CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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 10/20/20 (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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,801
COMMITMENTS
9,247 5,357 0 20,523 24,444 29,770 29,801 31 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 114)
200 0 0 -86 135 114 135 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 18.0 0.0 68.9 82.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 0 16 13 21 18
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 133,655
COMMITMENTS
25,825 30,598 14,642 93,078 88,327 133,545 133,568 110 87
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 949)
101 -735 884 -46 789 939 938 10 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 22.9 11.0 69.6 66.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 11 15 31 27 64 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 141,339
COMMITMENTS
40,112 16,722 1,900 99,327 122,717 141,339 141,339 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 100)
700 0 100 -700 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 11.8 1.3 70.3 86.8 100.0 100.0 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 137,469
COMMITMENTS
20,683 20,459 3,113 113,673 113,897 137,469 137,469 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,705)
249 0 -49 2,505 2,755 2,705 2,705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.9 2.3 82.7 82.9 100.0 100.0 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 64,871
COMMITMENTS
23,051 7,959 5,696 35,872 51,192 64,619 64,847 253 24
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,360)
1,598 800 194 562 1,365 2,354 2,359 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 12.3 8.8 55.3 78.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 3 7 24 19 45 28
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 27,263
COMMITMENTS
5,625 850 0 21,638 26,413 27,263 27,263 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -835)
0 0 0 -835 -835 -835 -835 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 3.1 0.0 79.4 96.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 0 14 7 19 8
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,373
COMMITMENTS
5,116 1,116 3,732 24,525 28,525 33,373 33,373 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 327)
0 0 200 127 127 327 327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 3.3 11.2 73.5 85.5 100.0 100.0 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,596
COMMITMENTS
150 15,554 200 22,246 6,842 22,596 22,596 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 320)
0 1,780 0 320 -1,460 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 68.8 0.9 98.5 30.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 1 13 5 16 10
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 25,041
COMMITMENTS
3,414 2,837 439 20,871 21,717 24,724 24,993 317 48
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 260)
-98 -4 27 307 204 236 228 25 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 11.3 1.8 83.3 86.7 98.7 99.8 1.3 0.2
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 10/27/20 |
--------------------------------------------------------------| 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: 16,120
COMMITMENTS
1,815 3,410 50 14,255 12,660 16,120 16,120 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 405)
0 200 0 405 205 405 405 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 21.2 0.3 88.4 78.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 1 11 8 13 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 19,616
COMMITMENTS
2,126 6,920 440 17,025 12,256 19,591 19,616 25 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 350)
100 0 0 250 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 35.3 2.2 86.8 62.5 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 COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 12,690
COMMITMENTS
6,365 340 0 6,325 12,350 12,690 12,690 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 2.7 0.0 49.8 97.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 9 8 13 11
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,775
COMMITMENTS
23,191 13,320 4,251 21,333 31,204 48,775 48,775 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 800)
0 0 0 800 800 800 800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 27.3 8.7 43.7 64.0 100.0 100.0 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 22,987
COMMITMENTS
3,491 0 0 19,003 22,987 22,494 22,987 493 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 392)
-117 0 0 500 392 383 392 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 0.0 82.7 100.0 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,176
COMMITMENTS
2,696 431 1,080 7,375 9,640 11,151 11,151 25 25
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 175)
125 0 0 50 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 3.9 9.7 66.0 86.3 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,615
COMMITMENTS
70 0 55 9,311 9,503 9,436 9,558 179 57
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -64)
0 0 5 -61 -61 -56 -56 -8 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.6 96.8 98.8 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 17 21 18 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,365
COMMITMENTS
4,192 1,004 1,220 27,764 31,141 33,176 33,365 189 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,016)
193 45 -269 1,092 1,240 1,016 1,016 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.0 3.7 83.2 93.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 27 28 32 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,631
COMMITMENTS
386 3,899 912 21,562 18,820 22,860 23,631 771 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 380)
74 99 -151 457 432 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 16.5 3.9 91.2 79.6 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 3 22 16 27 20
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,619
COMMITMENTS
0 936 57 3,559 2,554 3,616 3,547 3 72
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 156)
0 5 12 144 139 156 156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.9 1.6 98.3 70.6 99.9 98.0 0.1 2.0
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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,486,209
COMMITMENTS
1280941 43,141 393,811 4765163 6026909 6439915 6463861 46,294 22,348
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 138,797)
78,151 9,914 1,437 60,244 127,374 139,832 138,725 -1,035 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 0.7 6.1 73.5 92.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
51 18 54 154 134 221 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,576,644
COMMITMENTS
106,493 49,423 472,161 993,523 1050894 1572177 1572478 4,467 4,166
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 7,730)
17,324 15,124 1,341 -12,198 -10,306 6,468 6,159 1,263 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.1 29.9 63.0 66.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 16 25 46 48 71 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,389
COMMITMENTS
730 2,062 276 186,390 205,770 187,396 208,108 25,993 5,281
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,105)
-60 2 -248 -1,587 2,045 -1,895 1,799 4,000 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.1 87.3 96.4 87.8 97.5 12.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 23 18 25 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,437
COMMITMENTS
5,431 0 546 137,176 139,672 143,153 140,218 8,284 11,219
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,381)
3,249 0 -61 -2,891 1,587 297 1,526 1,084 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.4 90.6 92.2 94.5 92.6 5.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 0 2 21 23 27 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,534
COMMITMENTS
19,771 2,906 3,093 289,599 311,705 312,463 317,704 11,071 5,830
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 6,586)
-1,961 11 966 8,434 5,098 7,439 6,075 -853 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.9 1.0 89.5 96.3 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 3 4 33 38 44 43
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,137,731
COMMITMENTS
2,086 10,072 2,026 1124652 1122234 1128764 1134332 8,967 3,399
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 6,115)
120 -824 9 6,116 7,173 6,245 6,358 -130 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.2 98.9 98.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 2 42 29 46 32
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,729
COMMITMENTS
15,646 2,174 1,807 355,197 372,191 372,650 376,172 14,079 10,557
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 7,348)
-478 302 -604 9,835 7,247 8,753 6,945 -1,405 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.6 0.5 91.8 96.2 96.4 97.3 3.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 1 4 44 39 50 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 648,509
COMMITMENTS
1,535 692 1,574 636,361 643,910 639,470 646,176 9,039 2,333
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,272)
-310 -1,438 215 4,515 5,381 4,420 4,158 -148 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.2 98.1 99.3 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 2 3 40 38 44 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 515,026
COMMITMENTS
240 992 277 506,628 506,791 507,145 508,060 7,881 6,966
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,717)
0 992 277 2,854 1,800 3,131 3,069 -414 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 98.4 98.4 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 2 40 32 43 34
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,261
COMMITMENTS
0 3,093 0 93,530 88,118 93,530 91,211 3,731 6,050
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,568)
0 -1,399 -28 3,703 2,918 3,675 1,491 -1,107 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 96.2 90.6 96.2 93.8 3.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 17 17 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,450
COMMITMENTS
2,759 496 0 23,284 26,042 26,043 26,538 1,407 912
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,210)
0 0 0 3,251 3,000 3,251 3,000 -41 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.8 0.0 84.8 94.9 94.9 96.7 5.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 18 19 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,173
COMMITMENTS
2,426 4,278 329 317,848 326,117 320,603 330,724 16,570 6,449
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -1,495)
0 -3,042 -114 -3,510 -350 -3,624 -3,506 2,129 2,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.3 0.1 94.3 96.7 95.1 98.1 4.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 1 25 27 27 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,046
COMMITMENTS
0 209 31 175,883 173,392 175,914 173,632 4,132 6,414
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,469)
0 209 31 5,820 2,073 5,851 2,313 -3,382 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.7 96.3 97.7 96.4 2.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 24 20 25 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,904
COMMITMENTS
0 6,713 0 264,579 259,155 264,579 265,868 4,325 3,036
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,830)
0 1,962 0 3,465 928 3,465 2,890 -635 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 98.4 96.4 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 24 19 24 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,812
COMMITMENTS
19,104 0 0 23,616 43,415 42,720 43,415 1,092 397
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 14,856)
10,382 0 0 4,298 14,521 14,680 14,521 176 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 0.0 0.0 53.9 99.1 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 0 0 18 23 25 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 596,793
COMMITMENTS
24,565 15,350 1,597 559,724 572,576 585,886 589,523 10,907 7,270
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 11,476)
1,722 1,658 311 8,761 10,732 10,794 12,701 682 -1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.6 0.3 93.8 95.9 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 7 6 49 43 60 53
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,022
COMMITMENTS
0 0 0 184,359 184,803 184,359 184,803 4,663 4,219
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,147)
0 0 0 483 1,059 483 1,059 664 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 97.8 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 19 20 19
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,837
COMMITMENTS
2,251 0 230 219,622 225,349 222,103 225,579 4,734 1,258
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -1,594)
-665 0 118 -1,167 -1,812 -1,714 -1,694 120 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 96.8 99.3 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 22 23 23 24
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,791
COMMITMENTS
11,952 3,379 420 195,740 207,195 208,112 210,994 4,679 1,797
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 30,576)
5,664 2,899 420 26,984 27,734 33,068 31,053 -2,492 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.6 0.2 92.0 97.4 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 3 1 31 38 38 42
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,784
COMMITMENTS
25,528 3,319 1,935 199,293 221,568 226,756 226,822 1,028 962
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 31,414)
4,194 1,260 1,425 25,541 28,542 31,160 31,227 254 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.5 0.8 87.5 97.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 3 4 43 53 56 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,442
COMMITMENTS
0 0 0 110,312 110,855 110,312 110,855 1,130 587
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 7,531)
-240 0 0 8,711 7,531 8,471 7,531 -940 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.5 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 25 27 25 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 29,705
COMMITMENTS
3,770 248 720 24,363 27,281 28,853 28,249 852 1,456
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,770)
30 0 120 4,140 4,596 4,290 4,716 480 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.8 2.4 82.0 91.8 97.1 95.1 2.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 20 21 22 23
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,762
COMMITMENTS
10,156 1,006 2,846 233,714 243,320 246,716 247,172 7,046 6,590
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 442)
-16 1,006 1,526 -218 -856 1,292 1,676 -850 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 1.1 92.1 95.9 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 3 37 35 42 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,983
COMMITMENTS
0 0 0 103,311 103,188 103,311 103,188 672 795
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,624)
0 0 0 5,510 5,480 5,510 5,480 114 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.2 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 21 19 21
NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV Code-0233AX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtu OPEN INTEREST: 17,242
COMMITMENTS
0 0 0 16,074 15,900 16,074 15,900 1,168 1,342
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,515)
0 0 0 1,215 1,428 1,215 1,428 300 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 92.2 93.2 92.2 6.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 12 13 12 13
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,843
COMMITMENTS
3,328 0 181 86,581 94,568 90,090 94,749 9,753 5,094
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -146)
-147 -715 -469 -164 63 -780 -1,121 634 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.2 86.7 94.7 90.2 94.9 9.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 19 21 22 22
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,376
COMMITMENTS
0 3,757 1,796 205,564 198,512 207,360 204,065 3,016 6,311
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 8,322)
0 2,084 298 8,189 2,701 8,487 5,083 -165 3,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.9 97.7 94.4 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 8 2 29 31 31 39
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,671
COMMITMENTS
389 0 31 34,528 36,121 34,948 36,152 4,723 3,519
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 87.0 91.1 88.1 91.1 11.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 13 12 14 13
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,810
COMMITMENTS
0 0 0 183,393 187,841 183,393 187,841 7,417 2,969
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,906)
0 0 0 2,614 3,570 2,614 3,570 1,292 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 98.4 96.1 98.4 3.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 20 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,703
COMMITMENTS
0 0 0 82,208 85,130 82,208 85,130 5,495 2,573
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 763)
0 0 0 1,071 1,668 1,071 1,668 -308 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 97.1 93.7 97.1 6.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 18 17 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,154
COMMITMENTS
7,432 44 390 28,132 38,351 35,954 38,785 3,200 369
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,754)
1,206 -390 390 2,434 3,664 4,030 3,664 -276 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.1 1.0 71.8 97.9 91.8 99.1 8.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 18 19 23 20
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,536
COMMITMENTS
2,374 698 1,102 202,253 200,215 205,729 202,015 6,807 10,521
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,234)
1,698 698 274 812 838 2,784 1,810 -1,550 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.3 0.5 95.2 94.2 96.8 95.0 3.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 3 11 16 16 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 183,852
COMMITMENTS
5,720 1,711 1,106 167,622 173,640 174,448 176,457 9,404 7,395
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,295)
-86 1,016 21 3,046 4,787 2,981 5,824 2,314 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 0.6 91.2 94.4 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 2 31 31 36 35
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 35,688
COMMITMENTS
4,967 0 0 26,496 33,714 31,463 33,714 4,225 1,974
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.0 74.2 94.5 88.2 94.5 11.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 0 11 11 16 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,130
COMMITMENTS
2,521 480 0 47,385 49,432 49,906 49,912 2,224 2,218
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,940)
841 240 0 1,890 2,345 2,731 2,585 209 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.9 0.0 90.9 94.8 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 12 20 15 21
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 232,897
COMMITMENTS
7,521 4,229 691 217,267 223,258 225,479 228,178 7,418 4,719
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 61)
-270 463 421 186 -758 337 126 -276 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.8 0.3 93.3 95.9 96.8 98.0 3.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 3 31 34 36 40
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 123,884
COMMITMENTS
0 4,511 62 119,294 114,870 119,356 119,443 4,528 4,441
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,087)
0 1,859 62 9,466 4,608 9,528 6,529 -4,441 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 96.3 92.7 96.3 96.4 3.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 4 1 27 29 28 33
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 26,890
COMMITMENTS
930 480 0 25,655 26,134 26,585 26,614 305 276
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.8 0.0 95.4 97.2 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 8 12 10 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 121,981
COMMITMENTS
0 1,712 0 113,691 116,850 113,691 118,562 8,290 3,419
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 34)
0 0 0 910 336 910 336 -876 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 93.2 95.8 93.2 97.2 6.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 14 17 14 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 41,917
COMMITMENTS
0 701 0 39,115 39,757 39,115 40,458 2,802 1,459
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,140)
0 300 0 4,056 3,450 4,056 3,750 84 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 93.3 94.8 93.3 96.5 6.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 16 22 16 23
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 329,176
COMMITMENTS
630 3,151 0 321,688 323,094 322,318 326,245 6,858 2,931
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 42,338)
330 3,151 0 44,284 40,713 44,614 43,864 -2,276 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.0 97.7 98.2 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 0 32 27 33 29
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,008
COMMITMENTS
0 169 1,115 86,386 88,499 87,501 89,783 6,507 4,225
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,128)
0 -300 300 5,684 7,136 5,984 7,136 -856 -2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.2 91.9 94.1 93.1 95.5 6.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 14 16 15
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 23,087
COMMITMENTS
2,056 0 0 20,351 22,813 22,407 22,813 680 274
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 7,560)
1,560 0 0 5,940 7,596 7,500 7,596 60 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 88.1 98.8 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 12 16 14 16
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 170,404
COMMITMENTS
996 0 0 164,773 167,050 165,769 167,050 4,635 3,354
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,855)
996 0 0 3,037 2,646 4,033 2,646 -1,178 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.7 98.0 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 22 30 23 30
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 18,304
COMMITMENTS
0 0 0 17,286 17,111 17,286 17,111 1,018 1,193
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,560)
0 0 0 4,410 4,746 4,410 4,746 150 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.4 93.5 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 10 14 10 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 9,542
COMMITMENTS
939 1,413 971 7,180 7,087 9,089 9,471 454 72
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 72)
53 94 -61 74 38 67 72 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 14.8 10.2 75.2 74.3 95.2 99.2 4.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 14 20 19 35 35
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,054
COMMITMENTS
6,700 419 943 27,156 33,692 34,799 35,054 255 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -41)
-340 150 70 229 -261 -41 -41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.2 2.7 77.5 96.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 5 20 22 29 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 33,042
COMMITMENTS
5,450 1,190 685 26,907 31,167 33,042 33,042 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 840)
125 550 -65 780 355 840 840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.6 2.1 81.4 94.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 19 21 25 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 137,529
COMMITMENTS
26,074 5,484 3,673 107,205 128,168 136,952 137,325 577 204
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,482)
316 -9 49 1,088 1,390 1,453 1,430 29 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 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)
15 11 13 38 39 57 59
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,776
COMMITMENTS
5,721 995 1,772 55,283 59,968 62,776 62,735 0 41
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,595)
1,084 300 25 486 1,270 1,595 1,595 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.6 2.8 88.1 95.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 4 5 24 24 34 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 35,928
COMMITMENTS
150 2,016 75 35,703 33,837 35,928 35,928 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 852)
0 375 0 852 477 852 852 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.6 0.2 99.4 94.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 1 14 12 16 17
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 53,968
COMMITMENTS
14,620 4,481 2,052 37,094 47,340 53,766 53,873 202 95
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 970)
36 79 -19 953 917 970 977 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 8.3 3.8 68.7 87.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 3 24 26 29 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,609
COMMITMENTS
21,340 3,100 2,900 45,066 63,509 69,306 69,509 303 100
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,433)
-36 166 -151 1,630 1,418 1,443 1,433 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 4.5 4.2 64.7 91.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 2 4 28 25 38 30
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,176
COMMITMENTS
1,445 582 1,846 62,458 63,748 65,749 66,176 427 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 915)
-42 123 -63 1,020 855 915 915 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 2.8 94.4 96.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 25 26 28 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,789
COMMITMENTS
1,141 767 2,281 78,953 79,740 82,375 82,788 414 1
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 712)
-139 0 60 791 651 712 711 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.9 2.8 95.4 96.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 3 31 28 34 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,110
COMMITMENTS
175 195 0 37,638 37,666 37,813 37,861 297 249
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -125 -125 -125 -125 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 27,967
COMMITMENTS
360 600 0 27,226 27,362 27,586 27,962 381 5
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,245)
0 0 0 1,245 1,245 1,245 1,245 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.1 0.0 97.4 97.8 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 98,140
COMMITMENTS
10,606 5,199 2,990 84,184 89,859 97,780 98,048 360 92
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 412)
825 -26 -397 33 835 461 412 -49 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.3 3.0 85.8 91.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 7 14 38 34 59 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 20,823
COMMITMENTS
75 175 600 20,088 20,048 20,763 20,823 60 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1)
0 0 0 1 1 1 1 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,058
COMMITMENTS
75 175 600 19,323 19,283 19,998 20,058 60 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -53)
0 0 0 -53 -53 -53 -53 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,925
COMMITMENTS
1,620 1,575 1,410 58,599 58,552 61,629 61,537 296 388
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -485)
250 -300 -300 -435 115 -485 -485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.5 2.3 94.6 94.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 5 23 21 30 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,833
COMMITMENTS
325 135 0 43,461 43,422 43,786 43,557 47 276
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,559
COMMITMENTS
1,625 1,780 70 42,406 42,589 44,101 44,439 458 120
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,520)
-50 160 0 2,560 2,360 2,510 2,520 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.0 0.2 95.2 95.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 1 23 20 27 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,633
COMMITMENTS
2,087 0 109 57,714 60,284 59,910 60,393 723 240
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,189)
-33 0 24 1,198 1,165 1,189 1,189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.2 95.2 99.4 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 23 16 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,896
COMMITMENTS
2,545 213 262 59,648 62,136 62,455 62,611 441 285
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 926)
-5 61 22 908 833 925 916 1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.3 0.4 94.8 98.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 27 19 30 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 90,129
COMMITMENTS
3,419 1,241 2,438 84,117 86,430 89,974 90,109 155 20
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,657)
185 -250 113 2,728 2,849 3,026 2,712 -369 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.4 2.7 93.3 95.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 25 24 28 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 108,010
COMMITMENTS
2,728 1,617 3,505 101,251 102,574 107,484 107,696 526 314
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,738)
430 69 -380 3,651 3,825 3,701 3,514 37 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.5 3.2 93.7 95.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 8 8 28 29 37 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,352
COMMITMENTS
380 3,619 238 55,734 52,450 56,352 56,307 0 45
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 442)
-100 51 75 467 316 442 442 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.4 0.4 98.9 93.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 3 17 15 21 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 48,395
COMMITMENTS
300 2,050 0 48,095 46,345 48,395 48,395 0 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,535)
300 875 0 1,235 660 1,535 1,535 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 0.0 99.4 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 6 0 13 13 14 19
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| 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: 55,177
COMMITMENTS
927 1,533 469 53,611 53,123 55,007 55,125 170 52
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -151)
126 -33 33 -310 -151 -151 -151 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.8 0.8 97.2 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 61,522
COMMITMENTS
1,979 5,003 627 58,290 55,530 60,896 61,160 626 362
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -81)
282 -94 69 -385 -56 -34 -81 -47 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.1 1.0 94.7 90.3 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 5 23 22 31 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,672
COMMITMENTS
70 3,540 157 25,094 21,880 25,321 25,577 351 95
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 250)
0 12 0 226 238 226 250 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.8 0.6 97.7 85.2 98.6 99.6 1.4 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,967
COMMITMENTS
0 1,080 0 23,485 22,887 23,485 23,967 482 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 75)
0 0 0 75 75 75 75 0 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,310
COMMITMENTS
1,222 429 748 25,818 26,440 27,788 27,617 522 693
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 538)
5 0 0 538 538 543 538 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.5 2.6 91.2 93.4 98.2 97.6 1.8 2.4
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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,292
COMMITMENTS
873 1,056 185 15,160 15,590 16,218 16,831 1,074 461
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 660)
-50 0 0 710 660 660 660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.1 1.1 87.7 90.2 93.8 97.3 6.2 2.7
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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,273
COMMITMENTS
4,319 7,273 2,095 49,679 46,865 56,093 56,233 180 40
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 494)
-261 168 296 459 32 494 496 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 12.9 3.7 88.3 83.3 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,927
COMMITMENTS
1,248 2,861 1,229 31,147 29,673 33,624 33,763 303 164
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 405)
-7 40 140 270 210 403 390 2 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.4 3.6 91.8 87.5 99.1 99.5 0.9 0.5
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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 17,182
COMMITMENTS
1,010 75 0 16,112 17,080 17,122 17,155 60 27
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.4 0.0 93.8 99.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 17 16 21 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,761
COMMITMENTS
1,025 0 50 20,647 21,711 21,722 21,761 39 0
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1)
0 0 0 1 1 1 1 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,435
COMMITMENTS
515 75 300 8,934 10,045 9,749 10,420 686 15
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 10)
-10 0 10 -20 0 -20 10 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 2.9 85.6 96.3 93.4 99.9 6.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 16 14 19 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,758
COMMITMENTS
345 75 395 8,375 9,273 9,115 9,743 643 15
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 20)
0 0 0 0 20 0 20 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.8 4.0 85.8 95.0 93.4 99.8 6.6 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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,987
COMMITMENTS
1,515 50 2,700 44,580 46,212 48,795 48,962 192 25
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 215)
-25 0 0 240 200 215 200 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.1 5.5 91.0 94.3 99.6 99.9 0.4 0.1
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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,222
COMMITMENTS
1,570 50 2,525 44,925 46,622 49,020 49,197 202 25
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 215)
-25 0 0 230 200 205 200 10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.1 5.1 91.3 94.7 99.6 99.9 0.4 0.1
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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 117,249
COMMITMENTS
1,585 8,456 1,840 113,775 106,926 117,200 117,222 49 27
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 732)
-390 57 13 1,109 694 732 764 0 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.2 1.6 97.0 91.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 12 8 43 33 55 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 127,220
COMMITMENTS
1,899 7,645 3,558 121,691 115,994 127,148 127,197 72 23
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 987)
69 -175 7 901 1,187 977 1,019 10 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.0 2.8 95.7 91.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
9 9 10 47 37 63 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 595,460
COMMITMENTS
42,894 23,797 67,602 484,683 503,208 595,179 594,607 281 853
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 19,607)
1,213 1,078 355 18,073 18,189 19,642 19,622 -35 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.0 11.4 81.4 84.5 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 21 29 50 49 87 89
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,405
COMMITMENTS
3,130 600 65 13,125 15,720 16,320 16,385 85 20
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 120)
0 0 0 220 100 220 100 -100 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 3.7 0.4 80.0 95.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 16 22 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,581
COMMITMENTS
2,680 600 65 10,629 12,896 13,374 13,561 207 20
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -132 -110 -132 -110 42 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.4 0.5 78.3 95.0 98.5 99.9 1.5 0.1
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 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 6,572
COMMITMENTS
740 0 0 5,800 6,552 6,540 6,552 32 20
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 509)
10 0 0 499 509 509 509 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 0.0 88.3 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 0 18 13 22 13
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,964
COMMITMENTS
512 220 309 5,700 5,250 6,521 5,779 443 1,185
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 23)
-10 3 19 90 21 99 43 -76 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.2 4.4 81.8 75.4 93.6 83.0 6.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 4 8 28 28 38 37
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,169
COMMITMENTS
731 0 210 31,946 32,793 32,887 33,003 282 166
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,200)
96 0 0 1,355 1,214 1,451 1,214 -251 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.6 96.3 98.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 0 1 38 38 42 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,635
COMMITMENTS
120 46 107 18,257 18,127 18,484 18,280 151 355
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 202)
120 -12 22 70 215 212 225 -10 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.6 98.0 97.3 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 20 28 22 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,792
COMMITMENTS
29 345 483 11,924 11,474 12,436 12,302 356 490
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 155)
0 93 -35 263 97 228 155 -73 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.7 3.8 93.2 89.7 97.2 96.2 2.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 4 3 37 32 41 36
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,073
COMMITMENTS
35 196 93 4,370 4,449 4,498 4,738 575 335
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.9 1.8 86.1 87.7 88.7 93.4 11.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 11 16 13 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,309
COMMITMENTS
1,750 769 618 30,887 31,846 33,255 33,233 54 76
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,470)
485 99 12 1,934 2,431 2,431 2,542 39 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.3 1.9 92.7 95.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 3 30 41 35 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,403
COMMITMENTS
5,306 1,503 2,075 54,573 58,363 61,954 61,941 449 462
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 751)
-311 48 199 853 533 741 780 10 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.4 3.3 87.5 93.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
10 9 11 68 61 84 75
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,055
COMMITMENTS
157 0 91 1,953 2,312 2,201 2,403 854 652
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 241)
24 0 43 179 194 246 237 -5 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 3.0 63.9 75.7 72.0 78.7 28.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 2 16 19 20 21
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 43,855
COMMITMENTS
80 0 0 42,480 42,489 42,560 42,489 1,295 1,366
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,565)
0 0 0 3,210 3,205 3,210 3,205 355 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.9 96.9 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 0 0 25 29 26 29
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 2,817
COMMITMENTS
0 980 0 2,765 1,762 2,765 2,742 52 75
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -1,712)
0 -250 0 -1,727 -1,444 -1,727 -1,694 15 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 34.8 0.0 98.2 62.5 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 9 12 9 14
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 17,152
COMMITMENTS
0 0 0 17,086 17,108 17,086 17,108 66 44
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,541)
0 0 0 1,541 1,541 1,541 1,541 0 0
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: 28)
0 0 0 19 17 19 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 197,005
COMMITMENTS
0 0 0 189,966 187,759 189,966 187,759 7,039 9,246
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -17,186)
0 0 0 -15,522 -16,013 -15,522 -16,013 -1,664 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.3 96.4 95.3 3.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 16 12 16
Updated October 30, 2020