 66.3 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 14 25 18
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,254,310
COMMITMENTS
1278783 24,833 425,478 4516060 5786815 6220321 6237126 33,989 17,184
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 113,972)
74,897 -4,105 51,232 -7,586 72,017 118,543 119,144 -4,571 -5,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.4 6.8 72.2 92.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
60 16 53 149 129 222 186
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,547,757
COMMITMENTS
60,453 25,921 573,970 911,116 946,550 1545539 1546441 2,217 1,315
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 3,286)
1,903 -6,379 6,335 -5,075 3,243 3,163 3,199 123 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.7 37.1 58.9 61.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 12 27 51 47 79 75
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,534
COMMITMENTS
1,497 1,044 443 167,477 186,933 169,417 188,420 24,117 5,114
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -11,303)
0 -465 50 -12,915 -7,529 -12,865 -7,944 1,562 -3,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.2 86.5 96.6 87.5 97.4 12.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 23 16 25 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,614
COMMITMENTS
0 899 825 128,246 120,859 129,071 122,583 6,543 13,031
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -6,153)
-1,053 -359 -5 -4,281 -5,481 -5,339 -5,845 -814 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.6 94.6 89.1 95.2 90.4 4.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 20 21 21
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,169
COMMITMENTS
7,430 2,448 616 244,376 249,750 252,422 252,814 7,747 7,355
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -17,565)
-1,036 -262 -181 -12,779 -16,621 -13,996 -17,064 -3,569 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 0.2 93.9 96.0 97.0 97.2 3.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 3 28 36 37 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,042,637
COMMITMENTS
5,886 5,024 4,132 1021264 1029624 1031282 1038780 11,355 3,857
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 11,754)
1,802 0 739 9,807 11,176 12,348 11,915 -594 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.4 98.0 98.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 1 5 42 29 52 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 357,822
COMMITMENTS
7,808 3,984 0 334,871 335,304 342,679 339,288 15,143 18,534
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -18,297)
-272 -1,093 -52 -18,179 -16,776 -18,503 -17,921 206 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 0.0 93.6 93.7 95.8 94.8 4.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 0 39 32 43 35
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 574,497
COMMITMENTS
4,265 3,477 397 562,898 567,280 567,560 571,154 6,937 3,343
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -29,940)
-1,666 0 -151 -26,640 -28,408 -28,457 -28,559 -1,483 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 0.1 98.0 98.7 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 1 2 43 39 47 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 454,029
COMMITMENTS
4,637 576 0 440,696 437,394 445,333 437,970 8,696 16,059
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -21,824)
-811 -2,097 0 -18,090 -18,322 -18,901 -20,419 -2,923 -1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.1 0.0 97.1 96.3 98.1 96.5 1.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 1 0 33 31 34 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,985
COMMITMENTS
340 302 213 84,436 83,143 84,989 83,658 3,996 5,327
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,511)
-53 60 -401 -2,124 -5,949 -2,578 -6,290 -933 2,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.2 94.9 93.4 95.5 94.0 4.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 13 17 14 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,443
COMMITMENTS
0 0 0 11,151 12,585 11,151 12,585 2,292 858
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -12,772)
0 0 0 -13,332 -12,878 -13,332 -12,878 560 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.0 93.6 83.0 93.6 17.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 328,385
COMMITMENTS
3,606 496 0 313,771 322,215 317,377 322,711 11,008 5,674
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -10,726)
-224 -2,215 0 -6,746 -8,486 -6,970 -10,701 -3,756 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.0 95.5 98.1 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 0 25 28 27 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 186,989
COMMITMENTS
0 0 0 176,192 182,389 176,192 182,389 10,797 4,600
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -7,456)
0 0 0 -7,109 -7,003 -7,109 -7,003 -347 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 97.5 94.2 97.5 5.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 22 24 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,969
COMMITMENTS
0 4,777 300 243,807 238,410 244,107 243,487 3,862 4,482
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -11,432)
0 1,008 300 -10,361 -11,578 -10,061 -10,270 -1,371 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.1 98.3 96.1 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 19 21 20 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,055
COMMITMENTS
9,111 0 856 18,175 27,549 28,142 28,405 913 650
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -10,509)
-2,582 0 0 -7,161 -10,581 -9,743 -10,581 -766 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 0.0 2.9 62.6 94.8 96.9 97.8 3.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 0 1 10 19 20 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 624,894
COMMITMENTS
13,219 6,610 6,820 595,696 606,147 615,735 619,577 9,159 5,317
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -17,271)
-8 1,331 -2,469 -11,665 -15,322 -14,142 -16,460 -3,129 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.1 1.1 95.3 97.0 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
6 8 7 55 45 65 56
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,362
COMMITMENTS
830 1,954 448 197,286 199,819 198,564 202,221 4,798 1,141
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -10,003)
-1,366 129 45 -4,263 -9,735 -5,584 -9,561 -4,419 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 0.2 97.0 98.3 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 18 19 19 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,804
COMMITMENTS
0 0 0 134,255 139,804 134,255 139,804 8,549 3,000
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -51,122)
-8,120 -8,500 -124 -46,347 -36,828 -54,591 -45,452 3,469 -5,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 97.9 94.0 97.9 6.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 19 17 19 17
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,414
COMMITMENTS
8,120 12,028 124 149,470 145,338 157,714 157,490 700 924
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -43,204)
-8,773 -2,821 -620 -28,616 -36,853 -38,009 -40,294 -5,195 -2,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.6 0.1 94.4 91.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
5 10 1 36 37 42 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,978
COMMITMENTS
1,036 0 0 102,031 103,530 103,067 103,530 911 448
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -17,872)
-980 0 0 -16,456 -17,296 -17,436 -17,296 -436 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.1 99.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 0 0 23 29 24 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 23,393
COMMITMENTS
0 644 0 22,672 21,627 22,672 22,271 721 1,122
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -6,541)
0 0 0 -5,673 -5,596 -5,673 -5,596 -868 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 96.9 92.5 96.9 95.2 3.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 8 12 10
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 222,942
COMMITMENTS
1,820 298 1,378 213,917 217,117 217,115 218,793 5,827 4,149
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -10,315)
-3,739 -1,326 -145 -5,774 -5,848 -9,658 -7,319 -657 -2,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.1 0.6 96.0 97.4 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 3 36 37 40 40
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,143
COMMITMENTS
0 0 0 72,282 68,977 72,282 68,977 9,861 13,166
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,404)
-128 0 -736 -1,379 -2,750 -2,243 -3,486 -1,161 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.0 84.0 88.0 84.0 12.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 15 17 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,855
COMMITMENTS
0 973 0 193,728 193,947 193,728 194,920 7,127 5,935
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -14,003)
0 -161 -407 -13,298 -12,063 -13,705 -12,631 -298 -1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 96.5 96.6 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 0 26 32 26 34
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,644
COMMITMENTS
0 416 0 172,232 179,777 172,232 180,193 11,412 3,451
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -6,568)
0 0 0 -12,406 -4,634 -12,406 -4,634 5,838 -1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 93.8 97.9 93.8 98.1 6.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 22 23 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,670
COMMITMENTS
930 0 0 88,733 93,924 89,663 93,924 8,007 3,746
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,675)
-155 0 0 -1,913 -3,079 -2,068 -3,079 -1,607 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 90.8 96.2 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 18 18 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,347
COMMITMENTS
1,373 0 0 20,346 21,385 21,719 21,385 1,628 1,962
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -6,702)
-487 0 -93 -5,348 -6,405 -5,928 -6,498 -774 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 87.1 91.6 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 15 18 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,671
COMMITMENTS
2,820 0 0 203,478 195,992 206,298 195,992 9,373 19,679
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -6,710)
-383 0 0 -5,325 -5,694 -5,708 -5,694 -1,002 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 94.3 90.9 95.7 90.9 4.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 11 17 13 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,344
COMMITMENTS
4,436 0 0 145,749 152,574 150,185 152,574 8,159 5,770
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -9,366)
-626 -631 -875 -7,090 -7,298 -8,591 -8,804 -775 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 92.0 96.4 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 0 0 34 29 37 29
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,212
COMMITMENTS
448 0 0 46,732 44,188 47,180 44,188 1,032 4,024
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -7,700)
-124 0 -124 -3,838 -7,167 -4,086 -7,291 -3,614 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.9 91.7 97.9 91.7 2.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 13 13 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 235,163
COMMITMENTS
2,140 4,073 155 224,079 221,182 226,374 225,410 8,789 9,753
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -8,087)
-445 998 124 -5,939 -7,591 -6,260 -6,469 -1,827 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.7 0.1 95.3 94.1 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 1 27 33 29 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,676
COMMITMENTS
371 248 0 99,668 101,804 100,039 102,052 4,637 2,624
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -12,142)
302 -448 -364 -12,595 -11,193 -12,657 -12,005 515 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.0 95.2 97.3 95.6 97.5 4.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 24 24 25 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,412
COMMITMENTS
4,494 0 0 97,795 109,179 102,289 109,179 9,123 2,233
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -6,106)
-784 0 0 -4,310 -5,764 -5,094 -5,764 -1,012 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 87.8 98.0 91.8 98.0 8.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 13 19 14 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 32,948
COMMITMENTS
448 0 0 30,886 30,796 31,334 30,796 1,614 2,152
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -11,904)
186 0 -186 -11,098 -10,181 -11,098 -10,367 -806 -1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 93.7 93.5 95.1 93.5 4.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 12 15 13 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 336,743
COMMITMENTS
0 0 0 324,841 328,809 324,841 328,809 11,902 7,934
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -14,838)
-426 -392 0 -13,600 -14,079 -14,026 -14,471 -812 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 97.6 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 30 22 30 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,746
COMMITMENTS
0 0 0 87,452 92,938 87,452 92,938 7,294 1,808
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -4,252)
0 0 0 -3,826 -4,028 -3,826 -4,028 -426 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 98.1 92.3 98.1 7.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 13 16 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 21,228
COMMITMENTS
448 0 0 20,612 20,920 21,060 20,920 168 308
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -5,177)
-403 0 0 -4,526 -4,216 -4,929 -4,216 -248 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 97.1 98.5 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 13 10 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 190,656
COMMITMENTS
0 0 0 185,679 189,006 185,679 189,006 4,977 1,650
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,175)
0 -367 0 -1,558 -1,061 -1,558 -1,428 -1,617 -1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.1 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 21 28 21 28
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,488
COMMITMENTS
3,231 772 2,094 29,163 31,562 34,488 34,428 0 60
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 739)
-710 -125 526 923 278 739 679 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.2 6.1 84.6 91.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 5 7 24 25 34 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,912
COMMITMENTS
1,005 445 2,005 28,901 29,462 31,911 31,912 1 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -332)
-175 -475 450 -607 -307 -332 -332 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.4 6.3 90.6 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 5 22 22 29 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 132,684
COMMITMENTS
26,435 5,116 1,881 103,678 125,450 131,994 132,447 690 237
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -431)
3,575 374 31 -3,659 -463 -53 -58 -378 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 3.9 1.4 78.1 94.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 9 10 34 40 51 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,773
COMMITMENTS
5,458 1,371 2,015 48,265 52,325 55,738 55,711 35 62
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,214)
445 365 -720 -2,959 -2,870 -3,234 -3,225 20 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.5 3.6 86.5 93.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 5 7 23 25 34 34
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 30,866
COMMITMENTS
575 1,664 256 30,035 28,946 30,866 30,866 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,272)
-25 -35 -50 -1,197 -1,187 -1,272 -1,272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 5.4 0.8 97.3 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 4 16 17 20 23
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 47,936
COMMITMENTS
13,455 5,837 993 33,170 40,755 47,618 47,585 318 351
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -790)
-82 134 -167 -403 -575 -652 -608 -138 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 12.2 2.1 69.2 85.0 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 2 21 25 24 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,411
COMMITMENTS
17,517 5,720 1,629 41,305 53,764 60,451 61,113 960 298
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,661)
-567 155 -246 -751 -1,446 -1,564 -1,537 -97 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 9.3 2.7 67.3 87.5 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 7 3 23 27 28 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,498
COMMITMENTS
1,379 1,705 1,375 59,161 59,418 61,915 62,498 583 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,587)
-126 0 -88 -2,174 -2,276 -2,388 -2,364 -199 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.7 2.2 94.7 95.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 25 24 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,799
COMMITMENTS
1,174 1,862 1,991 77,154 76,906 80,319 80,759 480 40
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -4,436)
-366 -134 10 -3,713 -4,122 -4,069 -4,246 -367 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.3 2.5 95.5 95.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 4 30 22 35 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,966
COMMITMENTS
0 227 0 32,719 31,984 32,719 32,211 247 755
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,697)
0 -17 0 -1,687 -1,745 -1,687 -1,762 -10 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 99.3 97.0 99.3 97.7 0.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 12 15 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,764
COMMITMENTS
1,435 618 0 26,013 27,136 27,448 27,754 316 10
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -531)
-125 -125 0 -386 -380 -511 -505 -20 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.2 0.0 93.7 97.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 0 19 18 21 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 106,338
COMMITMENTS
9,174 2,734 3,036 93,696 100,452 105,907 106,222 431 116
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,882)
-1,336 -378 36 -560 -1,545 -1,860 -1,887 -22 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.6 2.9 88.1 94.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
14 8 12 42 40 58 58
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,154
COMMITMENTS
375 0 0 19,832 20,374 20,207 20,374 947 780
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -557)
0 0 0 -532 -557 -532 -557 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 93.8 96.3 95.5 96.3 4.5 3.7
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 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,474
COMMITMENTS
350 0 0 17,462 18,474 17,812 18,474 662 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -338)
0 0 0 -328 -338 -328 -338 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 94.5 100.0 96.4 100.0 3.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 13 14 13
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 30,067
COMMITMENTS
0 3,008 0 30,067 27,059 30,067 30,067 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 293)
0 0 0 293 293 293 293 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 0.0 100.0 90.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 15 14 16
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,777
COMMITMENTS
0 3,008 0 29,777 26,769 29,777 29,777 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 311)
0 0 0 311 311 311 311 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.0 100.0 89.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 15 14 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,693
COMMITMENTS
4,308 1,685 415 59,524 61,931 64,247 64,031 446 662
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,072)
-600 -35 -15 -1,437 -2,012 -2,052 -2,062 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.6 0.6 92.0 95.7 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 3 21 24 28 28
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,645
COMMITMENTS
50 286 0 37,572 36,797 37,622 37,083 23 562
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,962)
-50 -17 0 -1,901 -1,915 -1,951 -1,932 -11 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 0.0 99.8 97.7 99.9 98.5 0.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 0 22 17 23 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,545
COMMITMENTS
350 1,791 0 39,824 38,709 40,174 40,500 371 45
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,267)
-67 -97 0 -1,175 -1,154 -1,242 -1,251 -25 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.4 0.0 98.2 95.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 7 0 21 21 22 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,888
COMMITMENTS
2,034 0 60 49,988 52,593 52,082 52,653 806 235
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,888)
-105 0 0 -2,513 -2,883 -2,618 -2,883 -270 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.1 94.5 99.4 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 17 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,647
COMMITMENTS
2,676 138 60 53,376 56,269 56,112 56,467 535 180
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,768)
-143 -10 0 -3,465 -3,758 -3,608 -3,768 -160 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 0.1 94.2 99.3 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 1 23 18 28 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 87,311
COMMITMENTS
2,023 358 2,031 82,903 84,727 86,957 87,116 354 195
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -4,096)
-5 -356 225 -4,304 -3,923 -4,084 -4,054 -12 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.4 2.3 95.0 97.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 1 3 25 26 29 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,237
COMMITMENTS
2,810 1,790 2,923 95,848 97,184 101,581 101,897 656 340
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -5,200)
-86 -95 -276 -4,836 -4,824 -5,198 -5,195 -2 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.8 2.9 93.8 95.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 10 7 29 30 37 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 58,762
COMMITMENTS
741 3,903 801 57,200 54,003 58,742 58,707 20 55
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,437)
-196 -631 -15 -3,226 -2,781 -3,437 -3,427 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.6 1.4 97.3 91.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 7 20 18 28 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| 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: 42,322
COMMITMENTS
300 3,275 275 41,747 38,772 42,322 42,322 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,657)
0 -375 50 -2,707 -2,332 -2,657 -2,657 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.7 0.6 98.6 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
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 02/09/21 |
--------------------------------------------------------------| 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: 52,690
COMMITMENTS
230 1,622 110 51,475 50,899 51,815 52,631 875 59
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,612)
-424 -325 -95 -3,618 -3,096 -4,137 -3,516 525 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.1 0.2 97.7 96.6 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 23 21 26 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 61,823
COMMITMENTS
1,519 4,818 120 58,789 56,363 60,428 61,301 1,395 522
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,829)
-35 -977 0 -3,632 -2,834 -3,667 -3,811 -162 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.8 0.2 95.1 91.2 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 1 22 22 27 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,396
COMMITMENTS
257 2,866 410 22,449 20,001 23,116 23,277 280 119
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,071)
0 -146 59 -838 -732 -779 -819 -292 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.2 1.8 96.0 85.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 17 14 20 18
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 20,753
COMMITMENTS
51 1,390 0 20,351 19,325 20,402 20,715 351 38
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,006)
0 105 0 -752 -861 -752 -756 -254 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.7 0.0 98.1 93.1 98.3 99.8 1.7 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 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,037
COMMITMENTS
1,276 916 969 23,070 23,698 25,315 25,583 722 454
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,506)
-265 -228 204 -1,444 -1,415 -1,505 -1,439 -1 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.5 3.7 88.6 91.0 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 4 16 19 21 23
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,023
COMMITMENTS
715 908 280 14,278 14,592 15,273 15,780 750 243
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,086)
-51 -65 -24 -1,040 -960 -1,115 -1,049 29 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.7 1.7 89.1 91.1 95.3 98.5 4.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 3 14 13 18 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,304
COMMITMENTS
4,115 6,992 1,673 42,324 39,604 48,112 48,269 192 35
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,353)
-456 -307 -17 -2,693 -2,537 -3,166 -2,861 -187 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 14.5 3.5 87.6 82.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 8 5 26 23 33 33
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 29,156
COMMITMENTS
1,282 3,211 1,413 26,164 24,289 28,859 28,913 297 243
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,089)
-28 -206 -34 -1,826 -1,837 -1,888 -2,077 -201 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.0 4.8 89.7 83.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 5 3 20 19 24 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,667
COMMITMENTS
1,733 460 100 14,812 16,065 16,645 16,625 22 42
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 241)
-75 0 0 316 241 241 241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.8 0.6 88.9 96.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 1 17 15 20 19
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 20,396
COMMITMENTS
2,250 0 0 18,116 20,396 20,366 20,396 30 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 380)
0 0 0 380 380 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 0.0 88.8 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,979
COMMITMENTS
780 225 105 7,815 8,569 8,700 8,899 279 80
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,190)
-50 -225 -5 -1,083 -480 -1,138 -710 -52 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.5 1.2 87.0 95.4 96.9 99.1 3.1 0.9
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 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,287
COMMITMENTS
605 175 205 7,226 7,827 8,036 8,207 251 80
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,225)
-55 -175 0 -1,127 -570 -1,182 -745 -43 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.1 2.5 87.2 94.4 97.0 99.0 3.0 1.0
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 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,468
COMMITMENTS
2,575 50 1,920 44,800 47,493 49,295 49,463 173 5
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,291)
760 0 -265 -1,650 -891 -1,155 -1,156 -136 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.1 3.9 90.6 96.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 1 19 15 24 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,923
COMMITMENTS
2,535 25 1,915 45,290 47,978 49,740 49,918 183 5
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,346)
715 0 -270 -860 -626 -415 -896 -931 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 3.8 90.7 96.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 2 18 14 25 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,120
COMMITMENTS
1,551 8,318 780 109,365 102,998 111,696 112,096 424 24
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -5,932)
-201 -27 -517 -4,234 -4,387 -4,952 -4,931 -980 -1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.4 0.7 97.5 91.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 9 5 38 32 45 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 118,174
COMMITMENTS
2,062 7,786 2,044 113,874 108,235 117,980 118,065 194 109
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -7,287)
-712 498 -686 -4,602 -5,504 -6,000 -5,692 -1,287 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.6 1.7 96.4 91.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 10 9 42 35 56 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 522,863
COMMITMENTS
45,323 20,657 49,212 427,497 452,314 522,032 522,183 831 681
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -7,819)
2,485 1,590 616 -10,514 -8,023 -7,414 -5,817 -405 -2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.0 9.4 81.8 86.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 23 32 52 48 90 93
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,575
COMMITMENTS
2,660 550 115 12,015 14,825 14,790 15,490 785 85
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 765)
-10 0 -30 910 1,075 870 1,045 -105 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 3.5 0.7 77.1 95.2 95.0 99.5 5.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 14 13 18 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,149
COMMITMENTS
2,060 550 140 10,144 12,389 12,344 13,079 805 70
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 923)
-10 0 -30 1,078 1,248 1,038 1,218 -115 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.2 1.1 77.1 94.2 93.9 99.5 6.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 14 14 18 17
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 10,159
COMMITMENTS
935 0 45 9,129 10,082 10,109 10,127 50 32
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 199)
50 0 0 129 197 179 197 20 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.4 89.9 99.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 1 23 20 28 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,931
COMMITMENTS
240 453 452 5,517 5,085 6,209 5,990 722 941
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 0)
17 24 3 -3 -59 17 -32 -17 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.5 6.5 79.6 73.4 89.6 86.4 10.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 28 32 36 40
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,542
COMMITMENTS
1,344 198 0 29,177 30,298 30,521 30,496 21 46
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2,543)
0 0 0 2,543 2,618 2,543 2,618 0 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.6 0.0 95.5 99.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 1 0 38 40 41 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,917
COMMITMENTS
395 0 15 19,446 19,602 19,856 19,617 61 300
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2,432)
0 0 0 2,422 2,359 2,422 2,359 10 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.1 97.6 98.4 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 20 23 22 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,929
COMMITMENTS
1,731 55 238 14,690 16,285 16,659 16,578 270 351
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2,388)
482 10 -10 1,979 2,584 2,451 2,584 -63 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.3 1.4 86.8 96.2 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 1 2 41 38 47 41
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,133
COMMITMENTS
60 180 30 5,668 5,718 5,758 5,928 375 205
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 174)
0 0 0 184 174 184 174 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.9 0.5 92.4 93.2 93.9 96.7 6.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 11 18 13 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 24,821
COMMITMENTS
762 538 120 23,939 23,956 24,821 24,614 0 207
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 598)
62 40 -30 663 608 695 618 -97 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.2 0.5 96.4 96.5 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 1 32 35 36 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 55,592
COMMITMENTS
7,827 530 1,871 45,557 52,789 55,255 55,190 337 402
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,825)
671 27 -193 1,380 1,974 1,858 1,808 -33 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 1.0 3.4 81.9 95.0 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
9 7 9 69 67 83 78
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,574
COMMITMENTS
45 118 37 1,875 1,946 1,957 2,101 617 473
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 168)
-31 25 7 161 123 137 155 31 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.6 1.4 72.8 75.6 76.0 81.6 24.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 21 18 22
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 13,417
COMMITMENTS
0 0 0 13,417 13,417 13,417 13,417 0 0
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 615)
0 0 0 625 615 625 615 -10 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 19 15 19 15
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 53,034
COMMITMENTS
50 0 0 51,394 51,394 51,444 51,394 1,590 1,640
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 3,489)
10 0 0 3,479 3,489 3,489 3,489 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.9 96.9 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 27 30 28 30
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 23,601
COMMITMENTS
0 0 0 23,595 23,533 23,595 23,533 6 68
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2,448)
0 0 0 2,448 2,643 2,448 2,643 0 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 19 20 19 20
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 193,034
COMMITMENTS
0 0 0 187,451 182,652 187,451 182,652 5,583 10,382
CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,769)
0 0 0 1,024 1,479 1,024 1,479 745 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 94.6 97.1 94.6 2.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
Updated February 12, 2021