CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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 10/27/20 (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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,716
COMMITMENTS
8,147 5,357 0 21,557 24,359 29,704 29,716 12 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -85)
-1,100 0 0 1,034 -85 -66 -85 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 18.0 0.0 72.5 82.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 0 17 12 22 17
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 125,665
COMMITMENTS
21,141 31,970 12,036 92,404 81,583 125,580 125,588 85 77
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -7,989)
-4,684 1,372 -2,607 -674 -6,744 -7,964 -7,979 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 25.4 9.6 73.5 64.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 12 14 30 27 60 47
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 140,839
COMMITMENTS
40,012 16,722 2,000 98,827 122,117 140,839 140,839 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -500)
-100 0 100 -500 -600 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 11.9 1.4 70.2 86.7 100.0 100.0 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 141,838
COMMITMENTS
21,767 23,259 3,778 116,293 114,801 141,838 141,838 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 4,369)
1,084 2,800 665 2,620 904 4,369 4,369 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.4 2.7 82.0 80.9 100.0 100.0 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 69,537
COMMITMENTS
27,801 8,410 6,697 34,697 54,406 69,195 69,512 342 25
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 4,665)
4,750 451 1,000 -1,174 3,214 4,576 4,665 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 12.1 9.6 49.9 78.2 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 5 7 23 20 44 30
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,490
COMMITMENTS
5,625 850 0 20,865 25,640 26,490 26,490 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -773)
0 0 0 -773 -773 -773 -773 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 3.2 0.0 78.8 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 12 9 17 10
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,673
COMMITMENTS
5,116 1,116 3,732 22,825 26,825 31,673 31,673 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,700)
0 0 0 -1,700 -1,700 -1,700 -1,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 3.5 11.8 72.1 84.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 3 2 16 13 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,846
COMMITMENTS
150 15,054 375 22,321 7,417 22,846 22,846 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 250)
0 -500 175 75 575 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 65.9 1.6 97.7 32.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 2 13 5 17 10
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 31,437
COMMITMENTS
3,988 2,823 317 26,716 28,206 31,021 31,345 416 92
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 6,396)
573 -15 -121 5,845 6,488 6,297 6,352 99 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 9.0 1.0 85.0 89.7 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 2 18 14 22 20
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 16,127
COMMITMENTS
1,815 3,410 50 14,262 12,667 16,127 16,127 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 7)
0 0 0 7 7 7 7 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 21.1 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 11/03/20 |
--------------------------------------------------------------| 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: 19,866
COMMITMENTS
2,276 6,920 440 17,125 12,506 19,841 19,866 25 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 250)
150 0 0 100 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 34.8 2.2 86.2 63.0 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 12,990
COMMITMENTS
6,665 390 0 6,325 12,600 12,990 12,990 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 300)
300 50 0 0 250 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 3.0 0.0 48.7 97.0 100.0 100.0 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,275
COMMITMENTS
24,191 14,320 4,251 21,833 31,704 50,275 50,275 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,500)
1,000 1,000 0 500 500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 28.5 8.5 43.4 63.1 100.0 100.0 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,371
COMMITMENTS
3,041 0 0 19,828 23,371 22,869 23,371 502 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 384)
-450 0 0 825 384 375 384 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 84.8 100.0 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,245
COMMITMENTS
2,765 1,046 465 9,990 11,709 13,220 13,220 25 25
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,069)
69 615 -615 2,615 2,069 2,069 2,069 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 7.9 3.5 75.4 88.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 1 9 10 13 13
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,419
COMMITMENTS
5,436 619 163 21,731 26,627 27,330 27,409 89 10
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -5,946)
1,244 -385 -1,057 -6,033 -4,514 -5,846 -5,956 -100 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 2.3 0.6 79.3 97.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 28 27 32 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,866
COMMITMENTS
270 4,994 85 18,765 14,787 19,120 19,866 746 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -3,765)
-116 1,095 -827 -2,797 -4,033 -3,740 -3,765 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 25.1 0.4 94.5 74.4 96.2 100.0 3.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 20 15 24 18
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,382,721
COMMITMENTS
1207811 73,299 408,657 4722296 5881216 6338764 6363172 43,957 19,549
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -103,488)
-73,130 30,158 14,846 -42,867 -145,693 -101,151 -100,689 -2,337 -2,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 1.1 6.4 74.0 92.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
48 20 52 152 131 217 186
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,468,738
COMMITMENTS
72,893 8,983 454,273 939,503 1003763 1466670 1467019 2,068 1,719
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -107,906)
-33,600 -40,440 -17,888 -54,020 -47,131 -105,508 -105,459 -2,398 -2,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.6 30.9 64.0 68.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 10 24 48 50 74 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 217,412
COMMITMENTS
2,017 2,093 152 188,398 206,519 190,567 208,764 26,845 8,648
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 4,023)
1,287 31 -124 2,008 749 3,171 656 852 3,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.0 0.1 86.7 95.0 87.7 96.0 12.3 4.0
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 154,912
COMMITMENTS
6,781 0 654 138,368 141,971 145,803 142,625 9,109 12,287
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,475)
1,350 0 108 1,192 2,299 2,650 2,407 825 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.4 89.3 91.6 94.1 92.1 5.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 0 3 20 22 27 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,445
COMMITMENTS
17,924 2,733 2,900 294,836 319,717 315,660 325,350 14,785 5,095
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 6,911)
-1,847 -173 -193 5,237 8,012 3,197 7,646 3,714 -735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.8 0.9 89.2 96.8 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 2 4 32 38 43 43
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,108,719
COMMITMENTS
737 8,149 2,330 1095829 1095811 1098896 1106290 9,823 2,429
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -29,012)
-1,349 -1,923 304 -28,823 -26,423 -29,868 -28,042 856 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.7 0.2 98.8 98.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 2 41 25 44 28
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,026
COMMITMENTS
13,820 2,174 2,174 364,521 381,287 380,515 385,635 15,511 10,391
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 9,297)
-1,826 0 367 9,324 9,096 7,865 9,463 1,432 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.5 0.5 92.0 96.3 96.1 97.4 3.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 1 3 45 39 50 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 660,755
COMMITMENTS
3,707 0 1,452 646,530 656,430 651,689 657,882 9,066 2,873
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 12,246)
2,172 -692 -122 10,169 12,520 12,219 11,706 27 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 97.8 99.3 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 0 3 40 37 44 40
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 517,200
COMMITMENTS
240 895 246 508,385 505,005 508,871 506,146 8,329 11,054
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,174)
0 -97 -31 1,757 -1,786 1,726 -1,914 448 4,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.3 97.6 98.4 97.9 1.6 2.1
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,781
COMMITMENTS
0 2,848 0 99,330 94,407 99,330 97,255 3,451 5,526
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 5,520)
0 -245 0 5,800 6,289 5,800 6,044 -280 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 96.6 91.9 96.6 94.6 3.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 19 18 19 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 27,690
COMMITMENTS
2,759 376 120 23,344 26,222 26,223 26,718 1,467 972
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 240)
0 -120 120 60 180 180 180 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 1.4 0.4 84.3 94.7 94.7 96.5 5.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 18 18 20 19
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 338,922
COMMITMENTS
2,426 5,355 1,542 320,521 325,898 324,489 332,795 14,433 6,127
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,749)
0 1,077 1,213 2,673 -219 3,886 2,071 -2,137 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.5 94.6 96.2 95.7 98.2 4.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 2 26 28 29 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,392
COMMITMENTS
0 209 31 177,767 175,769 177,798 176,009 4,594 6,383
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,346)
0 0 0 1,884 2,377 1,884 2,377 462 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.5 96.4 97.5 96.5 2.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 24 22 25 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,118
COMMITMENTS
0 8,967 0 273,713 268,335 273,713 277,302 5,405 1,816
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 10,214)
0 2,254 0 9,134 9,180 9,134 11,434 1,080 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 98.1 96.1 98.1 99.3 1.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 23 21 23 23
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,276
COMMITMENTS
20,416 0 0 23,983 45,849 44,399 45,849 1,877 427
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,464)
1,312 0 0 367 2,434 1,679 2,434 785 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 0.0 0.0 51.8 99.1 95.9 99.1 4.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 0 0 18 23 26 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 614,394
COMMITMENTS
16,412 19,148 8,052 576,068 576,967 600,532 604,167 13,862 10,227
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 17,601)
-8,153 3,798 6,455 16,344 4,391 14,646 14,644 2,955 2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.1 1.3 93.8 93.9 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 7 7 51 44 62 54
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 190,509
COMMITMENTS
869 0 62 184,648 186,260 185,579 186,322 4,930 4,187
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,487)
869 0 62 289 1,457 1,220 1,519 267 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.9 97.8 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 20 19 23 20
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 229,316
COMMITMENTS
2,103 7 440 219,711 227,079 222,254 227,526 7,062 1,790
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,479)
-148 7 210 89 1,730 151 1,947 2,328 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.2 95.8 99.0 96.9 99.2 3.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 22 23 24 25
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 222,553
COMMITMENTS
14,218 3,665 0 198,878 212,569 213,096 216,234 9,457 6,319
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 9,762)
2,266 286 -420 3,138 5,374 4,984 5,240 4,778 4,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.6 0.0 89.4 95.5 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 3 0 30 37 36 40
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 238,069
COMMITMENTS
27,211 4,551 2,011 202,383 227,425 231,605 233,987 6,464 4,082
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 10,285)
1,683 1,232 76 3,090 5,857 4,849 7,165 5,436 3,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 1.9 0.8 85.0 95.5 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 4 2 43 56 56 61
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,059
COMMITMENTS
0 210 0 115,719 116,014 115,719 116,224 1,340 835
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 5,617)
0 210 0 5,407 5,159 5,407 5,369 210 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 98.9 99.1 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 0 27 28 27 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 30,425
COMMITMENTS
3,830 248 690 24,933 27,597 29,453 28,535 972 1,890
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 720)
60 0 -30 570 316 600 286 120 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.8 2.3 81.9 90.7 96.8 93.8 3.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 20 20 22 22
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 258,855
COMMITMENTS
9,525 1,264 3,062 239,651 249,074 252,238 253,400 6,617 5,455
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 5,093)
-631 258 216 5,937 5,754 5,522 6,228 -429 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.5 1.2 92.6 96.2 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 4 37 37 43 41
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,733
COMMITMENTS
0 0 0 103,971 103,998 103,971 103,998 762 735
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 750)
0 0 0 660 810 660 810 90 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 20 21 20 21
NATURAL GAS INDEX: EP SAN JUAN - ICE FUTURES ENERGY DIV Code-0233AX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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 15,528 16,074 15,528 1,168 1,714
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -372 0 -372 0 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 90.1 93.2 90.1 6.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,488
COMMITMENTS
3,115 0 0 86,279 93,786 89,394 93,786 10,094 5,702
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -355)
-213 0 -181 -302 -782 -696 -963 341 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 86.7 94.3 89.9 94.3 10.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 19 21 21 21
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,522
COMMITMENTS
0 3,362 1,796 205,717 201,849 207,513 207,007 5,009 5,515
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,146)
0 -395 0 153 3,337 153 2,942 1,993 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.8 96.8 95.0 97.6 97.4 2.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 5 2 28 33 30 38
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,628
COMMITMENTS
389 0 31 34,393 35,845 34,813 35,876 4,815 3,752
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -43)
0 0 0 -135 -276 -135 -276 92 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 86.8 90.5 87.8 90.5 12.2 9.5
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,238
COMMITMENTS
0 0 0 186,453 193,121 186,453 193,121 9,785 3,117
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 5,428)
0 0 0 3,060 5,280 3,060 5,280 2,368 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.0 98.4 95.0 98.4 5.0 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,292
COMMITMENTS
0 0 0 82,273 85,555 82,273 85,555 6,019 2,737
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 589)
0 0 0 65 425 65 425 524 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.2 96.9 93.2 96.9 6.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 17 19 17 19
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,325
COMMITMENTS
6,731 0 434 28,473 38,573 35,638 39,007 4,687 1,318
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,171)
-701 -44 44 341 222 -316 222 1,487 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 1.1 70.6 95.7 88.4 96.7 11.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 1 18 18 23 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,018
COMMITMENTS
2,427 0 923 200,408 199,354 203,758 200,277 9,260 12,741
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 482)
53 -698 -179 -1,845 -861 -1,971 -1,738 2,453 2,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.4 94.1 93.6 95.7 94.0 4.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 11 15 15 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,955
COMMITMENTS
5,720 844 90 170,247 176,910 176,057 177,844 9,898 8,111
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,103)
0 -867 -1,016 2,625 3,270 1,609 1,387 494 716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.5 0.0 91.6 95.1 94.7 95.6 5.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 1 33 32 37 34
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 37,706
COMMITMENTS
5,236 0 0 27,912 34,625 33,148 34,625 4,558 3,081
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,018)
269 0 0 1,416 911 1,685 911 333 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.0 74.0 91.8 87.9 91.8 12.1 8.2
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,220
COMMITMENTS
2,671 510 0 44,195 49,012 46,866 49,522 5,354 2,698
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 90)
150 30 0 -3,190 -420 -3,040 -390 3,130 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.0 0.0 84.6 93.9 89.7 94.8 10.3 5.2
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 249,203
COMMITMENTS
5,836 4,413 691 230,741 238,716 237,268 243,820 11,935 5,383
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 16,306)
-1,685 184 0 13,474 15,458 11,789 15,642 4,517 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 0.3 92.6 95.8 95.2 97.8 4.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 3 30 33 34 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 125,583
COMMITMENTS
0 3,853 62 121,323 116,479 121,385 120,394 4,198 5,189
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,699)
0 -658 0 2,029 1,609 2,029 951 -330 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 96.6 92.8 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 28 28 29 32
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,704
COMMITMENTS
1,324 480 0 25,889 26,858 27,213 27,338 491 366
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 814)
394 0 0 234 724 628 724 186 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.7 0.0 93.4 96.9 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 12 11 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 123,757
COMMITMENTS
0 1,712 0 115,077 115,916 115,077 117,628 8,680 6,129
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,776)
0 0 0 1,386 -934 1,386 -934 390 2,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 93.0 93.7 93.0 95.0 7.0 5.0
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 43,702
COMMITMENTS
0 611 0 40,780 40,082 40,780 40,693 2,922 3,009
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,785)
0 -90 0 1,665 325 1,665 235 120 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 93.3 91.7 93.3 93.1 6.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 16 20 16 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 350,661
COMMITMENTS
540 3,832 0 340,888 342,876 341,428 346,708 9,233 3,953
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 21,485)
-90 681 0 19,200 19,782 19,110 20,463 2,375 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 0.0 97.2 97.8 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 0 31 26 32 28
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 102,295
COMMITMENTS
1,971 0 0 92,603 99,799 94,574 99,799 7,721 2,496
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 8,287)
1,971 -169 -1,115 6,217 11,300 7,073 10,016 1,214 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 90.5 97.6 92.5 97.6 7.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 15 14 16 14
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 23,627
COMMITMENTS
2,146 0 0 20,651 23,199 22,797 23,199 830 428
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 540)
90 0 0 300 386 390 386 150 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.0 87.4 98.2 96.5 98.2 3.5 1.8
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 175,925
COMMITMENTS
996 0 0 169,326 170,733 170,322 170,733 5,603 5,192
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 5,521)
0 0 0 4,553 3,683 4,553 3,683 968 1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.2 97.0 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 19 26 20 26
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 18,514
COMMITMENTS
0 0 0 17,496 15,771 17,496 15,771 1,018 2,743
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 -1,340 210 -1,340 0 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.5 85.2 94.5 85.2 5.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 10 15 10 15
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 9,473
COMMITMENTS
874 1,822 711 7,243 6,677 8,829 9,211 644 262
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -70)
-64 409 -259 63 -410 -260 -260 190 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 19.2 7.5 76.5 70.5 93.2 97.2 6.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 11 12 19 20 33 34
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,639
COMMITMENTS
6,698 402 925 25,761 32,312 33,384 33,639 255 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,415)
-2 -17 -18 -1,395 -1,380 -1,415 -1,415 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.2 2.7 76.6 96.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 4 20 21 28 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,224
COMMITMENTS
5,175 1,815 335 25,714 29,074 31,224 31,224 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,818)
-275 625 -350 -1,193 -2,093 -1,818 -1,818 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 5.8 1.1 82.4 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 18 21 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 140,126
COMMITMENTS
25,107 5,769 3,913 109,713 129,781 138,733 139,463 1,393 663
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,597)
-967 285 240 2,508 1,613 1,781 2,138 816 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.1 2.8 78.3 92.6 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 11 13 38 37 58 57
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,310
COMMITMENTS
6,494 1,120 1,771 55,045 60,378 63,310 63,269 0 41
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 534)
773 125 -1 -238 410 534 534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.8 2.8 86.9 95.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 4 6 23 25 35 32
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 35,878
COMMITMENTS
150 2,041 75 35,653 33,762 35,878 35,878 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -50)
0 25 0 -50 -75 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.7 0.2 99.4 94.1 100.0 100.0 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 11/03/20 |
--------------------------------------------------------------| 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: 54,503
COMMITMENTS
14,620 4,649 2,054 37,612 47,486 54,286 54,189 217 314
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 535)
0 168 2 518 146 520 316 15 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.5 3.8 69.0 87.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 3 25 27 30 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,961
COMMITMENTS
21,310 3,365 2,922 45,381 63,392 69,613 69,679 348 282
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 352)
-30 265 22 315 -117 307 170 45 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 4.8 4.2 64.9 90.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 4 5 28 26 38 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,316
COMMITMENTS
1,495 628 1,828 64,416 65,360 67,739 67,816 577 500
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,140)
50 46 -18 1,958 1,612 1,990 1,640 150 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 2.7 94.3 95.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 27 28 31 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,222
COMMITMENTS
1,339 762 2,281 80,743 81,628 84,363 84,671 859 551
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 2,433)
198 -5 0 1,790 1,888 1,988 1,883 445 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.9 2.7 94.7 95.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 2 3 31 27 36 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,155
COMMITMENTS
175 195 0 37,713 37,411 37,888 37,606 267 549
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 45)
0 0 0 75 -255 75 -255 -30 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 98.8 98.1 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 20 15 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 28,051
COMMITMENTS
360 600 0 27,310 27,446 27,670 28,046 381 5
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 84)
0 0 0 84 84 84 84 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 96,608
COMMITMENTS
10,403 5,131 2,461 83,382 88,902 96,246 96,494 362 114
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,533)
-203 -68 -529 -803 -958 -1,535 -1,555 2 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.3 2.5 86.3 92.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 6 14 40 33 61 49
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,863
COMMITMENTS
75 175 0 19,728 19,688 19,803 19,863 60 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -960)
0 0 -600 -360 -360 -960 -960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.0 99.3 99.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 13 16 14 18
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,674
COMMITMENTS
75 175 0 19,539 19,499 19,614 19,674 60 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -384)
0 0 -600 216 216 -384 -384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.9 0.0 99.3 99.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 16 13 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,345
COMMITMENTS
1,420 1,575 810 58,819 58,572 61,049 60,957 296 388
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -580)
-200 0 -600 220 20 -580 -580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.6 1.3 95.9 95.5 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 2 4 23 21 29 26
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,678
COMMITMENTS
325 135 0 43,296 42,967 43,621 43,102 57 576
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -155)
0 0 0 -165 -455 -165 -455 10 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.0 99.1 98.4 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 25 20 28 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 44,408
COMMITMENTS
1,725 1,830 50 42,170 42,408 43,945 44,288 463 120
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -151)
100 50 -20 -236 -181 -156 -151 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.1 0.1 95.0 95.5 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,923
COMMITMENTS
2,032 0 109 57,841 60,574 59,982 60,683 941 240
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 290)
-55 0 0 127 290 72 290 218 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.2 94.9 99.4 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 23 17 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,440
COMMITMENTS
2,513 223 262 60,035 62,745 62,810 63,230 630 210
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 544)
-32 10 0 387 609 355 619 189 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 0.4 94.6 98.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 2 28 21 31 25
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 90,937
COMMITMENTS
3,354 1,301 2,806 84,622 86,810 90,782 90,917 155 20
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 808)
-65 60 368 505 380 808 808 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.4 3.1 93.1 95.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 25 25 28 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 109,765
COMMITMENTS
2,567 1,785 3,926 102,755 103,782 109,248 109,493 517 272
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,755)
-161 168 421 1,504 1,208 1,764 1,797 -9 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.6 3.6 93.6 94.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 10 7 28 30 36 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 56,533
COMMITMENTS
555 3,622 363 55,615 52,503 56,533 56,488 0 45
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 181)
175 3 125 -119 53 181 181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 6.4 0.6 98.4 92.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 3 17 14 22 19
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 48,345
COMMITMENTS
300 2,050 0 48,045 46,295 48,345 48,345 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 0.0 99.4 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 6 0 15 14 16 20
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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: 55,766
COMMITMENTS
925 1,533 468 54,201 53,713 55,594 55,714 172 52
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 589)
-2 0 -1 590 590 587 589 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 61,272
COMMITMENTS
2,008 4,998 627 57,938 55,175 60,573 60,800 699 472
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -250)
29 -5 0 -352 -355 -323 -360 73 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.2 1.0 94.6 90.0 98.9 99.2 1.1 0.8
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,144
COMMITMENTS
70 3,548 159 25,419 22,172 25,648 25,879 496 265
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 472)
0 8 2 325 292 327 302 145 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.6 0.6 97.2 84.8 98.1 99.0 1.9 1.0
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,987
COMMITMENTS
0 1,080 0 23,345 22,737 23,345 23,817 642 170
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 20)
0 0 0 -140 -150 -140 -150 160 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 97.3 94.8 97.3 99.3 2.7 0.7
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,566
COMMITMENTS
1,296 433 804 25,558 26,584 27,658 27,821 908 745
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 256)
74 4 56 -260 144 -130 204 386 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.5 2.8 89.5 93.1 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 16 23 20
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 17,882
COMMITMENTS
873 1,131 185 15,750 16,105 16,808 17,421 1,074 461
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 590)
0 75 0 590 515 590 590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.3 1.0 88.1 90.1 94.0 97.4 6.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 2 12 11 14 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,856
COMMITMENTS
4,504 7,528 2,142 49,745 47,121 56,391 56,791 465 65
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 583)
185 255 47 66 256 298 558 285 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.2 3.8 87.5 82.9 99.2 99.9 0.8 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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,941
COMMITMENTS
1,245 3,041 1,203 31,044 29,490 33,492 33,734 449 207
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 14)
-3 180 -26 -103 -183 -132 -29 146 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 9.0 3.5 91.5 86.9 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 5 26 21 33 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,212
COMMITMENTS
935 0 0 15,232 16,185 16,167 16,185 45 27
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -970)
-75 -75 0 -880 -895 -955 -970 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 94.0 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 0 17 14 21 14
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,288
COMMITMENTS
1,525 0 50 19,687 21,238 21,262 21,288 26 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -473)
500 0 0 -960 -473 -460 -473 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.2 92.5 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 1 14 9 19 10
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,555
COMMITMENTS
620 0 375 8,801 9,875 9,796 10,250 759 305
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 120)
105 -75 75 -133 -170 47 -170 73 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 3.6 83.4 93.6 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 3 16 14 20 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,878
COMMITMENTS
450 0 470 8,261 9,103 9,181 9,573 697 305
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 120)
105 -75 75 -114 -170 66 -170 54 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 4.8 83.6 92.2 92.9 96.9 7.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 2 15 14 19 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,747
COMMITMENTS
1,515 50 2,700 46,115 47,837 50,330 50,587 417 160
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,760)
0 0 0 1,535 1,625 1,535 1,625 225 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.1 5.3 90.9 94.3 99.2 99.7 0.8 0.3
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,982
COMMITMENTS
1,570 50 2,525 46,045 48,277 50,140 50,852 842 130
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,760)
0 0 0 1,120 1,655 1,120 1,655 640 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.1 5.0 90.3 94.7 98.3 99.7 1.7 0.3
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 118,254
COMMITMENTS
1,772 8,717 1,973 114,330 104,792 118,075 115,482 179 2,772
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,005)
187 261 133 555 -2,134 875 -1,740 130 2,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.4 1.7 96.7 88.6 99.8 97.7 0.2 2.3
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 129,184
COMMITMENTS
1,849 7,550 4,010 122,808 114,591 128,667 126,151 517 3,033
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,964)
-50 -95 452 1,117 -1,403 1,519 -1,046 445 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 5.8 3.1 95.1 88.7 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
8 9 10 47 35 62 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 616,332
COMMITMENTS
45,408 24,523 68,939 500,594 519,633 614,941 613,095 1,391 3,236
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 20,872)
2,514 726 1,337 15,911 16,425 19,762 18,488 1,110 2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.0 11.2 81.2 84.3 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
25 23 29 49 48 86 88
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,465
COMMITMENTS
3,130 600 65 13,105 15,300 16,300 15,965 165 500
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -20 -420 -20 -420 80 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.6 0.4 79.6 92.9 99.0 97.0 1.0 3.0
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,721
COMMITMENTS
2,855 600 65 10,524 12,556 13,444 13,221 277 500
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 140)
175 0 0 -105 -340 70 -340 70 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 4.4 0.5 76.7 91.5 98.0 96.4 2.0 3.6
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 7,058
COMMITMENTS
740 0 0 6,281 7,038 7,021 7,038 37 20
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 486)
0 0 0 481 486 481 486 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 89.0 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 0 19 13 23 13
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,609
COMMITMENTS
406 209 201 5,554 5,257 6,161 5,667 448 942
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -355)
-106 -11 -108 -146 7 -360 -112 5 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.2 3.0 84.0 79.5 93.2 85.7 6.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 4 28 30 34 36
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 29,145
COMMITMENTS
701 50 160 28,062 28,805 28,923 29,015 222 130
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -4,023)
-30 50 -50 -3,883 -3,987 -3,963 -3,987 -60 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.5 96.3 98.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 1 37 38 41 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,725
COMMITMENTS
462 0 80 18,057 18,341 18,599 18,421 126 304
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 90)
342 -46 -27 -200 214 115 141 -25 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.4 96.4 97.9 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 18 26 21 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,379
COMMITMENTS
199 332 402 10,441 10,038 11,042 10,772 337 607
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,413)
170 -13 -81 -1,483 -1,436 -1,394 -1,530 -19 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.9 3.5 91.8 88.2 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 3 35 33 39 37
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,137
COMMITMENTS
25 134 93 4,589 4,545 4,707 4,772 430 365
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 64)
-10 -62 0 219 96 209 34 -145 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.6 1.8 89.3 88.5 91.6 92.9 8.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 11 17 13 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,177
COMMITMENTS
1,425 696 418 25,246 25,984 27,089 27,098 88 79
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -6,132)
-325 -73 -200 -5,641 -5,862 -6,166 -6,135 34 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.6 1.5 92.9 95.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 3 2 29 40 33 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,593
COMMITMENTS
4,343 1,550 1,645 51,280 54,138 57,268 57,333 325 260
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -4,810)
-963 47 -430 -3,293 -4,225 -4,686 -4,608 -124 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.7 2.9 89.0 94.0 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 7 11 69 62 84 75
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,406
COMMITMENTS
208 0 26 1,396 1,988 1,630 2,014 776 392
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -649)
51 0 -65 -557 -324 -571 -389 -78 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 1.1 58.0 82.6 67.7 83.7 32.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 1 15 20 19 21
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 19,041
COMMITMENTS
0 0 0 19,041 19,041 19,041 19,041 0 0
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 14 15 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 45,810
COMMITMENTS
100 0 0 44,235 44,309 44,335 44,309 1,475 1,501
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,955)
20 0 0 1,755 1,820 1,775 1,820 180 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.6 96.7 96.8 96.7 3.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 26 31 27 31
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| 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 10/27/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,167
COMMITMENTS
0 0 0 17,981 18,123 17,981 18,123 186 44
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,015)
0 0 0 895 1,015 895 1,015 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 18 18 18
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 197,185
COMMITMENTS
0 0 0 188,196 186,399 188,196 186,399 8,989 10,786
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 180)
0 0 0 -1,770 -1,360 -1,770 -1,360 1,950 1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 94.5 95.4 94.5 4.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 15 11 15
Updated November 06, 2020