CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,076
COMMITMENTS
4,432 15,886 378 38,247 26,812 43,057 43,076 19 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 64)
-5 55 -25 94 34 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 36.9 0.9 88.8 62.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 4 15 19 22 29
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 196,560
COMMITMENTS
78,556 25,922 6,215 111,789 164,423 196,560 196,560 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 16,110)
13,050 2,200 700 2,360 13,210 16,110 16,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 13.2 3.2 56.9 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 6 4 16 17 27 26
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 189,902
COMMITMENTS
31,744 31,719 9,440 148,718 148,744 189,902 189,902 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,077)
2,845 700 415 -2,183 -38 1,077 1,077 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 16.7 5.0 78.3 78.3 100.0 100.0 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 130,520
COMMITMENTS
54,946 34,348 8,410 67,133 87,761 130,489 130,519 31 1
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 5,754)
1,307 907 461 3,981 4,386 5,749 5,754 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 26.3 6.4 51.4 67.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
33 11 18 26 24 66 46
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,483
COMMITMENTS
5,205 3,095 1,686 25,519 27,702 32,410 32,483 73 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 11)
0 0 0 0 11 0 11 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 25,422
COMMITMENTS
1,830 15,072 1,655 21,937 8,695 25,422 25,422 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,335)
495 1,238 1,055 785 42 2,335 2,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 59.3 6.5 86.3 34.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 2 12 6 19 11
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 17,516
COMMITMENTS
2,115 3,224 230 15,171 14,062 17,516 17,516 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.4 1.3 86.6 80.3 100.0 100.0 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 02/16/21 |
--------------------------------------------------------------| 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: 21,500
COMMITMENTS
2,794 7,220 540 18,141 13,740 21,475 21,500 25 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 52)
-1 0 0 53 52 52 52 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 33.6 2.5 84.4 63.9 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 13,894
COMMITMENTS
6,935 190 484 6,475 13,220 13,894 13,894 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 4)
4 0 0 0 4 4 4 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 51,534
COMMITMENTS
24,926 16,970 3,901 22,707 30,663 51,534 51,534 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -2)
650 650 -650 -2 -2 -2 -2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 32.9 7.6 44.1 59.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 5 4 14 13 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 33,099
COMMITMENTS
8,940 879 56 24,087 32,164 33,083 33,099 16 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -111)
85 72 1 -196 -183 -111 -111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 2.7 0.2 72.8 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 4 2 13 12 24 17
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,781
COMMITMENTS
90 0 5 7,565 7,766 7,660 7,771 121 10
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -226)
0 0 0 -226 -216 -226 -216 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 97.2 99.8 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 20 18 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,852
COMMITMENTS
8,481 1,736 1,689 18,504 25,305 28,674 28,730 178 122
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,582)
495 130 645 1,383 1,776 2,523 2,551 59 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 6.0 5.9 64.1 87.7 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 5 25 35 31 41
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,686
COMMITMENTS
1,814 7,091 641 18,493 13,954 20,948 21,686 738 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,903)
1,182 962 108 613 833 1,903 1,903 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 32.7 3.0 85.3 64.3 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 23 15 28 19
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,767
COMMITMENTS
0 1,220 155 4,411 3,232 4,566 4,607 201 160
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.6 3.3 92.5 67.8 95.8 96.6 4.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 2 10 10 12 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,343,109
COMMITMENTS
1296251 18,842 436,423 4576264 5869035 6308938 6324300 34,171 18,809
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 88,799)
17,468 -5,991 10,945 60,204 82,220 88,617 87,174 182 1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.3 6.9 72.1 92.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
62 12 50 155 135 226 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,744,815
COMMITMENTS
63,415 33,503 705,484 973,510 1004570 1742409 1743557 2,406 1,258
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 197,058)
2,962 7,582 131,514 62,394 58,020 196,870 197,116 188 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.9 40.4 55.8 57.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 11 28 50 47 79 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,936
COMMITMENTS
1,559 1,006 31 168,513 188,061 170,103 189,098 23,833 4,838
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 402)
62 -38 -412 1,036 1,128 686 678 -284 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.5 0.0 86.9 97.0 87.7 97.5 12.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 23 18 24 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,407
COMMITMENTS
0 1,329 735 130,574 122,109 131,309 124,173 6,098 13,234
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,793)
0 430 -90 2,328 1,250 2,238 1,590 -445 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.5 95.0 88.9 95.6 90.4 4.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 21 22 22
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,660
COMMITMENTS
6,490 2,265 704 244,905 251,631 252,099 254,600 10,561 8,060
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,491)
-940 -183 88 529 1,881 -323 1,786 2,814 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.9 0.3 93.2 95.8 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 2 30 34 36 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,044,196
COMMITMENTS
6,412 5,024 4,165 1021592 1031254 1032169 1040443 12,027 3,753
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,559)
526 0 33 328 1,630 887 1,663 672 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.4 97.8 98.8 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 1 5 43 29 53 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 357,997
COMMITMENTS
7,687 3,408 0 334,291 335,687 341,978 339,095 16,019 18,902
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 175)
-121 -576 0 -580 383 -701 -193 876 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 0.0 93.4 93.8 95.5 94.7 4.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 2 0 39 32 43 34
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 599,983
COMMITMENTS
8,715 3,649 786 583,566 591,421 593,067 595,856 6,916 4,127
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 25,486)
4,450 172 389 20,668 24,141 25,507 24,702 -21 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.1 97.3 98.6 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 1 2 42 38 49 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 453,763
COMMITMENTS
4,468 1,048 0 439,947 433,621 444,415 434,669 9,348 19,094
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -266)
-169 472 0 -749 -3,773 -918 -3,301 652 3,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.0 97.0 95.6 97.9 95.8 2.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 0 33 28 34 30
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 89,741
COMMITMENTS
340 302 213 84,952 83,472 85,505 83,987 4,236 5,754
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 756)
0 0 0 516 329 516 329 240 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.2 94.7 93.0 95.3 93.6 4.7 6.4
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,677
COMMITMENTS
0 0 0 12,317 13,707 12,317 13,707 2,360 970
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,234)
0 0 0 1,166 1,122 1,166 1,122 68 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 83.9 93.4 83.9 93.4 16.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 15 16 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 331,944
COMMITMENTS
3,950 0 0 318,131 326,973 322,081 326,973 9,863 4,971
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,559)
344 -496 0 4,360 4,758 4,704 4,262 -1,145 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 95.8 98.5 97.0 98.5 3.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 0 25 29 27 29
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 187,489
COMMITMENTS
0 0 0 176,692 182,982 176,692 182,982 10,797 4,507
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 593 500 593 0 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 97.6 94.2 97.6 5.8 2.4
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,397
COMMITMENTS
0 4,777 300 244,235 238,838 244,535 243,915 3,862 4,482
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 428)
0 0 0 428 428 428 428 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.1 98.3 96.2 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,806
COMMITMENTS
12,676 0 856 18,361 31,446 31,893 32,302 913 504
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,751)
3,565 0 0 186 3,897 3,751 3,897 0 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 0.0 2.6 56.0 95.9 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 0 1 10 20 20 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 628,527
COMMITMENTS
14,839 6,640 7,527 596,407 608,721 618,773 622,888 9,754 5,639
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,633)
1,620 30 707 711 2,574 3,038 3,311 595 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 1.2 94.9 96.8 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
5 8 7 55 46 65 56
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,759
COMMITMENTS
890 1,729 467 198,302 201,270 199,659 203,466 5,100 1,293
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,397)
60 -225 19 1,016 1,451 1,095 1,245 302 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.2 96.8 98.3 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 18 20 19 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,230
COMMITMENTS
0 2,065 0 135,557 140,083 135,557 142,148 8,673 2,082
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,426)
0 2,065 0 1,302 279 1,302 2,344 124 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 94.0 97.1 94.0 98.6 6.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 18 17 18 19
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,266
COMMITMENTS
7,700 12,755 544 152,260 147,043 160,504 160,342 762 924
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,852)
-420 727 420 2,790 1,705 2,790 2,852 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.9 0.3 94.4 91.2 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 11 2 36 37 42 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 105,400
COMMITMENTS
1,036 0 0 102,896 104,890 103,932 104,890 1,468 510
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,422)
0 0 0 865 1,360 865 1,360 557 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 97.6 99.5 98.6 99.5 1.4 0.5
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 23,787
COMMITMENTS
0 644 0 23,178 22,021 23,178 22,665 609 1,122
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 394)
0 0 0 506 394 506 394 -112 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.4 92.6 97.4 95.3 2.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 10 13 12
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 224,107
COMMITMENTS
1,232 705 1,209 215,581 216,469 218,022 218,383 6,085 5,724
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,165)
-588 407 -169 1,664 -648 907 -410 258 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.5 96.2 96.6 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 3 35 36 39 39
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,988
COMMITMENTS
226 0 551 73,976 71,588 74,753 72,139 9,235 11,849
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,845)
226 0 551 1,694 2,611 2,471 3,162 -626 -1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.7 88.1 85.2 89.0 85.9 11.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 16 19 17
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,906
COMMITMENTS
0 576 4 194,672 192,714 194,676 193,294 7,230 8,612
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,051)
0 -397 4 944 -1,233 948 -1,626 103 2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.4 95.4 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 25 32 26 34
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,652
COMMITMENTS
0 416 0 179,132 179,328 179,132 179,744 4,520 3,908
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 8)
0 0 0 6,900 -449 6,900 -449 -6,892 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.5 97.6 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 25 21 25 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,010
COMMITMENTS
930 0 0 89,073 94,296 90,003 94,296 8,007 3,714
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 372 340 372 0 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 90.9 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,688
COMMITMENTS
1,373 0 0 20,470 21,695 21,843 21,695 1,845 1,993
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 341)
0 0 0 124 310 124 310 217 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 86.4 91.6 92.2 91.6 7.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 16 14 18 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,841
COMMITMENTS
2,820 0 0 204,676 196,301 207,496 196,301 9,345 20,540
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,170)
0 0 0 1,198 309 1,198 309 -28 861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 94.4 90.5 95.7 90.5 4.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 10 16 12 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,146
COMMITMENTS
4,308 1,316 62 149,702 154,426 154,072 155,804 8,074 6,342
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,802)
-128 1,316 62 3,953 1,852 3,887 3,230 -85 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.8 0.0 92.3 95.2 95.0 96.1 5.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 1 36 29 40 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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 44,616 47,180 44,616 1,032 3,596
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 428 0 428 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 96.9 92.5 97.9 92.5 2.1 7.5
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 243,234
COMMITMENTS
2,140 3,918 155 231,969 228,954 234,264 233,027 8,970 10,207
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 8,071)
0 -155 0 7,890 7,772 7,890 7,617 181 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.6 0.1 95.4 94.1 96.3 95.8 3.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 1 25 33 27 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,694
COMMITMENTS
340 248 0 101,523 102,001 101,863 102,249 2,831 2,445
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 18)
-31 0 0 1,855 197 1,824 197 -1,806 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 97.0 97.4 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 25 25 26 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 111,133
COMMITMENTS
4,494 0 0 97,516 108,900 102,010 108,900 9,123 2,233
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -279)
0 0 0 -279 -279 -279 -279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 87.7 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 33,320
COMMITMENTS
448 0 0 31,258 31,056 31,706 31,056 1,614 2,264
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 372)
0 0 0 372 260 372 260 0 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 93.8 93.2 95.2 93.2 4.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 12 14 13 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 339,907
COMMITMENTS
0 0 0 327,854 334,468 327,854 334,468 12,053 5,439
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 3,164)
0 0 0 3,013 5,659 3,013 5,659 151 -2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 98.4 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 30 23 30 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,323
COMMITMENTS
0 0 0 88,029 93,515 88,029 93,515 7,294 1,808
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 577)
0 0 0 577 577 577 577 0 0
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 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 189,943
COMMITMENTS
0 0 0 185,976 188,448 185,976 188,448 3,967 1,495
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -713)
0 0 0 297 -558 297 -558 -1,010 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 99.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 22 27 22 27
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,864
COMMITMENTS
3,173 517 2,310 29,381 31,917 34,864 34,744 0 120
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 376)
-58 -255 216 218 355 376 316 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.5 6.6 84.3 91.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 4 8 24 25 34 36
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,969
COMMITMENTS
915 380 2,130 28,923 29,459 31,968 31,969 1 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 57)
-90 -65 125 22 -3 57 57 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.2 6.7 90.5 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 5 22 22 29 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 130,694
COMMITMENTS
23,122 4,451 2,126 104,790 123,850 130,038 130,427 656 267
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -1,990)
-3,313 -665 245 1,112 -1,600 -1,956 -2,020 -34 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.4 1.6 80.2 94.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 8 10 34 40 51 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,862
COMMITMENTS
6,168 1,523 1,765 47,914 52,509 55,847 55,797 15 65
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 89)
710 152 -250 -351 184 109 86 -20 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.7 3.2 85.8 94.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 5 8 23 25 35 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 30,926
COMMITMENTS
675 1,659 256 29,995 29,011 30,926 30,926 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 60)
100 -5 0 -40 65 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 5.4 0.8 97.0 93.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 4 17 17 21 23
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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: 49,319
COMMITMENTS
13,577 5,837 972 34,452 42,159 49,001 48,968 318 351
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,383)
122 0 -21 1,282 1,404 1,383 1,383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 11.8 2.0 69.9 85.5 99.4 99.3 0.6 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,657
COMMITMENTS
17,718 5,866 1,570 41,421 53,952 60,709 61,388 948 269
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 246)
201 146 -59 116 188 258 275 -12 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 9.5 2.5 67.2 87.5 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 9 3 24 26 30 36
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,733
COMMITMENTS
1,389 2,905 1,375 60,386 59,453 63,150 63,733 583 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,235)
10 1,200 0 1,225 35 1,235 1,235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.6 2.2 94.7 93.3 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 25 24 28 29
AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 10,100
COMMITMENTS
750 700 150 8,550 9,250 9,450 10,100 650 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.9 1.5 84.7 91.6 93.6 100.0 6.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 14 7 18 9
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,061
COMMITMENTS
1,184 3,062 1,991 78,406 76,968 81,581 82,021 480 40
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,262)
10 1,200 0 1,252 62 1,262 1,262 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.7 2.4 95.5 93.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 4 30 24 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,940
COMMITMENTS
0 227 0 32,693 31,958 32,693 32,185 247 755
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -26)
0 0 0 -26 -26 -26 -26 0 0
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,564
COMMITMENTS
1,435 618 0 28,813 29,936 30,248 30,554 316 10
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,800)
0 0 0 2,800 2,800 2,800 2,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.0 0.0 94.3 97.9 99.0 100.0 1.0 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 107,046
COMMITMENTS
12,086 1,938 2,992 91,412 101,831 106,490 106,761 556 285
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 708)
2,912 -796 -44 -2,284 1,379 583 539 125 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.8 2.8 85.4 95.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 4 11 41 41 61 54
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 30,067
COMMITMENTS
0 3,608 0 29,947 26,459 29,947 30,067 120 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 600 0 -120 -600 -120 0 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 0.0 99.6 88.0 99.6 100.0 0.4 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,777
COMMITMENTS
0 3,608 0 29,657 26,169 29,657 29,777 120 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 600 0 -120 -600 -120 0 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 0.0 99.6 87.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 14 15 14 16
ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 18,262
COMMITMENTS
232 768 352 15,640 14,713 16,224 15,833 2,038 2,429
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.2 1.9 85.6 80.6 88.8 86.7 11.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 13 10 16 13
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,672
COMMITMENTS
5,008 1,685 415 58,803 61,790 64,226 63,890 446 782
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -21)
700 0 0 -721 -141 -21 -141 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.6 0.6 90.9 95.5 99.3 98.8 0.7 1.2
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,375
COMMITMENTS
50 286 0 37,302 36,527 37,352 36,813 23 562
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -270)
0 0 0 -270 -270 -270 -270 0 0
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 43,012
COMMITMENTS
350 1,891 0 42,291 41,086 42,641 42,977 371 35
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,467)
0 100 0 2,467 2,377 2,467 2,477 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.4 0.0 98.3 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 53,488
COMMITMENTS
2,094 0 35 50,543 53,218 52,672 53,253 816 235
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 600)
60 0 -25 555 625 590 600 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.1 94.5 99.5 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,292
COMMITMENTS
2,746 138 35 53,971 56,939 56,752 57,112 540 180
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 645)
70 0 -25 595 670 640 645 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 0.1 94.2 99.4 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 02/16/21 |
--------------------------------------------------------------| 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: 87,034
COMMITMENTS
1,905 363 2,057 82,698 84,422 86,660 86,842 374 192
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -277)
-118 5 26 -205 -305 -297 -274 20 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.4 2.4 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,698
COMMITMENTS
3,155 1,871 2,919 96,013 97,622 102,087 102,412 611 286
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 461)
345 81 -4 165 438 506 515 -45 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.8 2.8 93.5 95.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 9 7 31 31 39 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 59,768
COMMITMENTS
836 3,882 1,006 57,906 54,825 59,748 59,713 20 55
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,006)
95 -21 205 706 822 1,006 1,006 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.5 1.7 96.9 91.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 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 02/16/21 |
--------------------------------------------------------------| 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: 42,592
COMMITMENTS
300 3,275 425 41,867 38,892 42,592 42,592 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 270)
0 0 150 120 120 270 270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.7 1.0 98.3 91.3 100.0 100.0 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 02/16/21 |
--------------------------------------------------------------| 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: 54,461
COMMITMENTS
235 1,562 170 53,186 52,674 53,591 54,406 870 55
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,771)
5 -60 60 1,711 1,775 1,776 1,775 -5 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.9 0.3 97.7 96.7 98.4 99.9 1.6 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,013
COMMITMENTS
1,529 4,938 120 60,853 58,359 62,502 63,417 1,511 596
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,190)
10 120 0 2,064 1,996 2,074 2,116 116 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.7 0.2 95.1 91.2 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 1 21 21 26 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,424
COMMITMENTS
262 2,871 410 22,472 20,024 23,144 23,305 280 119
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 28)
5 5 0 23 23 28 28 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.3 1.8 95.9 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 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,354
COMMITMENTS
1,257 932 988 23,395 23,983 25,640 25,903 714 451
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 317)
-19 16 19 325 285 325 320 -8 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.5 3.7 88.8 91.0 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,123
COMMITMENTS
650 1,208 280 15,438 15,392 16,368 16,880 755 243
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,100)
-65 300 0 1,160 800 1,095 1,100 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.1 1.6 90.2 89.9 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 13 17 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,811
COMMITMENTS
5,700 6,983 1,723 41,163 39,855 48,586 48,561 225 250
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 507)
1,585 -9 50 -1,161 251 474 292 33 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.3 3.5 84.3 81.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 8 5 25 23 32 33
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 29,402
COMMITMENTS
1,287 3,101 1,413 26,405 24,645 29,105 29,159 297 243
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 246)
5 -110 0 241 356 246 246 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 10.5 4.8 89.8 83.8 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,023
COMMITMENTS
1,733 466 100 15,168 16,415 17,001 16,981 22 42
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 356)
0 6 0 356 350 356 356 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.7 0.6 89.1 96.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 1 18 15 21 19
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,268
COMMITMENTS
2,575 50 1,920 44,600 47,293 49,095 49,263 173 5
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -200 -200 -200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.1 3.9 90.5 96.0 99.6 100.0 0.4 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,708
COMMITMENTS
2,535 25 1,915 45,075 47,763 49,525 49,703 183 5
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -215)
0 0 0 -215 -215 -215 -215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.1 3.9 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 115,046
COMMITMENTS
1,731 5,246 1,627 111,268 108,149 114,626 115,022 420 24
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,926)
180 -3,072 847 1,903 5,151 2,930 2,926 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.6 1.4 96.7 94.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 8 6 38 32 46 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 120,880
COMMITMENTS
1,990 4,496 3,096 115,600 113,179 120,686 120,771 194 109
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 2,706)
-72 -3,290 1,052 1,726 4,944 2,706 2,706 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.7 2.6 95.6 93.6 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 530,095
COMMITMENTS
42,871 21,322 50,124 436,504 458,197 529,499 529,643 596 452
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 7,231)
-2,452 665 912 9,007 5,883 7,467 7,460 -236 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.0 9.5 82.3 86.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
27 22 34 51 49 91 93
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 02/16/21 |
--------------------------------------------------------------| 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 02/09/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 8,045
COMMITMENTS
1,045 1,905 545 5,985 5,245 7,575 7,695 470 350
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 23.7 6.8 74.4 65.2 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 6 25 26 33 35
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 10,465
COMMITMENTS
835 100 145 9,445 10,188 10,425 10,433 40 32
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 306)
-100 100 100 316 106 316 306 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.0 1.4 90.3 97.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 2 23 21 28 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,125
COMMITMENTS
226 479 458 5,762 5,230 6,446 6,167 679 958
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 194)
-14 26 6 245 145 237 177 -43 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.7 6.4 80.9 73.4 90.5 86.6 9.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 7 31 34 39 42
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,450
COMMITMENTS
1,324 198 0 28,959 30,098 30,283 30,296 167 154
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -93)
-20 0 0 -219 -201 -239 -201 146 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.7 0.0 95.1 98.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 0 38 39 41 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,600
COMMITMENTS
395 0 15 20,154 20,310 20,564 20,325 36 275
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 683)
0 0 0 708 708 708 708 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 97.8 98.6 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 23 24 25 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,292
COMMITMENTS
1,686 837 238 16,219 16,897 18,143 17,972 149 320
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,363)
-45 782 0 1,529 612 1,484 1,394 -121 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.6 1.3 88.7 92.4 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 2 2 43 38 49 42
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,237
COMMITMENTS
60 180 30 5,787 5,822 5,877 6,032 360 205
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 104)
0 0 0 119 104 119 104 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.9 0.5 92.8 93.3 94.2 96.7 5.8 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 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 25,286
COMMITMENTS
849 158 355 24,082 24,566 25,286 25,079 0 207
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 465)
87 -380 235 143 610 465 465 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.6 1.4 95.2 97.2 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 2 2 33 35 38 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,373
COMMITMENTS
7,810 630 1,676 47,565 54,650 57,051 56,956 322 417
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,781)
-17 100 -195 2,008 1,861 1,796 1,766 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.1 2.9 82.9 95.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
8 7 9 72 68 85 79
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,825
COMMITMENTS
45 135 37 1,970 1,953 2,052 2,125 773 700
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 251)
0 17 0 95 7 95 24 156 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.8 1.3 69.7 69.1 72.6 75.2 27.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 20 17 21
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 14,647
COMMITMENTS
0 450 0 14,647 14,197 14,647 14,647 0 0
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: 1,230)
0 450 0 1,230 780 1,230 1,230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 15 19 16
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 49,269
COMMITMENTS
50 0 0 47,889 48,081 47,939 48,081 1,330 1,188
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -3,765)
0 0 0 -3,505 -3,313 -3,505 -3,313 -260 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 97.2 97.6 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 25 26 26 26
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 20,616
COMMITMENTS
0 0 0 20,565 20,550 20,565 20,550 51 66
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -2,985)
0 0 0 -3,030 -2,983 -3,030 -2,983 45 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 17 21 17 21
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 192,465
COMMITMENTS
0 0 0 188,012 182,673 188,012 182,673 4,453 9,792
CHANGES FROM 02/09/21 (CHANGE IN OPEN INTEREST: -569)
0 0 0 561 21 561 21 -1,130 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 94.9 97.7 94.9 2.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 17 13 17
Updated February 19, 2021