CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 11,695: 2,909 1,213 0 8,783 10,482 11,692 11,695: 3 0
Old : 11,695: 2,909 1,213 0 8,783 10,482 11,692 11,695: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 10.4 0.0 75.1 89.6 100.0 100.0: 0.0 0.0
Old : 100.0: 24.9 10.4 0.0 75.1 89.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 0 10 9 14 10:
Old : 23: 4 1 0 10 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 80.7 89.9 97.6 68.4 80.7 88.2 94.7
Old : 68.4 80.7 89.9 97.6 68.4 80.7 88.2 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 29,716: 8,147 5,357 0 21,557 24,359 29,704 29,716: 12 0
Old : 29,716: 8,147 5,357 0 21,557 24,359 29,704 29,716: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -85: -1,100 0 0 1,034 -85 -66 -85: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.0 0.0 72.5 82.0 100.0 100.0: 0.0 0.0
Old : 100.0: 27.4 18.0 0.0 72.5 82.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 5 0 17 12 22 17:
Old : 33: 5 5 0 17 12 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 68.5 86.4 91.7 68.3 68.5 85.6 91.5
Old : 68.4 68.5 86.4 91.7 68.3 68.5 85.6 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 125,665: 21,141 31,970 12,036 92,404 81,583 125,580 125,588: 85 77
Old : 125,665: 21,141 31,970 12,036 92,404 81,583 125,580 125,588: 85 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -7,989: -4,684 1,372 -2,607 -674 -6,744 -7,964 -7,979: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 25.4 9.6 73.5 64.9 99.9 99.9: 0.1 0.1
Old : 100.0: 16.8 25.4 9.6 73.5 64.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 24 12 14 30 27 60 47:
Old : 69: 24 12 14 30 27 60 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 35.0 62.1 56.5 27.3 31.3 41.5 46.4
Old : 41.3 35.0 62.1 56.5 27.3 31.3 41.5 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 140,839: 40,012 16,722 2,000 98,827 122,117 140,839 140,839: 0 0
Old : 140,839: 40,012 16,722 2,000 98,827 122,117 140,839 140,839: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -500: -100 0 100 -500 -600 -500 -500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 11.9 1.4 70.2 86.7 100.0 100.0: 0.0 0.0
Old : 100.0: 28.4 11.9 1.4 70.2 86.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 5 3 16 16 23 24:
Old : 33: 7 5 3 16 16 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 86.6 88.4 94.4 63.2 82.9 86.7 89.8
Old : 63.6 86.6 88.4 94.4 63.2 82.9 86.7 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 141,838: 21,767 23,259 3,778 116,293 114,801 141,838 141,838: 0 0
Old : 141,838: 21,767 23,259 3,778 116,293 114,801 141,838 141,838: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 4,369: 1,084 2,800 665 2,620 904 4,369 4,369: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.4 2.7 82.0 80.9 100.0 100.0: 0.0 0.0
Old : 100.0: 15.3 16.4 2.7 82.0 80.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 4 5 20 12 28 20:
Old : 33: 7 4 5 20 12 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 73.8 71.5 92.0 45.0 68.0 67.3 84.3
Old : 46.2 73.8 71.5 92.0 45.0 68.0 67.3 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 69,537: 27,801 8,410 6,697 34,697 54,406 69,195 69,512: 342 25
Old : 69,537: 27,801 8,410 6,697 34,697 54,406 69,195 69,512: 342 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 4,665: 4,750 451 1,000 -1,174 3,214 4,576 4,665: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 12.1 9.6 49.9 78.2 99.5 100.0: 0.5 0.0
Old : 100.0: 40.0 12.1 9.6 49.9 78.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 5 7 23 20 44 30:
Old : 51: 19 5 7 23 20 44 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 46.8 65.3 74.5 44.5 42.6 57.9 62.8
Old : 46.6 46.8 65.3 74.5 44.5 42.6 57.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 26,490: 5,625 850 0 20,865 25,640 26,490 26,490: 0 0
Old : 26,490: 5,625 850 0 20,865 25,640 26,490 26,490: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -773: 0 0 0 -773 -773 -773 -773: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 3.2 0.0 78.8 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 21.2 3.2 0.0 78.8 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 1 0 12 9 17 10:
Old : 24: 5 1 0 12 9 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 95.0 92.4 99.7 67.3 95.0 91.1 97.0
Old : 67.3 95.0 92.4 99.7 67.3 95.0 91.1 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 31,673: 5,116 1,116 3,732 22,825 26,825 31,673 31,673: 0 0
Old : 31,673: 5,116 1,116 3,732 22,825 26,825 31,673 31,673: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,700: 0 0 0 -1,700 -1,700 -1,700 -1,700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 3.5 11.8 72.1 84.7 100.0 100.0: 0.0 0.0
Old : 100.0: 16.2 3.5 11.8 72.1 84.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 3 2 16 13 26 17:
Old : 33: 8 3 2 16 13 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 63.3 69.0 90.5 41.2 58.8 61.4 77.4
Old : 45.7 63.3 69.0 90.5 41.2 58.8 61.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 22,846: 150 15,054 375 22,321 7,417 22,846 22,846: 0 0
Old : 22,846: 150 15,054 375 22,321 7,417 22,846 22,846: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 250: 0 -500 175 75 575 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 65.9 1.6 97.7 32.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 65.9 1.6 97.7 32.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 5 2 13 5 17 10:
Old : 20: 2 5 2 13 5 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 80.6 86.0 98.9 54.2 71.7 68.1 75.6
Old : 60.7 80.6 86.0 98.9 54.2 71.7 68.1 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 31,437: 3,988 2,823 317 26,716 28,206 31,021 31,345: 416 92
Old : 31,437: 3,988 2,823 317 26,716 28,206 31,021 31,345: 416 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 6,396: 573 -15 -121 5,845 6,488 6,297 6,352: 99 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.0 1.0 85.0 89.7 98.7 99.7: 1.3 0.3
Old : 100.0: 12.7 9.0 1.0 85.0 89.7 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 5 2 18 14 22 20:
Old : 29: 3 5 2 18 14 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 72.3 74.9 91.1 37.9 65.2 58.4 69.8
Old : 49.9 72.3 74.9 91.1 37.9 65.2 58.4 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 16,127: 1,815 3,410 50 14,262 12,667 16,127 16,127: 0 0
Old : 16,127: 1,815 3,410 50 14,262 12,667 16,127 16,127: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 7: 0 0 0 7 7 7 7: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 21.1 0.3 88.4 78.5 100.0 100.0: 0.0 0.0
Old : 100.0: 11.3 21.1 0.3 88.4 78.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 6 1 11 8 13 14:
Old : 25: 1 6 1 11 8 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 76.3 93.2 91.9 74.0 76.3 93.2 90.9
Old : 74.0 76.3 93.2 91.9 74.0 76.3 93.2 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of Class 1 Renewable Energy Cert :
: : :
All : 19,866: 2,276 6,920 440 17,125 12,506 19,841 19,866: 25 0
Old : 19,866: 2,276 6,920 440 17,125 12,506 19,841 19,866: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 250: 150 0 0 100 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 34.8 2.2 86.2 63.0 99.9 100.0: 0.1 0.0
Old : 100.0: 11.5 34.8 2.2 86.2 63.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 5 2 11 11 14 18:
Old : 24: 3 5 2 11 11 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 68.3 84.4 89.3 58.9 65.1 79.0 84.1
Old : 60.5 68.3 84.4 89.3 58.9 65.1 79.0 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (100 Tier 1 RECs) :
: : :
All : 12,990: 6,665 390 0 6,325 12,600 12,990 12,990: 0 0
Old : 12,990: 6,665 390 0 6,325 12,600 12,990 12,990: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 300: 300 50 0 0 250 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 3.0 0.0 48.7 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 51.3 3.0 0.0 48.7 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 0 9 8 13 11:
Old : 20: 4 3 0 9 8 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 79.4 90.3 97.0 62.1 69.5 83.3 85.3
Old : 64.9 79.4 90.3 97.0 62.1 69.5 83.3 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 50,275: 24,191 14,320 4,251 21,833 31,704 50,275 50,275: 0 0
Old : 50,275: 24,191 14,320 4,251 21,833 31,704 50,275 50,275: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,500: 1,000 1,000 0 500 500 1,500 1,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 28.5 8.5 43.4 63.1 100.0 100.0: 0.0 0.0
Old : 100.0: 48.1 28.5 8.5 43.4 63.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 4 3 15 13 22 19:
Old : 25: 6 4 3 15 13 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 59.1 82.7 85.0 56.2 50.7 68.5 71.3
Old : 59.8 59.1 82.7 85.0 56.2 50.7 68.5 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 23,371: 3,041 0 0 19,828 23,371 22,869 23,371: 502 0
Old : 23,371: 3,041 0 0 19,828 23,371 22,869 23,371: 502 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 384: -450 0 0 825 384 375 384: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 84.8 100.0 97.9 100.0: 2.1 0.0
Old : 100.0: 13.0 0.0 0.0 84.8 100.0 97.9 100.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 0 0 10 6 17 6:
Old : 22: 7 0 0 10 6 17 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 97.5 85.1 100.0 73.4 97.5 84.0 98.9
Old : 74.4 97.5 85.1 100.0 73.4 97.5 84.0 98.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 California carbon allowances :
: : :
All : 13,245: 2,765 1,046 465 9,990 11,709 13,220 13,220: 25 25
Old : 13,245: 2,765 1,046 465 9,990 11,709 13,220 13,220: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,069: 69 615 -615 2,615 2,069 2,069 2,069: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 7.9 3.5 75.4 88.4 99.8 99.8: 0.2 0.2
Old : 100.0: 20.9 7.9 3.5 75.4 88.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 1 9 10 13 13:
Old : 22: 4 2 1 9 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 77.2 96.2 93.2 74.2 77.1 90.2 91.5
Old : 77.4 77.2 96.2 93.2 74.2 77.1 90.2 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 27,419: 5,436 619 163 21,731 26,627 27,330 27,409: 89 10
Old : 27,419: 5,436 619 163 21,731 26,627 27,330 27,409: 89 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -5,946: 1,244 -385 -1,057 -6,033 -4,514 -5,846 -5,956: -100 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 2.3 0.6 79.3 97.1 99.7 100.0: 0.3 0.0
Old : 100.0: 19.8 2.3 0.6 79.3 97.1 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 3 28 27 32 31:
Old : 36: 3 2 3 28 27 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 60.1 74.7 78.0 25.3 22.7 31.7 30.0
Old : 57.0 60.1 74.7 78.0 25.3 22.7 31.7 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 19,866: 270 4,994 85 18,765 14,787 19,120 19,866: 746 0
Old : 19,866: 270 4,994 85 18,765 14,787 19,120 19,866: 746 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -3,765: -116 1,095 -827 -2,797 -4,033 -3,740 -3,765: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 25.1 0.4 94.5 74.4 96.2 100.0: 3.8 0.0
Old : 100.0: 1.4 25.1 0.4 94.5 74.4 96.2 100.0: 3.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 1 20 15 24 18:
Old : 32: 3 3 1 20 15 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 67.9 71.4 92.7 33.1 45.6 49.0 63.1
Old : 49.8 67.9 71.4 92.7 33.1 45.6 49.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,382,721: 1,207,811 73,299 408,657 4,722,296 5,881,216 6,338,764 6,363,172: 43,957 19,549
Old : 6,382,721: 1,207,811 73,299 408,657 4,722,296 5,881,216 6,338,764 6,363,172: 43,957 19,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -103,488: -73,130 30,158 14,846 -42,867 -145,693 -101,151 -100,689: -2,337 -2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 1.1 6.4 74.0 92.1 99.3 99.7: 0.7 0.3
Old : 100.0: 18.9 1.1 6.4 74.0 92.1 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 48 20 52 152 131 217 186:
Old : 239: 48 20 52 152 131 217 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 41.2 40.3 61.7 23.3 41.0 37.1 60.3
Old : 24.7 41.2 40.3 61.7 23.3 41.0 37.1 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,468,738: 72,893 8,983 454,273 939,503 1,003,763 1,466,670 1,467,019: 2,068 1,719
Old : 1,468,738: 72,893 8,983 454,273 939,503 1,003,763 1,466,670 1,467,019: 2,068 1,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -107,906: -33,600 -40,440 -17,888 -54,020 -47,131 -105,508 -105,459: -2,398 -2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.6 30.9 64.0 68.3 99.9 99.9: 0.1 0.1
Old : 100.0: 5.0 0.6 30.9 64.0 68.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 16 10 24 48 50 74 74:
Old : 80: 16 10 24 48 50 74 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 53.9 75.6 75.8 4.9 5.8 6.9 7.6
Old : 54.3 53.9 75.6 75.8 4.9 5.8 6.9 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 217,412: 2,017 2,093 152 188,398 206,519 190,567 208,764: 26,845 8,648
Old : 217,412: 2,017 2,093 152 188,398 206,519 190,567 208,764: 26,845 8,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 4,023: 1,287 31 -124 2,008 749 3,171 656: 852 3,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 0.1 86.7 95.0 87.7 96.0: 12.3 4.0
Old : 100.0: 0.9 1.0 0.1 86.7 95.0 87.7 96.0: 12.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 1 23 18 25 22:
Old : 32: 2 3 1 23 18 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 78.0 73.2 87.4 57.9 74.9 69.4 82.4
Old : 59.6 78.0 73.2 87.4 57.9 74.9 69.4 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 154,912: 6,781 0 654 138,368 141,971 145,803 142,625: 9,109 12,287
Old : 154,912: 6,781 0 654 138,368 141,971 145,803 142,625: 9,109 12,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 3,475: 1,350 0 108 1,192 2,299 2,650 2,407: 825 1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.4 89.3 91.6 94.1 92.1: 5.9 7.9
Old : 100.0: 4.4 0.0 0.4 89.3 91.6 94.1 92.1: 5.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 0 3 20 22 27 25:
Old : 35: 7 0 3 20 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 45.3 83.1 70.9 64.8 42.8 76.8 68.5
Old : 68.4 45.3 83.1 70.9 64.8 42.8 76.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 330,445: 17,924 2,733 2,900 294,836 319,717 315,660 325,350: 14,785 5,095
Old : 330,445: 17,924 2,733 2,900 294,836 319,717 315,660 325,350: 14,785 5,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 6,911: -1,847 -173 -193 5,237 8,012 3,197 7,646: 3,714 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.8 0.9 89.2 96.8 95.5 98.5: 4.5 1.5
Old : 100.0: 5.4 0.8 0.9 89.2 96.8 95.5 98.5: 4.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 10 2 4 32 38 43 43:
Old : 59: 10 2 4 32 38 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 44.1 69.9 66.3 46.5 32.0 55.9 49.7
Old : 56.7 44.1 69.9 66.3 46.5 32.0 55.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 1,108,719: 737 8,149 2,330 1,095,829 1,095,811 1,098,896 1,106,290: 9,823 2,429
Old : 1,108,719: 737 8,149 2,330 1,095,829 1,095,811 1,098,896 1,106,290: 9,823 2,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -29,012: -1,349 -1,923 304 -28,823 -26,423 -29,868 -28,042: 856 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.7 0.2 98.8 98.8 99.1 99.8: 0.9 0.2
Old : 100.0: 0.1 0.7 0.2 98.8 98.8 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 2 41 25 44 28:
Old : 48: 2 2 2 41 25 44 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 62.1 68.0 92.1 44.3 61.8 67.0 89.5
Old : 44.7 62.1 68.0 92.1 44.3 61.8 67.0 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 396,026: 13,820 2,174 2,174 364,521 381,287 380,515 385,635: 15,511 10,391
Old : 396,026: 13,820 2,174 2,174 364,521 381,287 380,515 385,635: 15,511 10,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 9,297: -1,826 0 367 9,324 9,096 7,865 9,463: 1,432 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.5 0.5 92.0 96.3 96.1 97.4: 3.9 2.6
Old : 100.0: 3.5 0.5 0.5 92.0 96.3 96.1 97.4: 3.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 1 3 45 39 50 43:
Old : 60: 5 1 3 45 39 50 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 55.4 61.6 72.3 45.1 49.4 60.8 62.6
Old : 45.1 55.4 61.6 72.3 45.1 49.4 60.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 660,755: 3,707 0 1,452 646,530 656,430 651,689 657,882: 9,066 2,873
Old : 660,755: 3,707 0 1,452 646,530 656,430 651,689 657,882: 9,066 2,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 12,246: 2,172 -692 -122 10,169 12,520 12,219 11,706: 27 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.2 97.8 99.3 98.6 99.6: 1.4 0.4
Old : 100.0: 0.6 0.0 0.2 97.8 99.3 98.6 99.6: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 0 3 40 37 44 40:
Old : 57: 4 0 3 40 37 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 47.5 77.8 68.3 61.2 46.3 77.8 65.2
Old : 61.2 47.5 77.8 68.3 61.2 46.3 77.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 517,200: 240 895 246 508,385 505,005 508,871 506,146: 8,329 11,054
Old : 517,200: 240 895 246 508,385 505,005 508,871 506,146: 8,329 11,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,174: 0 -97 -31 1,757 -1,786 1,726 -1,914: 448 4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 98.3 97.6 98.4 97.9: 1.6 2.1
Old : 100.0: 0.0 0.2 0.0 98.3 97.6 98.4 97.9: 1.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 1 2 2 40 32 43 34:
Old : 50: 1 2 2 40 32 43 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 57.7 69.3 77.3 47.9 52.4 66.3 67.5
Old : 48.1 57.7 69.3 77.3 47.9 52.4 66.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,781: 0 2,848 0 99,330 94,407 99,330 97,255: 3,451 5,526
Old : 102,781: 0 2,848 0 99,330 94,407 99,330 97,255: 3,451 5,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 5,520: 0 -245 0 5,800 6,289 5,800 6,044: -280 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 96.6 91.9 96.6 94.6: 3.4 5.4
Old : 100.0: 0.0 2.8 0.0 96.6 91.9 96.6 94.6: 3.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 19 18 19 20:
Old : 27: 0 2 0 19 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 55.6 87.2 71.5 67.4 53.3 76.3 68.5
Old : 71.6 55.6 87.2 71.5 67.4 53.3 76.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,690: 2,759 376 120 23,344 26,222 26,223 26,718: 1,467 972
Old : 27,690: 2,759 376 120 23,344 26,222 26,223 26,718: 1,467 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 240: 0 -120 120 60 180 180 180: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.4 0.4 84.3 94.7 94.7 96.5: 5.3 3.5
Old : 100.0: 10.0 1.4 0.4 84.3 94.7 94.7 96.5: 5.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 18 18 20 19:
Old : 29: 1 1 1 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 64.5 73.2 82.1 43.5 54.6 65.8 67.9
Old : 48.2 64.5 73.2 82.1 43.5 54.6 65.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 338,922: 2,426 5,355 1,542 320,521 325,898 324,489 332,795: 14,433 6,127
Old : 338,922: 2,426 5,355 1,542 320,521 325,898 324,489 332,795: 14,433 6,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,749: 0 1,077 1,213 2,673 -219 3,886 2,071: -2,137 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.6 0.5 94.6 96.2 95.7 98.2: 4.3 1.8
Old : 100.0: 0.7 1.6 0.5 94.6 96.2 95.7 98.2: 4.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 3 2 26 28 29 31:
Old : 45: 1 3 2 26 28 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 62.1 81.8 75.3 66.9 61.7 77.7 74.8
Old : 70.7 62.1 81.8 75.3 66.9 61.7 77.7 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 182,392: 0 209 31 177,767 175,769 177,798 176,009: 4,594 6,383
Old : 182,392: 0 209 31 177,767 175,769 177,798 176,009: 4,594 6,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,346: 0 0 0 1,884 2,377 1,884 2,377: 462 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 97.5 96.4 97.5 96.5: 2.5 3.5
Old : 100.0: 0.0 0.1 0.0 97.5 96.4 97.5 96.5: 2.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 24 22 25 23:
Old : 35: 0 1 1 24 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 58.1 71.1 80.9 52.1 58.1 68.8 76.2
Old : 52.1 58.1 71.1 80.9 52.1 58.1 68.8 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 279,118: 0 8,967 0 273,713 268,335 273,713 277,302: 5,405 1,816
Old : 279,118: 0 8,967 0 273,713 268,335 273,713 277,302: 5,405 1,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 10,214: 0 2,254 0 9,134 9,180 9,134 11,434: 1,080 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 98.1 96.1 98.1 99.3: 1.9 0.7
Old : 100.0: 0.0 3.2 0.0 98.1 96.1 98.1 99.3: 1.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 0 23 21 23 23:
Old : 36: 0 2 0 23 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 74.4 84.0 87.9 67.1 70.8 82.7 84.2
Old : 67.6 74.4 84.0 87.9 67.1 70.8 82.7 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,276: 20,416 0 0 23,983 45,849 44,399 45,849: 1,877 427
Old : 46,276: 20,416 0 0 23,983 45,849 44,399 45,849: 1,877 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,464: 1,312 0 0 367 2,434 1,679 2,434: 785 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 0.0 0.0 51.8 99.1 95.9 99.1: 4.1 0.9
Old : 100.0: 44.1 0.0 0.0 51.8 99.1 95.9 99.1: 4.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 0 0 18 23 26 23:
Old : 43: 8 0 0 18 23 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 58.1 76.2 79.2 63.1 58.1 75.5 79.2
Old : 63.7 58.1 76.2 79.2 63.1 58.1 75.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 614,394: 16,412 19,148 8,052 576,068 576,967 600,532 604,167: 13,862 10,227
Old : 614,394: 16,412 19,148 8,052 576,068 576,967 600,532 604,167: 13,862 10,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 17,601: -8,153 3,798 6,455 16,344 4,391 14,646 14,644: 2,955 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.1 1.3 93.8 93.9 97.7 98.3: 2.3 1.7
Old : 100.0: 2.7 3.1 1.3 93.8 93.9 97.7 98.3: 2.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 7 7 7 51 44 62 54:
Old : 75: 7 7 7 51 44 62 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 41.9 47.3 67.6 28.4 40.4 45.5 62.7
Old : 28.8 41.9 47.3 67.6 28.4 40.4 45.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 190,509: 869 0 62 184,648 186,260 185,579 186,322: 4,930 4,187
Old : 190,509: 869 0 62 184,648 186,260 185,579 186,322: 4,930 4,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,487: 869 0 62 289 1,457 1,220 1,519: 267 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 96.9 97.8 97.4 97.8: 2.6 2.2
Old : 100.0: 0.5 0.0 0.0 96.9 97.8 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 1 20 19 23 20:
Old : 26: 3 0 1 20 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 81.3 85.7 91.7 52.9 65.7 66.3 69.4
Old : 62.0 81.3 85.7 91.7 52.9 65.7 66.3 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 229,316: 2,103 7 440 219,711 227,079 222,254 227,526: 7,062 1,790
Old : 229,316: 2,103 7 440 219,711 227,079 222,254 227,526: 7,062 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,479: -148 7 210 89 1,730 151 1,947: 2,328 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.2 95.8 99.0 96.9 99.2: 3.1 0.8
Old : 100.0: 0.9 0.0 0.2 95.8 99.0 96.9 99.2: 3.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 2 22 23 24 25:
Old : 33: 1 1 2 22 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 67.8 84.8 83.4 71.4 67.8 81.1 83.1
Old : 74.6 67.8 84.8 83.4 71.4 67.8 81.1 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 222,553: 14,218 3,665 0 198,878 212,569 213,096 216,234: 9,457 6,319
Old : 222,553: 14,218 3,665 0 198,878 212,569 213,096 216,234: 9,457 6,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 9,762: 2,266 286 -420 3,138 5,374 4,984 5,240: 4,778 4,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.6 0.0 89.4 95.5 95.8 97.2: 4.2 2.8
Old : 100.0: 6.4 1.6 0.0 89.4 95.5 95.8 97.2: 4.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 6 3 0 30 37 36 40:
Old : 63: 6 3 0 30 37 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 44.9 65.4 70.9 43.4 42.9 55.1 62.5
Old : 51.5 44.9 65.4 70.9 43.4 42.9 55.1 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 238,069: 27,211 4,551 2,011 202,383 227,425 231,605 233,987: 6,464 4,082
Old : 238,069: 27,211 4,551 2,011 202,383 227,425 231,605 233,987: 6,464 4,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 10,285: 1,683 1,232 76 3,090 5,857 4,849 7,165: 5,436 3,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 1.9 0.8 85.0 95.5 97.3 98.3: 2.7 1.7
Old : 100.0: 11.4 1.9 0.8 85.0 95.5 97.3 98.3: 2.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 12 4 2 43 56 56 61:
Old : 91: 12 4 2 43 56 56 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 38.5 57.0 59.3 36.5 28.0 46.8 44.8
Old : 45.9 38.5 57.0 59.3 36.5 28.0 46.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,059: 0 210 0 115,719 116,014 115,719 116,224: 1,340 835
Old : 117,059: 0 210 0 115,719 116,014 115,719 116,224: 1,340 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 5,617: 0 210 0 5,407 5,159 5,407 5,369: 210 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 98.9 99.1 98.9 99.3: 1.1 0.7
Old : 100.0: 0.0 0.2 0.0 98.9 99.1 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 1 0 27 28 27 29:
Old : 42: 0 1 0 27 28 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 63.1 65.2 83.0 40.6 52.8 57.1 70.5
Old : 43.6 63.1 65.2 83.0 40.6 52.8 57.1 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 30,425: 3,830 248 690 24,933 27,597 29,453 28,535: 972 1,890
Old : 30,425: 3,830 248 690 24,933 27,597 29,453 28,535: 972 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 720: 60 0 -30 570 316 600 286: 120 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.8 2.3 81.9 90.7 96.8 93.8: 3.2 6.2
Old : 100.0: 12.6 0.8 2.3 81.9 90.7 96.8 93.8: 3.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 20 20 22 22:
Old : 32: 2 1 1 20 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 50.3 77.3 70.0 52.2 50.3 68.2 66.7
Old : 57.7 50.3 77.3 70.0 52.2 50.3 68.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 258,855: 9,525 1,264 3,062 239,651 249,074 252,238 253,400: 6,617 5,455
Old : 258,855: 9,525 1,264 3,062 239,651 249,074 252,238 253,400: 6,617 5,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 5,093: -631 258 216 5,937 5,754 5,522 6,228: -429 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.5 1.2 92.6 96.2 97.4 97.9: 2.6 2.1
Old : 100.0: 3.7 0.5 1.2 92.6 96.2 97.4 97.9: 2.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 2 4 37 37 43 41:
Old : 52: 4 2 4 37 37 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 34.4 65.0 56.7 43.9 33.5 60.4 51.6
Old : 45.8 34.4 65.0 56.7 43.9 33.5 60.4 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,733: 0 0 0 103,971 103,998 103,971 103,998: 762 735
Old : 104,733: 0 0 0 103,971 103,998 103,971 103,998: 762 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 750: 0 0 0 660 810 660 810: 90 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 20 21 20 21:
Old : 33: 0 0 0 20 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.5 83.6 95.8 93.4 86.5 78.6 88.2 84.9
Old : 91.5 83.6 95.8 93.4 86.5 78.6 88.2 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV Code-0233AX
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtu :
: : :
All : 17,242: 0 0 0 16,074 15,528 16,074 15,528: 1,168 1,714
Old : 17,242: 0 0 0 16,074 15,528 16,074 15,528: 1,168 1,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 0: 0 0 0 0 -372 0 -372: 0 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.2 90.1 93.2 90.1: 6.8 9.9
Old : 100.0: 0.0 0.0 0.0 93.2 90.1 93.2 90.1: 6.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 12 12 12 12:
Old : 21: 0 0 0 12 12 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 63.5 86.3 83.0 57.9 63.4 80.3 81.1
Old : 57.9 63.5 86.3 83.0 57.9 63.4 80.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,488: 3,115 0 0 86,279 93,786 89,394 93,786: 10,094 5,702
Old : 99,488: 3,115 0 0 86,279 93,786 89,394 93,786: 10,094 5,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -355: -213 0 -181 -302 -782 -696 -963: 341 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 86.7 94.3 89.9 94.3: 10.1 5.7
Old : 100.0: 3.1 0.0 0.0 86.7 94.3 89.9 94.3: 10.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 19 21 21 21:
Old : 28: 2 0 0 19 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 50.6 76.3 70.5 50.3 43.3 58.6 58.4
Old : 61.4 50.6 76.3 70.5 50.3 43.3 58.6 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,522: 0 3,362 1,796 205,717 201,849 207,513 207,007: 5,009 5,515
Old : 212,522: 0 3,362 1,796 205,717 201,849 207,513 207,007: 5,009 5,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,146: 0 -395 0 153 3,337 153 2,942: 1,993 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.8 96.8 95.0 97.6 97.4: 2.4 2.6
Old : 100.0: 0.0 1.6 0.8 96.8 95.0 97.6 97.4: 2.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 5 2 28 33 30 38:
Old : 46: 0 5 2 28 33 30 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 43.6 84.9 63.8 52.7 36.0 72.5 48.6
Old : 54.9 43.6 84.9 63.8 52.7 36.0 72.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 39,628: 389 0 31 34,393 35,845 34,813 35,876: 4,815 3,752
Old : 39,628: 389 0 31 34,393 35,845 34,813 35,876: 4,815 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -43: 0 0 0 -135 -276 -135 -276: 92 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.1 86.8 90.5 87.8 90.5: 12.2 9.5
Old : 100.0: 1.0 0.0 0.1 86.8 90.5 87.8 90.5: 12.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 13 12 14 13:
Old : 22: 1 0 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 58.4 74.8 79.5 49.8 56.1 73.3 77.2
Old : 49.8 58.4 74.8 79.5 49.8 56.1 73.3 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 196,238: 0 0 0 186,453 193,121 186,453 193,121: 9,785 3,117
Old : 196,238: 0 0 0 186,453 193,121 186,453 193,121: 9,785 3,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 5,428: 0 0 0 3,060 5,280 3,060 5,280: 2,368 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.0 98.4 95.0 98.4: 5.0 1.6
Old : 100.0: 0.0 0.0 0.0 95.0 98.4 95.0 98.4: 5.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 22 20 22 20:
Old : 29: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 75.3 68.3 91.7 45.8 74.0 63.4 82.9
Old : 47.6 75.3 68.3 91.7 45.8 74.0 63.4 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 88,292: 0 0 0 82,273 85,555 82,273 85,555: 6,019 2,737
Old : 88,292: 0 0 0 82,273 85,555 82,273 85,555: 6,019 2,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 589: 0 0 0 65 425 65 425: 524 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.2 96.9 93.2 96.9: 6.8 3.1
Old : 100.0: 0.0 0.0 0.0 93.2 96.9 93.2 96.9: 6.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 19 17 19:
Old : 22: 0 0 0 17 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 71.7 76.9 89.4 54.3 70.7 71.9 86.5
Old : 56.6 71.7 76.9 89.4 54.3 70.7 71.9 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,325: 6,731 0 434 28,473 38,573 35,638 39,007: 4,687 1,318
Old : 40,325: 6,731 0 434 28,473 38,573 35,638 39,007: 4,687 1,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,171: -701 -44 44 341 222 -316 222: 1,487 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.0 1.1 70.6 95.7 88.4 96.7: 11.6 3.3
Old : 100.0: 16.7 0.0 1.1 70.6 95.7 88.4 96.7: 11.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 0 1 18 18 23 19:
Old : 29: 5 0 1 18 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 50.8 64.1 73.1 47.9 48.8 59.8 68.3
Old : 49.7 50.8 64.1 73.1 47.9 48.8 59.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 213,018: 2,427 0 923 200,408 199,354 203,758 200,277: 9,260 12,741
Old : 213,018: 2,427 0 923 200,408 199,354 203,758 200,277: 9,260 12,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 482: 53 -698 -179 -1,845 -861 -1,971 -1,738: 2,453 2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.4 94.1 93.6 95.7 94.0: 4.3 6.0
Old : 100.0: 1.1 0.0 0.4 94.1 93.6 95.7 94.0: 4.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 2 11 15 15 17:
Old : 24: 4 0 2 11 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 57.2 93.4 82.7 83.0 56.4 91.7 80.8
Old : 84.2 57.2 93.4 82.7 83.0 56.4 91.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 185,955: 5,720 844 90 170,247 176,910 176,057 177,844: 9,898 8,111
Old : 185,955: 5,720 844 90 170,247 176,910 176,057 177,844: 9,898 8,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,103: 0 -867 -1,016 2,625 3,270 1,609 1,387: 494 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.5 0.0 91.6 95.1 94.7 95.6: 5.3 4.4
Old : 100.0: 3.1 0.5 0.0 91.6 95.1 94.7 95.6: 5.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 2 1 33 32 37 34:
Old : 49: 3 2 1 33 32 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 42.8 68.2 60.5 51.1 39.1 62.9 55.7
Old : 53.8 42.8 68.2 60.5 51.1 39.1 62.9 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBtu :
: : :
All : 37,706: 5,236 0 0 27,912 34,625 33,148 34,625: 4,558 3,081
Old : 37,706: 5,236 0 0 27,912 34,625 33,148 34,625: 4,558 3,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,018: 269 0 0 1,416 911 1,685 911: 333 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.0 0.0 74.0 91.8 87.9 91.8: 12.1 8.2
Old : 100.0: 13.9 0.0 0.0 74.0 91.8 87.9 91.8: 12.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 0 0 11 11 16 11:
Old : 22: 5 0 0 11 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 81.6 74.1 90.8 50.6 80.8 74.0 89.5
Old : 50.6 81.6 74.1 90.8 50.6 80.8 74.0 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 52,220: 2,671 510 0 44,195 49,012 46,866 49,522: 5,354 2,698
Old : 52,220: 2,671 510 0 44,195 49,012 46,866 49,522: 5,354 2,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 90: 150 30 0 -3,190 -420 -3,040 -390: 3,130 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.0 0.0 84.6 93.9 89.7 94.8: 10.3 5.2
Old : 100.0: 5.1 1.0 0.0 84.6 93.9 89.7 94.8: 10.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 0 12 20 15 21:
Old : 28: 3 1 0 12 20 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 64.3 83.4 76.4 64.6 61.6 74.8 73.1
Old : 72.3 64.3 83.4 76.4 64.6 61.6 74.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 249,203: 5,836 4,413 691 230,741 238,716 237,268 243,820: 11,935 5,383
Old : 249,203: 5,836 4,413 691 230,741 238,716 237,268 243,820: 11,935 5,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 16,306: -1,685 184 0 13,474 15,458 11,789 15,642: 4,517 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.8 0.3 92.6 95.8 95.2 97.8: 4.8 2.2
Old : 100.0: 2.3 1.8 0.3 92.6 95.8 95.2 97.8: 4.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 4 3 30 33 34 39:
Old : 46: 3 4 3 30 33 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 44.3 68.8 63.1 50.2 43.0 65.0 58.2
Old : 50.4 44.3 68.8 63.1 50.2 43.0 65.0 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 125,583: 0 3,853 62 121,323 116,479 121,385 120,394: 4,198 5,189
Old : 125,583: 0 3,853 62 121,323 116,479 121,385 120,394: 4,198 5,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,699: 0 -658 0 2,029 1,609 2,029 951: -330 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 96.6 92.8 96.7 95.9: 3.3 4.1
Old : 100.0: 0.0 3.1 0.0 96.6 92.8 96.7 95.9: 3.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 4 1 28 28 29 32:
Old : 40: 0 4 1 28 28 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 49.8 69.8 66.3 39.6 34.9 54.6 49.4
Old : 42.7 49.8 69.8 66.3 39.6 34.9 54.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 27,704: 1,324 480 0 25,889 26,858 27,213 27,338: 491 366
Old : 27,704: 1,324 480 0 25,889 26,858 27,213 27,338: 491 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 814: 394 0 0 234 724 628 724: 186 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.7 0.0 93.4 96.9 98.2 98.7: 1.8 1.3
Old : 100.0: 4.8 1.7 0.0 93.4 96.9 98.2 98.7: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 8 12 11 13:
Old : 20: 3 1 0 8 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 70.6 95.4 90.3 60.4 55.3 70.5 67.8
Old : 84.2 70.6 95.4 90.3 60.4 55.3 70.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 123,757: 0 1,712 0 115,077 115,916 115,077 117,628: 8,680 6,129
Old : 123,757: 0 1,712 0 115,077 115,916 115,077 117,628: 8,680 6,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,776: 0 0 0 1,386 -934 1,386 -934: 390 2,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 93.0 93.7 93.0 95.0: 7.0 5.0
Old : 100.0: 0.0 1.4 0.0 93.0 93.7 93.0 95.0: 7.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 14 17 14 18:
Old : 27: 0 1 0 14 17 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 67.5 85.4 85.7 62.1 58.7 71.3 72.8
Old : 72.9 67.5 85.4 85.7 62.1 58.7 71.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 43,702: 0 611 0 40,780 40,082 40,780 40,693: 2,922 3,009
Old : 43,702: 0 611 0 40,780 40,082 40,780 40,693: 2,922 3,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,785: 0 -90 0 1,665 325 1,665 235: 120 1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 93.3 91.7 93.3 93.1: 6.7 6.9
Old : 100.0: 0.0 1.4 0.0 93.3 91.7 93.3 93.1: 6.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 16 20 16 21:
Old : 31: 0 1 0 16 20 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 50.6 78.5 71.0 48.5 50.6 72.4 70.1
Old : 52.2 50.6 78.5 71.0 48.5 50.6 72.4 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 350,661: 540 3,832 0 340,888 342,876 341,428 346,708: 9,233 3,953
Old : 350,661: 540 3,832 0 340,888 342,876 341,428 346,708: 9,233 3,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 21,485: -90 681 0 19,200 19,782 19,110 20,463: 2,375 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.1 0.0 97.2 97.8 97.4 98.9: 2.6 1.1
Old : 100.0: 0.2 1.1 0.0 97.2 97.8 97.4 98.9: 2.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 2 0 31 26 32 28:
Old : 43: 1 2 0 31 26 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 69.1 70.7 89.2 54.7 68.6 68.6 87.3
Old : 56.0 69.1 70.7 89.2 54.7 68.6 68.6 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 102,295: 1,971 0 0 92,603 99,799 94,574 99,799: 7,721 2,496
Old : 102,295: 1,971 0 0 92,603 99,799 94,574 99,799: 7,721 2,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 8,287: 1,971 -169 -1,115 6,217 11,300 7,073 10,016: 1,214 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 90.5 97.6 92.5 97.6: 7.5 2.4
Old : 100.0: 1.9 0.0 0.0 90.5 97.6 92.5 97.6: 7.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 15 14 16 14:
Old : 23: 1 0 0 15 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 59.9 73.5 91.0 48.5 59.9 72.2 84.2
Old : 48.9 59.9 73.5 91.0 48.5 59.9 72.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 23,627: 2,146 0 0 20,651 23,199 22,797 23,199: 830 428
Old : 23,627: 2,146 0 0 20,651 23,199 22,797 23,199: 830 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 540: 90 0 0 300 386 390 386: 150 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.0 87.4 98.2 96.5 98.2: 3.5 1.8
Old : 100.0: 9.1 0.0 0.0 87.4 98.2 96.5 98.2: 3.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 12 16 14 16:
Old : 29: 2 0 0 12 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 71.0 86.8 83.8 66.1 71.0 86.8 83.8
Old : 66.1 71.0 86.8 83.8 66.1 71.0 86.8 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 175,925: 996 0 0 169,326 170,733 170,322 170,733: 5,603 5,192
Old : 175,925: 996 0 0 169,326 170,733 170,322 170,733: 5,603 5,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 5,521: 0 0 0 4,553 3,683 4,553 3,683: 968 1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 96.2 97.0 96.8 97.0: 3.2 3.0
Old : 100.0: 0.6 0.0 0.0 96.2 97.0 96.8 97.0: 3.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 19 26 20 26:
Old : 32: 1 0 0 19 26 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 50.6 84.5 70.0 66.7 48.1 76.4 66.5
Old : 70.6 50.6 84.5 70.0 66.7 48.1 76.4 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 18,514: 0 0 0 17,496 15,771 17,496 15,771: 1,018 2,743
Old : 18,514: 0 0 0 17,496 15,771 17,496 15,771: 1,018 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 210: 0 0 0 210 -1,340 210 -1,340: 0 1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.5 85.2 94.5 85.2: 5.5 14.8
Old : 100.0: 0.0 0.0 0.0 94.5 85.2 94.5 85.2: 5.5 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 10 15 10 15:
Old : 23: 0 0 0 10 15 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 47.0 90.0 67.5 74.2 47.0 88.1 67.5
Old : 74.2 47.0 90.0 67.5 74.2 47.0 88.1 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 9,473: 874 1,822 711 7,243 6,677 8,829 9,211: 644 262
Old : 9,473: 874 1,822 711 7,243 6,677 8,829 9,211: 644 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -70: -64 409 -259 63 -410 -260 -260: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.2 7.5 76.5 70.5 93.2 97.2: 6.8 2.8
Old : 100.0: 9.2 19.2 7.5 76.5 70.5 93.2 97.2: 6.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 11 12 19 20 33 34:
Old : 38: 5 11 12 19 20 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 42.2 69.2 64.2 33.6 34.5 46.7 46.6
Old : 50.0 42.2 69.2 64.2 33.6 34.5 46.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 33,639: 6,698 402 925 25,761 32,312 33,384 33,639: 255 0
Old : 33,639: 6,698 402 925 25,761 32,312 33,384 33,639: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,415: -2 -17 -18 -1,395 -1,380 -1,415 -1,415: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.2 2.7 76.6 96.1 99.2 100.0: 0.8 0.0
Old : 100.0: 19.9 1.2 2.7 76.6 96.1 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 3 4 20 21 28 27:
Old : 37: 7 3 4 20 21 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 58.7 68.9 80.6 43.6 51.7 57.7 64.5
Old : 46.2 58.7 68.9 80.6 43.6 51.7 57.7 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MWh for about 368 Hours) :
: : :
All : 31,224: 5,175 1,815 335 25,714 29,074 31,224 31,224: 0 0
Old : 31,224: 5,175 1,815 335 25,714 29,074 31,224 31,224: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,818: -275 625 -350 -1,193 -2,093 -1,818 -1,818: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 5.8 1.1 82.4 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 16.6 5.8 1.1 82.4 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 3 18 21 24 24:
Old : 32: 4 2 3 18 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 65.4 75.8 86.3 51.6 56.6 69.1 75.9
Old : 51.9 65.4 75.8 86.3 51.6 56.6 69.1 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1Megawatt for 368 Hours) :
: : :
All : 140,126: 25,107 5,769 3,913 109,713 129,781 138,733 139,463: 1,393 663
Old : 140,126: 25,107 5,769 3,913 109,713 129,781 138,733 139,463: 1,393 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,597: -967 285 240 2,508 1,613 1,781 2,138: 816 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.1 2.8 78.3 92.6 99.0 99.5: 1.0 0.5
Old : 100.0: 17.9 4.1 2.8 78.3 92.6 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 16 11 13 38 37 58 57:
Old : 67: 16 11 13 38 37 58 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 36.0 60.4 57.0 37.3 24.5 46.8 36.7
Old : 45.7 36.0 60.4 57.0 37.3 24.5 46.8 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 63,310: 6,494 1,120 1,771 55,045 60,378 63,310 63,269: 0 41
Old : 63,310: 6,494 1,120 1,771 55,045 60,378 63,310 63,269: 0 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 534: 773 125 -1 -238 410 534 534: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.8 2.8 86.9 95.4 100.0 99.9: 0.0 0.1
Old : 100.0: 10.3 1.8 2.8 86.9 95.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 4 6 23 25 35 32:
Old : 45: 9 4 6 23 25 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 75.4 82.4 90.5 60.1 61.4 72.1 73.3
Old : 61.2 75.4 82.4 90.5 60.1 61.4 72.1 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 35,878: 150 2,041 75 35,653 33,762 35,878 35,878: 0 0
Old : 35,878: 150 2,041 75 35,653 33,762 35,878 35,878: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -50: 0 25 0 -50 -75 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.7 0.2 99.4 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 5.7 0.2 99.4 94.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 5 1 14 12 16 17:
Old : 24: 1 5 1 14 12 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 82.2 96.4 93.5 76.7 69.0 81.0 78.7
Old : 81.2 82.2 96.4 93.5 76.7 69.0 81.0 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 54,503: 14,620 4,649 2,054 37,612 47,486 54,286 54,189: 217 314
Old : 54,503: 14,620 4,649 2,054 37,612 47,486 54,286 54,189: 217 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 535: 0 168 2 518 146 520 316: 15 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.5 3.8 69.0 87.1 99.6 99.4: 0.4 0.6
Old : 100.0: 26.8 8.5 3.8 69.0 87.1 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 3 3 25 27 30 32:
Old : 37: 4 3 3 25 27 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 69.0 72.2 82.8 51.1 61.7 63.8 72.9
Old : 53.1 69.0 72.2 82.8 51.1 61.7 63.8 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 69,961: 21,310 3,365 2,922 45,381 63,392 69,613 69,679: 348 282
Old : 69,961: 21,310 3,365 2,922 45,381 63,392 69,613 69,679: 348 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 352: -30 265 22 315 -117 307 170: 45 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.8 4.2 64.9 90.6 99.5 99.6: 0.5 0.4
Old : 100.0: 30.5 4.8 4.2 64.9 90.6 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 4 5 28 26 38 34:
Old : 46: 9 4 5 28 26 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 66.9 73.8 83.9 55.2 59.5 66.4 73.0
Old : 56.9 66.9 73.8 83.9 55.2 59.5 66.4 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 68,316: 1,495 628 1,828 64,416 65,360 67,739 67,816: 577 500
Old : 68,316: 1,495 628 1,828 64,416 65,360 67,739 67,816: 577 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,140: 50 46 -18 1,958 1,612 1,990 1,640: 150 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.9 2.7 94.3 95.7 99.2 99.3: 0.8 0.7
Old : 100.0: 2.2 0.9 2.7 94.3 95.7 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 3 27 28 31 32:
Old : 41: 2 3 3 27 28 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 61.5 66.5 82.6 39.0 61.5 58.8 77.1
Old : 40.3 61.5 66.5 82.6 39.0 61.5 58.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 85,222: 1,339 762 2,281 80,743 81,628 84,363 84,671: 859 551
Old : 85,222: 1,339 762 2,281 80,743 81,628 84,363 84,671: 859 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,433: 198 -5 0 1,790 1,888 1,988 1,883: 445 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.9 2.7 94.7 95.8 99.0 99.4: 1.0 0.6
Old : 100.0: 1.6 0.9 2.7 94.7 95.8 99.0 99.4: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 2 3 31 27 36 31:
Old : 45: 4 2 3 31 27 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 64.5 63.1 81.1 39.3 64.5 59.4 77.5
Old : 40.3 64.5 63.1 81.1 39.3 64.5 59.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,155: 175 195 0 37,713 37,411 37,888 37,606: 267 549
Old : 38,155: 175 195 0 37,713 37,411 37,888 37,606: 267 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 45: 0 0 0 75 -255 75 -255: -30 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.5 0.0 98.8 98.1 99.3 98.6: 0.7 1.4
Old : 100.0: 0.5 0.5 0.0 98.8 98.1 99.3 98.6: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 20 15 22 16:
Old : 24: 2 1 0 20 15 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 78.7 85.0 93.7 61.2 70.9 72.1 77.2
Old : 69.9 78.7 85.0 93.7 61.2 70.9 72.1 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 28,051: 360 600 0 27,310 27,446 27,670 28,046: 381 5
Old : 28,051: 360 600 0 27,310 27,446 27,670 28,046: 381 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 84: 0 0 0 84 84 84 84: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.1 0.0 97.4 97.8 98.6 100.0: 1.4 0.0
Old : 100.0: 1.3 2.1 0.0 97.4 97.8 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 21 19 22 20:
Old : 24: 1 1 0 21 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 60.8 83.3 86.4 46.1 50.1 55.8 57.6
Old : 66.1 60.8 83.3 86.4 46.1 50.1 55.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 96,608: 10,403 5,131 2,461 83,382 88,902 96,246 96,494: 362 114
Old : 96,608: 10,403 5,131 2,461 83,382 88,902 96,246 96,494: 362 114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,533: -203 -68 -529 -803 -958 -1,535 -1,555: 2 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.3 2.5 86.3 92.0 99.6 99.9: 0.4 0.1
Old : 100.0: 10.8 5.3 2.5 86.3 92.0 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 17 6 14 40 33 61 49:
Old : 67: 17 6 14 40 33 61 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 40.9 62.0 67.2 32.9 30.6 44.4 44.5
Old : 42.0 40.9 62.0 67.2 32.9 30.6 44.4 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 19,863: 75 175 0 19,728 19,688 19,803 19,863: 60 0
Old : 19,863: 75 175 0 19,728 19,688 19,803 19,863: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -960: 0 0 -600 -360 -360 -960 -960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 0.0 99.3 99.1 99.7 100.0: 0.3 0.0
Old : 100.0: 0.4 0.9 0.0 99.3 99.1 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 0 13 16 14 18:
Old : 22: 1 2 0 13 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 54.3 93.6 81.4 43.7 44.3 55.9 54.2
Old : 65.1 54.3 93.6 81.4 43.7 44.3 55.9 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,674: 75 175 0 19,539 19,499 19,614 19,674: 60 0
Old : 19,674: 75 175 0 19,539 19,499 19,614 19,674: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -384: 0 0 -600 216 216 -384 -384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 0.0 99.3 99.1 99.7 100.0: 0.3 0.0
Old : 100.0: 0.4 0.9 0.0 99.3 99.1 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 12 16 13 18:
Old : 21: 1 2 0 12 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 55.0 96.2 81.2 44.9 44.7 54.0 52.1
Old : 66.7 55.0 96.2 81.2 44.9 44.7 54.0 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,345: 1,420 1,575 810 58,819 58,572 61,049 60,957: 296 388
Old : 61,345: 1,420 1,575 810 58,819 58,572 61,049 60,957: 296 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -580: -200 0 -600 220 20 -580 -580: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.6 1.3 95.9 95.5 99.5 99.4: 0.5 0.6
Old : 100.0: 2.3 2.6 1.3 95.9 95.5 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 2 4 23 21 29 26:
Old : 33: 5 2 4 23 21 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 45.8 79.1 74.3 54.3 39.3 61.2 53.8
Old : 62.2 45.8 79.1 74.3 54.3 39.3 61.2 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,678: 325 135 0 43,296 42,967 43,621 43,102: 57 576
Old : 43,678: 325 135 0 43,296 42,967 43,621 43,102: 57 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -155: 0 0 0 -165 -455 -165 -455: 10 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 0.0 99.1 98.4 99.9 98.7: 0.1 1.3
Old : 100.0: 0.7 0.3 0.0 99.1 98.4 99.9 98.7: 0.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 0 25 20 28 21:
Old : 32: 3 1 0 25 20 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 74.2 78.1 92.8 45.8 62.3 60.0 68.2
Old : 58.0 74.2 78.1 92.8 45.8 62.3 60.0 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 44,408: 1,725 1,830 50 42,170 42,408 43,945 44,288: 463 120
Old : 44,408: 1,725 1,830 50 42,170 42,408 43,945 44,288: 463 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -151: 100 50 -20 -236 -181 -156 -151: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.1 0.1 95.0 95.5 99.0 99.7: 1.0 0.3
Old : 100.0: 3.9 4.1 0.1 95.0 95.5 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 5 1 23 20 27 26:
Old : 33: 4 5 1 23 20 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 68.7 80.4 84.7 44.2 61.5 60.7 66.9
Old : 58.4 68.7 80.4 84.7 44.2 61.5 60.7 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,923: 2,032 0 109 57,841 60,574 59,982 60,683: 941 240
Old : 60,923: 2,032 0 109 57,841 60,574 59,982 60,683: 941 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 290: -55 0 0 127 290 72 290: 218 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.2 94.9 99.4 98.5 99.6: 1.5 0.4
Old : 100.0: 3.3 0.0 0.2 94.9 99.4 98.5 99.6: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 2 23 17 26 19:
Old : 31: 3 0 2 23 17 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 92.8 75.2 97.9 49.1 88.4 70.5 89.1
Old : 50.4 92.8 75.2 97.9 49.1 88.4 70.5 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,440: 2,513 223 262 60,035 62,745 62,810 63,230: 630 210
Old : 63,440: 2,513 223 262 60,035 62,745 62,810 63,230: 630 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 544: -32 10 0 387 609 355 619: 189 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.4 0.4 94.6 98.9 99.0 99.7: 1.0 0.3
Old : 100.0: 4.0 0.4 0.4 94.6 98.9 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 2 28 21 31 25:
Old : 37: 3 2 2 28 21 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 86.7 71.8 94.5 42.4 82.8 67.6 87.1
Old : 45.4 86.7 71.8 94.5 42.4 82.8 67.6 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 368 Hours) :
: : :
All : 90,937: 3,354 1,301 2,806 84,622 86,810 90,782 90,917: 155 20
Old : 90,937: 3,354 1,301 2,806 84,622 86,810 90,782 90,917: 155 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 808: -65 60 368 505 380 808 808: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.4 3.1 93.1 95.5 99.8 100.0: 0.2 0.0
Old : 100.0: 3.7 1.4 3.1 93.1 95.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 4 3 25 25 28 31:
Old : 40: 2 4 3 25 25 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 62.6 74.4 86.6 56.3 61.0 72.6 82.6
Old : 57.3 62.6 74.4 86.6 56.3 61.0 72.6 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 109,765: 2,567 1,785 3,926 102,755 103,782 109,248 109,493: 517 272
Old : 109,765: 2,567 1,785 3,926 102,755 103,782 109,248 109,493: 517 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,755: -161 168 421 1,504 1,208 1,764 1,797: -9 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.6 3.6 93.6 94.5 99.5 99.8: 0.5 0.2
Old : 100.0: 2.3 1.6 3.6 93.6 94.5 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 10 7 28 30 36 44:
Old : 53: 5 10 7 28 30 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 53.8 70.2 80.4 52.4 53.8 67.2 76.6
Old : 52.5 53.8 70.2 80.4 52.4 53.8 67.2 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 56,533: 555 3,622 363 55,615 52,503 56,533 56,488: 0 45
Old : 56,533: 555 3,622 363 55,615 52,503 56,533 56,488: 0 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 181: 175 3 125 -119 53 181 181: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.4 0.6 98.4 92.9 100.0 99.9: 0.0 0.1
Old : 100.0: 1.0 6.4 0.6 98.4 92.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 3 17 14 22 19:
Old : 30: 4 3 3 17 14 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 88.5 94.1 94.9 79.8 85.9 88.8 90.4
Old : 82.0 88.5 94.1 94.9 79.8 85.9 88.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 48,345: 300 2,050 0 48,045 46,295 48,345 48,345: 0 0
Old : 48,345: 300 2,050 0 48,045 46,295 48,345 48,345: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.2 0.0 99.4 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 4.2 0.0 99.4 95.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 6 0 15 14 16 20:
Old : 30: 1 6 0 15 14 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 92.5 95.5 97.3 84.2 87.3 91.5 91.8
Old : 84.2 92.5 95.5 97.3 84.2 87.3 91.5 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW per Hour for about 386 Hours) :
: : :
All : 55,766: 925 1,533 468 54,201 53,713 55,594 55,714: 172 52
Old : 55,766: 925 1,533 468 54,201 53,713 55,594 55,714: 172 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 589: -2 0 -1 590 590 587 589: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.7 0.8 97.2 96.3 99.7 99.9: 0.3 0.1
Old : 100.0: 1.7 2.7 0.8 97.2 96.3 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 3 2 24 23 29 27:
Old : 34: 4 3 2 24 23 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 75.0 78.3 88.2 44.8 61.5 62.1 66.0
Old : 55.6 75.0 78.3 88.2 44.8 61.5 62.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 61,272: 2,008 4,998 627 57,938 55,175 60,573 60,800: 699 472
Old : 61,272: 2,008 4,998 627 57,938 55,175 60,573 60,800: 699 472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -250: 29 -5 0 -352 -355 -323 -360: 73 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 8.2 1.0 94.6 90.0 98.9 99.2: 1.1 0.8
Old : 100.0: 3.3 8.2 1.0 94.6 90.0 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 4 5 23 22 31 29:
Old : 36: 6 4 5 23 22 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 71.9 81.1 85.0 57.1 63.2 69.0 70.0
Old : 59.0 71.9 81.1 85.0 57.1 63.2 69.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,144: 70 3,548 159 25,419 22,172 25,648 25,879: 496 265
Old : 26,144: 70 3,548 159 25,419 22,172 25,648 25,879: 496 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 472: 0 8 2 325 292 327 302: 145 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.6 0.6 97.2 84.8 98.1 99.0: 1.9 1.0
Old : 100.0: 0.3 13.6 0.6 97.2 84.8 98.1 99.0: 1.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 4 1 18 16 20 20:
Old : 26: 1 4 1 18 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 71.0 89.3 87.7 71.1 67.7 86.2 83.8
Old : 73.4 71.0 89.3 87.7 71.1 67.7 86.2 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 23,987: 0 1,080 0 23,345 22,737 23,345 23,817: 642 170
Old : 23,987: 0 1,080 0 23,345 22,737 23,345 23,817: 642 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 20: 0 0 0 -140 -150 -140 -150: 160 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 97.3 94.8 97.3 99.3: 2.7 0.7
Old : 100.0: 0.0 4.5 0.0 97.3 94.8 97.3 99.3: 2.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 0 17 15 17 18:
Old : 23: 0 3 0 17 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 80.1 89.1 91.9 71.4 76.6 86.5 88.4
Old : 73.8 80.1 89.1 91.9 71.4 76.6 86.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,566: 1,296 433 804 25,558 26,584 27,658 27,821: 908 745
Old : 28,566: 1,296 433 804 25,558 26,584 27,658 27,821: 908 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 256: 74 4 56 -260 144 -130 204: 386 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.5 2.8 89.5 93.1 96.8 97.4: 3.2 2.6
Old : 100.0: 4.5 1.5 2.8 89.5 93.1 96.8 97.4: 3.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 4 18 16 23 20:
Old : 26: 2 3 4 18 16 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 63.5 82.7 82.4 62.6 62.8 77.1 76.0
Old : 64.9 63.5 82.7 82.4 62.6 62.8 77.1 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 17,882: 873 1,131 185 15,750 16,105 16,808 17,421: 1,074 461
Old : 17,882: 873 1,131 185 15,750 16,105 16,808 17,421: 1,074 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 590: 0 75 0 590 515 590 590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.3 1.0 88.1 90.1 94.0 97.4: 6.0 2.6
Old : 100.0: 4.9 6.3 1.0 88.1 90.1 94.0 97.4: 6.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 4 2 12 11 14 17:
Old : 21: 2 4 2 12 11 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 78.5 87.2 89.6 65.8 68.8 77.7 78.0
Old : 68.5 78.5 87.2 89.6 65.8 68.8 77.7 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 56,856: 4,504 7,528 2,142 49,745 47,121 56,391 56,791: 465 65
Old : 56,856: 4,504 7,528 2,142 49,745 47,121 56,391 56,791: 465 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 583: 185 255 47 66 256 298 558: 285 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.2 3.8 87.5 82.9 99.2 99.9: 0.8 0.1
Old : 100.0: 7.9 13.2 3.8 87.5 82.9 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 6 8 29 24 39 34:
Old : 46: 6 6 8 29 24 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 70.6 73.7 84.6 47.7 53.6 60.6 64.4
Old : 56.1 70.6 73.7 84.6 47.7 53.6 60.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 368 Hours) :
: : :
All : 33,941: 1,245 3,041 1,203 31,044 29,490 33,492 33,734: 449 207
Old : 33,941: 1,245 3,041 1,203 31,044 29,490 33,492 33,734: 449 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 14: -3 180 -26 -103 -183 -132 -29: 146 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 9.0 3.5 91.5 86.9 98.7 99.4: 1.3 0.6
Old : 100.0: 3.7 9.0 3.5 91.5 86.9 98.7 99.4: 1.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 5 5 26 21 33 27:
Old : 36: 3 5 5 26 21 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 67.3 78.2 82.9 55.7 66.1 66.2 73.7
Old : 65.0 67.3 78.2 82.9 55.7 66.1 66.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,212: 935 0 0 15,232 16,185 16,167 16,185: 45 27
Old : 16,212: 935 0 0 15,232 16,185 16,167 16,185: 45 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -970: -75 -75 0 -880 -895 -955 -970: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 94.0 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 5.8 0.0 0.0 94.0 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 0 0 17 14 21 14:
Old : 28: 4 0 0 17 14 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 89.7 88.1 96.1 71.3 86.2 83.9 90.6
Old : 74.6 89.7 88.1 96.1 71.3 86.2 83.9 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 MW for about 368 Hours) :
: : :
All : 21,288: 1,525 0 50 19,687 21,238 21,262 21,288: 26 0
Old : 21,288: 1,525 0 50 19,687 21,238 21,262 21,288: 26 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -473: 500 0 0 -960 -473 -460 -473: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 0.2 92.5 99.8 99.9 100.0: 0.1 0.0
Old : 100.0: 7.2 0.0 0.2 92.5 99.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 0 1 14 9 19 10:
Old : 23: 5 0 1 14 9 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 96.8 91.0 99.5 69.0 95.0 89.9 96.9
Old : 69.8 96.8 91.0 99.5 69.0 95.0 89.9 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,555: 620 0 375 8,801 9,875 9,796 10,250: 759 305
Old : 10,555: 620 0 375 8,801 9,875 9,796 10,250: 759 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 120: 105 -75 75 -133 -170 47 -170: 73 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 3.6 83.4 93.6 92.8 97.1: 7.2 2.9
Old : 100.0: 5.9 0.0 3.6 83.4 93.6 92.8 97.1: 7.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 0 3 16 14 20 17:
Old : 25: 4 0 3 16 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 56.3 77.3 84.7 40.1 51.9 60.2 70.1
Old : 50.6 56.3 77.3 84.7 40.1 51.9 60.2 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,878: 450 0 470 8,261 9,103 9,181 9,573: 697 305
Old : 9,878: 450 0 470 8,261 9,103 9,181 9,573: 697 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 120: 105 -75 75 -114 -170 66 -170: 54 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 4.8 83.6 92.2 92.9 96.9: 7.1 3.1
Old : 100.0: 4.6 0.0 4.8 83.6 92.2 92.9 96.9: 7.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 2 15 14 19 16:
Old : 24: 4 0 2 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 62.5 76.8 83.2 41.8 53.9 58.1 65.8
Old : 54.8 62.5 76.8 83.2 41.8 53.9 58.1 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,747: 1,515 50 2,700 46,115 47,837 50,330 50,587: 417 160
Old : 50,747: 1,515 50 2,700 46,115 47,837 50,330 50,587: 417 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,760: 0 0 0 1,535 1,625 1,535 1,625: 225 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.1 5.3 90.9 94.3 99.2 99.7: 0.8 0.3
Old : 100.0: 3.0 0.1 5.3 90.9 94.3 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 2 20 14 25 17:
Old : 32: 5 1 2 20 14 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 71.4 88.2 90.6 69.7 71.1 77.6 84.0
Old : 76.2 71.4 88.2 90.6 69.7 71.1 77.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,982: 1,570 50 2,525 46,045 48,277 50,140 50,852: 842 130
Old : 50,982: 1,570 50 2,525 46,045 48,277 50,140 50,852: 842 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,760: 0 0 0 1,120 1,655 1,120 1,655: 640 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.1 5.0 90.3 94.7 98.3 99.7: 1.7 0.3
Old : 100.0: 3.1 0.1 5.0 90.3 94.7 98.3 99.7: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 2 20 14 25 17:
Old : 32: 5 1 2 20 14 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 71.0 86.1 90.7 67.9 70.8 76.0 84.5
Old : 73.7 71.0 86.1 90.7 67.9 70.8 76.0 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,254: 1,772 8,717 1,973 114,330 104,792 118,075 115,482: 179 2,772
Old : 118,254: 1,772 8,717 1,973 114,330 104,792 118,075 115,482: 179 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,005: 187 261 133 555 -2,134 875 -1,740: 130 2,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.4 1.7 96.7 88.6 99.8 97.7: 0.2 2.3
Old : 100.0: 1.5 7.4 1.7 96.7 88.6 99.8 97.7: 0.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 5 12 8 43 33 55 46:
Old : 64: 5 12 8 43 33 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 46.3 66.0 65.7 45.6 43.0 60.4 59.6
Old : 48.1 46.3 66.0 65.7 45.6 43.0 60.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 129,184: 1,849 7,550 4,010 122,808 114,591 128,667 126,151: 517 3,033
Old : 129,184: 1,849 7,550 4,010 122,808 114,591 128,667 126,151: 517 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,964: -50 -95 452 1,117 -1,403 1,519 -1,046: 445 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 5.8 3.1 95.1 88.7 99.6 97.7: 0.4 2.3
Old : 100.0: 1.4 5.8 3.1 95.1 88.7 99.6 97.7: 0.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 8 9 10 47 35 62 47:
Old : 67: 8 9 10 47 35 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 47.2 61.6 65.1 37.6 44.5 52.8 57.2
Old : 41.1 47.2 61.6 65.1 37.6 44.5 52.8 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 616,332: 45,408 24,523 68,939 500,594 519,633 614,941 613,095: 1,391 3,236
Old : 616,332: 45,408 24,523 68,939 500,594 519,633 614,941 613,095: 1,391 3,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 20,872: 2,514 726 1,337 15,911 16,425 19,762 18,488: 1,110 2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.0 11.2 81.2 84.3 99.8 99.5: 0.2 0.5
Old : 100.0: 7.4 4.0 11.2 81.2 84.3 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 25 23 29 49 48 86 88:
Old : 102: 25 23 29 49 48 86 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 38.3 58.6 58.3 10.3 13.1 14.1 17.8
Old : 39.5 38.3 58.6 58.3 10.3 13.1 14.1 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,465: 3,130 600 65 13,105 15,300 16,300 15,965: 165 500
Old : 16,465: 3,130 600 65 13,105 15,300 16,300 15,965: 165 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 60: 0 0 0 -20 -420 -20 -420: 80 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.6 0.4 79.6 92.9 99.0 97.0: 1.0 3.0
Old : 100.0: 19.0 3.6 0.4 79.6 92.9 99.0 97.0: 1.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 2 18 16 22 19:
Old : 28: 4 1 2 18 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 72.7 79.0 89.2 52.1 64.4 68.1 73.8
Old : 53.4 72.7 79.0 89.2 52.1 64.4 68.1 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,721: 2,855 600 65 10,524 12,556 13,444 13,221: 277 500
Old : 13,721: 2,855 600 65 10,524 12,556 13,444 13,221: 277 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 140: 175 0 0 -105 -340 70 -340: 70 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 4.4 0.5 76.7 91.5 98.0 96.4: 2.0 3.6
Old : 100.0: 20.8 4.4 0.5 76.7 91.5 98.0 96.4: 2.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 2 18 16 22 19:
Old : 27: 4 1 2 18 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 71.1 80.4 87.6 47.6 57.2 67.3 70.4
Old : 50.6 71.1 80.4 87.6 47.6 57.2 67.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1MW for about 352 Hours) :
: : :
All : 7,058: 740 0 0 6,281 7,038 7,021 7,038: 37 20
Old : 7,058: 740 0 0 6,281 7,038 7,021 7,038: 37 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 486: 0 0 0 481 486 481 486: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 89.0 99.7 99.5 99.7: 0.5 0.3
Old : 100.0: 10.5 0.0 0.0 89.0 99.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 0 0 19 13 23 13:
Old : 27: 4 0 0 19 13 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 77.2 75.8 93.0 39.4 62.4 57.6 71.2
Old : 48.8 77.2 75.8 93.0 39.4 62.4 57.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 metric tonnes :
: : :
All : 6,609: 406 209 201 5,554 5,257 6,161 5,667: 448 942
Old : 6,609: 406 209 201 5,554 5,257 6,161 5,667: 448 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -355: -106 -11 -108 -146 7 -360 -112: 5 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.2 3.0 84.0 79.5 93.2 85.7: 6.8 14.3
Old : 100.0: 6.1 3.2 3.0 84.0 79.5 93.2 85.7: 6.8 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 3 4 28 30 34 36:
Old : 41: 5 3 4 28 30 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 28.6 56.3 46.8 26.2 21.8 38.2 29.4
Old : 36.6 28.6 56.3 46.8 26.2 21.8 38.2 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 29,145: 701 50 160 28,062 28,805 28,923 29,015: 222 130
Old : 29,145: 701 50 160 28,062 28,805 28,923 29,015: 222 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -4,023: -30 50 -50 -3,883 -3,987 -3,963 -3,987: -60 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.2 0.5 96.3 98.8 99.2 99.6: 0.8 0.4
Old : 100.0: 2.4 0.2 0.5 96.3 98.8 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 1 1 37 38 41 39:
Old : 47: 3 1 1 37 38 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 62.1 60.8 75.6 36.5 59.2 56.9 69.0
Old : 38.8 62.1 60.8 75.6 36.5 59.2 56.9 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 18,725: 462 0 80 18,057 18,341 18,599 18,421: 126 304
Old : 18,725: 462 0 80 18,057 18,341 18,599 18,421: 126 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 90: 342 -46 -27 -200 214 115 141: -25 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.4 96.4 97.9 99.3 98.4: 0.7 1.6
Old : 100.0: 2.5 0.0 0.4 96.4 97.9 99.3 98.4: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 1 18 26 21 27:
Old : 32: 3 0 1 18 26 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 57.7 90.6 79.4 66.7 41.1 68.6 56.4
Old : 78.4 57.7 90.6 79.4 66.7 41.1 68.6 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 11,379: 199 332 402 10,441 10,038 11,042 10,772: 337 607
Old : 11,379: 199 332 402 10,441 10,038 11,042 10,772: 337 607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,413: 170 -13 -81 -1,483 -1,436 -1,394 -1,530: -19 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.9 3.5 91.8 88.2 97.0 94.7: 3.0 5.3
Old : 100.0: 1.7 2.9 3.5 91.8 88.2 97.0 94.7: 3.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 3 3 35 33 39 37:
Old : 48: 2 3 3 35 33 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 33.7 54.5 55.4 29.9 24.5 40.6 36.1
Old : 35.4 33.7 54.5 55.4 29.9 24.5 40.6 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 5,137: 25 134 93 4,589 4,545 4,707 4,772: 430 365
Old : 5,137: 25 134 93 4,589 4,545 4,707 4,772: 430 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 64: -10 -62 0 219 96 209 34: -145 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.6 1.8 89.3 88.5 91.6 92.9: 8.4 7.1
Old : 100.0: 0.5 2.6 1.8 89.3 88.5 91.6 92.9: 8.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 11 17 13 20:
Old : 21: 1 2 2 11 17 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 54.6 86.2 72.5 53.0 30.9 53.5 44.1
Old : 78.8 54.6 86.2 72.5 53.0 30.9 53.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 27,177: 1,425 696 418 25,246 25,984 27,089 27,098: 88 79
Old : 27,177: 1,425 696 418 25,246 25,984 27,089 27,098: 88 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -6,132: -325 -73 -200 -5,641 -5,862 -6,166 -6,135: 34 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.6 1.5 92.9 95.6 99.7 99.7: 0.3 0.3
Old : 100.0: 5.2 2.6 1.5 92.9 95.6 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 3 2 29 40 33 43:
Old : 58: 2 3 2 29 40 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 50.2 79.4 66.9 63.9 41.4 72.6 56.2
Old : 66.5 50.2 79.4 66.9 63.9 41.4 72.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 42000 gallons(1000 barrels) :
: : :
All : 57,593: 4,343 1,550 1,645 51,280 54,138 57,268 57,333: 325 260
Old : 57,593: 4,343 1,550 1,645 51,280 54,138 57,268 57,333: 325 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -4,810: -963 47 -430 -3,293 -4,225 -4,686 -4,608: -124 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.7 2.9 89.0 94.0 99.4 99.5: 0.6 0.5
Old : 100.0: 7.5 2.7 2.9 89.0 94.0 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 10 7 11 69 62 84 75:
Old : 93: 10 7 11 69 62 84 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 43.1 43.1 55.6 21.6 42.1 33.7 48.6
Old : 25.4 43.1 43.1 55.6 21.6 42.1 33.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Metric Tonnes :
: : :
All : 2,406: 208 0 26 1,396 1,988 1,630 2,014: 776 392
Old : 2,406: 208 0 26 1,396 1,988 1,630 2,014: 776 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -649: 51 0 -65 -557 -324 -571 -389: -78 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 1.1 58.0 82.6 67.7 83.7: 32.3 16.3
Old : 100.0: 8.6 0.0 1.1 58.0 82.6 67.7 83.7: 32.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 0 1 15 20 19 21:
Old : 25: 4 0 1 15 20 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 43.8 49.8 62.4 24.0 40.1 32.2 49.4
Old : 32.7 43.8 49.8 62.4 24.0 40.1 32.2 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 19,041: 0 0 0 19,041 19,041 19,041 19,041: 0 0
Old : 19,041: 0 0 0 19,041 19,041 19,041 19,041: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 14 15 14:
Old : 20: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 71.2 90.2 95.1 63.5 59.7 72.8 75.2
Old : 69.3 71.2 90.2 95.1 63.5 59.7 72.8 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 45,810: 100 0 0 44,235 44,309 44,335 44,309: 1,475 1,501
Old : 45,810: 100 0 0 44,235 44,309 44,335 44,309: 1,475 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,955: 20 0 0 1,755 1,820 1,775 1,820: 180 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 96.6 96.7 96.8 96.7: 3.2 3.3
Old : 100.0: 0.2 0.0 0.0 96.6 96.7 96.8 96.7: 3.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 0 0 26 31 27 31:
Old : 41: 1 0 0 26 31 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 43.6 76.0 69.7 51.7 40.9 63.4 60.5
Old : 56.3 43.6 76.0 69.7 51.7 40.9 63.4 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 2,817: 0 980 0 2,765 1,762 2,765 2,742: 52 75
Old : 2,817: 0 980 0 2,765 1,762 2,765 2,742: 52 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 34.8 0.0 98.2 62.5 98.2 97.3: 1.8 2.7
Old : 100.0: 0.0 34.8 0.0 98.2 62.5 98.2 97.3: 1.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 9 12 9 14:
Old : 21: 0 2 0 9 12 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 59.1 96.4 85.8 74.5 54.7 88.2 80.3
Old : 74.5 59.1 96.4 85.8 74.5 54.7 88.2 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 18,167: 0 0 0 17,981 18,123 17,981 18,123: 186 44
Old : 18,167: 0 0 0 17,981 18,123 17,981 18,123: 186 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,015: 0 0 0 895 1,015 895 1,015: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 99.8 99.0 99.8: 1.0 0.2
Old : 100.0: 0.0 0.0 0.0 99.0 99.8 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 18 18 18 18:
Old : 27: 0 0 0 18 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 79.7 90.3 91.5 75.6 78.5 86.4 88.3
Old : 75.8 79.7 90.3 91.5 75.6 78.5 86.4 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 197,185: 0 0 0 188,196 186,399 188,196 186,399: 8,989 10,786
Old : 197,185: 0 0 0 188,196 186,399 188,196 186,399: 8,989 10,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 180: 0 0 0 -1,770 -1,360 -1,770 -1,360: 1,950 1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 94.5 95.4 94.5: 4.6 5.5
Old : 100.0: 0.0 0.0 0.0 95.4 94.5 95.4 94.5: 4.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 11 15 11 15:
Old : 20: 0 0 0 11 15 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 61.7 93.3 82.7 64.2 55.1 78.4 73.4
Old : 74.1 61.7 93.3 82.7 64.2 55.1 78.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 06, 2020