CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 18,753
COMMITMENTS
1,617 12,148 1 17,104 6,594 18,722 18,743 31 10
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -12,709)
149 -1,422 -564 -12,306 -10,723 -12,721 -12,709 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 64.8 0.0 91.2 35.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 3 1 11 9 18 13
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 158,179
COMMITMENTS
67,777 12,047 4,050 86,352 142,082 158,179 158,179 0 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -2,950)
-3,950 -1,300 1,000 0 -2,650 -2,950 -2,950 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 7.6 2.6 54.6 89.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 4 3 15 9 23 14
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 174,435
COMMITMENTS
25,482 35,282 8,089 140,864 131,064 174,435 174,435 0 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -522)
-300 0 325 -547 -847 -522 -522 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 20.2 4.6 80.8 75.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 5 7 22 9 33 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 159,639
COMMITMENTS
85,724 53,414 24,719 49,097 81,505 159,540 159,639 99 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -20,760)
-8,459 -19,760 1,252 -13,536 -2,251 -20,743 -20,759 -17 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 33.5 15.5 30.8 51.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
49 20 21 24 27 82 59
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 89,165
COMMITMENTS
52,260 4,501 4,874 32,004 79,790 89,139 89,165 26 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,488)
900 277 489 1,099 1,722 2,488 2,488 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 5.0 5.5 35.9 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
32 5 11 22 19 56 33
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 24,625
COMMITMENTS
11,570 11,361 726 12,329 12,538 24,625 24,625 0 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 46.1 2.9 50.1 50.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 1 11 6 17 9
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,022
COMMITMENTS
875 28,571 3,150 33,985 6,286 38,010 38,007 12 15
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 575)
0 -350 0 575 925 575 575 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 75.1 8.3 89.4 16.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 4 9 7 14 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 15,665
COMMITMENTS
1,910 2,041 110 13,645 13,514 15,665 15,665 0 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.0 0.7 87.1 86.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 1 10 13 12 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 16,615
COMMITMENTS
910 5,006 315 15,390 11,294 16,615 16,615 0 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 0)
50 0 0 -50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 30.1 1.9 92.6 68.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 1 11 11 14 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 46,449
COMMITMENTS
22,187 14,985 2,705 21,557 28,759 46,449 46,449 0 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 0)
50 0 0 -50 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 32.3 5.8 46.4 61.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 3 4 17 9 24 14
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 47,065
COMMITMENTS
17,810 2,523 1,585 27,610 42,936 47,006 47,045 59 20
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -167)
604 670 -7 -732 -830 -135 -167 -32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 5.4 3.4 58.7 91.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 6 6 19 16 34 26
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,703
COMMITMENTS
7,478 1,555 400 19,724 25,748 27,602 27,703 101 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 5.6 1.4 71.2 92.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 2 1 15 13 26 16
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,627
COMMITMENTS
2,876 2,500 0 27,740 28,127 30,616 30,627 11 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 500)
0 0 0 500 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.2 0.0 90.6 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 0 8 6 13 8
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,383
COMMITMENTS
40 0 5 6,219 6,378 6,264 6,383 119 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,054)
0 0 0 1,039 1,054 1,039 1,054 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 97.4 99.9 98.1 100.0 1.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 18 18 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,364
COMMITMENTS
2,679 1,355 547 20,561 21,909 23,787 23,811 577 553
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,645)
183 634 -156 1,463 992 1,490 1,470 155 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 5.6 2.2 84.4 89.9 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 4 33 40 38 44
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 15,275
COMMITMENTS
0 2,836 993 13,747 11,382 14,740 15,211 535 64
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 854)
0 242 157 697 455 854 854 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 6.5 90.0 74.5 96.5 99.6 3.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 3 24 18 27 23
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,980
COMMITMENTS
474 197 252 3,195 3,422 3,921 3,871 59 109
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 200)
139 -61 11 50 227 200 177 0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.9 6.3 80.3 86.0 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 14 16 17 18
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,810,802
COMMITMENTS
1155559 31,171 656,012 4958424 6096487 6769995 6783670 40,807 27,132
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 114,299)
44,088 -1,735 28,350 39,682 77,306 112,120 103,921 2,179 10,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.5 9.6 72.8 89.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
55 16 50 160 134 226 189
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,703,336
COMMITMENTS
207,401 49,942 1038799 1454871 1613069 2701071 2701809 2,265 1,527
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -378,934)
-43,808 -23,867 -276,096 -59,008 -79,039 -378,913 -379,002 -21 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.8 38.4 53.8 59.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 11 31 49 50 83 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,666
COMMITMENTS
1,245 1,014 639 200,877 209,849 202,761 211,502 16,905 8,164
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 4,362)
884 460 -185 3,781 3,845 4,480 4,120 -118 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.3 91.4 95.5 92.3 96.3 7.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 24 19 27 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,446
COMMITMENTS
10,642 0 240 148,002 161,323 158,884 161,563 13,562 10,883
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 6,113)
973 0 240 5,022 6,147 6,235 6,387 -122 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.1 85.8 93.5 92.1 93.7 7.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 0 1 22 25 28 26
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,932
COMMITMENTS
1,998 2,392 792 258,454 271,376 261,244 274,560 16,688 3,372
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 8,900)
-583 578 -275 8,804 7,899 7,946 8,202 954 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.3 93.0 97.6 94.0 98.8 6.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 3 33 38 39 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 913,886
COMMITMENTS
4,452 4,471 4,037 897,020 903,107 905,509 911,615 8,377 2,271
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 13,413)
576 2,531 -727 13,322 11,206 13,171 13,010 242 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.4 98.2 98.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 4 44 35 50 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 302,430
COMMITMENTS
8,990 3,465 2,758 278,774 287,200 290,522 293,423 11,908 9,007
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 9,043)
3,460 -162 -533 5,245 7,915 8,172 7,220 871 1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 0.9 92.2 95.0 96.1 97.0 3.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 1 2 45 38 53 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 567,983
COMMITMENTS
11,379 2,256 1,021 544,679 562,533 557,079 565,810 10,904 2,173
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 6,652)
5,001 -105 63 1,840 6,838 6,904 6,796 -252 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 0.2 95.9 99.0 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 2 2 42 43 51 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 417,871
COMMITMENTS
613 11,055 248 399,790 396,803 400,651 408,106 17,220 9,765
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -625)
613 111 -42 -4,118 -729 -3,547 -660 2,922 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.6 0.1 95.7 95.0 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 6 3 38 32 41 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,435
COMMITMENTS
272 366 1,519 94,610 94,580 96,401 96,465 3,034 2,970
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 416)
-121 54 69 373 199 321 322 95 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.4 1.5 95.1 95.1 96.9 97.0 3.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 19 21 22 24
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,382
COMMITMENTS
693 537 369 46,111 50,466 47,173 51,372 6,209 2,010
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 5,977)
0 537 369 5,094 5,512 5,463 6,418 514 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.0 0.7 86.4 94.5 88.4 96.2 11.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 13 18 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 332,051
COMMITMENTS
654 285 180 322,059 323,619 322,893 324,084 9,158 7,967
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -593)
-364 285 41 -625 -1,042 -948 -716 355 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.1 97.0 97.5 97.2 97.6 2.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 24 30 25 32
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,457
COMMITMENTS
341 0 0 175,456 183,456 175,797 183,456 9,660 2,001
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 54)
341 0 0 -407 93 -66 93 120 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 94.6 98.9 94.8 98.9 5.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 26 28 27 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,653
COMMITMENTS
914 25,730 572 264,767 235,677 266,253 261,979 2,400 6,674
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 25,472)
0 30 0 26,270 25,551 26,270 25,581 -798 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.6 0.2 98.6 87.7 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 28 26 30 29
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,029
COMMITMENTS
13,516 787 232 38,374 50,762 52,122 51,781 907 1,248
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 6,688)
2,193 15 77 3,782 6,654 6,052 6,746 636 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 1.5 0.4 72.4 95.7 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 1 24 22 31 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 677,869
COMMITMENTS
19,075 6,064 2,977 647,265 662,771 669,317 671,812 8,552 6,057
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 13,710)
1,399 705 846 11,728 14,290 13,973 15,841 -263 -2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.9 0.4 95.5 97.8 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 4 5 56 44 65 52
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,528
COMMITMENTS
1,183 0 441 176,287 180,980 177,911 181,421 5,617 2,107
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -1,398)
681 0 0 -2,238 -1,832 -1,557 -1,832 159 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 96.1 98.6 96.9 98.9 3.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 21 20 23 21
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 139,670
COMMITMENTS
6,324 5,482 2,568 128,629 128,617 137,521 136,667 2,149 3,003
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 33,867)
2,387 2,120 0 30,944 31,642 33,331 33,762 536 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.9 1.8 92.1 92.1 98.5 97.8 1.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 4 1 36 38 42 43
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 169,367
COMMITMENTS
19,998 11,779 5,922 142,584 150,276 168,504 167,977 863 1,390
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 34,921)
2,531 2,451 414 31,657 31,602 34,602 34,467 319 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.0 3.5 84.2 88.7 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 5 7 48 48 61 60
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 203,839
COMMITMENTS
430 4,602 151 200,819 197,566 201,400 202,319 2,439 1,520
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 14,532)
194 1,609 -676 14,858 13,628 14,376 14,561 156 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.1 98.5 96.9 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 5 1 28 28 30 33
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 30,623
COMMITMENTS
0 791 0 28,571 28,108 28,571 28,899 2,052 1,724
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,356)
0 791 0 2,232 1,147 2,232 1,938 124 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 93.3 91.8 93.3 94.4 6.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 16 15 16 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,494
COMMITMENTS
964 2,909 1,052 197,334 202,209 199,350 206,170 10,144 3,324
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -1,865)
468 -1,261 -12 -1,943 -846 -1,487 -2,119 -378 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.4 0.5 94.2 96.5 95.2 98.4 4.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 3 32 37 35 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,134
COMMITMENTS
1,078 0 51 85,916 86,623 87,045 86,674 1,089 1,460
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.1 97.5 98.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 15 16 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,758
COMMITMENTS
0 0 0 66,852 71,578 66,852 71,578 9,906 5,180
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -9)
0 0 0 -678 -164 -678 -164 669 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.1 93.3 87.1 93.3 12.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 20 20 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,310
COMMITMENTS
0 4,074 365 201,712 197,923 202,077 202,362 5,233 4,948
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 5,466)
0 1,221 0 5,483 4,108 5,483 5,329 -17 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.2 97.3 95.5 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 3 1 27 32 28 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,317
COMMITMENTS
0 1,127 0 152,966 150,128 152,966 151,255 6,351 8,062
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 466)
0 693 0 711 561 711 1,254 -245 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.0 94.2 96.0 94.9 4.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 23 19 23 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,603
COMMITMENTS
527 0 0 80,900 85,883 81,427 85,883 9,176 4,720
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,690)
93 0 0 3,581 3,098 3,674 3,098 -984 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 89.3 94.8 89.9 94.8 10.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 16 18 16
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,235
COMMITMENTS
2,286 0 0 22,434 26,503 24,720 26,503 2,515 732
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -465)
-124 0 0 -124 -651 -248 -651 -217 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 82.4 97.3 90.8 97.3 9.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 15 17 17 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,698
COMMITMENTS
3,811 465 0 195,234 191,802 199,045 192,267 6,653 13,431
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 4,958)
-249 -279 -90 2,485 5,450 2,146 5,081 2,812 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 0.0 94.9 93.2 96.8 93.5 3.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 13 20 14 21
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,992
COMMITMENTS
4,454 310 0 112,488 120,222 116,942 120,532 10,050 6,460
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,164)
453 310 0 -237 -61 216 249 948 915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 0.0 88.6 94.7 92.1 94.9 7.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 29 36 30 37
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,748
COMMITMENTS
3,439 0 0 26,424 31,533 29,863 31,533 1,885 215
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,152)
558 0 0 1,160 2,177 1,718 2,177 434 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 0.0 83.2 99.3 94.1 99.3 5.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 11 11 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,326
COMMITMENTS
1,224 5,536 248 46,158 40,667 47,630 46,451 696 1,875
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 4,092)
924 -197 248 3,157 5,122 4,329 5,173 -237 -1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.5 0.5 95.5 84.2 98.6 96.1 1.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 1 16 15 19 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,428
COMMITMENTS
4,268 7,329 3,368 223,085 220,870 230,721 231,567 5,707 4,861
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 3,020)
1 -59 305 3,259 3,298 3,565 3,544 -545 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.1 1.4 94.4 93.4 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 5 6 34 33 42 41
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 148,498
COMMITMENTS
2,815 651 1,023 143,294 144,641 147,132 146,315 1,366 2,183
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 223)
-31 -74 462 548 -172 979 216 -756 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 0.7 96.5 97.4 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 4 34 25 38 29
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 45,306
COMMITMENTS
5,892 0 0 38,167 43,668 44,059 43,668 1,247 1,638
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 5,555)
129 0 0 5,578 4,521 5,707 4,521 -152 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 84.2 96.4 97.2 96.4 2.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 14 13 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,081
COMMITMENTS
3,020 0 0 85,491 93,535 88,511 93,535 7,570 2,546
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,618)
0 0 0 2,742 2,494 2,742 2,494 -124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 89.0 97.4 92.1 97.4 7.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 22 22 24 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 35,986
COMMITMENTS
0 1,636 0 34,092 31,666 34,092 33,302 1,894 2,684
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,178)
0 180 0 1,054 496 1,054 676 124 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 94.7 88.0 94.7 92.5 5.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 14 14 14 16
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 335,730
COMMITMENTS
0 6,723 0 325,411 324,945 325,411 331,668 10,319 4,062
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 10,745)
0 2,852 0 10,465 7,831 10,465 10,683 280 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 96.9 96.8 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 4 0 35 25 35 29
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,785
COMMITMENTS
2,063 310 644 76,648 81,056 79,355 82,010 4,430 1,775
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -219)
607 -246 274 -69 -312 812 -284 -1,031 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.4 0.8 91.5 96.7 94.7 97.9 5.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 16 14 18 16
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 28,381
COMMITMENTS
802 597 51 25,996 25,593 26,849 26,241 1,532 2,140
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 3,029)
310 -256 51 2,409 3,935 2,770 3,730 259 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.1 0.2 91.6 90.2 94.6 92.5 5.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 11 14 13 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 226,581
COMMITMENTS
0 527 0 222,039 222,177 222,039 222,704 4,542 3,877
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 8,565)
-676 527 -31 9,867 6,946 9,160 7,442 -595 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.0 98.1 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 24 28 24 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 14,628
COMMITMENTS
0 0 0 13,464 13,435 13,464 13,435 1,164 1,193
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.0 91.8 92.0 91.8 8.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 13 12 13
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 32,838
COMMITMENTS
3,019 50 1,576 28,223 31,207 32,818 32,833 20 5
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 108)
45 -25 35 28 102 108 112 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.2 4.8 85.9 95.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 6 23 28 30 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 29,268
COMMITMENTS
4,602 552 618 24,048 28,098 29,268 29,268 0 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 500)
25 75 0 475 425 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 1.9 2.1 82.2 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 22 25 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 171,692
COMMITMENTS
27,880 2,125 2,773 139,864 166,421 170,517 171,319 1,175 373
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 3,079)
-2,467 -17 1,159 4,385 1,808 3,077 2,950 2 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.2 1.6 81.5 96.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 3 11 39 41 58 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,599
COMMITMENTS
1,222 4,167 2,609 57,565 54,779 61,396 61,555 203 44
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,313)
-45 -424 34 1,281 1,723 1,270 1,333 43 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 6.8 4.2 93.5 88.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 3 23 25 28 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 38,927
COMMITMENTS
700 1,390 1,390 36,837 36,137 38,927 38,917 0 10
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 474)
-200 -75 440 234 109 474 474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.6 3.6 94.6 92.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 16 21 19 23
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,642
COMMITMENTS
10,415 5,770 431 36,430 41,160 47,276 47,361 366 281
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 15)
0 0 0 -5 15 -5 15 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 12.1 0.9 76.5 86.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 23 27 27 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,468
COMMITMENTS
7,244 4,457 1,513 50,391 53,423 59,148 59,393 320 75
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -567)
-517 -17 -5 165 -460 -357 -482 -210 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 7.5 2.5 84.7 89.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 3 5 25 28 37 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,244
COMMITMENTS
583 5,317 1,335 65,960 61,492 67,878 68,144 366 100
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,436)
-60 0 60 1,431 1,276 1,431 1,336 5 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.8 2.0 96.7 90.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 25 24 27 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,813
COMMITMENTS
1,060 6,246 1,254 83,029 78,293 85,343 85,793 470 20
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,106)
-60 0 60 2,101 2,031 2,101 2,091 5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.3 1.5 96.8 91.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 27 25 31 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,759
COMMITMENTS
27 25 34 27,686 27,235 27,747 27,294 12 465
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 273)
0 25 0 281 323 281 348 -8 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.1 99.7 98.1 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 20 18 21 20
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,973
COMMITMENTS
300 200 0 30,442 30,758 30,742 30,958 231 15
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -50 -90 -50 -90 -25 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.6 0.0 98.3 99.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 20 20 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 29,832
COMMITMENTS
0 2,060 20 29,792 27,752 29,812 29,832 20 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -10)
0 240 0 -10 -250 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.1 99.9 93.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 13 17 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 131,456
COMMITMENTS
11,538 8,886 4,870 114,305 117,422 130,713 131,178 743 278
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,034)
-1,206 453 -378 3,686 1,958 2,102 2,034 -68 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.8 3.7 87.0 89.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 8 11 42 37 60 48
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 40,362
COMMITMENTS
25 11,525 0 40,136 28,837 40,161 40,362 201 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -279)
0 105 0 -459 -384 -459 -279 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 28.6 0.0 99.4 71.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 16 16 17 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 36,151
COMMITMENTS
0 8,450 80 35,871 27,621 35,951 36,151 200 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 100)
0 180 -80 0 0 -80 100 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 0.2 99.2 76.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 15 16 16 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 73,837
COMMITMENTS
7,358 900 2,070 63,900 69,950 73,328 72,920 509 917
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,865)
630 -300 -80 2,315 3,245 2,865 2,865 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.2 2.8 86.5 94.7 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 4 23 25 29 30
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,644
COMMITMENTS
0 75 0 34,577 34,129 34,577 34,204 67 440
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 422)
0 75 0 428 428 428 503 -6 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 99.8 98.5 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 21 21 21 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,677
COMMITMENTS
620 266 0 39,845 40,196 40,465 40,462 212 215
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -170)
-60 -41 0 -165 -129 -225 -170 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.7 0.0 98.0 98.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 0 22 22 25 24
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,059
COMMITMENTS
2,636 100 10 43,739 46,454 46,385 46,564 674 495
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 474)
-2 0 0 476 474 474 474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.2 0.0 92.9 98.7 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 18 18 21 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,103
COMMITMENTS
3,008 433 182 48,487 51,308 51,677 51,923 426 180
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 742)
95 10 0 647 732 742 742 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.8 0.3 93.1 98.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 1 22 18 25 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 84,156
COMMITMENTS
2,301 277 1,287 80,126 82,500 83,714 84,064 442 92
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -106)
-230 0 -40 464 179 194 139 -300 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.3 1.5 95.2 98.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 4 25 28 29 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 109,998
COMMITMENTS
5,935 1,316 1,086 102,334 107,367 109,355 109,769 643 229
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 378)
477 -355 61 107 1,012 645 718 -267 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.2 1.0 93.0 97.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 4 8 30 33 43 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 61,813
COMMITMENTS
1,050 3,572 825 59,563 57,361 61,438 61,758 375 55
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 43)
-400 -175 -155 598 373 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.8 1.3 96.4 92.8 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 2 24 17 28 21
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 49,231
COMMITMENTS
880 1,470 460 47,765 47,301 49,105 49,231 126 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 520)
250 -50 -230 520 800 540 520 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.0 0.9 97.0 96.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 16 12 19 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| 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: 43,394
COMMITMENTS
411 762 39 42,448 42,501 42,898 43,302 496 92
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,428)
28 1 -18 1,438 1,425 1,448 1,408 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.8 0.1 97.8 97.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 22 19 24 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 48,221
COMMITMENTS
1,360 3,038 42 46,396 44,855 47,798 47,935 423 286
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -288)
-75 25 27 -222 -371 -270 -319 -18 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.3 0.1 96.2 93.0 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 2 24 21 29 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,655
COMMITMENTS
0 1,859 0 14,178 12,738 14,178 14,597 477 58
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 79)
0 0 0 66 79 66 79 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.7 0.0 96.7 86.9 96.7 99.6 3.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 13 17 15
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 13,398
COMMITMENTS
0 810 0 12,897 12,550 12,897 13,360 501 38
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -289)
0 0 0 -253 -289 -253 -289 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 96.3 93.7 96.3 99.7 3.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 14 15 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,537
COMMITMENTS
691 722 96 23,971 24,376 24,758 25,194 779 343
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 526)
81 0 0 631 526 712 526 -186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.8 0.4 93.9 95.5 96.9 98.7 3.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 17 16 19 19
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,469
COMMITMENTS
527 0 110 14,975 15,962 15,612 16,072 857 397
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 76)
107 0 0 -241 21 -134 21 210 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.7 90.9 96.9 94.8 97.6 5.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 15 12 18 13
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,280
COMMITMENTS
2,823 3,970 690 33,511 32,236 37,024 36,896 256 384
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 589)
1 20 -29 597 428 569 419 20 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 10.6 1.9 89.9 86.5 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 3 28 23 34 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 22,113
COMMITMENTS
1,497 2,488 381 20,060 19,004 21,938 21,873 175 240
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 601)
0 6 -6 628 721 622 721 -21 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 11.3 1.7 90.7 85.9 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 2 27 22 31 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 15,446
COMMITMENTS
1,934 25 202 13,262 15,186 15,398 15,413 48 33
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 214)
-97 0 22 289 192 214 214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.2 1.3 85.9 98.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 4 19 15 23 20
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 18,413
COMMITMENTS
2,120 0 0 16,245 18,413 18,365 18,413 48 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -100)
-225 0 0 125 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.0 88.2 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 10 16 10
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,260
COMMITMENTS
345 0 120 15,392 16,080 15,857 16,200 403 60
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 393)
0 0 0 363 393 363 393 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.7 94.7 98.9 97.5 99.6 2.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 2 15 15 18 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,724
COMMITMENTS
180 25 200 7,953 8,289 8,333 8,514 391 210
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 393)
0 0 0 543 363 543 363 -150 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 2.3 91.2 95.0 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 13 14 16 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,079
COMMITMENTS
3,260 175 540 42,048 45,364 45,848 46,079 231 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -135)
0 0 0 -95 -135 -95 -135 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.4 1.2 91.3 98.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 21 22 24 25
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,274
COMMITMENTS
2,560 100 480 46,038 48,684 49,078 49,264 196 10
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 90)
0 0 0 130 90 130 90 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.2 1.0 93.4 98.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 21 20 22 22
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 101,123
COMMITMENTS
1,340 2,070 1,801 97,631 96,942 100,772 100,813 351 310
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 882)
35 59 130 638 663 803 852 79 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.0 1.8 96.5 95.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 6 8 37 32 48 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 117,112
COMMITMENTS
2,581 1,546 2,408 112,036 112,958 117,025 116,912 87 200
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,040)
72 -415 71 924 1,350 1,067 1,006 -27 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.3 2.1 95.7 96.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 7 9 42 35 56 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 981,818
COMMITMENTS
72,220 11,639 103,089 806,209 866,751 981,518 981,480 300 338
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 34,623)
6,416 765 3,911 24,499 30,263 34,826 34,939 -203 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.2 10.5 82.1 88.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 10 30 54 46 96 79
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,025
COMMITMENTS
1,915 0 0 11,115 13,915 13,030 13,915 995 110
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 79.3 99.2 92.9 99.2 7.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 13 12 16 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,505
COMMITMENTS
1,215 600 0 9,545 10,795 10,760 11,395 745 110
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 170)
50 0 0 80 185 130 185 40 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.2 0.0 83.0 93.8 93.5 99.0 6.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 13 12 16 13
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 35,070
COMMITMENTS
3,390 6,110 170 31,438 28,790 34,998 35,070 72 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,746)
-50 900 0 1,756 846 1,706 1,746 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 17.4 0.5 89.6 82.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 1 27 26 31 29
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 36,562
COMMITMENTS
3,300 4,715 200 32,842 31,647 36,342 36,562 220 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,025)
-150 0 100 1,975 1,925 1,925 2,025 100 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.9 0.5 89.8 86.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 2 20 20 23 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,178
COMMITMENTS
315 705 190 1,318 1,063 1,823 1,958 355 220
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 201)
90 56 40 61 75 191 171 10 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 32.4 8.7 60.5 48.8 83.7 89.9 16.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 6 8 18 14 27 25
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 8,570
COMMITMENTS
1,443 141 498 5,956 7,079 7,897 7,718 673 852
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 674)
280 15 84 321 695 685 794 -11 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 1.6 5.8 69.5 82.6 92.1 90.1 7.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 6 38 39 49 45
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,567
COMMITMENTS
6,847 175 1,902 26,506 33,171 35,255 35,248 312 319
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 812)
-25 0 350 502 432 827 782 -15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.5 5.3 74.5 93.3 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 1 2 35 39 42 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,169
COMMITMENTS
185 1,145 80 16,710 15,532 16,975 16,757 194 412
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 1,024)
25 0 0 1,300 978 1,325 978 -301 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.7 0.5 97.3 90.5 98.9 97.6 1.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 1 21 26 25 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,297
COMMITMENTS
3,463 737 269 12,095 14,443 15,827 15,449 470 848
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 996)
-145 -28 28 1,066 941 949 941 47 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.5 1.7 74.2 88.6 97.1 94.8 2.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 3 5 33 39 41 45
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,352
COMMITMENTS
0 1,258 134 12,505 11,440 12,639 12,832 713 520
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 397)
0 -72 68 289 366 357 362 40 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 1.0 93.7 85.7 94.7 96.1 5.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 15 22 16 24
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,387
COMMITMENTS
12,954 2,689 260 19,903 30,154 33,117 33,103 270 284
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,104)
1,616 260 30 218 1,814 1,864 2,104 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 8.1 0.8 59.6 90.3 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 4 2 30 41 35 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 70,956
COMMITMENTS
10,898 16,180 2,826 56,826 51,520 70,550 70,526 406 430
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 3,920)
525 1,794 526 2,949 1,678 4,000 3,998 -80 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 22.8 4.0 80.1 72.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
8 11 14 75 66 92 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,929
COMMITMENTS
0 0 49 2,121 2,241 2,170 2,290 759 639
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 327)
0 -24 -64 306 275 242 187 85 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.7 72.4 76.5 74.1 78.2 25.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 1 17 21 18 22
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 10,329
COMMITMENTS
110 0 190 9,759 9,899 10,059 10,089 270 240
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -2,328)
20 0 -20 -2,208 -2,203 -2,208 -2,223 -120 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.8 94.5 95.8 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 11 13 12 14
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 76,865
COMMITMENTS
26,099 2,666 11,386 29,941 49,115 67,425 63,166 9,440 13,699
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -817)
-216 862 -804 383 -904 -637 -846 -180 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 3.5 14.8 39.0 63.9 87.7 82.2 12.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 4 7 12 13 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 53,231
COMMITMENTS
0 60 0 52,641 52,013 52,641 52,073 590 1,158
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,677)
0 60 0 2,667 2,637 2,667 2,697 10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.9 97.7 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 23 26 23 27
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 14,350
COMMITMENTS
0 0 0 14,290 14,143 14,290 14,143 60 207
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 2,619)
0 0 0 2,619 2,619 2,619 2,619 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 98.6 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 15 16 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 123,964
COMMITMENTS
0 0 0 115,061 110,486 115,061 110,486 8,903 13,478
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: -15,800)
0 0 0 -14,350 -20,822 -14,350 -20,822 -1,450 5,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 89.1 92.8 89.1 7.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 13 15 13
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,358
COMMITMENTS
0 221 0 6,327 6,137 6,327 6,358 31 0
CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST: 191)
0 107 0 191 84 191 191 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 99.5 96.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 15 15 18
Updated October 01, 2021