CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 45,722
COMMITMENTS
4,506 16,141 404 40,806 29,177 45,716 45,722 6 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 301)
-12 183 1 325 117 314 301 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 35.3 0.9 89.2 63.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 8 5 15 19 23 30
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 197,340
COMMITMENTS
80,786 23,422 6,015 110,539 167,903 197,340 197,340 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 180)
1,630 -2,500 -200 -1,250 2,880 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 11.9 3.0 56.0 85.1 100.0 100.0 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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 191,921
COMMITMENTS
32,969 34,090 8,656 150,296 149,174 191,921 191,921 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,067)
916 -700 954 2,197 3,813 4,067 4,067 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 17.8 4.5 78.3 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 4 7 20 13 31 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 143,599
COMMITMENTS
58,012 35,702 9,503 76,067 98,393 143,582 143,598 17 1
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,096)
2,048 850 -529 585 1,792 2,105 2,114 -9 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 24.9 6.6 53.0 68.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
38 10 20 28 24 71 50
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,324
COMMITMENTS
5,289 3,197 1,766 26,186 28,361 33,241 33,324 83 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 695)
70 75 25 600 595 695 695 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 9.6 5.3 78.6 85.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 4 3 15 11 26 17
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 17,261
COMMITMENTS
5,610 5,632 783 10,868 10,846 17,261 17,261 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 5,250)
3,250 4,000 0 2,000 1,250 5,250 5,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 32.6 4.5 63.0 62.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 3 10 8 14 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 20,532
COMMITMENTS
1,625 18,846 100 18,797 1,571 20,522 20,517 10 15
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -6,227)
-507 3,520 -2,205 -3,515 -7,536 -6,227 -6,221 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 91.8 0.5 91.5 7.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 4 1 12 4 17 8
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 17,821
COMMITMENTS
2,115 2,974 380 15,326 14,467 17,821 17,821 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 305)
0 -300 150 155 455 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 16.7 2.1 86.0 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 3 11 12 15 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 22,100
COMMITMENTS
2,993 7,620 590 18,492 13,890 22,075 22,100 25 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 600)
200 400 50 350 150 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 34.5 2.7 83.7 62.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 3 11 11 14 20
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 36,129
COMMITMENTS
16,140 12,850 2,651 17,338 20,628 36,129 36,129 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -21,893)
-16,124 -11,210 -186 -5,583 -10,497 -21,893 -21,893 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 35.6 7.3 48.0 57.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 4 12 11 20 16
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 32,703
COMMITMENTS
9,190 872 66 23,431 31,765 32,687 32,703 16 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -373)
223 -16 10 -607 -367 -373 -373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 2.7 0.2 71.6 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 4 3 14 11 24 17
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,447
COMMITMENTS
80 0 5 6,250 6,422 6,335 6,427 112 20
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -1,174)
-10 0 0 -1,155 -1,184 -1,165 -1,184 -9 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 96.9 99.6 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 17 18 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,608
COMMITMENTS
6,240 1,089 1,901 16,237 21,492 24,378 24,482 230 126
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -5,546)
-2,442 -794 -33 -3,091 -4,691 -5,566 -5,518 20 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 4.4 7.7 66.0 87.3 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 2 6 21 33 28 40
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,853
COMMITMENTS
2,722 5,100 722 15,599 14,014 19,043 19,836 810 17
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -3,938)
53 -2,608 -109 -3,954 -1,238 -4,010 -3,955 72 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 25.7 3.6 78.6 70.6 95.9 99.9 4.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 4 23 14 29 18
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,366
COMMITMENTS
180 935 75 3,933 3,222 4,188 4,232 178 134
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -991)
150 -240 -150 -968 -575 -968 -965 -23 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 21.4 1.7 90.1 73.8 95.9 96.9 4.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 11 9 13 13
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,210,091
COMMITMENTS
1232741 19,667 460,079 4480208 5711638 6173028 6191384 37,063 18,707
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -194,679)
-71,767 -421 1,168 -127,122 -195,533 -197,721 -194,786 3,042 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.3 7.4 72.1 92.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
58 9 46 147 123 211 172
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,567,448
COMMITMENTS
53,241 29,038 622,937 887,983 914,492 1564161 1566466 3,287 982
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 12,449)
3,102 8,081 28,273 -12,422 -21,520 18,953 14,833 -6,504 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.9 39.7 56.7 58.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 8 22 51 47 77 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 197,569
COMMITMENTS
3,070 1,174 31 168,956 186,895 172,057 188,100 25,512 9,469
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 3,336)
1,139 168 31 1,923 592 3,093 791 243 2,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 0.0 85.5 94.6 87.1 95.2 12.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 22 18 25 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 139,457
COMMITMENTS
1,642 271 613 129,824 123,710 132,079 124,594 7,378 14,863
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 814)
218 -1,182 -399 620 504 439 -1,077 375 1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 0.4 93.1 88.7 94.7 89.3 5.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 21 22 24 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,820
COMMITMENTS
8,893 2,455 230 243,175 255,448 252,298 258,133 13,522 7,687
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 3,575)
1,229 310 -23 -1,097 2,837 109 3,124 3,466 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.9 0.1 91.5 96.1 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 3 3 27 34 35 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 985,525
COMMITMENTS
4,413 4,280 5,182 960,302 972,350 969,897 981,812 15,628 3,713
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -65,912)
-2,983 -961 498 -67,111 -65,523 -69,596 -65,986 3,684 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.4 0.5 97.4 98.7 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 1 5 40 26 48 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 366,956
COMMITMENTS
9,751 828 8 340,062 345,425 349,821 346,261 17,135 20,695
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 7,786)
1,632 -420 8 4,927 6,533 6,567 6,121 1,219 1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 0.0 92.7 94.1 95.3 94.4 4.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 2 1 38 32 45 35
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 640,391
COMMITMENTS
10,088 1,996 442 619,831 634,754 630,361 637,192 10,030 3,199
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 38,983)
1,993 47 73 33,217 40,665 35,283 40,785 3,700 -1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.1 96.8 99.1 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 4 3 41 38 47 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 458,161
COMMITMENTS
4,262 2,985 1,028 443,590 432,142 448,880 436,155 9,281 22,006
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 3,000)
29 802 438 2,460 200 2,927 1,440 73 1,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.2 96.8 94.3 98.0 95.2 2.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 3 5 33 30 40 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,875
COMMITMENTS
340 482 213 85,216 85,032 85,769 85,727 5,106 5,148
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 404)
0 180 0 -649 -301 -649 -121 1,053 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 0.2 93.8 93.6 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 18 15 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,179
COMMITMENTS
322 0 112 20,863 21,774 21,297 21,886 1,882 1,293
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 62)
0 0 0 -410 -187 -410 -187 472 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.5 90.0 93.9 91.9 94.4 8.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 19 17 20 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 336,944
COMMITMENTS
4,028 0 1,374 311,400 331,315 316,802 332,689 20,142 4,255
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 5,027)
-94 0 1,374 -8,693 4,743 -7,413 6,117 12,440 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.4 92.4 98.3 94.0 98.7 6.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 26 30 29 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 193,939
COMMITMENTS
0 0 0 182,834 189,674 182,834 189,674 11,105 4,265
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,235)
0 0 0 3,958 4,539 3,958 4,539 277 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 97.8 94.3 97.8 5.7 2.2
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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,749
COMMITMENTS
0 5,779 300 242,717 238,706 243,017 244,785 5,732 3,964
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 178)
0 462 0 -1,662 -222 -1,662 240 1,840 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.1 97.6 96.0 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 19 20 20 22
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,772
COMMITMENTS
18,934 0 856 20,990 42,749 40,780 43,605 3,992 1,167
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 899)
-1,500 0 0 -186 887 -1,686 887 2,585 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 0.0 1.9 46.9 95.5 91.1 97.4 8.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 0 1 15 26 25 27
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 663,667
COMMITMENTS
21,043 9,007 5,578 623,616 645,164 650,237 659,749 13,430 3,918
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 19,797)
3,416 1,302 -703 13,719 19,929 16,432 20,528 3,365 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.4 0.8 94.0 97.2 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 9 7 53 44 63 57
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,067
COMMITMENTS
2,971 1,479 671 202,329 211,249 205,971 213,399 9,096 1,668
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 11,472)
608 -97 -44 6,304 11,140 6,868 10,999 4,604 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.7 0.3 94.1 98.2 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 18 19 22 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,288
COMMITMENTS
4,801 7,211 0 163,124 161,394 167,925 168,605 3,363 2,683
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 8,189)
284 3,069 0 7,926 4,606 8,210 7,675 -21 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.2 0.0 95.2 94.2 98.0 98.4 2.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 6 0 33 31 38 37
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,372
COMMITMENTS
12,253 14,911 854 173,956 166,730 187,063 182,495 2,309 6,877
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 9,010)
487 519 -310 7,622 3,040 7,799 3,249 1,211 5,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.9 0.5 91.9 88.0 98.8 96.4 1.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 10 3 42 43 51 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,900
COMMITMENTS
1,036 0 0 160,082 162,732 161,118 162,732 2,782 1,168
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 38,918)
0 0 0 37,489 38,353 37,489 38,353 1,429 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 97.7 99.3 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 0 0 28 29 29 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,468
COMMITMENTS
0 3,372 0 26,915 23,888 26,915 27,260 1,553 1,208
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -62)
0 0 0 -398 -186 -398 -186 336 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 0.0 94.5 83.9 94.5 95.8 5.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 0 15 10 15 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 229,667
COMMITMENTS
704 5,655 648 220,342 217,682 221,694 223,985 7,973 5,682
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 3,895)
-217 2,623 -603 2,818 1,784 1,998 3,804 1,897 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 0.3 95.9 94.8 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 6 1 33 35 35 41
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,883
COMMITMENTS
272 0 0 114,432 113,187 114,704 113,187 179 1,696
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 589)
0 0 0 974 98 974 98 -385 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.6 98.5 99.8 98.5 0.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 15 15 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,711
COMMITMENTS
372 0 0 73,375 71,930 73,747 71,930 10,964 12,781
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 906)
372 0 0 -593 745 -221 745 1,127 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 86.6 84.9 87.1 84.9 12.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 16 18 16
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,094
COMMITMENTS
0 1,302 0 199,763 196,850 199,763 198,152 8,331 9,942
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,688)
0 744 0 1,519 651 1,519 1,395 1,169 1,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 96.0 94.6 96.0 95.2 4.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 0 25 31 25 34
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,276
COMMITMENTS
0 416 0 173,128 178,984 173,128 179,400 10,148 3,876
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 416)
0 0 0 -5,094 569 -5,094 569 5,510 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.5 97.7 94.5 97.9 5.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 21 23 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,385
COMMITMENTS
403 0 0 90,961 94,957 91,364 94,957 8,021 4,428
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 518)
-403 0 0 1,037 1,556 634 1,556 -116 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 91.5 95.5 91.9 95.5 8.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 17 16 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,637
COMMITMENTS
869 0 0 22,747 24,844 23,616 24,844 4,021 2,793
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 0)
-504 0 0 -578 -998 -1,082 -998 1,082 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 82.3 89.9 85.5 89.9 14.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 13 14 15 14
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 217,467
COMMITMENTS
2,847 0 0 202,222 194,322 205,069 194,322 12,398 23,145
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 483)
152 0 0 -2,231 -595 -2,079 -595 2,562 1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 93.0 89.4 94.3 89.4 5.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 15 11 15
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 166,597
COMMITMENTS
6,567 1,857 1,000 149,365 153,269 156,932 156,126 9,665 10,471
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,198)
2,649 603 876 278 2,385 3,803 3,864 395 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.1 0.6 89.7 92.0 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 2 33 27 39 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,929
COMMITMENTS
448 310 0 45,809 47,729 46,257 48,039 3,672 1,890
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -918)
0 0 0 -3,310 -1,052 -3,310 -1,052 2,392 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.6 0.0 91.7 95.6 92.6 96.2 7.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 10 16 12 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 244,800
COMMITMENTS
3,859 4,509 1,208 229,006 228,234 234,073 233,951 10,727 10,849
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -976)
428 586 478 -4,480 -2,781 -3,574 -1,717 2,598 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.8 0.5 93.5 93.2 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 1 28 32 32 36
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 105,097
COMMITMENTS
0 714 30 101,372 100,733 101,402 101,477 3,695 3,620
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 500)
0 124 0 -302 -461 -302 -337 802 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.5 95.8 96.5 96.6 3.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 26 25 27 27
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 22,366
COMMITMENTS
0 0 0 21,701 21,268 21,701 21,268 665 1,098
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 95.1 97.0 95.1 3.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 13 13 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 115,323
COMMITMENTS
4,494 0 0 100,748 112,300 105,242 112,300 10,081 3,023
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,777)
0 0 0 664 1,839 664 1,839 1,113 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 87.4 97.4 91.3 97.4 8.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 11 18 12 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,660
COMMITMENTS
448 0 0 33,551 32,516 33,999 32,516 1,661 3,144
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 635)
0 0 0 526 -602 526 -602 109 1,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 94.1 91.2 95.3 91.2 4.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 14 17 15 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 349,239
COMMITMENTS
372 1,796 0 336,496 343,092 336,868 344,888 12,371 4,351
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,909)
0 190 0 4,758 5,687 4,758 5,877 151 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.0 96.4 98.2 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 0 30 23 31 26
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 98,385
COMMITMENTS
0 0 0 90,235 96,455 90,235 96,455 8,150 1,930
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 332)
0 0 0 332 272 332 272 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 98.0 91.7 98.0 8.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 13 17 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 32,160
COMMITMENTS
2,866 0 0 28,803 32,048 31,669 32,048 491 112
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,779)
124 -248 0 2,431 3,027 2,555 2,779 224 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 89.6 99.7 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 13 17 15 17
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 210,707
COMMITMENTS
0 0 0 206,124 208,730 206,124 208,730 4,583 1,977
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 15,308)
0 0 0 14,358 14,278 14,358 14,278 950 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 99.1 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 21 27 21 27
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,419
COMMITMENTS
3,665 335 2,041 27,713 30,922 33,419 33,298 0 121
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -1,290)
708 -37 -412 -1,586 -842 -1,290 -1,291 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.0 6.1 82.9 92.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 8 24 24 34 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 29,988
COMMITMENTS
1,275 783 1,730 26,983 27,475 29,988 29,988 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -1,994)
410 403 -525 -1,878 -1,872 -1,993 -1,994 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.6 5.8 90.0 91.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 5 22 19 29 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 134,464
COMMITMENTS
21,936 5,758 1,724 109,733 126,309 133,393 133,791 1,071 673
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,042)
-340 744 -239 1,221 147 642 652 400 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.3 1.3 81.6 93.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 12 11 33 38 50 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,355
COMMITMENTS
6,517 2,570 1,726 48,082 52,003 56,325 56,299 30 56
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,405)
134 695 110 1,161 642 1,405 1,447 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.6 3.1 85.3 92.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 4 8 24 26 37 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 32,311
COMMITMENTS
803 2,208 421 31,087 29,682 32,311 32,311 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 702)
175 406 75 452 221 702 702 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.8 1.3 96.2 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 6 18 18 24 25
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 50,535
COMMITMENTS
13,578 5,881 962 35,481 43,150 50,021 49,993 514 542
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 298)
1 -30 29 162 108 192 107 106 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 11.6 1.9 70.2 85.4 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 2 22 24 25 29
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,950
COMMITMENTS
17,652 5,873 1,504 42,734 55,165 61,890 62,542 1,060 408
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 433)
20 -146 55 249 384 324 293 109 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 9.3 2.4 67.9 87.6 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 10 3 22 26 27 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,773
COMMITMENTS
1,377 5,305 1,411 61,196 57,859 63,984 64,575 789 198
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 469)
-25 2,400 25 264 -2,154 264 271 205 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.2 2.2 94.5 89.3 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 27 24 30 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,368
COMMITMENTS
1,255 5,479 1,971 80,488 76,693 83,714 84,143 654 225
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,288)
0 2,376 0 1,116 -1,273 1,116 1,103 172 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.5 2.3 95.4 90.9 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 4 31 24 36 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,305
COMMITMENTS
0 327 0 33,056 32,223 33,056 32,550 249 755
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 560)
0 100 0 560 460 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.3 96.8 99.3 97.7 0.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 16 11 16 14
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,749
COMMITMENTS
1,385 618 0 29,048 30,121 30,433 30,739 316 10
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -140)
0 0 0 -140 -140 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.0 0.0 94.5 98.0 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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 107,101
COMMITMENTS
10,872 3,295 3,836 91,893 99,845 106,601 106,976 500 125
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 346)
319 745 463 -436 -857 346 351 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.1 3.6 85.8 93.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 7 12 41 39 62 54
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 21,154
COMMITMENTS
375 0 0 19,832 20,374 20,207 20,374 947 780
CHANGES FROM 02/23/21 (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 03/02/21 |
--------------------------------------------------------------| 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 02/23/21 (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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 30,187
COMMITMENTS
0 3,608 0 30,067 26,579 30,067 30,187 120 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 95 95 95 0 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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 29,897
COMMITMENTS
0 3,608 0 29,777 26,289 29,777 29,897 120 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 95 95 95 0 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 65,177
COMMITMENTS
5,008 1,715 400 59,323 62,280 64,731 64,395 446 782
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 495)
0 0 0 495 495 495 495 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.6 0.6 91.0 95.6 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 3 22 24 29 28
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,675
COMMITMENTS
150 286 0 37,502 36,867 37,652 37,153 23 522
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 455)
0 0 0 455 495 455 495 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.0 99.5 97.9 99.9 98.6 0.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 21 19 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,618
COMMITMENTS
772 2,073 50 43,425 42,470 44,247 44,593 371 25
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -279)
417 0 50 -746 -329 -279 -279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.6 0.1 97.3 95.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 7 1 21 22 24 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 54,458
COMMITMENTS
2,292 0 35 51,033 54,188 53,360 54,223 1,098 235
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 785)
104 0 0 439 785 543 785 242 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.1 93.7 99.5 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 22 18 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,470
COMMITMENTS
3,110 180 35 56,570 60,075 59,715 60,290 755 180
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,662)
95 22 0 1,367 1,640 1,462 1,662 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.3 0.1 93.6 99.3 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 1 23 18 27 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 88,589
COMMITMENTS
1,984 503 2,174 84,065 85,750 88,223 88,427 366 162
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 571)
4 10 145 425 436 574 591 -3 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 2.5 94.9 96.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 3 25 27 29 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,653
COMMITMENTS
3,494 1,999 2,938 97,597 99,280 104,029 104,217 624 436
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 670)
-87 62 2 729 561 644 625 26 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.9 2.8 93.3 94.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 8 8 30 32 39 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 62,258
COMMITMENTS
692 4,432 1,227 60,319 56,554 62,238 62,213 20 45
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,148)
236 410 66 1,846 1,672 2,148 2,148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.1 2.0 96.9 90.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 6 21 15 29 22
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| 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: 42,777
COMMITMENTS
395 3,290 650 41,732 38,837 42,777 42,777 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -300)
-25 0 25 -300 -325 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.7 1.5 97.6 90.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 1 17 12 19 18
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 55,914
COMMITMENTS
205 1,656 170 54,111 53,843 54,486 55,669 1,428 245
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,132)
0 0 0 561 955 561 955 571 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.0 0.3 96.8 96.3 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 21 19 24 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,333
COMMITMENTS
1,390 5,011 120 60,536 57,694 62,046 62,825 1,287 508
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -203)
22 0 0 -62 -141 -40 -141 -163 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.9 0.2 95.6 91.1 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 1 22 20 27 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,644
COMMITMENTS
100 2,876 410 22,348 20,004 22,858 23,290 786 354
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -40)
-162 5 0 -360 -280 -522 -275 482 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 12.2 1.7 94.5 84.6 96.7 98.5 3.3 1.5
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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,002
COMMITMENTS
51 1,390 0 20,329 19,324 20,380 20,714 622 288
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -11)
0 0 0 -258 -261 -258 -261 247 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.6 0.0 96.8 92.0 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 16 13 17 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,922
COMMITMENTS
1,272 1,105 920 23,995 24,874 26,187 26,899 735 23
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 159)
-15 102 -72 211 499 124 529 35 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.1 3.4 89.1 92.4 97.3 99.9 2.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 4 19 19 25 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,268
COMMITMENTS
620 1,258 270 15,627 15,497 16,517 17,025 751 243
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 59)
-30 -25 0 88 84 58 59 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.3 1.6 90.5 89.7 95.7 98.6 4.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 15 13 18 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 48,412
COMMITMENTS
4,377 6,237 1,963 42,031 40,126 48,371 48,326 41 86
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 700)
27 -627 232 625 1,269 884 874 -184 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.9 4.1 86.8 82.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 5 26 23 33 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 30,060
COMMITMENTS
1,602 3,036 1,386 26,640 25,395 29,628 29,817 432 243
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 649)
395 -25 -27 146 701 514 649 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.1 4.6 88.6 84.5 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 5 3 20 20 24 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,971
COMMITMENTS
1,783 497 375 14,791 16,057 16,949 16,929 22 42
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 80)
-150 60 250 -20 -230 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.9 2.2 87.2 94.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 2 18 16 22 20
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,091
COMMITMENTS
3,820 0 0 17,201 21,091 21,021 21,091 70 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -860)
-150 0 0 -710 -860 -860 -860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 0.0 81.6 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 0 14 12 19 12
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,168
COMMITMENTS
740 460 120 8,210 7,998 9,070 8,578 98 590
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 150)
0 200 0 122 -560 122 -360 28 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.0 1.3 89.6 87.2 98.9 93.6 1.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 2 17 14 20 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,551
COMMITMENTS
560 405 225 7,673 7,481 8,458 8,111 93 440
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 150)
0 200 0 122 -410 122 -210 28 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.7 2.6 89.7 87.5 98.9 94.9 1.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 2 16 15 19 20
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,023
COMMITMENTS
2,575 50 1,920 44,250 46,918 48,745 48,888 278 135
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -70)
0 0 0 -175 -200 -175 -200 105 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 3.9 90.3 95.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,543
COMMITMENTS
2,535 25 1,915 44,020 47,478 48,470 49,418 1,073 125
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -945 -175 -945 -175 890 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.1 3.9 88.9 95.8 97.8 99.7 2.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 1 2 19 14 26 16
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 123,463
COMMITMENTS
1,821 4,310 1,962 118,430 116,122 122,213 122,394 1,250 1,069
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,055)
35 -268 133 3,057 3,220 3,225 3,085 830 970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.5 1.6 95.9 94.1 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 7 7 38 32 47 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 131,475
COMMITMENTS
2,346 3,729 4,198 123,547 121,791 130,091 129,718 1,384 1,757
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,126)
212 -15 145 2,600 2,322 2,957 2,452 1,169 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.8 3.2 94.0 92.6 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 8 9 42 35 55 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 533,527
COMMITMENTS
40,206 23,428 48,933 442,727 458,664 531,866 531,025 1,661 2,501
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 5,121)
325 1,355 -248 3,876 2,052 3,952 3,159 1,169 1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.4 9.2 83.0 86.0 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
25 25 34 50 47 90 92
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,935
COMMITMENTS
2,660 550 115 12,190 14,940 14,965 15,605 970 330
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -65)
0 0 0 -285 -305 -285 -305 220 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.5 0.7 76.5 93.8 93.9 97.9 6.1 2.1
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 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,559
COMMITMENTS
2,060 550 140 10,369 12,554 12,569 13,244 990 315
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -285 -315 -285 -315 210 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 4.1 1.0 76.5 92.6 92.7 97.7 7.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 14 14 18 17
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 10,895
COMMITMENTS
835 100 145 9,875 10,618 10,855 10,863 40 32
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 305)
0 0 0 305 305 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.9 1.3 90.6 97.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 2 25 21 30 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,743
COMMITMENTS
184 529 417 5,562 4,779 6,163 5,725 580 1,018
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -890)
-55 72 -110 -546 -836 -711 -874 -179 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.8 6.2 82.5 70.9 91.4 84.9 8.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 6 31 34 38 41
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,260
COMMITMENTS
2,467 198 825 22,875 25,121 26,167 26,144 93 116
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -3,607)
1,168 0 825 -5,618 -4,506 -3,625 -3,681 18 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.8 3.1 87.1 95.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 2 36 37 39 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,819
COMMITMENTS
115 890 115 18,496 17,446 18,726 18,451 93 368
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -2,427)
-280 885 75 -2,244 -3,419 -2,449 -2,459 22 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.7 0.6 98.3 92.7 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 17 22 21 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,463
COMMITMENTS
6,322 812 133 9,711 14,988 16,166 15,933 297 530
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -2,942)
4,549 -58 -105 -7,570 -2,866 -3,126 -3,029 184 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 4.9 0.8 59.0 91.0 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 2 2 38 36 44 40
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,751
COMMITMENTS
0 125 30 5,441 5,311 5,471 5,466 280 285
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -553)
-60 -55 0 -408 -598 -468 -653 -85 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.5 94.6 92.3 95.1 95.0 4.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 12 19 13 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,714
COMMITMENTS
3,652 33 1,057 14,915 18,417 19,624 19,507 90 207
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -6,104)
2,691 -147 764 -9,649 -6,721 -6,194 -6,104 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.2 5.4 75.7 93.4 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 2 28 33 32 36
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,650
COMMITMENTS
9,659 4,278 1,487 42,202 47,291 53,348 53,056 302 594
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -7,393)
141 3,538 -13 -7,324 -10,888 -7,196 -7,363 -197 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.0 2.8 78.7 88.1 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
9 8 9 66 67 83 78
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 12,185
COMMITMENTS
0 1,365 0 12,185 10,820 12,185 12,185 0 0
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -2,552)
0 765 0 -2,542 -3,272 -2,542 -2,507 -10 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.0 100.0 88.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 11 13 12
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 64,652
COMMITMENTS
40 0 0 63,397 63,464 63,437 63,464 1,215 1,188
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 6,315)
0 0 0 6,315 6,315 6,315 6,315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.1 98.2 98.1 98.2 1.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 28 23 29 23
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 21,533
COMMITMENTS
0 0 0 21,482 21,467 21,482 21,467 51 66
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 487)
0 0 0 487 487 487 487 0 0
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 20 17 20
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 182,538
COMMITMENTS
0 0 0 178,878 173,439 178,878 173,439 3,660 9,099
CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -12,537)
0 0 0 -11,984 -11,844 -11,984 -11,844 -553 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 95.0 98.0 95.0 2.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 16 13 16
Updated March 05, 2021