CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 47,174
COMMITMENTS
4,748 16,736 1,583 40,817 28,855 47,148 47,174 26 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -219)
206 52 -3 -422 -268 -219 -219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 35.5 3.4 86.5 61.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 5 17 20 27 30
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 197,500
COMMITMENTS
81,486 21,472 3,815 112,199 172,213 197,500 197,500 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 400)
400 0 0 0 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 10.9 1.9 56.8 87.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 7 4 16 16 27 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 197,600
COMMITMENTS
34,651 38,215 8,439 154,510 150,946 197,600 197,600 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,000)
900 1,610 138 -38 -748 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 19.3 4.3 78.2 76.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 4 7 19 12 30 21
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 152,660
COMMITMENTS
62,496 37,675 12,808 77,334 102,174 152,638 152,658 22 2
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,425)
1,804 1,161 -962 571 1,226 1,413 1,425 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 24.7 8.4 50.7 66.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
38 12 18 30 25 72 51
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,407
COMMITMENTS
7,194 3,183 1,766 26,301 30,458 35,261 35,407 146 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 759)
780 5 0 -48 754 732 759 27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 9.0 5.0 74.3 86.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 3 3 16 11 30 16
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 19,960
COMMITMENTS
6,681 6,132 1,283 11,996 12,545 19,960 19,960 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 500)
-429 0 500 429 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 30.7 6.4 60.1 62.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 3 10 8 15 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 23,682
COMMITMENTS
1,875 19,996 1,000 20,797 2,671 23,672 23,667 10 15
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,300)
0 0 350 950 950 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 84.4 4.2 87.8 11.3 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 5 2 12 5 17 11
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 17,781
COMMITMENTS
2,115 2,979 330 15,336 14,472 17,781 17,781 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 16.8 1.9 86.2 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 4 11 12 16 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 23,529
COMMITMENTS
3,246 8,070 537 19,721 14,922 23,504 23,529 25 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 176)
25 150 26 125 0 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 34.3 2.3 83.8 63.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 6 2 11 12 14 20
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 35,029
COMMITMENTS
16,136 12,850 2,655 16,238 19,524 35,029 35,029 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -1,100)
0 0 0 -1,100 -1,100 -1,100 -1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 36.7 7.6 46.4 55.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 4 12 10 20 15
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 46,182
COMMITMENTS
10,242 712 1,625 34,299 43,843 46,166 46,181 16 1
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -110)
143 135 -62 -192 -183 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 1.5 3.5 74.3 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 4 5 17 14 28 22
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,622
COMMITMENTS
80 0 5 7,410 7,582 7,495 7,587 127 35
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 880)
0 0 0 855 855 855 855 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 97.2 99.5 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 18 19 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,661
COMMITMENTS
6,812 1,314 2,443 18,102 23,697 27,357 27,454 304 207
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,710)
642 92 164 1,868 2,459 2,674 2,715 36 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.8 8.8 65.4 85.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 6 25 34 33 41
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,468
COMMITMENTS
5,992 6,558 616 16,098 16,277 22,706 23,451 762 17
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,822)
1,112 807 -8 718 1,023 1,822 1,822 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 27.9 2.6 68.6 69.4 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 3 23 16 29 21
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,738
COMMITMENTS
330 541 185 4,009 3,873 4,524 4,599 214 139
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 115)
0 -129 87 28 157 115 115 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 11.4 3.9 84.6 81.7 95.5 97.1 4.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 4 12 10 18 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,231,959
COMMITMENTS
991,563 34,254 410,827 4787963 5767535 6190353 6212616 41,606 19,343
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 9,903)
-60,274 1,883 -10,717 80,401 20,134 9,410 11,300 493 -1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.5 6.6 76.8 92.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
45 18 49 155 125 215 177
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,692,037
COMMITMENTS
63,544 34,561 761,475 865,509 895,418 1690528 1691454 1,509 583
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 32,202)
9,834 11,500 18,229 4,750 3,185 32,813 32,915 -611 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.0 45.0 51.2 52.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 10 25 54 51 85 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,940
COMMITMENTS
2,732 120 134 169,337 188,985 172,203 189,239 21,737 4,701
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,942)
-240 -90 103 2,352 1,911 2,215 1,924 -273 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.1 87.3 97.4 88.8 97.6 11.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 22 18 25 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,783
COMMITMENTS
669 0 426 120,191 117,595 121,286 118,021 8,497 11,762
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -286)
179 0 -92 -2,321 1,457 -2,234 1,365 1,948 -1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.3 92.6 90.6 93.5 90.9 6.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 19 21 21 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,348
COMMITMENTS
6,673 317 669 232,933 242,195 240,275 243,181 13,073 10,167
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 365)
-1,190 0 335 793 2,867 -62 3,202 427 -2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 0.3 91.9 95.6 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 3 26 32 32 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,001,339
COMMITMENTS
5,695 4,577 7,339 975,316 985,379 988,350 997,295 12,989 4,044
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -4,200)
-976 297 489 -4,647 -5,018 -5,134 -4,232 934 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.7 97.4 98.4 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 2 6 40 24 50 31
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 352,051
COMMITMENTS
5,551 0 1,057 328,106 335,183 334,714 336,240 17,337 15,811
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -3,974)
-843 -270 1,057 -2,999 -414 -2,785 373 -1,189 -4,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.3 93.2 95.2 95.1 95.5 4.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 0 1 33 30 36 31
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 621,396
COMMITMENTS
10,372 4,908 1,641 601,331 611,463 613,344 618,012 8,052 3,384
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 339)
1,144 105 0 115 208 1,259 313 -920 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.8 0.3 96.8 98.4 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 2 4 42 37 49 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 452,647
COMMITMENTS
1,819 3,210 3,889 435,801 425,957 441,509 433,056 11,138 19,591
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 9,229)
-881 694 1,207 8,229 7,208 8,555 9,109 674 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.9 96.3 94.1 97.5 95.7 2.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 4 31 31 35 36
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,520
COMMITMENTS
1,433 2,470 398 87,128 87,834 88,959 90,702 4,561 2,818
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,961)
428 1,988 -122 4,685 2,884 4,991 4,750 -30 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.6 0.4 93.2 93.9 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 15 19 17 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,529
COMMITMENTS
1,530 0 0 24,225 27,095 25,755 27,095 1,774 434
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,624)
1,096 0 0 2,164 3,624 3,260 3,624 364 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 88.0 98.4 93.6 98.4 6.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 14 21 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 324,376
COMMITMENTS
2,848 0 579 308,585 321,487 312,012 322,066 12,364 2,310
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 209)
-433 0 -106 7,924 2,749 7,385 2,643 -7,176 -2,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.2 95.1 99.1 96.2 99.3 3.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 24 30 26 32
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 206,094
COMMITMENTS
0 0 0 194,345 202,641 194,345 202,641 11,749 3,453
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 15,270)
0 0 0 15,888 14,963 15,888 14,963 -618 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 98.3 94.3 98.3 5.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 23 19 23 19
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 236,558
COMMITMENTS
540 11,200 0 231,064 220,261 231,604 231,461 4,954 5,097
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 300)
240 3,026 0 -490 -3,898 -250 -872 550 1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.7 0.0 97.7 93.1 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 18 19 20 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,190
COMMITMENTS
12,570 210 736 21,648 33,913 34,954 34,859 1,236 1,331
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,070)
240 210 -120 1,980 1,920 2,100 2,010 -30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 0.6 2.0 59.8 93.7 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 1 1 10 21 17 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 615,536
COMMITMENTS
8,883 14,303 3,982 595,721 594,166 608,586 612,451 6,950 3,085
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 90)
-3,643 2,862 1,278 5,542 -3,715 3,177 425 -3,087 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.3 0.6 96.8 96.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
4 13 8 53 44 62 60
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,064
COMMITMENTS
1,278 126 2,026 198,726 204,256 202,030 206,408 5,034 656
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 858)
432 70 1,287 2,476 708 4,195 2,065 -3,337 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 1.0 96.0 98.6 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 17 19 20 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,195
COMMITMENTS
600 1,712 0 139,457 137,757 140,057 139,469 3,138 3,726
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 5,806)
600 0 0 6,889 3,486 7,489 3,486 -1,683 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.0 97.4 96.2 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 25 22 26 23
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,542
COMMITMENTS
5,757 8,561 186 145,107 143,330 151,050 152,077 1,492 465
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 8,572)
894 60 186 8,867 8,605 9,947 8,851 -1,375 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 5.6 0.1 95.1 94.0 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 6 1 38 33 44 40
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 153,772
COMMITMENTS
0 502 0 151,079 152,614 151,079 153,116 2,693 656
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,030)
0 301 0 3,030 2,670 3,030 2,971 0 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 98.2 99.2 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 28 19 28 20
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 31,322
COMMITMENTS
0 1,942 600 29,249 26,690 29,849 29,232 1,473 2,090
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 5,298)
0 -600 600 3,962 4,014 4,562 4,014 736 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 1.9 93.4 85.2 95.3 93.3 4.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 15 11 16 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,476
COMMITMENTS
745 583 31 206,356 209,175 207,132 209,789 7,344 4,687
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -951)
-36 -784 -1,001 -1,813 -503 -2,850 -2,288 1,899 1,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.0 96.2 97.5 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 1 33 35 34 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,083
COMMITMENTS
0 0 0 107,962 106,572 107,962 106,572 121 1,511
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 98.6 99.9 98.6 0.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 14 12 14
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,721
COMMITMENTS
0 124 749 188,979 185,346 189,728 186,219 6,993 10,502
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -338)
-182 124 116 454 -651 388 -411 -726 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.4 96.1 94.2 96.4 94.7 3.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 21 25 22 26
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 172,090
COMMITMENTS
0 270 0 155,362 162,758 155,362 163,028 16,728 9,062
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -650)
0 -146 0 -1,273 -697 -1,273 -843 623 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 90.3 94.6 90.3 94.7 9.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 15 17 16
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,208
COMMITMENTS
403 0 0 89,228 93,440 89,631 93,440 8,577 4,768
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 155)
0 0 0 155 65 155 65 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 90.9 95.1 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 15 16 15
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,540
COMMITMENTS
1,387 0 120 30,245 33,162 31,752 33,282 3,788 2,258
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 5,863)
887 0 0 3,820 5,440 4,707 5,440 1,156 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.3 85.1 93.3 89.3 93.6 10.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 13 15 14 16
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,695
COMMITMENTS
2,474 0 0 200,415 191,118 202,889 191,118 9,806 21,577
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,843)
0 0 0 1,216 1,354 1,216 1,354 627 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 94.2 89.9 95.4 89.9 4.6 10.1
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 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,972
COMMITMENTS
4,708 1,805 786 138,386 141,832 143,880 144,423 9,092 8,549
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -2,403)
-1,768 364 0 324 -3,028 -1,444 -2,664 -959 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.2 0.5 90.5 92.7 94.1 94.4 5.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 2 31 27 35 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,363
COMMITMENTS
0 310 0 45,743 44,500 45,743 44,810 620 1,553
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,340)
0 0 0 2,340 1,980 2,340 1,980 0 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.7 96.0 98.7 96.7 1.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 15 12 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 241,393
COMMITMENTS
3,167 4,841 1,208 229,145 224,139 233,520 230,188 7,873 11,205
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 7,705)
-177 1,127 0 7,536 6,094 7,359 7,221 346 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.0 0.5 94.9 92.9 96.7 95.4 3.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 1 23 28 26 31
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 115,583
COMMITMENTS
0 330 0 106,870 111,714 106,870 112,044 8,713 3,539
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 7,269)
0 330 0 8,677 7,605 8,677 7,935 -1,408 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 92.5 96.7 92.5 96.9 7.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 26 19 26 20
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 114,381
COMMITMENTS
4,494 0 0 99,432 111,551 103,926 111,551 10,455 2,830
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,136)
0 0 0 767 1,922 767 1,922 1,369 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 86.9 97.5 90.9 97.5 9.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 11 16 12 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 39,077
COMMITMENTS
911 0 0 36,672 35,373 37,583 35,373 1,494 3,704
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 938)
0 0 0 818 481 818 481 120 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 93.8 90.5 96.2 90.5 3.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 12 13 13 13
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 344,487
COMMITMENTS
240 1,245 0 330,194 339,639 330,434 340,884 14,053 3,603
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,278)
240 1,245 0 3,062 3,214 3,302 4,459 976 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.0 95.9 98.6 95.9 99.0 4.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 0 26 22 27 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 97,249
COMMITMENTS
0 0 0 89,273 94,946 89,273 94,946 7,976 2,303
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,334)
0 0 0 3,128 2,273 3,128 2,273 -794 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 97.6 91.8 97.6 8.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 31,856
COMMITMENTS
2,418 0 0 28,454 31,736 30,872 31,736 984 120
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 840)
0 0 0 960 720 960 720 -120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 89.3 99.6 96.9 99.6 3.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 9 14 11 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 222,345
COMMITMENTS
0 0 0 217,592 219,022 217,592 219,022 4,753 3,323
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 4,430)
0 0 0 5,282 5,887 5,282 5,887 -852 -1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.5 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 19 27 19 27
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,181
COMMITMENTS
5,943 100 1,420 27,818 33,647 35,181 35,167 0 14
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -148)
481 -25 -324 -305 320 -148 -29 0 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.3 4.0 79.1 95.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 1 8 27 24 36 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,686
COMMITMENTS
1,000 958 1,880 28,806 28,848 31,686 31,686 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 705)
-200 -100 125 780 680 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.0 5.9 90.9 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 21 22 28 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,881
COMMITMENTS
18,404 5,374 2,253 112,672 126,041 133,329 133,668 552 213
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,061)
-1,876 -317 453 4,491 2,910 3,068 3,046 -7 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 4.0 1.7 84.2 94.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 9 10 34 33 49 49
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,247
COMMITMENTS
7,257 2,722 1,595 48,351 52,915 57,203 57,232 44 15
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,393)
521 110 4 884 1,279 1,409 1,393 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.8 2.8 84.5 92.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 6 8 26 25 39 36
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 34,381
COMMITMENTS
1,068 2,416 609 32,704 31,356 34,381 34,381 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,378)
-160 193 140 1,398 1,045 1,378 1,378 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.0 1.8 95.1 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 5 6 19 19 26 26
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 49,673
COMMITMENTS
13,340 5,506 819 35,047 42,855 49,206 49,180 467 493
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 133)
-185 0 -101 224 159 -62 58 195 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 11.1 1.6 70.6 86.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 25 25 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,024
COMMITMENTS
17,414 5,873 1,265 42,533 54,609 61,212 61,747 812 277
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 633)
24 175 -216 920 693 728 652 -95 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 9.5 2.0 68.6 88.0 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 7 3 24 27 30 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,781
COMMITMENTS
1,401 5,305 1,323 60,499 57,153 63,223 63,781 558 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 261)
35 0 -10 235 271 260 261 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.3 2.1 94.9 89.6 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 24 24 27 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,873
COMMITMENTS
1,096 5,486 2,002 79,457 75,350 82,555 82,838 318 35
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 506)
70 80 50 386 376 506 506 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.6 2.4 95.9 90.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 4 30 24 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,830
COMMITMENTS
0 395 0 32,636 31,805 32,636 32,200 194 630
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3)
0 0 0 3 3 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.4 96.9 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 17 13 17 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,261
COMMITMENTS
1,260 500 0 28,705 29,761 29,965 30,261 296 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -250)
0 0 0 -250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.7 0.0 94.9 98.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 19 17 21 18
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 103,677
COMMITMENTS
10,581 4,182 3,937 88,609 95,387 103,126 103,505 551 172
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,877)
54 925 173 1,652 745 1,879 1,844 -2 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.0 3.8 85.5 92.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 7 15 40 39 61 58
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 20,481
COMMITMENTS
650 150 0 18,909 19,551 19,559 19,701 922 780
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 125)
0 150 0 125 -25 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.7 0.0 92.3 95.5 95.5 96.2 4.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 11 13 14 14
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,390
COMMITMENTS
650 150 0 17,088 18,240 17,738 18,390 652 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 150)
0 150 0 150 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 0.0 92.9 99.2 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 12 13 15 14
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 31,244
COMMITMENTS
50 3,423 25 31,004 27,796 31,079 31,244 165 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 25)
0 -25 25 0 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.0 0.1 99.2 89.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 12 15 14 16
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 63,255
COMMITMENTS
3,823 1,980 545 58,161 59,958 62,529 62,483 726 772
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -10)
125 100 160 -295 -270 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 3.1 0.9 91.9 94.8 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 5 21 21 27 28
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,027
COMMITMENTS
100 320 0 36,915 36,215 37,015 36,535 12 492
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 74)
0 0 0 74 74 74 74 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.9 0.0 99.7 97.8 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 21 20 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,358
COMMITMENTS
818 1,705 70 41,124 40,582 42,012 42,357 346 1
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -182)
138 0 0 -320 -177 -182 -177 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.0 0.2 97.1 95.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 6 2 22 22 26 29
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,541
COMMITMENTS
2,147 0 35 49,445 52,006 51,627 52,041 914 500
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 98)
36 0 0 -38 98 -2 98 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.1 94.1 99.0 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 20 17 24 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,215
COMMITMENTS
2,885 70 35 54,775 57,758 57,695 57,863 520 352
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 180)
42 25 0 128 155 170 180 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.1 0.1 94.1 99.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 22 18 26 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 86,168
COMMITMENTS
1,800 1,719 1,723 82,410 82,716 85,933 86,158 235 10
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 524)
-4 683 -436 1,134 467 694 714 -170 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 2.0 95.6 96.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 28 27 32 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,249
COMMITMENTS
3,617 2,201 2,872 97,440 98,897 103,929 103,970 320 279
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,359)
-221 235 262 2,519 1,947 2,560 2,444 -201 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.1 2.8 93.5 94.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 8 9 30 30 41 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,939
COMMITMENTS
672 4,568 855 59,392 55,516 60,919 60,939 20 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 860)
80 489 -172 952 543 860 860 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.5 1.4 97.5 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 6 21 18 29 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| 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: 43,185
COMMITMENTS
325 2,742 1,098 41,762 39,345 43,185 43,185 0 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,050)
25 -103 -97 1,122 1,250 1,050 1,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.3 2.5 96.7 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 3 15 10 19 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 52,242
COMMITMENTS
657 1,319 149 50,875 50,739 51,681 52,207 561 35
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -153)
297 0 29 -51 -153 275 -124 -428 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.5 0.3 97.4 97.1 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 21 19 25 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 60,277
COMMITMENTS
1,700 4,172 166 57,731 55,545 59,597 59,883 680 394
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -314)
260 384 46 -181 -650 125 -220 -439 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.9 0.3 95.8 92.1 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 2 23 21 27 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,590
COMMITMENTS
100 2,647 361 21,764 19,491 22,225 22,499 365 91
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 255)
0 0 0 345 255 345 255 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 11.7 1.6 96.3 86.3 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 17 14 20 17
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 20,335
COMMITMENTS
50 1,375 0 19,862 18,922 19,912 20,297 423 38
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 255)
0 0 0 345 255 345 255 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.8 0.0 97.7 93.1 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 17 13 18 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,550
COMMITMENTS
1,630 1,397 393 22,851 23,760 24,874 25,550 676 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.5 1.5 89.4 93.0 97.4 100.0 2.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 18 18 23 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,162
COMMITMENTS
631 752 255 14,546 14,640 15,432 15,647 730 515
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -4)
1 5 -5 0 -4 -4 -4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.7 1.6 90.0 90.6 95.5 96.8 4.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 13 18 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 45,484
COMMITMENTS
4,115 5,866 1,753 39,360 37,568 45,228 45,187 256 297
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -141)
-75 20 24 -85 -185 -136 -141 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.9 3.9 86.5 82.6 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 5 26 21 32 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 28,374
COMMITMENTS
1,753 2,820 1,356 25,034 23,967 28,143 28,143 231 231
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 555)
5 25 0 550 530 555 555 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.9 4.8 88.2 84.5 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 6 3 21 19 25 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,544
COMMITMENTS
1,893 200 621 14,993 16,696 17,507 17,517 37 27
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 220)
-25 -2 6 234 216 215 220 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.1 3.5 85.5 95.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 3 18 16 23 21
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,236
COMMITMENTS
4,295 85 15 18,866 23,136 23,176 23,236 60 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 250)
300 0 0 -50 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.4 0.1 81.2 99.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 16 12 23 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,150
COMMITMENTS
705 200 150 7,250 7,740 8,105 8,090 45 60
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 13)
25 0 0 -17 13 8 13 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.5 1.8 89.0 95.0 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 16 13 19 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,511
COMMITMENTS
525 200 255 6,686 6,996 7,466 7,451 45 60
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 43)
25 0 0 13 43 38 43 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.7 3.4 89.0 93.1 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 16 12 19 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,172
COMMITMENTS
2,280 0 1,680 44,670 47,492 48,630 49,172 542 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,675)
-75 -25 25 1,715 1,675 1,665 1,675 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 3.4 90.8 96.6 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 19 14 24 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,612
COMMITMENTS
2,220 0 1,645 45,215 47,967 49,080 49,612 532 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,640)
-50 0 0 1,690 1,640 1,640 1,640 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 3.3 91.1 96.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 2 19 13 24 15
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 121,968
COMMITMENTS
2,331 2,755 2,368 116,907 116,452 121,606 121,575 362 393
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,655)
860 0 90 2,705 3,420 3,655 3,510 0 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.3 1.9 95.9 95.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 6 7 36 33 46 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 128,450
COMMITMENTS
3,242 3,677 3,430 121,631 121,243 128,303 128,350 147 100
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,858)
887 71 37 2,944 3,746 3,868 3,854 -10 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.9 2.7 94.7 94.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 10 9 39 36 51 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 522,157
COMMITMENTS
33,609 24,752 46,901 440,770 449,597 521,280 521,249 877 908
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -12,590)
-2,213 347 -2,095 -8,251 -10,792 -12,559 -12,539 -31 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.7 9.0 84.4 86.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 24 26 47 45 79 83
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,655
COMMITMENTS
2,570 620 60 12,060 14,865 14,690 15,545 965 110
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 195)
-30 20 25 200 120 195 165 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.0 0.4 77.0 95.0 93.8 99.3 6.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 14 13 17 16
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,340
COMMITMENTS
1,970 620 85 10,290 12,555 12,345 13,260 995 80
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 120)
-30 20 25 125 75 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.6 0.6 77.1 94.1 92.5 99.4 7.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 14 14 17 17
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,547
COMMITMENTS
735 300 45 15,727 16,170 16,507 16,515 40 32
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 3,650)
-100 100 0 3,775 3,550 3,675 3,650 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.8 0.3 95.0 97.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 23 19 26 22
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 5,645
COMMITMENTS
1,150 0 0 4,075 5,465 5,225 5,465 420 180
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 0.0 0.0 72.2 96.8 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 14 9 18 9
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,129
COMMITMENTS
212 659 364 6,047 5,121 6,623 6,144 506 985
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 205)
-43 87 -3 214 182 168 266 37 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.2 5.1 84.8 71.8 92.9 86.2 7.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 5 5 36 37 42 45
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,130
COMMITMENTS
2,207 198 1,530 24,332 26,286 28,069 28,014 61 116
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 354)
-65 0 140 289 214 364 354 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.7 5.4 86.5 93.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 2 39 37 42 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,628
COMMITMENTS
280 1,185 130 20,141 19,007 20,551 20,322 77 306
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,144)
120 150 10 1,058 1,028 1,188 1,188 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.7 0.6 97.6 92.1 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 19 23 23 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,507
COMMITMENTS
6,655 812 142 11,402 17,077 18,199 18,031 308 476
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 139)
-80 0 10 224 124 154 134 -15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 4.4 0.8 61.6 92.3 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 2 2 39 38 46 42
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,641
COMMITMENTS
0 125 30 6,391 6,192 6,421 6,347 220 294
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 323)
0 0 0 323 324 323 324 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.5 96.2 93.2 96.7 95.6 3.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 13 20 14 22
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,815
COMMITMENTS
4,307 33 1,047 15,441 19,483 20,795 20,563 20 252
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 678)
565 0 0 233 713 798 713 -120 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.2 5.0 74.2 93.6 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 2 27 34 32 37
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,330
COMMITMENTS
11,079 4,004 2,292 46,399 53,220 59,770 59,516 560 814
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 1,271)
-268 -237 574 728 709 1,034 1,046 237 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 6.6 3.8 76.9 88.2 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
10 7 11 71 71 89 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,810
COMMITMENTS
60 10 123 1,752 1,977 1,935 2,110 875 700
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 165)
0 -40 14 -32 210 -18 184 183 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 4.4 62.3 70.4 68.9 75.1 31.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 13 17 16 19
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 13,225
COMMITMENTS
0 1,635 0 13,210 11,590 13,210 13,225 15 0
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 560)
0 0 0 560 560 560 560 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 0.0 99.9 87.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 13 13 13 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 63,819
COMMITMENTS
40 0 0 62,789 62,858 62,829 62,858 990 961
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -7,596)
10 0 0 -7,321 -6,939 -7,311 -6,939 -285 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 98.4 98.5 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 0 28 24 29 24
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,201
COMMITMENTS
0 0 0 19,152 18,985 19,152 18,985 49 216
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -2,942)
0 0 0 -2,940 -2,975 -2,940 -2,975 -2 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.9 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 17 18 17 18
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 186,362
COMMITMENTS
0 0 0 182,927 177,258 182,927 177,258 3,435 9,104
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: 2,384)
0 0 0 2,459 2,579 2,459 2,579 -75 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 95.1 98.2 95.1 1.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 17 13 17
Updated March 25, 2021