CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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: November 3, 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 10, 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 : 27,858: 5,751 3,601 0 22,095 24,257 27,846 27,858: 12 0
Old : 27,858: 5,751 3,601 0 22,095 24,257 27,846 27,858: 12 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,858: -2,396 -1,756 0 538 -102 -1,858 -1,858: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.9 0.0 79.3 87.1 100.0 100.0: 0.0 0.0
Old : 100.0: 20.6 12.9 0.0 79.3 87.1 100.0 100.0: 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: 6 4 0 18 11 24 15:
Old : 32: 6 4 0 18 11 24 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 : 64.8 73.1 83.5 95.4 64.7 72.2 82.6 93.4
Old : 64.8 73.1 83.5 95.4 64.7 72.2 82.6 93.4
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 10, 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 : 122,683: 20,095 30,646 11,496 90,996 80,462 122,588 122,605: 95 78
Old : 122,683: 20,095 30,646 11,496 90,996 80,462 122,588 122,605: 95 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,983: -1,045 -1,323 -539 -1,408 -1,121 -2,993 -2,984: 10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 25.0 9.4 74.2 65.6 99.9 99.9: 0.1 0.1
Old : 100.0: 16.4 25.0 9.4 74.2 65.6 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 28 60 48:
Old : 69: 24 12 14 30 28 60 48:
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 : 40.8 36.7 62.5 58.0 28.1 32.2 39.6 46.9
Old : 40.8 36.7 62.5 58.0 28.1 32.2 39.6 46.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 140,939: 40,012 16,722 2,200 98,727 122,017 140,939 140,939: 0 0
Old : 140,939: 40,012 16,722 2,200 98,727 122,017 140,939 140,939: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 100: 0 0 200 -100 -100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 11.9 1.6 70.0 86.6 100.0 100.0: 0.0 0.0
Old : 100.0: 28.4 11.9 1.6 70.0 86.6 100.0 100.0: 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 : 33: 7 5 4 16 16 23 25:
Old : 33: 7 5 4 16 16 23 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 : 63.6 86.6 88.2 94.4 63.2 82.9 86.6 89.7
Old : 63.6 86.6 88.2 94.4 63.2 82.9 86.6 89.7
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 10, 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 : 146,850: 21,797 25,619 3,998 121,055 117,233 146,850 146,850: 0 0
Old : 146,850: 21,797 25,619 3,998 121,055 117,233 146,850 146,850: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 5,012: 30 2,360 220 4,762 2,433 5,012 5,012: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.4 2.7 82.4 79.8 100.0 100.0: 0.0 0.0
Old : 100.0: 14.8 17.4 2.7 82.4 79.8 100.0 100.0: 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 : 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 : 45.7 72.2 71.8 91.2 43.6 65.2 65.5 81.8
Old : 45.7 72.2 71.8 91.2 43.6 65.2 65.5 81.8
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 10, 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 : 77,630: 31,612 11,023 7,276 38,372 59,200 77,260 77,500: 370 130
Old : 77,630: 31,612 11,023 7,276 38,372 59,200 77,260 77,500: 370 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 8,093: 3,811 2,613 580 3,675 4,795 8,066 7,988: 27 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 14.2 9.4 49.4 76.3 99.5 99.8: 0.5 0.2
Old : 100.0: 40.7 14.2 9.4 49.4 76.3 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 : 51: 18 6 9 23 20 44 32:
Old : 51: 18 6 9 23 20 44 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 : 46.1 44.4 64.7 70.3 44.2 40.1 58.9 58.5
Old : 46.1 44.4 64.7 70.3 44.2 40.1 58.9 58.5
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 10, 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 : 26,170: 5,375 850 0 20,795 25,320 26,170 26,170: 0 0
Old : 26,170: 5,375 850 0 20,795 25,320 26,170 26,170: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -320: -250 0 0 -70 -320 -320 -320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.2 0.0 79.5 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 20.5 3.2 0.0 79.5 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 11 9 16 10:
Old : 24: 5 1 0 11 9 16 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 : 68.1 96.1 93.7 99.7 68.1 96.1 93.7 98.3
Old : 68.1 96.1 93.7 99.7 68.1 96.1 93.7 98.3
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 10, 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 : 33,445: 5,066 1,116 3,832 24,497 28,447 33,395 33,395: 50 50
Old : 33,445: 5,066 1,116 3,832 24,497 28,447 33,395 33,395: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,772: -50 0 100 1,672 1,622 1,722 1,722: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.3 11.5 73.2 85.1 99.9 99.9: 0.1 0.1
Old : 100.0: 15.1 3.3 11.5 73.2 85.1 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 : 32: 7 3 2 17 13 26 17:
Old : 32: 7 3 2 17 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 : 44.8 60.3 67.0 87.1 39.2 55.7 58.3 73.3
Old : 44.8 60.3 67.0 87.1 39.2 55.7 58.3 73.3
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 10, 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 : 25,076: 150 16,179 1,200 23,726 7,697 25,076 25,076: 0 0
Old : 25,076: 150 16,179 1,200 23,726 7,697 25,076 25,076: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,230: 0 1,125 825 1,405 280 2,230 2,230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 64.5 4.8 94.6 30.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 64.5 4.8 94.6 30.7 100.0 100.0: 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 : 21: 2 6 2 13 6 17 12:
Old : 21: 2 6 2 13 6 17 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 : 57.6 76.0 83.4 97.2 54.6 66.4 68.4 75.8
Old : 57.6 76.0 83.4 97.2 54.6 66.4 68.4 75.8
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 10, 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 : 32,041: 4,290 2,821 327 26,906 28,802 31,524 31,950: 517 90
Old : 32,041: 4,290 2,821 327 26,906 28,802 31,524 31,950: 517 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 603: 302 -1 10 190 596 503 605: 101 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.8 1.0 84.0 89.9 98.4 99.7: 1.6 0.3
Old : 100.0: 13.4 8.8 1.0 84.0 89.9 98.4 99.7: 1.6 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 : 50.2 73.0 74.3 91.6 40.6 69.0 60.9 73.5
Old : 50.2 73.0 74.3 91.6 40.6 69.0 60.9 73.5
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 10, 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 : 16,427: 1,815 3,410 50 14,562 12,967 16,427 16,427: 0 0
Old : 16,427: 1,815 3,410 50 14,562 12,967 16,427 16,427: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.8 0.3 88.6 78.9 100.0 100.0: 0.0 0.0
Old : 100.0: 11.0 20.8 0.3 88.6 78.9 100.0 100.0: 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 : 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 : 74.5 76.7 93.4 92.0 74.5 76.7 93.4 91.0
Old : 74.5 76.7 93.4 92.0 74.5 76.7 93.4 91.0
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 10, 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 : 20,169: 2,275 6,920 440 17,429 12,809 20,144 20,169: 25 0
Old : 20,169: 2,275 6,920 440 17,429 12,809 20,144 20,169: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 303: -1 0 0 304 303 303 303: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 34.3 2.2 86.4 63.5 99.9 100.0: 0.1 0.0
Old : 100.0: 11.3 34.3 2.2 86.4 63.5 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 10 14 17:
Old : 24: 3 5 2 11 10 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 : 61.3 67.3 84.7 89.4 60.2 64.1 79.3 82.9
Old : 61.3 67.3 84.7 89.4 60.2 64.1 79.3 82.9
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 10, 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: November 3, 2020 :
: 0: 0 0 0 0 0 0 0: 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 10, 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: November 3, 2020 :
: 0: 0 0 0 0 0 0 0: 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 10, 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 : 23,261: 3,041 0 0 19,721 23,261 22,762 23,261: 499 0
Old : 23,261: 3,041 0 0 19,721 23,261 22,762 23,261: 499 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -110: 0 0 0 -107 -110 -107 -110: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 0.0 0.0 84.8 100.0 97.9 100.0: 2.1 0.0
Old : 100.0: 13.1 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 : 74.8 97.5 85.5 100.0 73.7 97.5 84.4 98.9
Old : 74.8 97.5 85.5 100.0 73.7 97.5 84.4 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 10, 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: 2,590 1,046 465 9,990 11,534 13,045 13,045: 200 200
Old : 13,245: 2,590 1,046 465 9,990 11,534 13,045 13,045: 200 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 0: -175 0 0 0 -175 -175 -175: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.9 3.5 75.4 87.1 98.5 98.5: 1.5 1.5
Old : 100.0: 19.6 7.9 3.5 75.4 87.1 98.5 98.5: 1.5 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 : 21: 3 2 1 9 10 12 13:
Old : 21: 3 2 1 9 10 12 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 75.8 96.2 91.8 74.2 75.8 90.2 90.2
Old : 77.4 75.8 96.2 91.8 74.2 75.8 90.2 90.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 28,651: 5,401 676 343 22,827 27,617 28,571 28,636: 80 15
Old : 28,651: 5,401 676 343 22,827 27,617 28,571 28,636: 80 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,232: -35 57 180 1,096 990 1,241 1,227: -9 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 2.4 1.2 79.7 96.4 99.7 99.9: 0.3 0.1
Old : 100.0: 18.9 2.4 1.2 79.7 96.4 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 : 36: 3 2 3 27 27 31 31:
Old : 36: 3 2 3 27 27 31 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 : 56.7 61.2 73.9 76.7 24.1 23.0 30.1 29.6
Old : 56.7 61.2 73.9 76.7 24.1 23.0 30.1 29.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 21,481: 258 4,874 102 20,375 16,505 20,735 21,481: 746 0
Old : 21,481: 258 4,874 102 20,375 16,505 20,735 21,481: 746 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,615: -12 -120 17 1,610 1,718 1,615 1,615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 22.7 0.5 94.9 76.8 96.5 100.0: 3.5 0.0
Old : 100.0: 1.2 22.7 0.5 94.9 76.8 96.5 100.0: 3.5 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 : 32: 3 3 3 20 17 25 21:
Old : 32: 3 3 3 20 17 25 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 : 48.5 62.3 72.4 88.6 33.9 44.4 49.0 57.2
Old : 48.5 62.3 72.4 88.6 33.9 44.4 49.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : BBL :
: : :
All : 3,074: 0 754 45 3,015 2,192 3,060 2,991: 14 83
Old : 3,074: 0 754 45 3,015 2,192 3,060 2,991: 14 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.5 1.5 98.1 71.3 99.5 97.3: 0.5 2.7
Old : 100.0: 0.0 24.5 1.5 98.1 71.3 99.5 97.3: 0.5 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 1 12 13 13 15:
Old : 21: 0 2 1 12 13 13 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 : 67.0 66.4 89.8 87.0 59.4 61.2 75.7 74.0
Old : 67.0 66.4 89.8 87.0 59.4 61.2 75.7 74.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 6,393,987: 1,203,700 90,413 387,428 4,758,698 5,896,258 6,349,826 6,374,099: 44,161 19,888
Old : 6,393,987: 1,203,700 90,413 387,428 4,758,698 5,896,258 6,349,826 6,374,099: 44,161 19,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 11,266: -4,111 17,114 -21,229 36,402 15,042 11,062 10,927: 204 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.4 6.1 74.4 92.2 99.3 99.7: 0.7 0.3
Old : 100.0: 18.8 1.4 6.1 74.4 92.2 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 : 245: 48 23 51 152 135 218 191:
Old : 245: 48 23 51 152 135 218 191:
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 : 24.4 41.2 40.0 61.7 23.3 41.0 37.2 60.4
Old : 24.4 41.2 40.0 61.7 23.3 41.0 37.2 60.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,464,683: 73,394 15,405 463,108 926,474 984,802 1,462,976 1,463,316: 1,707 1,368
Old : 1,464,683: 73,394 15,405 463,108 926,474 984,802 1,462,976 1,463,316: 1,707 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,055: 500 6,423 8,835 -13,029 -18,961 -3,694 -3,703: -361 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.1 31.6 63.3 67.2 99.9 99.9: 0.1 0.1
Old : 100.0: 5.0 1.1 31.6 63.3 67.2 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 : 79: 14 11 24 50 50 75 74:
Old : 79: 14 11 24 50 50 75 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 : 53.9 53.5 74.8 75.0 4.8 5.3 6.7 6.9
Old : 53.9 53.5 74.8 75.0 4.8 5.3 6.7 6.9
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 10, 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 : 205,819: 1,711 1,617 152 177,554 196,752 179,417 198,521: 26,402 7,298
Old : 205,819: 1,711 1,617 152 177,554 196,752 179,417 198,521: 26,402 7,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -11,593: -306 -476 0 -10,844 -9,767 -11,150 -10,243: -443 -1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.8 0.1 86.3 95.6 87.2 96.5: 12.8 3.5
Old : 100.0: 0.8 0.8 0.1 86.3 95.6 87.2 96.5: 12.8 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 : 30: 2 2 1 22 16 24 19:
Old : 30: 2 2 1 22 16 24 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 : 59.5 80.5 73.9 89.5 58.6 77.2 70.0 83.9
Old : 59.5 80.5 73.9 89.5 58.6 77.2 70.0 83.9
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 10, 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 : 145,754: 4,683 0 0 133,382 134,084 138,065 134,084: 7,689 11,670
Old : 145,754: 4,683 0 0 133,382 134,084 138,065 134,084: 7,689 11,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -9,158: -2,098 0 -654 -4,986 -7,887 -7,738 -8,541: -1,420 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 91.5 92.0 94.7 92.0: 5.3 8.0
Old : 100.0: 3.2 0.0 0.0 91.5 92.0 94.7 92.0: 5.3 8.0
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: 2 0 0 20 21 22 21:
Old : 30: 2 0 0 20 21 22 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 : 70.2 47.1 85.6 73.4 66.0 44.2 79.6 70.5
Old : 70.2 47.1 85.6 73.4 66.0 44.2 79.6 70.5
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 10, 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 : 310,339: 13,335 4,106 2,410 283,339 297,680 299,084 304,196: 11,255 6,143
Old : 310,339: 13,335 4,106 2,410 283,339 297,680 299,084 304,196: 11,255 6,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -20,106: -4,589 1,373 -490 -11,497 -22,037 -16,576 -21,154: -3,530 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.3 0.8 91.3 95.9 96.4 98.0: 3.6 2.0
Old : 100.0: 4.3 1.3 0.8 91.3 95.9 96.4 98.0: 3.6 2.0
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 : 56: 7 4 4 30 33 39 39:
Old : 56: 7 4 4 30 33 39 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 : 58.6 45.4 72.5 66.4 48.4 32.9 58.1 50.0
Old : 58.6 45.4 72.5 66.4 48.4 32.9 58.1 50.0
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 10, 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 : 1,112,652: 1,678 8,493 1,594 1,099,140 1,099,982 1,102,412 1,110,069: 10,240 2,583
Old : 1,112,652: 1,678 8,493 1,594 1,099,140 1,099,982 1,102,412 1,110,069: 10,240 2,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 3,933: 941 344 -736 3,311 4,171 3,516 3,779: 417 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.8 0.1 98.8 98.9 99.1 99.8: 0.9 0.2
Old : 100.0: 0.2 0.8 0.1 98.8 98.9 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 : 49: 4 2 3 41 26 46 30:
Old : 49: 4 2 3 41 26 46 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 : 44.5 61.8 67.6 92.0 44.4 61.4 66.5 89.4
Old : 44.5 61.8 67.6 92.0 44.4 61.4 66.5 89.4
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 10, 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 : 383,068: 13,238 1,694 1,356 349,319 371,301 363,913 374,351: 19,155 8,717
Old : 383,068: 13,238 1,694 1,356 349,319 371,301 363,913 374,351: 19,155 8,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -12,958: -582 -480 -818 -15,202 -9,986 -16,602 -11,284: 3,644 -1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 0.4 91.2 96.9 95.0 97.7: 5.0 2.3
Old : 100.0: 3.5 0.4 0.4 91.2 96.9 95.0 97.7: 5.0 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 : 54: 5 1 3 38 33 43 37:
Old : 54: 5 1 3 38 33 43 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 : 45.2 56.6 62.9 73.4 45.2 50.4 62.2 63.8
Old : 45.2 56.6 62.9 73.4 45.2 50.4 62.2 63.8
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 10, 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 : 634,833: 2,910 0 1,375 622,671 631,675 626,956 633,050: 7,877 1,783
Old : 634,833: 2,910 0 1,375 622,671 631,675 626,956 633,050: 7,877 1,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -25,922: -797 0 -77 -23,859 -24,755 -24,733 -24,832: -1,189 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.2 98.1 99.5 98.8 99.7: 1.2 0.3
Old : 100.0: 0.5 0.0 0.2 98.1 99.5 98.8 99.7: 1.2 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 : 57: 3 0 2 39 41 42 43:
Old : 57: 3 0 2 39 41 42 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 : 61.5 49.1 77.9 69.9 61.5 48.5 77.9 67.5
Old : 61.5 49.1 77.9 69.9 61.5 48.5 77.9 67.5
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 10, 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 : 491,445: 0 214 31 483,042 482,540 483,073 482,785: 8,372 8,660
Old : 491,445: 0 214 31 483,042 482,540 483,073 482,785: 8,372 8,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -25,755: -240 -681 -215 -25,343 -22,465 -25,798 -23,361: 43 -2,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 98.2 98.3 98.2: 1.7 1.8
Old : 100.0: 0.0 0.0 0.0 98.3 98.2 98.3 98.2: 1.7 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 : 46: 0 1 1 37 32 38 33:
Old : 46: 0 1 1 37 32 38 33:
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 : 51.0 57.3 71.7 77.7 50.8 53.4 68.6 68.0
Old : 51.0 57.3 71.7 77.7 50.8 53.4 68.6 68.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,602: 0 2,279 0 88,530 87,320 88,530 89,599: 5,072 4,003
Old : 93,602: 0 2,279 0 88,530 87,320 88,530 89,599: 5,072 4,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -9,179: 0 -569 0 -10,800 -7,087 -10,800 -7,656: 1,621 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 94.6 93.3 94.6 95.7: 5.4 4.3
Old : 100.0: 0.0 2.4 0.0 94.6 93.3 94.6 95.7: 5.4 4.3
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 : 24: 0 1 0 16 16 16 17:
Old : 24: 0 1 0 16 16 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 : 72.6 58.7 87.8 74.3 69.2 56.4 76.1 71.6
Old : 72.6 58.7 87.8 74.3 69.2 56.4 76.1 71.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 13,988: 0 0 0 11,569 12,992 11,569 12,992: 2,419 996
Old : 13,988: 0 0 0 11,569 12,992 11,569 12,992: 2,419 996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -13,702: -2,759 -376 -120 -11,775 -13,230 -14,654 -13,726: 952 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.7 92.9 82.7 92.9: 17.3 7.1
Old : 100.0: 0.0 0.0 0.0 82.7 92.9 82.7 92.9: 17.3 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 : 20: 0 0 0 12 10 12 10:
Old : 20: 0 0 0 12 10 12 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 : 49.6 76.7 74.1 90.7 49.2 76.7 71.0 89.8
Old : 49.6 76.7 74.1 90.7 49.2 76.7 71.0 89.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 322,486: 2,217 3,532 1,323 310,545 313,216 314,085 318,071: 8,401 4,415
Old : 322,486: 2,217 3,532 1,323 310,545 313,216 314,085 318,071: 8,401 4,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -16,436: -209 -1,823 -219 -9,976 -12,682 -10,404 -14,724: -6,032 -1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.1 0.4 96.3 97.1 97.4 98.6: 2.6 1.4
Old : 100.0: 0.7 1.1 0.4 96.3 97.1 97.4 98.6: 2.6 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 : 42: 1 2 1 26 26 28 28:
Old : 42: 1 2 1 26 26 28 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 : 73.1 63.6 83.8 77.0 69.1 63.1 79.5 76.2
Old : 73.1 63.6 83.8 77.0 69.1 63.1 79.5 76.2
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 10, 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 : 171,894: 0 0 0 166,846 165,200 166,846 165,200: 5,048 6,694
Old : 171,894: 0 0 0 166,846 165,200 166,846 165,200: 5,048 6,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,498: 0 -209 -31 -10,921 -10,569 -10,952 -10,809: 454 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.1 96.1 97.1 96.1: 2.9 3.9
Old : 100.0: 0.0 0.0 0.0 97.1 96.1 97.1 96.1: 2.9 3.9
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 : 32: 0 0 0 22 21 22 21:
Old : 32: 0 0 0 22 21 22 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 : 53.1 59.2 72.5 80.6 53.1 59.2 69.8 76.8
Old : 53.1 59.2 72.5 80.6 53.1 59.2 69.8 76.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 265,197: 0 8,072 0 261,919 254,441 261,919 262,513: 3,278 2,684
Old : 265,197: 0 8,072 0 261,919 254,441 261,919 262,513: 3,278 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -13,921: 0 -895 0 -11,794 -13,894 -11,794 -14,789: -2,127 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.8 95.9 98.8 99.0: 1.2 1.0
Old : 100.0: 0.0 3.0 0.0 98.8 95.9 98.8 99.0: 1.2 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 : 34: 0 2 0 22 19 22 21:
Old : 34: 0 2 0 22 19 22 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 : 68.7 75.2 85.2 88.3 68.3 71.6 83.9 84.7
Old : 68.7 75.2 85.2 88.3 68.3 71.6 83.9 84.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 35,457: 16,006 0 0 18,042 34,977 34,048 34,977: 1,409 480
Old : 35,457: 16,006 0 0 18,042 34,977 34,048 34,977: 1,409 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,819: -4,410 0 0 -5,941 -10,872 -10,351 -10,872: -468 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 0.0 0.0 50.9 98.6 96.0 98.6: 4.0 1.4
Old : 100.0: 45.1 0.0 0.0 50.9 98.6 96.0 98.6: 4.0 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 : 36: 7 0 0 13 18 20 18:
Old : 36: 7 0 0 13 18 20 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 : 68.6 66.6 81.0 86.7 68.6 66.5 81.0 86.0
Old : 68.6 66.6 81.0 86.7 68.6 66.5 81.0 86.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 583,915: 11,007 21,000 5,074 557,513 547,687 573,594 573,761: 10,321 10,154
Old : 583,915: 11,007 21,000 5,074 557,513 547,687 573,594 573,761: 10,321 10,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -30,479: -5,405 1,852 -2,978 -18,555 -29,280 -26,938 -30,406: -3,541 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.6 0.9 95.5 93.8 98.2 98.3: 1.8 1.7
Old : 100.0: 1.9 3.6 0.9 95.5 93.8 98.2 98.3: 1.8 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 : 71: 6 5 6 51 41 60 49:
Old : 71: 6 5 6 51 41 60 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 : 29.8 42.4 49.4 67.9 29.7 41.2 48.2 63.2
Old : 29.8 42.4 49.4 67.9 29.7 41.2 48.2 63.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 181,688: 0 0 0 177,897 178,095 177,897 178,095: 3,791 3,593
Old : 181,688: 0 0 0 177,897 178,095 177,897 178,095: 3,791 3,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -8,821: -869 0 -62 -6,751 -8,165 -7,682 -8,227: -1,139 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 98.0 97.9 98.0: 2.1 2.0
Old : 100.0: 0.0 0.0 0.0 97.9 98.0 97.9 98.0: 2.1 2.0
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: 0 0 0 19 18 19 18:
Old : 21: 0 0 0 19 18 19 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 : 65.3 83.1 89.1 92.4 56.7 67.0 70.2 71.9
Old : 65.3 83.1 89.1 92.4 56.7 67.0 70.2 71.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 218,777: 1,168 0 370 212,876 216,169 214,414 216,539: 4,363 2,238
Old : 218,777: 1,168 0 370 212,876 216,169 214,414 216,539: 4,363 2,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,539: -935 -7 -70 -6,835 -10,910 -7,840 -10,987: -2,699 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.2 97.3 98.8 98.0 99.0: 2.0 1.0
Old : 100.0: 0.5 0.0 0.2 97.3 98.8 98.0 99.0: 2.0 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 : 31: 1 0 1 20 21 21 22:
Old : 31: 1 0 1 20 21 21 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 : 76.0 68.5 87.2 85.7 71.0 68.5 81.9 83.7
Old : 76.0 68.5 87.2 85.7 71.0 68.5 81.9 83.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 176,210: 5,411 0 0 168,303 173,538 173,714 173,538: 2,496 2,672
Old : 176,210: 5,411 0 0 168,303 173,538 173,714 173,538: 2,496 2,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -46,343: -8,807 -3,665 0 -30,575 -39,031 -39,382 -42,696: -6,961 -3,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 95.5 98.5 98.6 98.5: 1.4 1.5
Old : 100.0: 3.1 0.0 0.0 95.5 98.5 98.6 98.5: 1.4 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 : 34: 3 0 0 23 20 26 20:
Old : 34: 3 0 0 23 20 26 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 : 54.3 55.1 70.9 84.9 49.4 52.4 62.1 72.6
Old : 54.3 55.1 70.9 84.9 49.4 52.4 62.1 72.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 191,171: 17,591 4,471 0 173,039 185,279 190,630 189,750: 541 1,421
Old : 191,171: 17,591 4,471 0 173,039 185,279 190,630 189,750: 541 1,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -46,898: -9,620 -80 -2,011 -29,344 -42,146 -40,975 -44,237: -5,923 -2,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.3 0.0 90.5 96.9 99.7 99.3: 0.3 0.7
Old : 100.0: 9.2 2.3 0.0 90.5 96.9 99.7 99.3: 0.3 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 : 76: 9 3 0 36 44 45 47:
Old : 76: 9 3 0 36 44 45 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 : 50.0 45.7 62.6 70.8 45.3 35.4 56.4 59.4
Old : 50.0 45.7 62.6 70.8 45.3 35.4 56.4 59.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,865: 0 210 0 98,535 100,101 98,535 100,311: 2,330 554
Old : 100,865: 0 210 0 98,535 100,101 98,535 100,311: 2,330 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -16,194: 0 0 0 -17,184 -15,913 -17,184 -15,913: 990 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 97.7 99.2 97.7 99.5: 2.3 0.5
Old : 100.0: 0.0 0.2 0.0 97.7 99.2 97.7 99.5: 2.3 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 : 39: 0 1 0 24 21 24 22:
Old : 39: 0 1 0 24 21 24 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 : 45.4 69.9 69.8 87.1 44.9 60.7 63.8 76.5
Old : 45.4 69.9 69.8 87.1 44.9 60.7 63.8 76.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MMBTU :
: : :
All : 17,167: 0 690 0 15,601 15,331 15,601 16,021: 1,566 1,146
Old : 17,167: 0 690 0 15,601 15,331 15,601 16,021: 1,566 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -13,258: -3,830 442 -690 -9,332 -12,266 -13,852 -12,514: 594 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 90.9 89.3 90.9 93.3: 9.1 6.7
Old : 100.0: 0.0 4.0 0.0 90.9 89.3 90.9 93.3: 9.1 6.7
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 : 26: 0 1 0 14 12 14 13:
Old : 26: 0 1 0 14 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 : 66.3 60.6 80.0 82.1 66.3 60.6 79.5 82.1
Old : 66.3 60.6 80.0 82.1 66.3 60.6 79.5 82.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 240,992: 10,417 635 1,165 222,824 235,320 234,406 237,120: 6,586 3,872
Old : 240,992: 10,417 635 1,165 222,824 235,320 234,406 237,120: 6,586 3,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -17,863: 892 -629 -1,897 -16,827 -13,754 -17,832 -16,280: -31 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.3 0.5 92.5 97.6 97.3 98.4: 2.7 1.6
Old : 100.0: 4.3 0.3 0.5 92.5 97.6 97.3 98.4: 2.7 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 : 49: 3 1 2 35 35 39 37:
Old : 49: 3 1 2 35 35 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 : 46.4 36.7 66.1 59.0 44.3 35.8 62.4 54.6
Old : 46.4 36.7 66.1 59.0 44.3 35.8 62.4 54.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,387: 0 0 0 92,997 92,727 92,997 92,727: 390 660
Old : 93,387: 0 0 0 92,997 92,727 92,997 92,727: 390 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -11,346: 0 0 0 -10,974 -11,271 -10,974 -11,271: -372 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 99.3 99.6 99.3: 0.4 0.7
Old : 100.0: 0.0 0.0 0.0 99.6 99.3 99.6 99.3: 0.4 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 : 24: 0 0 0 11 17 11 17:
Old : 24: 0 0 0 11 17 11 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 : 96.2 89.6 98.9 95.8 93.8 88.2 95.8 93.0
Old : 96.2 89.6 98.9 95.8 93.8 88.2 95.8 93.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,260: 2,145 0 0 79,992 87,261 82,137 87,261: 10,123 4,999
Old : 92,260: 2,145 0 0 79,992 87,261 82,137 87,261: 10,123 4,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -7,228: -970 0 0 -6,287 -6,525 -7,257 -6,525: 29 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 86.7 94.6 89.0 94.6: 11.0 5.4
Old : 100.0: 2.3 0.0 0.0 86.7 94.6 89.0 94.6: 11.0 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 : 26: 1 0 0 19 19 20 19:
Old : 26: 1 0 0 19 19 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 : 60.9 53.1 76.5 73.7 50.8 45.4 59.5 61.3
Old : 60.9 53.1 76.5 73.7 50.8 45.4 59.5 61.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 201,942: 0 1,401 1,712 196,382 193,655 198,094 196,768: 3,848 5,174
Old : 201,942: 0 1,401 1,712 196,382 193,655 198,094 196,768: 3,848 5,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,580: 0 -1,961 -84 -9,335 -8,194 -9,419 -10,239: -1,161 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.8 97.2 95.9 98.1 97.4: 1.9 2.6
Old : 100.0: 0.0 0.7 0.8 97.2 95.9 98.1 97.4: 1.9 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 : 41: 0 2 1 24 30 25 32:
Old : 41: 0 2 1 24 30 25 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 : 54.3 45.5 84.3 66.0 52.8 37.1 71.7 50.2
Old : 54.3 45.5 84.3 66.0 52.8 37.1 71.7 50.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,217: 0 0 0 32,398 32,852 32,398 32,852: 3,819 3,365
Old : 36,217: 0 0 0 32,398 32,852 32,398 32,852: 3,819 3,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,411: -389 0 -31 -1,995 -2,993 -2,415 -3,024: -996 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.5 90.7 89.5 90.7: 10.5 9.3
Old : 100.0: 0.0 0.0 0.0 89.5 90.7 89.5 90.7: 10.5 9.3
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 : 21: 0 0 0 14 12 14 12:
Old : 21: 0 0 0 14 12 14 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 : 51.2 59.9 76.5 80.1 51.2 58.0 74.7 77.0
Old : 51.2 59.9 76.5 80.1 51.2 58.0 74.7 77.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 189,630: 0 0 0 176,115 185,944 176,115 185,944: 13,515 3,686
Old : 189,630: 0 0 0 176,115 185,944 176,115 185,944: 13,515 3,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -6,608: 0 0 0 -10,338 -7,177 -10,338 -7,177: 3,730 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.9 98.1 92.9 98.1: 7.1 1.9
Old : 100.0: 0.0 0.0 0.0 92.9 98.1 92.9 98.1: 7.1 1.9
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 : 27: 0 0 0 21 18 21 18:
Old : 27: 0 0 0 21 18 21 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 : 48.9 76.3 69.2 92.4 47.2 75.5 65.3 83.5
Old : 48.9 76.3 69.2 92.4 47.2 75.5 65.3 83.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,785: 0 0 0 79,359 82,806 79,359 82,806: 6,426 2,979
Old : 85,785: 0 0 0 79,359 82,806 79,359 82,806: 6,426 2,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,507: 0 0 0 -2,914 -2,749 -2,914 -2,749: 407 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.5 96.5 92.5 96.5: 7.5 3.5
Old : 100.0: 0.0 0.0 0.0 92.5 96.5 92.5 96.5: 7.5 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 : 21: 0 0 0 16 18 16 18:
Old : 21: 0 0 0 16 18 16 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 : 57.3 72.3 78.0 89.9 54.7 71.5 73.0 87.7
Old : 57.3 72.3 78.0 89.9 54.7 71.5 73.0 87.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,351: 6,392 0 0 19,265 27,533 25,657 27,533: 3,694 1,818
Old : 29,351: 6,392 0 0 19,265 27,533 25,657 27,533: 3,694 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,974: -339 0 -434 -9,208 -11,040 -9,981 -11,474: -993 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.0 0.0 65.6 93.8 87.4 93.8: 12.6 6.2
Old : 100.0: 21.8 0.0 0.0 65.6 93.8 87.4 93.8: 12.6 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 : 21: 4 0 0 8 12 12 12:
Old : 21: 4 0 0 8 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 : 60.2 56.0 77.0 83.6 59.0 56.0 74.7 81.7
Old : 60.2 56.0 77.0 83.6 59.0 56.0 74.7 81.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 208,506: 1,343 71 769 198,968 197,063 201,080 197,903: 7,426 10,603
Old : 208,506: 1,343 71 769 198,968 197,063 201,080 197,903: 7,426 10,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,512: -1,084 71 -154 -1,440 -2,291 -2,678 -2,374: -1,834 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.4 95.4 94.5 96.4 94.9: 3.6 5.1
Old : 100.0: 0.6 0.0 0.4 95.4 94.5 96.4 94.9: 3.6 5.1
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 1 1 10 15 12 16:
Old : 21: 1 1 1 10 15 12 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 : 86.4 57.4 95.2 82.9 84.7 56.7 92.4 81.0
Old : 86.4 57.4 95.2 82.9 84.7 56.7 92.4 81.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 174,301: 5,623 0 845 158,149 166,265 164,617 167,110: 9,684 7,191
Old : 174,301: 5,623 0 845 158,149 166,265 164,617 167,110: 9,684 7,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -11,654: -97 -844 755 -12,098 -10,645 -11,440 -10,734: -214 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.5 90.7 95.4 94.4 95.9: 5.6 4.1
Old : 100.0: 3.2 0.0 0.5 90.7 95.4 94.4 95.9: 5.6 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 : 44: 3 0 1 30 31 33 32:
Old : 44: 3 0 1 30 31 33 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 : 54.9 44.6 69.2 62.4 51.5 40.2 63.6 56.6
Old : 54.9 44.6 69.2 62.4 51.5 40.2 63.6 56.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,977: 2,640 510 0 44,439 45,369 47,079 45,879: 1,898 3,098
Old : 48,977: 2,640 510 0 44,439 45,369 47,079 45,879: 1,898 3,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,243: -31 0 0 244 -3,643 213 -3,643: -3,456 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.0 0.0 90.7 92.6 96.1 93.7: 3.9 6.3
Old : 100.0: 5.4 1.0 0.0 90.7 92.6 96.1 93.7: 3.9 6.3
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 : 24: 3 1 0 10 16 13 17:
Old : 24: 3 1 0 10 16 13 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 : 81.4 71.1 93.2 82.3 72.0 68.4 79.1 76.5
Old : 81.4 71.1 93.2 82.3 72.0 68.4 79.1 76.5
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 10, 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 : 238,819: 4,942 4,208 0 225,812 227,783 230,754 231,991: 8,065 6,828
Old : 238,819: 4,942 4,208 0 225,812 227,783 230,754 231,991: 8,065 6,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,384: -894 -205 -691 -4,929 -10,933 -6,514 -11,829: -3,870 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.8 0.0 94.6 95.4 96.6 97.1: 3.4 2.9
Old : 100.0: 2.1 1.8 0.0 94.6 95.4 96.6 97.1: 3.4 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 : 45: 3 2 0 31 33 34 35:
Old : 45: 3 2 0 31 33 34 35:
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 46.2 71.6 64.9 53.7 45.0 68.1 60.7
Old : 53.8 46.2 71.6 64.9 53.7 45.0 68.1 60.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 114,856: 0 0 0 110,737 109,307 110,737 109,307: 4,119 5,549
Old : 114,856: 0 0 0 110,737 109,307 110,737 109,307: 4,119 5,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,727: 0 -3,853 -62 -10,586 -7,172 -10,648 -11,087: -79 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 95.2 96.4 95.2: 3.6 4.8
Old : 100.0: 0.0 0.0 0.0 96.4 95.2 96.4 95.2: 3.6 4.8
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: 0 0 0 24 26 24 26:
Old : 33: 0 0 0 24 26 24 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 : 43.4 50.7 70.0 69.3 40.6 37.4 54.6 54.5
Old : 43.4 50.7 70.0 69.3 40.6 37.4 54.6 54.5
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 10, 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 : 117,153: 0 1,498 0 109,313 110,482 109,313 111,980: 7,840 5,173
Old : 117,153: 0 1,498 0 109,313 110,482 109,313 111,980: 7,840 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -6,604: 0 -214 0 -5,764 -5,434 -5,764 -5,648: -840 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 93.3 94.3 93.3 95.6: 6.7 4.4
Old : 100.0: 0.0 1.3 0.0 93.3 94.3 93.3 95.6: 6.7 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 : 24: 0 1 0 13 15 13 16:
Old : 24: 0 1 0 13 15 13 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 : 74.4 67.9 86.3 87.0 64.7 59.1 73.7 75.1
Old : 74.4 67.9 86.3 87.0 64.7 59.1 73.7 75.1
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 10, 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 : 38,153: 0 270 0 35,545 36,703 35,545 36,973: 2,608 1,180
Old : 38,153: 0 270 0 35,545 36,703 35,545 36,973: 2,608 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -5,549: 0 -341 0 -5,235 -3,379 -5,235 -3,720: -314 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 93.2 96.2 93.2 96.9: 6.8 3.1
Old : 100.0: 0.0 0.7 0.0 93.2 96.2 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 : 29: 0 1 0 14 16 14 17:
Old : 29: 0 1 0 14 16 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 : 56.5 61.5 81.3 83.0 52.3 61.5 77.1 83.0
Old : 56.5 61.5 81.3 83.0 52.3 61.5 77.1 83.0
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 10, 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 : 331,625: 0 0 0 320,601 327,390 320,601 327,390: 11,024 4,235
Old : 331,625: 0 0 0 320,601 327,390 320,601 327,390: 11,024 4,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -19,036: -540 -3,832 0 -20,287 -15,486 -20,827 -19,318: 1,791 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 98.7 96.7 98.7: 3.3 1.3
Old : 100.0: 0.0 0.0 0.0 96.7 98.7 96.7 98.7: 3.3 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 : 36: 0 0 0 28 21 28 21:
Old : 36: 0 0 0 28 21 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 : 58.2 70.4 72.5 90.4 56.9 69.8 70.5 88.5
Old : 58.2 70.4 72.5 90.4 56.9 69.8 70.5 88.5
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 10, 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 : 99,099: 0 0 0 89,814 96,993 89,814 96,993: 9,285 2,106
Old : 99,099: 0 0 0 89,814 96,993 89,814 96,993: 9,285 2,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,196: -1,971 0 0 -2,789 -2,806 -4,760 -2,806: 1,564 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 97.9 90.6 97.9: 9.4 2.1
Old : 100.0: 0.0 0.0 0.0 90.6 97.9 90.6 97.9: 9.4 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 : 21: 0 0 0 14 13 14 13:
Old : 21: 0 0 0 14 13 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 : 49.9 63.0 73.8 91.8 49.5 63.0 72.4 86.2
Old : 49.9 63.0 73.8 91.8 49.5 63.0 72.4 86.2
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 10, 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 : 13,416: 1,650 0 0 11,376 13,236 13,026 13,236: 390 180
Old : 13,416: 1,650 0 0 11,376 13,236 13,026 13,236: 390 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,211: -496 0 0 -9,275 -9,963 -9,771 -9,963: -440 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.0 0.0 84.8 98.7 97.1 98.7: 2.9 1.3
Old : 100.0: 12.3 0.0 0.0 84.8 98.7 97.1 98.7: 2.9 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: 2 0 0 7 11 9 11:
Old : 20: 2 0 0 7 11 9 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 : 79.8 78.5 94.9 93.1 79.8 78.5 94.9 93.1
Old : 79.8 78.5 94.9 93.1 79.8 78.5 94.9 93.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 167,678: 0 0 0 161,881 162,163 161,881 162,163: 5,797 5,515
Old : 167,678: 0 0 0 161,881 162,163 161,881 162,163: 5,797 5,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -8,247: -996 0 0 -7,445 -8,570 -8,441 -8,570: 194 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 96.7 96.5 96.7: 3.5 3.3
Old : 100.0: 0.0 0.0 0.0 96.5 96.7 96.5 96.7: 3.5 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 : 28: 0 0 0 17 23 17 23:
Old : 28: 0 0 0 17 23 17 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 : 72.2 49.6 85.4 70.4 68.0 47.0 78.0 67.4
Old : 72.2 49.6 85.4 70.4 68.0 47.0 78.0 67.4
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 10, 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 : 7,714: 580 791 825 5,855 6,053 7,260 7,669: 454 45
Old : 7,714: 580 791 825 5,855 6,053 7,260 7,669: 454 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,759: -295 -1,031 114 -1,387 -624 -1,568 -1,541: -190 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.3 10.7 75.9 78.5 94.1 99.4: 5.9 0.6
Old : 100.0: 7.5 10.3 10.7 75.9 78.5 94.1 99.4: 5.9 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: 6 9 13 19 20 33 34:
Old : 36: 6 9 13 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 : 57.7 50.7 72.4 67.5 37.2 38.8 47.1 45.2
Old : 57.7 50.7 72.4 67.5 37.2 38.8 47.1 45.2
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 10, 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 : 34,061: 6,238 777 1,060 26,558 32,219 33,856 34,056: 205 5
Old : 34,061: 6,238 777 1,060 26,558 32,219 33,856 34,056: 205 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 422: -460 375 135 797 -93 472 417: -50 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 2.3 3.1 78.0 94.6 99.4 100.0: 0.6 0.0
Old : 100.0: 18.3 2.3 3.1 78.0 94.6 99.4 100.0: 0.6 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: 6 4 4 21 22 28 29:
Old : 37: 6 4 4 21 22 28 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 : 46.8 58.2 69.1 78.9 42.8 51.3 56.3 63.6
Old : 46.8 58.2 69.1 78.9 42.8 51.3 56.3 63.6
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 10, 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 : 31,484: 5,200 1,865 385 25,899 29,234 31,484 31,484: 0 0
Old : 31,484: 5,200 1,865 385 25,899 29,234 31,484 31,484: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 260: 25 50 50 185 160 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.9 1.2 82.3 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 16.5 5.9 1.2 82.3 92.9 100.0 100.0: 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 : 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 : 53.6 64.7 77.4 85.6 53.5 55.6 70.5 74.9
Old : 53.6 64.7 77.4 85.6 53.5 55.6 70.5 74.9
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 10, 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 : 133,211: 23,405 4,784 3,343 105,943 124,748 132,691 132,875: 520 336
Old : 133,211: 23,405 4,784 3,343 105,943 124,748 132,691 132,875: 520 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -6,915: -1,702 -985 -570 -3,770 -5,033 -6,042 -6,588: -873 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.6 2.5 79.5 93.6 99.6 99.7: 0.4 0.3
Old : 100.0: 17.6 3.6 2.5 79.5 93.6 99.6 99.7: 0.4 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 : 64: 15 10 13 37 38 57 56:
Old : 64: 15 10 13 37 38 57 56:
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 : 47.4 35.8 63.1 56.8 38.6 23.4 48.3 36.8
Old : 47.4 35.8 63.1 56.8 38.6 23.4 48.3 36.8
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 10, 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 : 59,520: 6,431 745 1,364 51,725 57,370 59,520 59,479: 0 41
Old : 59,520: 6,431 745 1,364 51,725 57,370 59,520 59,479: 0 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,790: -63 -375 -407 -3,320 -3,008 -3,790 -3,790: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.3 2.3 86.9 96.4 100.0 99.9: 0.0 0.1
Old : 100.0: 10.8 1.3 2.3 86.9 96.4 100.0 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 : 40: 7 3 5 23 25 32 31:
Old : 40: 7 3 5 23 25 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 : 61.4 76.6 82.8 91.4 60.7 62.6 73.0 74.1
Old : 61.4 76.6 82.8 91.4 60.7 62.6 73.0 74.1
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 10, 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 : 34,153: 300 2,191 75 33,778 31,887 34,153 34,153: 0 0
Old : 34,153: 300 2,191 75 33,778 31,887 34,153 34,153: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,725: 150 150 0 -1,875 -1,875 -1,725 -1,725: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 6.4 0.2 98.9 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 6.4 0.2 98.9 93.4 100.0 100.0: 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: 1 5 1 14 11 16 16:
Old : 23: 1 5 1 14 11 16 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 : 80.8 83.4 96.1 93.4 76.0 70.0 80.6 78.5
Old : 80.8 83.4 96.1 93.4 76.0 70.0 80.6 78.5
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 10, 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 : 52,378: 14,527 4,974 1,723 35,966 45,600 52,216 52,297: 162 81
Old : 52,378: 14,527 4,974 1,723 35,966 45,600 52,216 52,297: 162 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,125: -93 325 -331 -1,646 -1,886 -2,070 -1,892: -55 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 9.5 3.3 68.7 87.1 99.7 99.8: 0.3 0.2
Old : 100.0: 27.7 9.5 3.3 68.7 87.1 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 : 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 : 53.9 69.9 73.4 83.2 51.8 63.4 65.1 74.1
Old : 53.9 69.9 73.4 83.2 51.8 63.4 65.1 74.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 68,338: 20,495 3,790 2,666 44,870 61,529 68,031 67,985: 307 353
Old : 68,338: 20,495 3,790 2,666 44,870 61,529 68,031 67,985: 307 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,623: -815 425 -256 -511 -1,863 -1,582 -1,694: -41 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 5.5 3.9 65.7 90.0 99.6 99.5: 0.4 0.5
Old : 100.0: 30.0 5.5 3.9 65.7 90.0 99.6 99.5: 0.4 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 : 43: 9 4 5 26 23 36 31:
Old : 43: 9 4 5 26 23 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 : 57.8 68.3 74.7 84.5 56.1 60.7 67.6 74.4
Old : 57.8 68.3 74.7 84.5 56.1 60.7 67.6 74.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,372: 1,315 521 1,814 60,851 62,037 63,980 64,372: 392 0
Old : 64,372: 1,315 521 1,814 60,851 62,037 63,980 64,372: 392 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,944: -180 -107 -14 -3,565 -3,323 -3,759 -3,444: -185 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.8 2.8 94.5 96.4 99.4 100.0: 0.6 0.0
Old : 100.0: 2.0 0.8 2.8 94.5 96.4 99.4 100.0: 0.6 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 : 41: 2 3 3 26 28 30 32:
Old : 41: 2 3 3 26 28 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 : 40.4 62.1 66.7 82.9 39.3 62.1 58.4 76.9
Old : 40.4 62.1 66.7 82.9 39.3 62.1 58.4 76.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 80,328: 1,083 655 2,281 76,560 77,356 79,924 80,292: 404 36
Old : 80,328: 1,083 655 2,281 76,560 77,356 79,924 80,292: 404 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,894: -256 -107 0 -4,183 -4,272 -4,439 -4,379: -455 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.8 2.8 95.3 96.3 99.5 100.0: 0.5 0.0
Old : 100.0: 1.3 0.8 2.8 95.3 96.3 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 : 44: 4 2 3 30 27 35 31:
Old : 44: 4 2 3 30 27 35 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 : 40.5 64.8 63.7 82.0 39.4 64.7 59.5 78.0
Old : 40.5 64.8 63.7 82.0 39.4 64.7 59.5 78.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,690: 100 170 0 37,328 36,866 37,428 37,036: 262 654
Old : 37,690: 100 170 0 37,328 36,866 37,428 37,036: 262 654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -465: -75 -25 0 -385 -545 -460 -570: -5 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 0.0 99.0 97.8 99.3 98.3: 0.7 1.7
Old : 100.0: 0.3 0.5 0.0 99.0 97.8 99.3 98.3: 0.7 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 : 24: 2 1 0 20 17 22 18:
Old : 24: 2 1 0 20 17 22 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 : 71.2 78.2 86.4 92.4 63.1 71.5 74.7 77.4
Old : 71.2 78.2 86.4 92.4 63.1 71.5 74.7 77.4
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 10, 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 : 26,838: 360 600 0 26,112 26,233 26,472 26,833: 366 5
Old : 26,838: 360 600 0 26,112 26,233 26,472 26,833: 366 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,213: 0 0 0 -1,198 -1,213 -1,198 -1,213: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.2 0.0 97.3 97.7 98.6 100.0: 1.4 0.0
Old : 100.0: 1.3 2.2 0.0 97.3 97.7 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 : 67.1 62.2 84.8 86.3 46.5 51.4 56.1 58.8
Old : 67.1 62.2 84.8 86.3 46.5 51.4 56.1 58.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 93,198: 10,161 5,033 1,997 80,478 86,062 92,635 93,091: 563 107
Old : 93,198: 10,161 5,033 1,997 80,478 86,062 92,635 93,091: 563 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,409: -242 -98 -464 -2,904 -2,840 -3,610 -3,402: 201 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.4 2.1 86.4 92.3 99.4 99.9: 0.6 0.1
Old : 100.0: 10.9 5.4 2.1 86.4 92.3 99.4 99.9: 0.6 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 : 66: 13 9 11 41 33 59 48:
Old : 66: 13 9 11 41 33 59 48:
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 : 41.8 40.2 62.3 66.4 33.4 29.4 44.1 43.5
Old : 41.8 40.2 62.3 66.4 33.4 29.4 44.1 43.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 21,284: 50 210 0 21,174 21,074 21,224 21,284: 60 0
Old : 21,284: 50 210 0 21,174 21,074 21,224 21,284: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,421: -25 35 0 1,446 1,386 1,421 1,421: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.0 0.0 99.5 99.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.2 1.0 0.0 99.5 99.0 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 17 14 19:
Old : 22: 1 2 0 13 17 14 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 : 70.1 52.3 94.1 81.0 46.4 42.6 56.0 54.3
Old : 70.1 52.3 94.1 81.0 46.4 42.6 56.0 54.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,968: 50 210 0 20,858 20,758 20,908 20,968: 60 0
Old : 20,968: 50 210 0 20,858 20,758 20,908 20,968: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,294: -25 35 0 1,319 1,259 1,294 1,294: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.0 0.0 99.5 99.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.2 1.0 0.0 99.5 99.0 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 17 13 19:
Old : 21: 1 2 0 12 17 13 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 : 71.6 51.2 96.5 80.5 46.2 41.5 53.6 50.8
Old : 71.6 51.2 96.5 80.5 46.2 41.5 53.6 50.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,242: 1,190 1,660 700 58,066 57,494 59,956 59,854: 286 388
Old : 60,242: 1,190 1,660 700 58,066 57,494 59,956 59,854: 286 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,103: -230 85 -110 -753 -1,078 -1,093 -1,103: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.8 1.2 96.4 95.4 99.5 99.4: 0.5 0.6
Old : 100.0: 2.0 2.8 1.2 96.4 95.4 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: 4 3 4 23 20 29 25:
Old : 33: 4 3 4 23 20 29 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 : 60.5 47.4 78.8 76.3 53.5 37.9 60.2 54.9
Old : 60.5 47.4 78.8 76.3 53.5 37.9 60.2 54.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,533: 150 110 0 41,351 40,747 41,501 40,857: 32 676
Old : 41,533: 150 110 0 41,351 40,747 41,501 40,857: 32 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,145: -175 -25 0 -1,945 -2,220 -2,120 -2,245: -25 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 0.0 99.6 98.1 99.9 98.4: 0.1 1.6
Old : 100.0: 0.4 0.3 0.0 99.6 98.1 99.9 98.4: 0.1 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 : 30: 2 1 0 25 17 27 18:
Old : 30: 2 1 0 25 17 27 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 : 59.3 73.9 79.8 92.5 48.1 63.3 62.7 68.8
Old : 59.3 73.9 79.8 92.5 48.1 63.3 62.7 68.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 42,549: 1,020 1,495 50 41,016 40,874 42,086 42,419: 463 130
Old : 42,549: 1,020 1,495 50 41,016 40,874 42,086 42,419: 463 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,859: -705 -335 0 -1,154 -1,534 -1,859 -1,869: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.5 0.1 96.4 96.1 98.9 99.7: 1.1 0.3
Old : 100.0: 2.4 3.5 0.1 96.4 96.1 98.9 99.7: 1.1 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: 3 4 1 23 21 26 26:
Old : 32: 3 4 1 23 21 26 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 : 61.0 70.7 82.7 85.8 48.2 64.8 64.0 69.4
Old : 61.0 70.7 82.7 85.8 48.2 64.8 64.0 69.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,460: 1,977 0 84 53,686 56,136 55,747 56,220: 713 240
Old : 56,460: 1,977 0 84 53,686 56,136 55,747 56,220: 713 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,463: -55 0 -25 -4,155 -4,438 -4,235 -4,463: -228 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.1 95.1 99.4 98.7 99.6: 1.3 0.4
Old : 100.0: 3.5 0.0 0.1 95.1 99.4 98.7 99.6: 1.3 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 : 52.0 92.8 76.6 98.0 50.5 88.3 72.4 88.6
Old : 52.0 92.8 76.6 98.0 50.5 88.3 72.4 88.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,278: 2,346 130 262 57,215 59,688 59,823 60,080: 455 198
Old : 60,278: 2,346 130 262 57,215 59,688 59,823 60,080: 455 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,162: -167 -93 0 -2,820 -3,057 -2,987 -3,150: -175 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 0.4 94.9 99.0 99.2 99.7: 0.8 0.3
Old : 100.0: 3.9 0.2 0.4 94.9 99.0 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 : 35: 3 2 2 26 19 29 23:
Old : 35: 3 2 2 26 19 29 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 : 45.9 87.0 72.6 95.1 42.3 83.2 68.0 87.0
Old : 45.9 87.0 72.6 95.1 42.3 83.2 68.0 87.0
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 10, 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 : 87,701: 3,128 1,332 2,650 81,767 83,689 87,545 87,671: 156 30
Old : 87,701: 3,128 1,332 2,650 81,767 83,689 87,545 87,671: 156 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,236: -226 31 -156 -2,855 -3,121 -3,237 -3,246: 1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.5 3.0 93.2 95.4 99.8 100.0: 0.2 0.0
Old : 100.0: 3.6 1.5 3.0 93.2 95.4 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 : 39: 2 4 3 24 24 27 30:
Old : 39: 2 4 3 24 24 27 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 : 58.2 62.6 75.2 86.8 57.2 61.0 73.5 82.8
Old : 58.2 62.6 75.2 86.8 57.2 61.0 73.5 82.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 105,012: 2,756 2,556 3,257 98,510 98,924 104,523 104,737: 489 275
Old : 105,012: 2,756 2,556 3,257 98,510 98,924 104,523 104,737: 489 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,754: 189 771 -669 -4,246 -4,859 -4,726 -4,757: -28 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.4 3.1 93.8 94.2 99.5 99.7: 0.5 0.3
Old : 100.0: 2.6 2.4 3.1 93.8 94.2 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 : 54: 6 9 5 28 29 35 42:
Old : 54: 6 9 5 28 29 35 42:
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 : 53.7 52.6 70.9 80.1 53.7 52.5 68.3 76.0
Old : 53.7 52.6 70.9 80.1 53.7 52.5 68.3 76.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 53,573: 405 3,575 350 52,818 49,603 53,573 53,528: 0 45
Old : 53,573: 405 3,575 350 52,818 49,603 53,573 53,528: 0 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,960: -150 -47 -13 -2,797 -2,900 -2,960 -2,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.7 0.7 98.6 92.6 100.0 99.9: 0.0 0.1
Old : 100.0: 0.8 6.7 0.7 98.6 92.6 100.0 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 : 26: 3 1 2 17 12 20 15:
Old : 26: 3 1 2 17 12 20 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 : 83.5 88.3 94.5 95.4 81.1 85.7 88.5 90.4
Old : 83.5 88.3 94.5 95.4 81.1 85.7 88.5 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 10, 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 : 45,795: 150 2,125 150 45,495 43,520 45,795 45,795: 0 0
Old : 45,795: 150 2,125 150 45,495 43,520 45,795 45,795: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,550: -150 75 150 -2,550 -2,775 -2,550 -2,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.6 0.3 99.3 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 4.6 0.3 99.3 95.0 100.0 100.0: 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 : 29: 1 6 1 15 13 16 20:
Old : 29: 1 6 1 15 13 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 : 85.2 91.7 95.8 96.8 85.1 87.3 92.6 92.0
Old : 85.2 91.7 95.8 96.8 85.1 87.3 92.6 92.0
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 10, 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 : 55,454: 819 1,633 318 54,175 53,461 55,312 55,412: 142 42
Old : 55,454: 819 1,633 318 54,175 53,461 55,312 55,412: 142 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -312: -106 100 -150 -26 -252 -282 -302: -30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.9 0.6 97.7 96.4 99.7 99.9: 0.3 0.1
Old : 100.0: 1.5 2.9 0.6 97.7 96.4 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 : 54.6 75.9 77.9 89.0 43.5 59.5 60.1 64.2
Old : 54.6 75.9 77.9 89.0 43.5 59.5 60.1 64.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 61,099: 1,688 5,044 498 58,187 55,177 60,373 60,719: 726 380
Old : 61,099: 1,688 5,044 498 58,187 55,177 60,373 60,719: 726 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -173: -320 46 -129 249 2 -200 -81: 27 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.3 0.8 95.2 90.3 98.8 99.4: 1.2 0.6
Old : 100.0: 2.8 8.3 0.8 95.2 90.3 98.8 99.4: 1.2 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: 6 4 5 22 22 31 28:
Old : 36: 6 4 5 22 22 31 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 : 58.5 73.3 80.3 85.6 57.5 62.3 70.6 69.0
Old : 58.5 73.3 80.3 85.6 57.5 62.3 70.6 69.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,377: 0 3,528 164 24,879 21,600 25,043 25,292: 334 85
Old : 25,377: 0 3,528 164 24,879 21,600 25,043 25,292: 334 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -767: -70 -20 5 -540 -572 -605 -587: -162 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.9 0.6 98.0 85.1 98.7 99.7: 1.3 0.3
Old : 100.0: 0.0 13.9 0.6 98.0 85.1 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 : 24: 0 4 1 16 15 17 19:
Old : 24: 0 4 1 16 15 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 : 73.7 73.1 90.9 90.4 72.1 70.5 88.7 87.2
Old : 73.7 73.1 90.9 90.4 72.1 70.5 88.7 87.2
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 10, 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 : 22,975: 0 1,030 0 22,522 21,945 22,522 22,975: 453 0
Old : 22,975: 0 1,030 0 22,522 21,945 22,522 22,975: 453 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,012: 0 -50 0 -823 -792 -823 -842: -189 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 98.0 95.5 98.0 100.0: 2.0 0.0
Old : 100.0: 0.0 4.5 0.0 98.0 95.5 98.0 100.0: 2.0 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 : 22: 0 2 0 17 14 17 16:
Old : 22: 0 2 0 17 14 17 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 : 74.1 81.3 90.0 93.2 72.2 78.0 88.0 89.8
Old : 74.1 81.3 90.0 93.2 72.2 78.0 88.0 89.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,126: 1,091 367 869 24,514 25,174 26,474 26,410: 652 716
Old : 27,126: 1,091 367 869 24,514 25,174 26,474 26,410: 652 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,440: -205 -66 65 -1,044 -1,410 -1,184 -1,411: -256 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.4 3.2 90.4 92.8 97.6 97.4: 2.4 2.6
Old : 100.0: 4.0 1.4 3.2 90.4 92.8 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 : 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 : 66.2 64.7 83.9 83.4 63.9 64.2 78.5 77.5
Old : 66.2 64.7 83.9 83.4 63.9 64.2 78.5 77.5
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 10, 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 : 16,461: 773 965 185 14,477 14,855 15,435 16,005: 1,026 456
Old : 16,461: 773 965 185 14,477 14,855 15,435 16,005: 1,026 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,421: -100 -166 0 -1,273 -1,250 -1,373 -1,416: -48 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.9 1.1 87.9 90.2 93.8 97.2: 6.2 2.8
Old : 100.0: 4.7 5.9 1.1 87.9 90.2 93.8 97.2: 6.2 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 : 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 : 68.8 81.6 86.1 91.4 68.3 75.6 81.3 84.6
Old : 68.8 81.6 86.1 91.4 68.3 75.6 81.3 84.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 52,933: 4,674 7,603 1,875 46,146 43,345 52,695 52,823: 238 110
Old : 52,933: 4,674 7,603 1,875 46,146 43,345 52,695 52,823: 238 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,923: 170 75 -267 -3,599 -3,776 -3,696 -3,968: -227 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.4 3.5 87.2 81.9 99.6 99.8: 0.4 0.2
Old : 100.0: 8.8 14.4 3.5 87.2 81.9 99.6 99.8: 0.4 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 : 44: 5 8 5 27 23 34 34:
Old : 44: 5 8 5 27 23 34 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 : 57.9 70.1 75.9 84.3 49.5 54.2 62.6 64.8
Old : 57.9 70.1 75.9 84.3 49.5 54.2 62.6 64.8
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 10, 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 : 31,721: 1,250 2,956 1,186 28,777 27,136 31,213 31,278: 508 443
Old : 31,721: 1,250 2,956 1,186 28,777 27,136 31,213 31,278: 508 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,220: 5 -85 -17 -2,267 -2,354 -2,279 -2,456: 59 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.3 3.7 90.7 85.5 98.4 98.6: 1.6 1.4
Old : 100.0: 3.9 9.3 3.7 90.7 85.5 98.4 98.6: 1.6 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 : 34: 3 5 4 22 18 28 24:
Old : 34: 3 5 4 22 18 28 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 : 65.8 73.0 79.0 85.7 61.5 71.7 72.8 80.4
Old : 65.8 73.0 79.0 85.7 61.5 71.7 72.8 80.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,687: 1,160 0 0 15,482 16,660 16,642 16,660: 45 27
Old : 16,687: 1,160 0 0 15,482 16,660 16,642 16,660: 45 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 475: 225 0 0 250 475 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 92.8 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 7.0 0.0 0.0 92.8 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 : 29: 4 0 0 17 16 21 16:
Old : 29: 4 0 0 17 16 21 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 : 73.4 88.2 87.8 95.4 70.1 84.8 83.6 90.0
Old : 73.4 88.2 87.8 95.4 70.1 84.8 83.6 90.0
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 10, 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 : 21,538: 1,525 0 50 19,937 21,488 21,512 21,538: 26 0
Old : 21,538: 1,525 0 50 19,937 21,488 21,512 21,538: 26 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 250: 0 0 0 250 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 0.2 92.6 99.8 99.9 100.0: 0.1 0.0
Old : 100.0: 7.1 0.0 0.2 92.6 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 : 24: 5 0 1 14 10 19 11:
Old : 24: 5 0 1 14 10 19 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 : 69.4 96.1 90.2 99.3 69.0 94.4 89.6 97.0
Old : 69.4 96.1 90.2 99.3 69.0 94.4 89.6 97.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,140: 625 0 320 8,523 9,710 9,468 10,030: 672 110
Old : 10,140: 625 0 320 8,523 9,710 9,468 10,030: 672 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -415: 5 0 -55 -278 -165 -328 -220: -87 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 3.2 84.1 95.8 93.4 98.9: 6.6 1.1
Old : 100.0: 6.2 0.0 3.2 84.1 95.8 93.4 98.9: 6.6 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 : 22: 4 0 3 14 12 18 15:
Old : 22: 4 0 3 14 12 18 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 : 52.5 61.7 79.2 89.7 41.6 57.7 61.7 74.1
Old : 52.5 61.7 79.2 89.7 41.6 57.7 61.7 74.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,457: 455 0 415 7,987 8,912 8,857 9,327: 600 130
Old : 9,457: 455 0 415 7,987 8,912 8,857 9,327: 600 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -421: 5 0 -55 -274 -191 -324 -246: -97 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 4.4 84.5 94.2 93.7 98.6: 6.3 1.4
Old : 100.0: 4.8 0.0 4.4 84.5 94.2 93.7 98.6: 6.3 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 : 22: 4 0 2 14 12 18 14:
Old : 22: 4 0 2 14 12 18 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 : 55.7 68.8 77.9 88.6 43.0 61.2 58.1 69.5
Old : 55.7 68.8 77.9 88.6 43.0 61.2 58.1 69.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,161: 1,450 0 2,615 44,890 46,521 48,955 49,136: 206 25
Old : 49,161: 1,450 0 2,615 44,890 46,521 48,955 49,136: 206 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,586: -65 -50 -85 -1,225 -1,316 -1,375 -1,451: -211 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 5.3 91.3 94.6 99.6 99.9: 0.4 0.1
Old : 100.0: 2.9 0.0 5.3 91.3 94.6 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 : 31: 5 0 1 20 14 25 15:
Old : 31: 5 0 1 20 14 25 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 : 76.5 73.1 88.8 91.2 69.9 72.9 78.5 85.1
Old : 76.5 73.1 88.8 91.2 69.9 72.9 78.5 85.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,391: 1,455 0 2,490 45,230 46,876 49,175 49,366: 216 25
Old : 49,391: 1,455 0 2,490 45,230 46,876 49,175 49,366: 216 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,591: -115 -50 -35 -815 -1,401 -965 -1,486: -626 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 5.0 91.6 94.9 99.6 99.9: 0.4 0.1
Old : 100.0: 2.9 0.0 5.0 91.6 94.9 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 : 31: 5 0 1 20 14 25 15:
Old : 31: 5 0 1 20 14 25 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 : 74.7 72.6 87.4 91.4 68.8 72.4 77.7 85.4
Old : 74.7 72.6 87.4 91.4 68.8 72.4 77.7 85.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 112,622: 1,354 9,100 2,098 109,111 101,395 112,563 112,593: 59 29
Old : 112,622: 1,354 9,100 2,098 109,111 101,395 112,563 112,593: 59 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -5,632: -418 383 125 -5,219 -3,397 -5,512 -2,889: -120 -2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 8.1 1.9 96.9 90.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.2 8.1 1.9 96.9 90.0 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 : 62: 4 12 7 42 33 52 46:
Old : 62: 4 12 7 42 33 52 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 : 50.0 48.3 69.0 67.8 48.0 45.3 62.4 61.4
Old : 50.0 48.3 69.0 67.8 48.0 45.3 62.4 61.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 352 MWh :
: : :
All : 121,106: 1,550 8,342 3,603 115,866 109,134 121,019 121,079: 87 27
Old : 121,106: 1,550 8,342 3,603 115,866 109,134 121,019 121,079: 87 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -8,078: -299 792 -407 -6,942 -5,457 -7,648 -5,072: -430 -3,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 6.9 3.0 95.7 90.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.3 6.9 3.0 95.7 90.1 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 : 63: 5 10 9 43 35 56 47:
Old : 63: 5 10 9 43 35 56 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 : 43.1 49.4 64.9 67.2 40.4 47.3 56.0 60.4
Old : 43.1 49.4 64.9 67.2 40.4 47.3 56.0 60.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 597,820: 42,390 23,648 66,435 488,498 506,851 597,322 596,933: 498 887
Old : 597,820: 42,390 23,648 66,435 488,498 506,851 597,322 596,933: 498 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -18,512: -3,019 -876 -2,504 -12,096 -12,783 -17,619 -16,162: -893 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.0 11.1 81.7 84.8 99.9 99.9: 0.1 0.1
Old : 100.0: 7.1 4.0 11.1 81.7 84.8 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 : 101: 25 23 29 49 48 85 89:
Old : 101: 25 23 29 49 48 85 89:
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 : 39.8 39.4 59.2 59.3 10.3 13.7 15.1 17.7
Old : 39.8 39.4 59.2 59.3 10.3 13.7 15.1 17.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,935: 2,985 600 65 12,785 15,190 15,835 15,855: 100 80
Old : 15,935: 2,985 600 65 12,785 15,190 15,835 15,855: 100 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -530: -145 0 0 -320 -110 -465 -110: -65 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 3.8 0.4 80.2 95.3 99.4 99.5: 0.6 0.5
Old : 100.0: 18.7 3.8 0.4 80.2 95.3 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 : 28: 4 1 2 18 15 22 18:
Old : 28: 4 1 2 18 15 22 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 : 54.2 75.6 80.1 92.2 53.4 67.5 70.0 77.1
Old : 54.2 75.6 80.1 92.2 53.4 67.5 70.0 77.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,131: 2,685 600 65 10,181 12,386 12,931 13,051: 200 80
Old : 13,131: 2,685 600 65 10,181 12,386 12,931 13,051: 200 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -590: -170 0 0 -343 -170 -513 -170: -77 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 4.6 0.5 77.5 94.3 98.5 99.4: 1.5 0.6
Old : 100.0: 20.4 4.6 0.5 77.5 94.3 98.5 99.4: 1.5 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 : 27: 4 1 2 18 15 22 18:
Old : 27: 4 1 2 18 15 22 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 : 50.8 74.2 80.8 90.9 48.8 60.3 69.0 74.3
Old : 50.8 74.2 80.8 90.9 48.8 60.3 69.0 74.3
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 10, 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 : 6,413: 340 0 0 6,041 6,393 6,381 6,393: 32 20
Old : 6,413: 340 0 0 6,041 6,393 6,381 6,393: 32 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -645: -400 0 0 -240 -645 -640 -645: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.0 94.2 99.7 99.5 99.7: 0.5 0.3
Old : 100.0: 5.3 0.0 0.0 94.2 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 : 25: 4 0 0 17 12 21 12:
Old : 25: 4 0 0 17 12 21 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 : 53.5 82.7 79.5 95.8 46.2 67.8 64.2 76.7
Old : 53.5 82.7 79.5 95.8 46.2 67.8 64.2 76.7
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 10, 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 : 6,800: 382 189 251 5,711 5,415 6,344 5,855: 456 945
Old : 6,800: 382 189 251 5,711 5,415 6,344 5,855: 456 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 191: -24 -20 50 157 158 183 188: 8 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.8 3.7 84.0 79.6 93.3 86.1: 6.7 13.9
Old : 100.0: 5.6 2.8 3.7 84.0 79.6 93.3 86.1: 6.7 13.9
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: 5 4 6 29 31 37 38:
Old : 43: 5 4 6 29 31 37 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 : 36.1 27.6 55.1 45.6 25.7 21.0 37.8 29.1
Old : 36.1 27.6 55.1 45.6 25.7 21.0 37.8 29.1
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 10, 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 : 30,435: 880 50 160 29,162 30,110 30,202 30,320: 233 115
Old : 30,435: 880 50 160 29,162 30,110 30,202 30,320: 233 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,290: 179 0 0 1,100 1,305 1,279 1,305: 11 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.2 0.5 95.8 98.9 99.2 99.6: 0.8 0.4
Old : 100.0: 2.9 0.2 0.5 95.8 98.9 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 : 48: 2 1 1 39 39 42 40:
Old : 48: 2 1 1 39 39 42 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 : 37.9 60.7 59.1 73.2 34.7 57.8 54.7 66.6
Old : 37.9 60.7 59.1 73.2 34.7 57.8 54.7 66.6
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 10, 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 : 19,708: 562 0 80 18,845 19,339 19,487 19,419: 221 289
Old : 19,708: 562 0 80 18,845 19,339 19,487 19,419: 221 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 983: 100 0 0 788 998 888 998: 95 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.4 95.6 98.1 98.9 98.5: 1.1 1.5
Old : 100.0: 2.9 0.0 0.4 95.6 98.1 98.9 98.5: 1.1 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 : 33: 3 0 1 19 28 22 29:
Old : 33: 3 0 1 19 28 22 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 : 76.7 58.3 89.0 79.4 63.2 39.1 65.6 55.4
Old : 76.7 58.3 89.0 79.4 63.2 39.1 65.6 55.4
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 10, 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 : 11,762: 214 315 421 10,849 10,504 11,484 11,240: 278 522
Old : 11,762: 214 315 421 10,849 10,504 11,484 11,240: 278 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 383: 15 -17 19 408 466 442 468: -59 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.7 3.6 92.2 89.3 97.6 95.6: 2.4 4.4
Old : 100.0: 1.8 2.7 3.6 92.2 89.3 97.6 95.6: 2.4 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 : 47: 2 3 3 35 33 39 37:
Old : 47: 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 : 36.5 34.5 55.3 55.1 28.8 24.9 39.3 36.1
Old : 36.5 34.5 55.3 55.1 28.8 24.9 39.3 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 10, 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 : 5,228: 25 134 93 4,680 4,552 4,798 4,779: 430 449
Old : 5,228: 25 134 93 4,680 4,552 4,798 4,779: 430 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 91: 0 0 0 91 7 91 7: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.6 1.8 89.5 87.1 91.8 91.4: 8.2 8.6
Old : 100.0: 0.5 2.6 1.8 89.5 87.1 91.8 91.4: 8.2 8.6
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: 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 : 79.1 53.8 86.4 71.4 51.9 29.1 52.4 42.1
Old : 79.1 53.8 86.4 71.4 51.9 29.1 52.4 42.1
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 10, 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 : 27,948: 1,030 671 443 26,387 26,755 27,860 27,869: 88 79
Old : 27,948: 1,030 671 443 26,387 26,755 27,860 27,869: 88 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 771: -395 -25 25 1,141 771 771 771: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.4 1.6 94.4 95.7 99.7 99.7: 0.3 0.3
Old : 100.0: 3.7 2.4 1.6 94.4 95.7 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 : 59: 2 3 2 30 41 34 44:
Old : 59: 2 3 2 30 41 34 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 : 65.2 49.8 77.0 66.0 57.5 37.2 66.3 51.5
Old : 65.2 49.8 77.0 66.0 57.5 37.2 66.3 51.5
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 10, 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 : 59,039: 4,133 1,565 1,888 52,539 55,191 58,560 58,644: 479 395
Old : 59,039: 4,133 1,565 1,888 52,539 55,191 58,560 58,644: 479 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,446: -210 15 243 1,259 1,053 1,292 1,311: 154 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.7 3.2 89.0 93.5 99.2 99.3: 0.8 0.7
Old : 100.0: 7.0 2.7 3.2 89.0 93.5 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 : 96: 9 7 11 72 66 87 79:
Old : 96: 9 7 11 72 66 87 79:
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 : 25.1 42.8 43.1 55.1 21.0 40.0 32.1 45.7
Old : 25.1 42.8 43.1 55.1 21.0 40.0 32.1 45.7
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 10, 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 : 2,804: 153 0 93 1,624 2,231 1,870 2,324: 934 480
Old : 2,804: 153 0 93 1,624 2,231 1,870 2,324: 934 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 398: -55 0 67 228 243 240 310: 158 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 3.3 57.9 79.6 66.7 82.9: 33.3 17.1
Old : 100.0: 5.5 0.0 3.3 57.9 79.6 66.7 82.9: 33.3 17.1
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 : 25: 4 0 2 16 20 20 22:
Old : 25: 4 0 2 16 20 20 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 : 35.4 41.4 52.0 57.8 22.1 37.1 29.3 46.6
Old : 35.4 41.4 52.0 57.8 22.1 37.1 29.3 46.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Barrels :
: : :
All : 19,131: 0 0 0 19,131 19,131 19,131 19,131: 0 0
Old : 19,131: 0 0 0 19,131 19,131 19,131 19,131: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : 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 : 22: 0 0 0 17 14 17 14:
Old : 22: 0 0 0 17 14 17 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 : 68.5 70.4 88.8 96.0 60.1 59.0 69.4 72.8
Old : 68.5 70.4 88.8 96.0 60.1 59.0 69.4 72.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 47,524: 90 0 0 45,629 45,693 45,719 45,693: 1,805 1,831
Old : 47,524: 90 0 0 45,629 45,693 45,719 45,693: 1,805 1,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,714: -10 0 0 1,394 1,384 1,384 1,384: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 96.0 96.1 96.2 96.1: 3.8 3.9
Old : 100.0: 0.2 0.0 0.0 96.0 96.1 96.2 96.1: 3.8 3.9
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 : 41: 1 0 0 25 32 26 32:
Old : 41: 1 0 0 25 32 26 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 : 54.4 44.7 75.6 68.2 51.5 41.5 62.6 58.4
Old : 54.4 44.7 75.6 68.2 51.5 41.5 62.6 58.4
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 10, 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: November 3, 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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 BARRELS :
: : :
All : 18,362: 0 0 0 18,191 18,303 18,191 18,303: 171 59
Old : 18,362: 0 0 0 18,191 18,303 18,191 18,303: 171 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 195: 0 0 0 210 180 210 180: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.7 99.1 99.7: 0.9 0.3
Old : 100.0: 0.0 0.0 0.0 99.1 99.7 99.1 99.7: 0.9 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: 0 0 0 18 19 18 19:
Old : 27: 0 0 0 18 19 18 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 : 75.7 78.3 90.1 88.9 74.3 77.2 85.7 85.5
Old : 75.7 78.3 90.1 88.9 74.3 77.2 85.7 85.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 barrels :
: : :
All : 198,095: 0 0 0 189,056 187,309 189,056 187,309: 9,039 10,786
Old : 198,095: 0 0 0 189,056 187,309 189,056 187,309: 9,039 10,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 910: 0 0 0 860 910 860 910: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 94.6 95.4 94.6: 4.6 5.4
Old : 100.0: 0.0 0.0 0.0 95.4 94.6 95.4 94.6: 4.6 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 : 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 : 73.8 62.0 93.2 82.9 64.2 56.1 78.9 74.0
Old : 73.8 62.0 93.2 82.9 64.2 56.1 78.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2020