CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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 11/03/20 (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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,858
COMMITMENTS
5,751 3,601 0 22,095 24,257 27,846 27,858 12 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,858)
-2,396 -1,756 0 538 -102 -1,858 -1,858 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 12.9 0.0 79.3 87.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 4 0 18 11 24 15
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 122,683
COMMITMENTS
20,095 30,646 11,496 90,996 80,462 122,588 122,605 95 78
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,983)
-1,045 -1,323 -539 -1,408 -1,121 -2,993 -2,984 10 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 25.0 9.4 74.2 65.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 12 14 30 28 60 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 140,939
COMMITMENTS
40,012 16,722 2,200 98,727 122,017 140,939 140,939 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 100)
0 0 200 -100 -100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 11.9 1.6 70.0 86.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 4 16 16 23 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 146,850
COMMITMENTS
21,797 25,619 3,998 121,055 117,233 146,850 146,850 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 5,012)
30 2,360 220 4,762 2,433 5,012 5,012 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.4 2.7 82.4 79.8 100.0 100.0 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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 77,630
COMMITMENTS
31,612 11,023 7,276 38,372 59,200 77,260 77,500 370 130
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 8,093)
3,811 2,613 580 3,675 4,795 8,066 7,988 27 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 14.2 9.4 49.4 76.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 6 9 23 20 44 32
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,170
COMMITMENTS
5,375 850 0 20,795 25,320 26,170 26,170 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -320)
-250 0 0 -70 -320 -320 -320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.2 0.0 79.5 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 11 9 16 10
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,445
COMMITMENTS
5,066 1,116 3,832 24,497 28,447 33,395 33,395 50 50
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,772)
-50 0 100 1,672 1,622 1,722 1,722 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.3 11.5 73.2 85.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 2 17 13 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 25,076
COMMITMENTS
150 16,179 1,200 23,726 7,697 25,076 25,076 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,230)
0 1,125 825 1,405 280 2,230 2,230 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 64.5 4.8 94.6 30.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 2 13 6 17 12
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 32,041
COMMITMENTS
4,290 2,821 327 26,906 28,802 31,524 31,950 517 90
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 603)
302 -1 10 190 596 503 605 101 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.8 1.0 84.0 89.9 98.4 99.7 1.6 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 11/10/20 |
--------------------------------------------------------------| 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: 16,427
COMMITMENTS
1,815 3,410 50 14,562 12,967 16,427 16,427 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 20.8 0.3 88.6 78.9 100.0 100.0 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 11/10/20 |
--------------------------------------------------------------| 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: 20,169
COMMITMENTS
2,275 6,920 440 17,429 12,809 20,144 20,169 25 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 303)
-1 0 0 304 303 303 303 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 34.3 2.2 86.4 63.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 2 11 10 14 17
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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 11/03/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/10/20 |
--------------------------------------------------------------| 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 11/03/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,261
COMMITMENTS
3,041 0 0 19,721 23,261 22,762 23,261 499 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -107 -110 -107 -110 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 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 11/10/20 |
--------------------------------------------------------------| 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
2,590 1,046 465 9,990 11,534 13,045 13,045 200 200
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 0)
-175 0 0 0 -175 -175 -175 175 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 7.9 3.5 75.4 87.1 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 9 10 12 13
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 28,651
COMMITMENTS
5,401 676 343 22,827 27,617 28,571 28,636 80 15
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,232)
-35 57 180 1,096 990 1,241 1,227 -9 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 2.4 1.2 79.7 96.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 3 27 27 31 31
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,481
COMMITMENTS
258 4,874 102 20,375 16,505 20,735 21,481 746 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,615)
-12 -120 17 1,610 1,718 1,615 1,615 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 22.7 0.5 94.9 76.8 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 20 17 25 21
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,074
COMMITMENTS
0 754 45 3,015 2,192 3,060 2,991 14 83
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.5 1.5 98.1 71.3 99.5 97.3 0.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 12 13 13 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,393,987
COMMITMENTS
1203700 90,413 387,428 4758698 5896258 6349826 6374099 44,161 19,888
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 11,266)
-4,111 17,114 -21,229 36,402 15,042 11,062 10,927 204 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 1.4 6.1 74.4 92.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
48 23 51 152 135 218 191
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,464,683
COMMITMENTS
73,394 15,405 463,108 926,474 984,802 1462976 1463316 1,707 1,368
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,055)
500 6,423 8,835 -13,029 -18,961 -3,694 -3,703 -361 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 1.1 31.6 63.3 67.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 11 24 50 50 75 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,819
COMMITMENTS
1,711 1,617 152 177,554 196,752 179,417 198,521 26,402 7,298
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -11,593)
-306 -476 0 -10,844 -9,767 -11,150 -10,243 -443 -1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.1 86.3 95.6 87.2 96.5 12.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 1 22 16 24 19
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,754
COMMITMENTS
4,683 0 0 133,382 134,084 138,065 134,084 7,689 11,670
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -9,158)
-2,098 0 -654 -4,986 -7,887 -7,738 -8,541 -1,420 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 91.5 92.0 94.7 92.0 5.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 20 21 22 21
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,339
COMMITMENTS
13,335 4,106 2,410 283,339 297,680 299,084 304,196 11,255 6,143
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -20,106)
-4,589 1,373 -490 -11,497 -22,037 -16,576 -21,154 -3,530 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.3 0.8 91.3 95.9 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 4 4 30 33 39 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,112,652
COMMITMENTS
1,678 8,493 1,594 1099140 1099982 1102412 1110069 10,240 2,583
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 3,933)
941 344 -736 3,311 4,171 3,516 3,779 417 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 0.1 98.8 98.9 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 3 41 26 46 30
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 383,068
COMMITMENTS
13,238 1,694 1,356 349,319 371,301 363,913 374,351 19,155 8,717
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -12,958)
-582 -480 -818 -15,202 -9,986 -16,602 -11,284 3,644 -1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.4 0.4 91.2 96.9 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 1 3 38 33 43 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 634,833
COMMITMENTS
2,910 0 1,375 622,671 631,675 626,956 633,050 7,877 1,783
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -25,922)
-797 0 -77 -23,859 -24,755 -24,733 -24,832 -1,189 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 98.1 99.5 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 0 2 39 41 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 491,445
COMMITMENTS
0 214 31 483,042 482,540 483,073 482,785 8,372 8,660
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -25,755)
-240 -681 -215 -25,343 -22,465 -25,798 -23,361 43 -2,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 98.2 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 1 1 37 32 38 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,602
COMMITMENTS
0 2,279 0 88,530 87,320 88,530 89,599 5,072 4,003
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -9,179)
0 -569 0 -10,800 -7,087 -10,800 -7,656 1,621 -1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 94.6 93.3 94.6 95.7 5.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 16 16 16 17
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 13,988
COMMITMENTS
0 0 0 11,569 12,992 11,569 12,992 2,419 996
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -13,702)
-2,759 -376 -120 -11,775 -13,230 -14,654 -13,726 952 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 82.7 92.9 82.7 92.9 17.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 10 12 10
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 322,486
COMMITMENTS
2,217 3,532 1,323 310,545 313,216 314,085 318,071 8,401 4,415
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -16,436)
-209 -1,823 -219 -9,976 -12,682 -10,404 -14,724 -6,032 -1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 0.4 96.3 97.1 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 1 26 26 28 28
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,894
COMMITMENTS
0 0 0 166,846 165,200 166,846 165,200 5,048 6,694
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,498)
0 -209 -31 -10,921 -10,569 -10,952 -10,809 454 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.1 96.1 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 22 21 22 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 265,197
COMMITMENTS
0 8,072 0 261,919 254,441 261,919 262,513 3,278 2,684
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -13,921)
0 -895 0 -11,794 -13,894 -11,794 -14,789 -2,127 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.8 95.9 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 0 22 19 22 21
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 35,457
COMMITMENTS
16,006 0 0 18,042 34,977 34,048 34,977 1,409 480
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,819)
-4,410 0 0 -5,941 -10,872 -10,351 -10,872 -468 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 0.0 0.0 50.9 98.6 96.0 98.6 4.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 0 0 13 18 20 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 583,915
COMMITMENTS
11,007 21,000 5,074 557,513 547,687 573,594 573,761 10,321 10,154
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -30,479)
-5,405 1,852 -2,978 -18,555 -29,280 -26,938 -30,406 -3,541 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.6 0.9 95.5 93.8 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
6 5 6 51 41 60 49
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,688
COMMITMENTS
0 0 0 177,897 178,095 177,897 178,095 3,791 3,593
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -8,821)
-869 0 -62 -6,751 -8,165 -7,682 -8,227 -1,139 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 98.0 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 18 19 18
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,777
COMMITMENTS
1,168 0 370 212,876 216,169 214,414 216,539 4,363 2,238
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,539)
-935 -7 -70 -6,835 -10,910 -7,840 -10,987 -2,699 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 97.3 98.8 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 20 21 21 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,210
COMMITMENTS
5,411 0 0 168,303 173,538 173,714 173,538 2,496 2,672
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -46,343)
-8,807 -3,665 0 -30,575 -39,031 -39,382 -42,696 -6,961 -3,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 95.5 98.5 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 23 20 26 20
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 191,171
COMMITMENTS
17,591 4,471 0 173,039 185,279 190,630 189,750 541 1,421
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -46,898)
-9,620 -80 -2,011 -29,344 -42,146 -40,975 -44,237 -5,923 -2,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.3 0.0 90.5 96.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 3 0 36 44 45 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,865
COMMITMENTS
0 210 0 98,535 100,101 98,535 100,311 2,330 554
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -16,194)
0 0 0 -17,184 -15,913 -17,184 -15,913 990 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 97.7 99.2 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 24 21 24 22
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 17,167
COMMITMENTS
0 690 0 15,601 15,331 15,601 16,021 1,566 1,146
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -13,258)
-3,830 442 -690 -9,332 -12,266 -13,852 -12,514 594 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 90.9 89.3 90.9 93.3 9.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 14 12 14 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 240,992
COMMITMENTS
10,417 635 1,165 222,824 235,320 234,406 237,120 6,586 3,872
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -17,863)
892 -629 -1,897 -16,827 -13,754 -17,832 -16,280 -31 -1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.3 0.5 92.5 97.6 97.3 98.4 2.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 2 35 35 39 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 93,387
COMMITMENTS
0 0 0 92,997 92,727 92,997 92,727 390 660
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -11,346)
0 0 0 -10,974 -11,271 -10,974 -11,271 -372 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.3 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 11 17 11 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,260
COMMITMENTS
2,145 0 0 79,992 87,261 82,137 87,261 10,123 4,999
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -7,228)
-970 0 0 -6,287 -6,525 -7,257 -6,525 29 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 86.7 94.6 89.0 94.6 11.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 19 20 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 201,942
COMMITMENTS
0 1,401 1,712 196,382 193,655 198,094 196,768 3,848 5,174
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,580)
0 -1,961 -84 -9,335 -8,194 -9,419 -10,239 -1,161 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.8 97.2 95.9 98.1 97.4 1.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 1 24 30 25 32
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,217
COMMITMENTS
0 0 0 32,398 32,852 32,398 32,852 3,819 3,365
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,411)
-389 0 -31 -1,995 -2,993 -2,415 -3,024 -996 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.5 90.7 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 12 14 12
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 189,630
COMMITMENTS
0 0 0 176,115 185,944 176,115 185,944 13,515 3,686
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -6,608)
0 0 0 -10,338 -7,177 -10,338 -7,177 3,730 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.9 98.1 92.9 98.1 7.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 18 21 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,785
COMMITMENTS
0 0 0 79,359 82,806 79,359 82,806 6,426 2,979
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,507)
0 0 0 -2,914 -2,749 -2,914 -2,749 407 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 96.5 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 18 16 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,351
COMMITMENTS
6,392 0 0 19,265 27,533 25,657 27,533 3,694 1,818
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,974)
-339 0 -434 -9,208 -11,040 -9,981 -11,474 -993 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 0.0 0.0 65.6 93.8 87.4 93.8 12.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 8 12 12 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 208,506
COMMITMENTS
1,343 71 769 198,968 197,063 201,080 197,903 7,426 10,603
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,512)
-1,084 71 -154 -1,440 -2,291 -2,678 -2,374 -1,834 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.4 95.4 94.5 96.4 94.9 3.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 10 15 12 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 174,301
COMMITMENTS
5,623 0 845 158,149 166,265 164,617 167,110 9,684 7,191
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -11,654)
-97 -844 755 -12,098 -10,645 -11,440 -10,734 -214 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.5 90.7 95.4 94.4 95.9 5.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 1 30 31 33 32
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,977
COMMITMENTS
2,640 510 0 44,439 45,369 47,079 45,879 1,898 3,098
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,243)
-31 0 0 244 -3,643 213 -3,643 -3,456 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.0 0.0 90.7 92.6 96.1 93.7 3.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 10 16 13 17
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 238,819
COMMITMENTS
4,942 4,208 0 225,812 227,783 230,754 231,991 8,065 6,828
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,384)
-894 -205 -691 -4,929 -10,933 -6,514 -11,829 -3,870 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 0.0 94.6 95.4 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 0 31 33 34 35
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 114,856
COMMITMENTS
0 0 0 110,737 109,307 110,737 109,307 4,119 5,549
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,727)
0 -3,853 -62 -10,586 -7,172 -10,648 -11,087 -79 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.4 95.2 96.4 95.2 3.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 26 24 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 117,153
COMMITMENTS
0 1,498 0 109,313 110,482 109,313 111,980 7,840 5,173
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -6,604)
0 -214 0 -5,764 -5,434 -5,764 -5,648 -840 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 93.3 94.3 93.3 95.6 6.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 13 15 13 16
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 38,153
COMMITMENTS
0 270 0 35,545 36,703 35,545 36,973 2,608 1,180
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,549)
0 -341 0 -5,235 -3,379 -5,235 -3,720 -314 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 93.2 96.2 93.2 96.9 6.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 14 16 14 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 331,625
COMMITMENTS
0 0 0 320,601 327,390 320,601 327,390 11,024 4,235
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -19,036)
-540 -3,832 0 -20,287 -15,486 -20,827 -19,318 1,791 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.7 96.7 98.7 3.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 28 21 28 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,099
COMMITMENTS
0 0 0 89,814 96,993 89,814 96,993 9,285 2,106
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,196)
-1,971 0 0 -2,789 -2,806 -4,760 -2,806 1,564 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 97.9 90.6 97.9 9.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 13,416
COMMITMENTS
1,650 0 0 11,376 13,236 13,026 13,236 390 180
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,211)
-496 0 0 -9,275 -9,963 -9,771 -9,963 -440 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 0.0 0.0 84.8 98.7 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 7 11 9 11
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 167,678
COMMITMENTS
0 0 0 161,881 162,163 161,881 162,163 5,797 5,515
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -8,247)
-996 0 0 -7,445 -8,570 -8,441 -8,570 194 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 96.7 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 17 23 17 23
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 7,714
COMMITMENTS
580 791 825 5,855 6,053 7,260 7,669 454 45
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,759)
-295 -1,031 114 -1,387 -624 -1,568 -1,541 -190 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 10.3 10.7 75.9 78.5 94.1 99.4 5.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 9 13 19 20 33 34
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,061
COMMITMENTS
6,238 777 1,060 26,558 32,219 33,856 34,056 205 5
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 422)
-460 375 135 797 -93 472 417 -50 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 2.3 3.1 78.0 94.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 4 4 21 22 28 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 31,484
COMMITMENTS
5,200 1,865 385 25,899 29,234 31,484 31,484 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 260)
25 50 50 185 160 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.9 1.2 82.3 92.9 100.0 100.0 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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 133,211
COMMITMENTS
23,405 4,784 3,343 105,943 124,748 132,691 132,875 520 336
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -6,915)
-1,702 -985 -570 -3,770 -5,033 -6,042 -6,588 -873 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.6 2.5 79.5 93.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 10 13 37 38 57 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,520
COMMITMENTS
6,431 745 1,364 51,725 57,370 59,520 59,479 0 41
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,790)
-63 -375 -407 -3,320 -3,008 -3,790 -3,790 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.3 2.3 86.9 96.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 3 5 23 25 32 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 34,153
COMMITMENTS
300 2,191 75 33,778 31,887 34,153 34,153 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,725)
150 150 0 -1,875 -1,875 -1,725 -1,725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.4 0.2 98.9 93.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 1 14 11 16 16
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 52,378
COMMITMENTS
14,527 4,974 1,723 35,966 45,600 52,216 52,297 162 81
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,125)
-93 325 -331 -1,646 -1,886 -2,070 -1,892 -55 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 9.5 3.3 68.7 87.1 99.7 99.8 0.3 0.2
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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 68,338
COMMITMENTS
20,495 3,790 2,666 44,870 61,529 68,031 67,985 307 353
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,623)
-815 425 -256 -511 -1,863 -1,582 -1,694 -41 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 5.5 3.9 65.7 90.0 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 4 5 26 23 36 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,372
COMMITMENTS
1,315 521 1,814 60,851 62,037 63,980 64,372 392 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,944)
-180 -107 -14 -3,565 -3,323 -3,759 -3,444 -185 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.8 2.8 94.5 96.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 26 28 30 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,328
COMMITMENTS
1,083 655 2,281 76,560 77,356 79,924 80,292 404 36
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,894)
-256 -107 0 -4,183 -4,272 -4,439 -4,379 -455 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.8 2.8 95.3 96.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 3 30 27 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,690
COMMITMENTS
100 170 0 37,328 36,866 37,428 37,036 262 654
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -465)
-75 -25 0 -385 -545 -460 -570 -5 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 99.0 97.8 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 20 17 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,838
COMMITMENTS
360 600 0 26,112 26,233 26,472 26,833 366 5
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,213)
0 0 0 -1,198 -1,213 -1,198 -1,213 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.2 0.0 97.3 97.7 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 21 19 22 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 93,198
COMMITMENTS
10,161 5,033 1,997 80,478 86,062 92,635 93,091 563 107
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,409)
-242 -98 -464 -2,904 -2,840 -3,610 -3,402 201 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.4 2.1 86.4 92.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 9 11 41 33 59 48
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 21,284
COMMITMENTS
50 210 0 21,174 21,074 21,224 21,284 60 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,421)
-25 35 0 1,446 1,386 1,421 1,421 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.0 99.5 99.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 13 17 14 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,968
COMMITMENTS
50 210 0 20,858 20,758 20,908 20,968 60 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,294)
-25 35 0 1,319 1,259 1,294 1,294 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.0 0.0 99.5 99.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 12 17 13 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,242
COMMITMENTS
1,190 1,660 700 58,066 57,494 59,956 59,854 286 388
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,103)
-230 85 -110 -753 -1,078 -1,093 -1,103 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.8 1.2 96.4 95.4 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 4 23 20 29 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,533
COMMITMENTS
150 110 0 41,351 40,747 41,501 40,857 32 676
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,145)
-175 -25 0 -1,945 -2,220 -2,120 -2,245 -25 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 99.6 98.1 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 25 17 27 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,549
COMMITMENTS
1,020 1,495 50 41,016 40,874 42,086 42,419 463 130
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,859)
-705 -335 0 -1,154 -1,534 -1,859 -1,869 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.5 0.1 96.4 96.1 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 1 23 21 26 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 56,460
COMMITMENTS
1,977 0 84 53,686 56,136 55,747 56,220 713 240
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,463)
-55 0 -25 -4,155 -4,438 -4,235 -4,463 -228 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.1 95.1 99.4 98.7 99.6 1.3 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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,278
COMMITMENTS
2,346 130 262 57,215 59,688 59,823 60,080 455 198
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,162)
-167 -93 0 -2,820 -3,057 -2,987 -3,150 -175 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 0.4 94.9 99.0 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 26 19 29 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 87,701
COMMITMENTS
3,128 1,332 2,650 81,767 83,689 87,545 87,671 156 30
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,236)
-226 31 -156 -2,855 -3,121 -3,237 -3,246 1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.5 3.0 93.2 95.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 3 24 24 27 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,012
COMMITMENTS
2,756 2,556 3,257 98,510 98,924 104,523 104,737 489 275
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,754)
189 771 -669 -4,246 -4,859 -4,726 -4,757 -28 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 3.1 93.8 94.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 9 5 28 29 35 42
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,573
COMMITMENTS
405 3,575 350 52,818 49,603 53,573 53,528 0 45
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,960)
-150 -47 -13 -2,797 -2,900 -2,960 -2,960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.7 0.7 98.6 92.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 17 12 20 15
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 45,795
COMMITMENTS
150 2,125 150 45,495 43,520 45,795 45,795 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,550)
-150 75 150 -2,550 -2,775 -2,550 -2,550 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.6 0.3 99.3 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 6 1 15 13 16 20
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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: 55,454
COMMITMENTS
819 1,633 318 54,175 53,461 55,312 55,412 142 42
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -312)
-106 100 -150 -26 -252 -282 -302 -30 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.9 0.6 97.7 96.4 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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 61,099
COMMITMENTS
1,688 5,044 498 58,187 55,177 60,373 60,719 726 380
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -173)
-320 46 -129 249 2 -200 -81 27 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.3 0.8 95.2 90.3 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 4 5 22 22 31 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,377
COMMITMENTS
0 3,528 164 24,879 21,600 25,043 25,292 334 85
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -767)
-70 -20 5 -540 -572 -605 -587 -162 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.9 0.6 98.0 85.1 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 1 16 15 17 19
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 22,975
COMMITMENTS
0 1,030 0 22,522 21,945 22,522 22,975 453 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,012)
0 -50 0 -823 -792 -823 -842 -189 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 98.0 95.5 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 14 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,126
COMMITMENTS
1,091 367 869 24,514 25,174 26,474 26,410 652 716
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,440)
-205 -66 65 -1,044 -1,410 -1,184 -1,411 -256 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.4 3.2 90.4 92.8 97.6 97.4 2.4 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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,461
COMMITMENTS
773 965 185 14,477 14,855 15,435 16,005 1,026 456
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,421)
-100 -166 0 -1,273 -1,250 -1,373 -1,416 -48 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.9 1.1 87.9 90.2 93.8 97.2 6.2 2.8
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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,933
COMMITMENTS
4,674 7,603 1,875 46,146 43,345 52,695 52,823 238 110
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,923)
170 75 -267 -3,599 -3,776 -3,696 -3,968 -227 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.4 3.5 87.2 81.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 8 5 27 23 34 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,721
COMMITMENTS
1,250 2,956 1,186 28,777 27,136 31,213 31,278 508 443
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,220)
5 -85 -17 -2,267 -2,354 -2,279 -2,456 59 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.3 3.7 90.7 85.5 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 4 22 18 28 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,687
COMMITMENTS
1,160 0 0 15,482 16,660 16,642 16,660 45 27
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 475)
225 0 0 250 475 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 92.8 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 0 17 16 21 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,538
COMMITMENTS
1,525 0 50 19,937 21,488 21,512 21,538 26 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.2 92.6 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 14 10 19 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,140
COMMITMENTS
625 0 320 8,523 9,710 9,468 10,030 672 110
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -415)
5 0 -55 -278 -165 -328 -220 -87 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 3.2 84.1 95.8 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 3 14 12 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,457
COMMITMENTS
455 0 415 7,987 8,912 8,857 9,327 600 130
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -421)
5 0 -55 -274 -191 -324 -246 -97 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 4.4 84.5 94.2 93.7 98.6 6.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 2 14 12 18 14
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,161
COMMITMENTS
1,450 0 2,615 44,890 46,521 48,955 49,136 206 25
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,586)
-65 -50 -85 -1,225 -1,316 -1,375 -1,451 -211 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 5.3 91.3 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 20 14 25 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,391
COMMITMENTS
1,455 0 2,490 45,230 46,876 49,175 49,366 216 25
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,591)
-115 -50 -35 -815 -1,401 -965 -1,486 -626 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 5.0 91.6 94.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 20 14 25 15
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 112,622
COMMITMENTS
1,354 9,100 2,098 109,111 101,395 112,563 112,593 59 29
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,632)
-418 383 125 -5,219 -3,397 -5,512 -2,889 -120 -2,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.1 1.9 96.9 90.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 12 7 42 33 52 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,106
COMMITMENTS
1,550 8,342 3,603 115,866 109,134 121,019 121,079 87 27
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -8,078)
-299 792 -407 -6,942 -5,457 -7,648 -5,072 -430 -3,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.9 3.0 95.7 90.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 10 9 43 35 56 47
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 597,820
COMMITMENTS
42,390 23,648 66,435 488,498 506,851 597,322 596,933 498 887
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -18,512)
-3,019 -876 -2,504 -12,096 -12,783 -17,619 -16,162 -893 -2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 4.0 11.1 81.7 84.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 23 29 49 48 85 89
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,935
COMMITMENTS
2,985 600 65 12,785 15,190 15,835 15,855 100 80
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -530)
-145 0 0 -320 -110 -465 -110 -65 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.8 0.4 80.2 95.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 15 22 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,131
COMMITMENTS
2,685 600 65 10,181 12,386 12,931 13,051 200 80
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -590)
-170 0 0 -343 -170 -513 -170 -77 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 4.6 0.5 77.5 94.3 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 18 15 22 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 6,413
COMMITMENTS
340 0 0 6,041 6,393 6,381 6,393 32 20
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -645)
-400 0 0 -240 -645 -640 -645 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 94.2 99.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 17 12 21 12
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,800
COMMITMENTS
382 189 251 5,711 5,415 6,344 5,855 456 945
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 191)
-24 -20 50 157 158 183 188 8 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.8 3.7 84.0 79.6 93.3 86.1 6.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 4 6 29 31 37 38
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,435
COMMITMENTS
880 50 160 29,162 30,110 30,202 30,320 233 115
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,290)
179 0 0 1,100 1,305 1,279 1,305 11 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 0.5 95.8 98.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 1 39 39 42 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 19,708
COMMITMENTS
562 0 80 18,845 19,339 19,487 19,419 221 289
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 983)
100 0 0 788 998 888 998 95 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.4 95.6 98.1 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 19 28 22 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,762
COMMITMENTS
214 315 421 10,849 10,504 11,484 11,240 278 522
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 383)
15 -17 19 408 466 442 468 -59 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.7 3.6 92.2 89.3 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,228
COMMITMENTS
25 134 93 4,680 4,552 4,798 4,779 430 449
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 91)
0 0 0 91 7 91 7 0 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.6 1.8 89.5 87.1 91.8 91.4 8.2 8.6
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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,948
COMMITMENTS
1,030 671 443 26,387 26,755 27,860 27,869 88 79
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 771)
-395 -25 25 1,141 771 771 771 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.4 1.6 94.4 95.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 2 30 41 34 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,039
COMMITMENTS
4,133 1,565 1,888 52,539 55,191 58,560 58,644 479 395
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,446)
-210 15 243 1,259 1,053 1,292 1,311 154 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.7 3.2 89.0 93.5 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
9 7 11 72 66 87 79
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,804
COMMITMENTS
153 0 93 1,624 2,231 1,870 2,324 934 480
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 398)
-55 0 67 228 243 240 310 158 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.0 3.3 57.9 79.6 66.7 82.9 33.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 2 16 20 20 22
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 19,131
COMMITMENTS
0 0 0 19,131 19,131 19,131 19,131 0 0
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
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: 22)
0 0 0 17 14 17 14
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 47,524
COMMITMENTS
90 0 0 45,629 45,693 45,719 45,693 1,805 1,831
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,714)
-10 0 0 1,394 1,384 1,384 1,384 330 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 96.0 96.1 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 25 32 26 32
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| 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 11/03/20 (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 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,362
COMMITMENTS
0 0 0 18,191 18,303 18,191 18,303 171 59
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 195)
0 0 0 210 180 210 180 -15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.7 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 19 18 19
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 198,095
COMMITMENTS
0 0 0 189,056 187,309 189,056 187,309 9,039 10,786
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 910)
0 0 0 860 910 860 910 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 94.6 95.4 94.6 4.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 15 11 15
Updated November 16, 2020