CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,695
COMMITMENTS
2,909 1,213 0 8,783 10,482 11,692 11,695 3 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 10.4 0.0 75.1 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 10 9 14 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,686
COMMITMENTS
9,047 5,357 0 20,608 24,308 29,655 29,665 31 21
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -140 -125 -140 -125 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 18.0 0.0 69.4 81.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 5 0 16 12 21 17
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 132,705
COMMITMENTS
25,723 31,333 13,758 93,124 87,539 132,605 132,629 100 76
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -18)
155 -272 -309 131 563 -23 -18 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.6 10.4 70.2 66.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
26 12 15 31 27 64 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 141,239
COMMITMENTS
39,412 16,722 1,800 100,027 122,717 141,239 141,239 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 11.8 1.3 70.8 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 3 16 16 23 24
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 134,764
COMMITMENTS
20,433 20,459 3,163 111,168 111,142 134,764 134,764 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,181)
2,959 50 516 706 3,615 4,181 4,181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.2 2.3 82.5 82.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 5 20 12 28 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 62,512
COMMITMENTS
21,453 7,159 5,502 35,309 49,826 62,265 62,488 247 24
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,376)
939 225 69 1,518 2,082 2,526 2,376 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 11.5 8.8 56.5 79.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 3 7 23 19 44 28
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,098
COMMITMENTS
5,625 850 0 22,473 27,248 28,098 28,098 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -365)
0 0 0 -365 -365 -365 -365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.0 0.0 80.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 1 0 15 8 20 9
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,046
COMMITMENTS
5,116 1,116 3,532 24,398 28,398 33,046 33,046 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
25 0 0 -25 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.4 10.7 73.8 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 3 2 16 12 26 16
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,276
COMMITMENTS
150 13,774 200 21,926 8,302 22,276 22,276 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 61.8 0.9 98.4 37.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 1 13 6 16 11
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 24,781
COMMITMENTS
3,512 2,841 412 20,564 21,513 24,488 24,766 293 15
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -5,113)
-13 397 24 -5,139 -5,528 -5,129 -5,107 16 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 11.5 1.7 83.0 86.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 3 18 15 22 22
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 15,715
COMMITMENTS
1,815 3,210 50 13,850 12,455 15,715 15,715 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 450)
100 350 0 350 100 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 20.4 0.3 88.1 79.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 1 11 9 13 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 19,266
COMMITMENTS
2,026 6,920 440 16,775 11,906 19,241 19,266 25 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
141 0 0 -141 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 35.9 2.3 87.1 61.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 2 11 11 14 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,975
COMMITMENTS
23,191 13,320 4,251 20,533 30,404 47,975 47,975 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 27.8 8.9 42.8 63.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 3 15 13 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 22,595
COMMITMENTS
3,608 0 0 18,503 22,595 22,111 22,595 484 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,943)
500 0 0 -2,650 -1,943 -2,150 -1,943 207 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 0.0 0.0 81.9 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 0 0 10 6 17 6
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,001
COMMITMENTS
2,571 431 1,080 7,325 9,465 10,976 10,976 25 25
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 3.9 9.8 66.6 86.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 9 10 14 13
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,679
COMMITMENTS
70 0 50 9,372 9,564 9,492 9,614 187 65
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -198)
0 0 0 -198 -198 -198 -198 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 96.8 98.8 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 20 18 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,349
COMMITMENTS
3,999 959 1,489 26,672 29,901 32,160 32,349 189 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 607)
7 16 -12 567 618 562 622 45 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.0 4.6 82.5 92.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 4 26 28 31 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,251
COMMITMENTS
312 3,800 1,063 21,105 18,388 22,480 23,251 771 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 496)
0 -51 76 420 471 496 496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 16.3 4.6 90.8 79.1 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 3 21 17 26 21
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,463
COMMITMENTS
0 931 45 3,415 2,415 3,460 3,391 3 72
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 108)
0 -84 25 83 95 108 36 0 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.9 1.3 98.6 69.7 99.9 97.9 0.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 2 13 12 15 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,347,412
COMMITMENTS
1202790 33,227 392,374 4704919 5899535 6300083 6325136 47,329 22,276
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 72,167)
35,731 3,124 -13,952 50,847 82,727 72,626 71,899 -459 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 0.5 6.2 74.1 92.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
49 16 52 146 130 209 185
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,568,914
COMMITMENTS
89,169 34,299 470,820 1005720 1061199 1565710 1566319 3,204 2,595
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 56,264)
20,063 13,489 -8,738 44,814 51,635 56,139 56,386 124 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.2 30.0 64.1 67.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 19 29 51 50 80 82
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,284
COMMITMENTS
790 2,060 524 187,977 203,725 189,291 206,309 21,993 4,975
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,009)
-2,338 208 132 8,389 4,555 6,183 4,895 -3,174 -1,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.0 0.2 89.0 96.4 89.6 97.6 10.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 2 24 18 27 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,056
COMMITMENTS
2,182 0 607 140,067 138,085 142,856 138,692 7,200 11,364
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,305)
569 0 425 4,649 4,311 5,643 4,736 -1,338 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.4 93.3 92.0 95.2 92.4 4.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 22 23 25 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,948
COMMITMENTS
21,732 2,895 2,127 281,165 306,607 305,024 311,629 11,924 5,319
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 6,714)
1,490 462 156 5,324 4,560 6,970 5,178 -256 1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.9 0.7 88.7 96.7 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 3 3 33 39 44 43
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,131,616
COMMITMENTS
1,966 10,896 2,017 1118536 1115061 1122519 1127974 9,097 3,642
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 9,395)
360 -94 160 8,092 8,326 8,612 8,392 783 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.2 98.8 98.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 3 41 28 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 379,381
COMMITMENTS
16,124 1,872 2,411 345,362 364,944 363,897 369,227 15,484 10,154
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,165)
-492 60 -179 -1,136 -2,770 -1,807 -2,889 642 1,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.5 0.6 91.0 96.2 95.9 97.3 4.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 1 4 40 37 47 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 644,237
COMMITMENTS
1,845 2,130 1,359 631,846 638,529 635,050 642,018 9,187 2,219
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -2,701)
364 30 -325 -2,581 -2,471 -2,542 -2,766 -159 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 0.2 98.1 99.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 2 37 38 42 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 512,309
COMMITMENTS
240 0 0 503,774 504,991 504,014 504,991 8,295 7,318
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 6,530)
0 0 0 7,083 6,370 7,083 6,370 -553 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.6 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 0 0 42 32 43 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,693
COMMITMENTS
0 4,492 28 89,827 85,200 89,855 89,720 4,838 4,973
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,300)
0 92 0 841 810 841 902 459 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 0.0 94.9 90.0 94.9 94.7 5.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 14 15 15 18
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,240
COMMITMENTS
2,759 496 0 20,033 23,042 22,792 23,538 1,448 702
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,765)
0 0 0 3,432 2,528 3,432 2,528 -667 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.0 0.0 82.6 95.1 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 15 14 16 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 338,668
COMMITMENTS
2,426 7,320 443 321,358 326,467 324,227 334,230 14,441 4,438
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 110)
2,426 1,894 -736 255 1,643 1,945 2,801 -1,835 -2,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.2 0.1 94.9 96.4 95.7 98.7 4.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 1 26 27 28 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,577
COMMITMENTS
0 0 0 170,063 171,319 170,063 171,319 7,514 6,258
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,265)
0 0 0 3,132 3,573 3,132 3,573 1,133 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 96.5 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 22 19 22 19
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 266,074
COMMITMENTS
0 4,751 0 261,114 258,227 261,114 262,978 4,960 3,096
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,105)
-870 906 -210 3,016 4,021 1,936 4,717 2,169 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 98.1 97.1 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 18 23 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,956
COMMITMENTS
8,722 0 0 19,318 28,894 28,040 28,894 916 62
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,761)
1,440 0 0 1,416 2,916 2,856 2,916 -95 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 0.0 0.0 66.7 99.8 96.8 99.8 3.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 0 0 11 22 17 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 585,317
COMMITMENTS
22,843 13,692 1,286 550,963 561,844 575,092 576,822 10,225 8,495
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 9,648)
3,907 50 466 5,240 6,502 9,613 7,018 35 2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.3 0.2 94.1 96.0 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
6 4 4 47 39 54 46
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,875
COMMITMENTS
0 0 0 183,876 183,744 183,876 183,744 3,999 4,131
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,054)
0 0 0 507 930 507 930 547 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 97.8 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 228,431
COMMITMENTS
2,916 0 112 220,789 227,161 223,817 227,273 4,614 1,158
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 7,231)
2,916 0 112 5,120 7,407 8,148 7,519 -917 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 96.7 99.4 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 21 23 22 24
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,215
COMMITMENTS
6,288 480 0 168,756 179,461 175,044 179,941 7,171 2,274
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,007)
3,928 480 0 73 3,647 4,001 4,127 1,006 880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.3 0.0 92.6 98.5 96.1 98.8 3.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 22 19 24 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,370
COMMITMENTS
21,334 2,059 510 173,752 193,026 195,596 195,595 774 775
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 10,135)
3,538 0 510 6,661 9,811 10,709 10,321 -574 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 1.0 0.3 88.5 98.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 2 2 33 44 44 48
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,911
COMMITMENTS
240 0 0 101,601 103,324 101,841 103,324 2,070 587
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,808)
240 0 0 784 1,808 1,024 1,808 784 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.8 99.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 21 26 22 26
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 24,935
COMMITMENTS
3,740 248 600 20,223 22,685 24,563 23,533 372 1,402
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,864)
-600 0 600 2,864 1,358 2,864 1,958 0 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 1.0 2.4 81.1 91.0 98.5 94.4 1.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 13 17 15 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,320
COMMITMENTS
10,172 0 1,320 233,932 244,176 245,424 245,496 7,896 7,824
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 318)
-961 -359 1,109 -720 -1,719 -572 -969 890 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.5 92.3 96.4 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 2 34 33 37 35
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,359
COMMITMENTS
0 0 0 97,801 97,708 97,801 97,708 558 651
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,080)
0 0 0 2,080 2,080 2,080 2,080 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 16 15 16
NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV Code-0233AX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtu OPEN INTEREST: 15,727
COMMITMENTS
0 0 0 14,859 14,472 14,859 14,472 868 1,255
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 92.0 94.5 92.0 5.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 11 11 11
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,989
COMMITMENTS
3,475 715 650 86,745 94,505 90,870 95,870 9,119 4,119
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,324)
755 715 650 -2,947 -1,771 -1,542 -406 218 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.7 0.7 86.8 94.5 90.9 95.9 9.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 19 20 22 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,054
COMMITMENTS
0 1,673 1,498 197,375 195,811 198,873 198,982 3,181 3,072
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,160)
-84 1,145 -383 2,445 1,755 1,978 2,517 182 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.7 97.7 96.9 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 24 33 25 35
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,904
COMMITMENTS
0 0 0 180,779 184,271 180,779 184,271 6,125 2,633
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,611)
0 0 0 4,001 3,463 4,001 3,463 -390 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.6 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 19 22 19
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,940
COMMITMENTS
0 0 0 81,137 83,462 81,137 83,462 5,803 3,478
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -219)
0 0 0 -860 -495 -860 -495 641 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.3 96.0 93.3 96.0 6.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 17 16 17
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,400
COMMITMENTS
6,226 434 0 25,698 34,687 31,924 35,121 3,476 279
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,327)
0 0 0 4,379 6,290 4,379 6,290 -52 -1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 1.2 0.0 72.6 98.0 90.2 99.2 9.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 17 20 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,302
COMMITMENTS
676 0 828 201,441 199,377 202,945 200,205 8,357 11,097
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -776)
158 -236 230 -1,714 -350 -1,326 -356 550 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.4 95.3 94.4 96.0 94.7 4.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 11 15 13 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,557
COMMITMENTS
5,806 695 1,085 164,576 168,853 171,467 170,633 7,090 7,924
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,116)
-143 39 -192 4,122 2,675 3,787 2,522 -1,671 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.4 0.6 92.2 94.6 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 2 32 30 36 33
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,190
COMMITMENTS
1,680 240 0 45,495 47,087 47,175 47,327 2,015 1,863
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,402)
1,680 240 0 214 2,282 1,894 2,522 508 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.0 92.5 95.7 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 11 18 13 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 232,836
COMMITMENTS
7,791 3,766 270 217,081 224,016 225,142 228,052 7,694 4,784
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 213)
-60 430 60 172 -831 172 -341 41 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.6 0.1 93.2 96.2 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 1 30 33 34 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 118,797
COMMITMENTS
0 2,652 0 109,828 110,262 109,828 112,914 8,969 5,883
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,525)
0 -60 0 -1,588 8 -1,588 -52 4,113 2,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 92.5 92.8 92.5 95.0 7.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 27 26 27 28
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 121,947
COMMITMENTS
0 1,712 0 112,781 116,514 112,781 118,226 9,166 3,721
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,119)
0 0 0 816 1,967 816 1,967 303 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 92.5 95.5 92.5 96.9 7.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 13 17 13 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 37,777
COMMITMENTS
0 401 0 35,059 36,307 35,059 36,708 2,718 1,069
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,215)
0 30 0 3,246 4,621 3,246 4,651 -31 -1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 92.8 96.1 92.8 97.2 7.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 12 21 12 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 286,838
COMMITMENTS
300 0 0 277,404 282,381 277,704 282,381 9,134 4,457
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 8,005)
0 0 0 10,571 7,794 10,571 7,794 -2,566 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.7 98.4 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 29 24 30 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 88,880
COMMITMENTS
0 469 815 80,702 81,363 81,517 82,647 7,363 6,233
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,566)
0 -210 210 1,024 1,325 1,234 1,325 332 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.9 90.8 91.5 91.7 93.0 8.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 14 13 15 14
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 15,527
COMMITMENTS
496 0 0 14,411 15,217 14,907 15,217 620 310
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 92.8 98.0 96.0 98.0 4.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 10 11 12 11
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 167,549
COMMITMENTS
0 0 0 161,736 164,404 161,736 164,404 5,813 3,145
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -70)
0 0 0 99 2,860 99 2,860 -169 -2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 98.1 96.5 98.1 3.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 20 28 20 28
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 13,744
COMMITMENTS
0 0 0 12,876 12,365 12,876 12,365 868 1,379
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 90.0 93.7 90.0 6.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 8 13 8 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 9,470
COMMITMENTS
885 1,319 1,032 7,105 7,049 9,022 9,399 448 72
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -12)
-16 -135 47 -43 69 -12 -20 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 13.9 10.9 75.0 74.4 95.3 99.2 4.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 11 14 20 20 35 36
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,095
COMMITMENTS
7,040 269 873 26,927 33,953 34,840 35,095 255 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 961)
353 78 100 448 783 901 961 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 0.8 2.5 76.7 96.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 2 4 20 22 27 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 32,202
COMMITMENTS
5,325 640 750 26,127 30,812 32,202 32,202 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,179)
50 265 100 1,029 814 1,179 1,179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.0 2.3 81.1 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 18 21 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 136,047
COMMITMENTS
25,758 5,493 3,624 106,117 126,778 135,499 135,895 548 152
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,051)
397 -234 -44 1,691 2,320 2,044 2,042 7 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 4.0 2.7 78.0 93.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 12 13 39 40 57 61
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,181
COMMITMENTS
4,637 695 1,747 54,797 58,698 61,181 61,140 0 41
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,086)
704 -225 228 154 1,083 1,086 1,086 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.1 2.9 89.6 95.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 2 4 25 25 35 30
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 35,076
COMMITMENTS
150 1,641 75 34,851 33,360 35,076 35,076 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 231)
0 -222 0 231 453 231 231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.7 0.2 99.4 95.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 1 13 12 15 16
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 52,998
COMMITMENTS
14,584 4,402 2,071 36,141 46,423 52,796 52,896 202 102
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -219)
0 0 0 -219 -219 -219 -219 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 8.3 3.9 68.2 87.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 22 26 28 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,176
COMMITMENTS
21,376 2,934 3,051 43,436 62,091 67,863 68,076 313 100
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -241)
70 -52 2 -313 -201 -241 -251 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 4.3 4.5 63.7 91.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 2 4 27 26 37 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,261
COMMITMENTS
1,487 459 1,909 61,438 62,893 64,834 65,261 427 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 536)
-75 0 25 586 511 536 536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 2.9 94.1 96.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 25 25 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,077
COMMITMENTS
1,280 767 2,221 78,162 79,089 81,663 82,077 414 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 386)
45 0 25 316 361 386 386 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 2.7 95.2 96.4 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 3 31 27 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,235
COMMITMENTS
175 195 0 37,763 37,791 37,938 37,986 297 249
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -35)
0 0 0 -35 -35 -35 -35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 98.8 98.8 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 18 15 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,722
COMMITMENTS
360 600 0 25,981 26,117 26,341 26,717 381 5
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -139)
0 0 0 -139 -139 -139 -139 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.2 0.0 97.2 97.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 21 19 22 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 97,728
COMMITMENTS
9,781 5,225 3,387 84,151 89,024 97,319 97,636 409 92
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,555)
25 391 182 2,351 1,979 2,559 2,553 -4 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.3 3.5 86.1 91.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 8 14 37 34 57 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,822
COMMITMENTS
75 175 600 20,087 20,047 20,762 20,822 60 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 79)
0 0 0 79 79 79 79 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 2.9 96.5 96.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 13 16 15 18
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,111
COMMITMENTS
75 175 600 19,376 19,336 20,051 20,111 60 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 17)
0 0 0 17 17 17 17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 3.0 96.3 96.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 16 14 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,410
COMMITMENTS
1,370 1,875 1,710 59,034 58,437 62,114 62,022 296 388
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,166)
300 -1,550 600 1,266 3,116 2,166 2,166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.0 2.7 94.6 93.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 3 5 22 21 29 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,883
COMMITMENTS
325 135 0 43,511 43,472 43,836 43,607 47 276
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 65)
50 0 0 5 65 55 65 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.0 99.2 99.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 24 20 27 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,039
COMMITMENTS
1,675 1,620 70 39,846 40,229 41,591 41,919 448 120
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -547)
225 120 0 -747 -667 -522 -547 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.9 0.2 94.8 95.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 1 24 20 28 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,444
COMMITMENTS
2,120 0 85 56,516 59,119 58,721 59,204 723 240
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,693)
145 0 0 1,548 1,693 1,693 1,693 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.1 95.1 99.5 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 2 22 16 25 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,970
COMMITMENTS
2,550 152 240 58,740 61,303 61,530 61,695 440 275
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,511)
189 67 0 1,322 1,397 1,511 1,464 0 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 0.4 94.8 98.9 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 1 26 19 29 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 87,472
COMMITMENTS
3,234 1,491 2,325 81,389 83,581 86,948 87,397 524 75
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,173)
-430 264 101 4,502 3,808 4,173 4,173 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.7 2.7 93.0 95.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 3 24 23 27 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,272
COMMITMENTS
2,298 1,548 3,885 97,600 98,749 103,783 104,182 489 90
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,802)
435 110 -206 3,562 3,911 3,791 3,815 11 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 3.7 93.6 94.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 11 8 28 28 37 43
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,910
COMMITMENTS
480 3,568 163 55,267 52,134 55,910 55,865 0 45
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 610)
-75 59 150 535 401 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.4 0.3 98.8 93.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 3 16 16 20 21
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 46,860
COMMITMENTS
0 1,175 0 46,860 45,685 46,860 46,860 0 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 175)
0 0 0 175 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 13 10 13 13
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 55,328
COMMITMENTS
801 1,566 436 53,921 53,274 55,158 55,276 170 52
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -591)
-145 0 0 -446 -591 -591 -591 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.8 0.8 97.5 96.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 2 24 23 29 27
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 61,603
COMMITMENTS
1,697 5,097 558 58,675 55,586 60,930 61,241 673 362
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -931)
-122 -1 8 -824 -938 -938 -931 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.3 0.9 95.2 90.2 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 4 5 23 22 30 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,422
COMMITMENTS
70 3,528 157 24,868 21,642 25,095 25,327 327 95
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 891)
0 470 0 843 421 843 891 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.9 0.6 97.8 85.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 18 16 20 20
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,892
COMMITMENTS
0 1,080 0 23,410 22,812 23,410 23,892 482 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 98)
0 60 0 62 38 62 98 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 98.0 95.5 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 17 15 17 18
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,772
COMMITMENTS
1,217 429 748 25,280 25,902 27,245 27,079 527 693
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 880)
56 -204 -36 860 1,120 880 880 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.5 2.7 91.0 93.3 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 4 19 17 24 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,632
COMMITMENTS
923 1,056 185 14,450 14,930 15,558 16,171 1,074 461
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 238)
20 0 -2 220 240 238 238 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.3 1.1 86.9 89.8 93.5 97.2 6.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 12 11 14 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,779
COMMITMENTS
4,580 7,105 1,799 49,220 46,833 55,599 55,737 180 42
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,039)
-16 -25 35 996 1,049 1,015 1,059 24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 12.7 3.2 88.2 84.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 6 8 29 24 39 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,522
COMMITMENTS
1,255 2,821 1,089 30,877 29,463 33,221 33,373 301 149
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 390)
-36 -65 113 313 342 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.4 3.2 92.1 87.9 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 4 26 22 32 28
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,082
COMMITMENTS
1,010 75 0 16,012 16,980 17,022 17,055 60 27
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 133)
3 0 0 130 130 133 130 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.4 0.0 93.7 99.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 16 16 20 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,760
COMMITMENTS
1,025 0 50 20,646 21,710 21,721 21,760 39 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 50)
-25 0 0 75 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 0.2 94.9 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 15 10 19 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,425
COMMITMENTS
525 75 290 8,954 10,045 9,769 10,410 656 15
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 232)
0 0 0 232 352 232 352 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 2.8 85.9 96.4 93.7 99.9 6.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 16 14 19 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,738
COMMITMENTS
345 75 395 8,375 9,253 9,115 9,723 623 15
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 225)
0 0 0 225 345 225 345 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 4.1 86.0 95.0 93.6 99.8 6.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 15 14 18 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,772
COMMITMENTS
1,540 50 2,700 44,340 46,012 48,580 48,762 192 10
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 595)
-110 0 30 765 565 685 595 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.1 5.5 90.9 94.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 20 14 25 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,007
COMMITMENTS
1,595 50 2,525 44,695 46,422 48,815 48,997 192 10
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 605)
-110 0 30 775 575 695 605 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.1 5.2 91.2 94.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 20 14 25 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,517
COMMITMENTS
1,975 8,399 1,827 112,666 106,232 116,468 116,458 49 59
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,700)
75 395 -20 4,644 4,285 4,699 4,660 1 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.2 1.6 96.7 91.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 12 7 42 33 55 45
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 126,233
COMMITMENTS
1,830 7,820 3,551 120,790 114,807 126,171 126,178 62 55
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,324)
50 295 5 5,269 4,984 5,324 5,284 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.2 2.8 95.7 90.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 10 11 47 37 63 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 575,853
COMMITMENTS
41,681 22,719 67,247 466,610 485,020 575,537 574,985 316 868
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 19,023)
-437 961 4,294 15,184 13,690 19,041 18,945 -18 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.9 11.7 81.0 84.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 23 29 50 50 86 90
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,285
COMMITMENTS
3,130 600 65 12,905 15,620 16,100 16,285 185 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.7 0.4 79.2 95.9 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 17 16 21 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,671
COMMITMENTS
2,680 600 65 10,761 13,006 13,506 13,671 165 0
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -10)
0 0 0 100 110 100 110 -110 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 4.4 0.5 78.7 95.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 18 16 22 19
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 6,063
COMMITMENTS
730 0 0 5,301 6,043 6,031 6,043 32 20
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 0.0 87.4 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 17 12 21 12
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,941
COMMITMENTS
522 217 290 5,610 5,229 6,422 5,736 519 1,205
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 336)
-15 37 45 535 213 565 295 -229 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.1 4.2 80.8 75.3 92.5 82.6 7.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 4 7 29 28 39 36
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,969
COMMITMENTS
635 0 210 30,591 31,579 31,436 31,789 533 180
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 662)
190 0 0 387 653 577 653 85 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.7 95.7 98.8 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 0 1 39 38 42 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,433
COMMITMENTS
0 58 85 18,187 17,912 18,272 18,055 161 378
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -145 -72 -145 -72 95 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.5 98.7 97.2 99.1 97.9 0.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 20 28 21 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,637
COMMITMENTS
29 252 518 11,661 11,377 12,208 12,147 429 490
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 331)
0 20 0 321 316 321 336 10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.0 4.1 92.3 90.0 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 3 36 32 40 36
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,839
COMMITMENTS
1,265 670 606 28,953 29,415 30,824 30,691 15 148
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,015)
-125 49 110 2,030 1,856 2,015 2,015 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.2 2.0 93.9 95.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 3 29 38 34 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,652
COMMITMENTS
5,617 1,455 1,876 53,720 57,830 61,213 61,161 439 491
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,734)
125 80 -37 1,715 1,745 1,803 1,788 -69 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.4 3.0 87.1 93.8 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
10 9 11 67 59 83 73
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,814
COMMITMENTS
133 0 48 1,774 2,118 1,955 2,166 859 648
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 349)
23 0 29 300 263 352 292 -3 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 1.7 63.0 75.3 69.5 77.0 30.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 15 19 18 20
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 40,290
COMMITMENTS
80 0 0 39,270 39,284 39,350 39,284 940 1,006
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -4,759)
0 0 0 -4,729 -4,767 -4,729 -4,767 -30 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.5 97.5 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 0 26 26 27 26
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,529
COMMITMENTS
0 1,230 0 4,492 3,206 4,492 4,436 37 93
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -30)
0 -100 0 -30 70 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.2 0.0 99.2 70.8 99.2 97.9 0.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 13 12 15
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,611
COMMITMENTS
0 0 0 15,545 15,567 15,545 15,567 66 44
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -110 -123 -110 -123 -15 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 16 19 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 214,191
COMMITMENTS
0 0 0 205,488 203,772 205,488 203,772 8,703 10,419
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,104)
0 0 0 6,349 5,164 6,349 5,164 -1,245 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 95.1 95.9 95.1 4.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 16 12 16
Updated October 23, 2020