CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,035
COMMITMENTS
1,196 11,891 10 17,743 7,118 18,949 19,019 86 16
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 282)
27 0 9 246 267 282 276 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 62.5 0.1 93.2 37.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 3 2 13 9 20 14
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 160,163
COMMITMENTS
69,075 10,880 4,302 86,786 144,981 160,163 160,163 0 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 53)
48 0 52 -47 1 53 53 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 6.8 2.7 54.2 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 4 15 10 24 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 177,325
COMMITMENTS
27,863 40,702 8,764 140,698 127,859 177,325 177,325 0 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -10 -10 -10 -10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 23.0 4.9 79.3 72.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 4 7 22 9 34 19
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 168,989
COMMITMENTS
79,053 61,376 30,425 59,326 77,167 168,805 168,969 184 20
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 6,544)
-1,333 6,975 3,719 4,153 -4,170 6,540 6,524 4 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 36.3 18.0 35.1 45.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
49 23 25 29 27 90 63
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 117,867
COMMITMENTS
70,362 12,966 7,156 40,276 97,745 117,794 117,867 73 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 16,214)
9,215 8,130 622 6,359 7,462 16,196 16,214 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 11.0 6.1 34.2 82.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 9 14 23 20 68 40
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 24,952
COMMITMENTS
11,295 11,061 1,326 12,331 12,565 24,952 24,952 0 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 44.3 5.3 49.4 50.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 2 11 6 18 9
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,835
COMMITMENTS
675 32,236 1,450 37,710 6,134 39,835 39,820 0 15
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 900)
0 1,000 -100 1,000 0 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 80.9 3.6 94.7 15.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 8 4 9 7 14 16
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 15,832
COMMITMENTS
2,060 2,041 110 13,662 13,681 15,832 15,832 0 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 17)
0 0 0 17 17 17 17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 12.9 0.7 86.3 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 1 10 12 12 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| 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: 16,715
COMMITMENTS
860 5,106 315 15,540 11,294 16,715 16,715 0 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 30.5 1.9 93.0 67.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 1 11 11 14 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 49,181
COMMITMENTS
20,532 16,985 2,660 25,989 29,536 49,181 49,181 0 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 300)
-455 -500 355 400 445 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 34.5 5.4 52.8 60.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 3 4 17 9 24 14
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 52,759
COMMITMENTS
17,386 2,268 4,092 31,126 46,396 52,604 52,756 155 3
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,061)
140 295 304 591 459 1,035 1,058 26 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 4.3 7.8 59.0 87.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 11 9 23 19 39 33
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,428
COMMITMENTS
7,644 1,555 400 20,283 26,473 28,327 28,428 101 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -150)
-200 0 0 50 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 5.5 1.4 71.3 93.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 2 1 12 14 24 17
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 41,025
COMMITMENTS
3,755 3,807 64 37,175 37,154 40,994 41,025 31 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,444)
779 17 10 677 1,417 1,466 1,444 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 9.3 0.2 90.6 90.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 1 8 9 16 13
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,128
COMMITMENTS
0 0 0 6,016 6,123 6,016 6,123 112 5
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 157)
0 0 0 157 157 157 157 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 99.9 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 18 20 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,488
COMMITMENTS
3,184 730 2,384 19,625 22,090 25,193 25,204 295 284
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,592)
242 -8 633 2,667 2,911 3,542 3,536 50 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 2.9 9.4 77.0 86.7 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 4 29 40 34 44
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,724
COMMITMENTS
0 4,059 1,152 15,293 11,473 16,445 16,684 279 40
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,646)
0 570 223 1,383 826 1,606 1,619 40 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.3 6.9 91.4 68.6 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 5 3 27 19 30 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,758
COMMITMENTS
0 322 1,124 4,578 4,254 5,702 5,700 56 58
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,476)
-234 299 461 1,277 716 1,504 1,476 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 19.5 79.5 73.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 4 17 16 21 20
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,793,474
COMMITMENTS
931,269 61,261 666,285 5160174 6048329 6757728 6775875 35,746 17,599
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 98,889)
-14,557 -19,368 28,665 84,969 88,723 99,077 98,020 -188 869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.9 9.8 76.0 89.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
48 18 54 158 132 223 187
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,662,381
COMMITMENTS
213,586 85,685 927,248 1517848 1646949 2658681 2659882 3,701 2,500
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -178,913)
-15,743 6,586 -167,431 2,895 -18,903 -180,279 -179,748 1,366 835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 3.2 34.8 57.0 61.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 15 29 49 52 81 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,826
COMMITMENTS
359 0 671 194,172 205,925 195,202 206,596 19,624 8,230
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -2,332)
94 0 -1 -1,173 -1,178 -1,080 -1,179 -1,252 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 90.4 95.9 90.9 96.2 9.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 26 20 27 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,777
COMMITMENTS
7,606 0 115 146,265 157,320 153,986 157,435 14,791 11,342
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 867)
331 0 115 477 720 923 835 -56 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.1 86.7 93.2 91.2 93.3 8.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 2 20 21 25 23
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,800
COMMITMENTS
4,592 1,318 883 243,693 255,657 249,168 257,858 13,632 4,942
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 4,003)
1,886 -97 151 2,044 4,460 4,081 4,514 -78 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.3 92.7 97.3 94.8 98.1 5.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 3 30 34 36 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 875,219
COMMITMENTS
4,131 659 3,463 860,181 869,031 867,775 873,153 7,444 2,066
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 36)
491 -1,543 722 -1,231 1,784 -18 963 54 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.4 98.3 99.3 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 4 44 33 49 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,377
COMMITMENTS
4,993 6,061 793 290,535 290,693 296,321 297,547 12,056 10,830
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 8,299)
1,665 -313 -1,559 9,641 10,617 9,747 8,745 -1,448 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 0.3 94.2 94.3 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 3 39 34 44 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 562,150
COMMITMENTS
6,266 103 1,184 545,219 553,871 552,669 555,158 9,481 6,992
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 13,537)
2,608 -258 134 10,347 13,606 13,089 13,482 448 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 97.0 98.5 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 1 2 43 42 51 44
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 431,674
COMMITMENTS
0 10,430 140 413,448 410,774 413,588 421,344 18,086 10,330
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 6,934)
0 1,705 51 6,450 5,599 6,501 7,355 433 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 95.8 95.2 95.8 97.6 4.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 6 1 34 33 35 39
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,315
COMMITMENTS
0 1,210 62 92,121 90,376 92,183 91,648 5,132 5,667
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,096)
-1,448 62 0 3,000 3,032 1,552 3,094 1,544 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.1 94.7 92.9 94.7 94.2 5.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 17 20 18 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,856
COMMITMENTS
420 208 639 51,249 54,579 52,308 55,426 5,548 2,430
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 5,482)
420 -630 360 5,308 5,272 6,088 5,002 -606 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 1.1 88.6 94.3 90.4 95.8 9.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 15 23 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 321,798
COMMITMENTS
1,567 0 0 311,642 314,383 313,209 314,383 8,589 7,415
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,169)
510 0 0 7,371 3,408 7,881 3,408 -5,712 -1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.8 97.7 97.3 97.7 2.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 0 24 28 26 28
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,305
COMMITMENTS
937 0 0 169,467 179,132 170,404 179,132 10,901 2,173
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,685)
937 0 0 3,233 3,406 4,170 3,406 -485 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 93.5 98.8 94.0 98.8 6.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 23 24 24 24
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 260,982
COMMITMENTS
0 21,112 302 257,924 231,669 258,226 253,083 2,756 7,899
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 924)
0 -907 277 533 3,025 810 2,395 114 -1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.1 98.8 88.8 98.9 97.0 1.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 4 1 16 25 17 29
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,979
COMMITMENTS
21,861 0 217 30,555 53,611 52,633 53,828 2,346 1,151
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 12,600)
10,392 -217 217 2,377 12,360 12,986 12,360 -386 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 0.0 0.4 55.6 97.5 95.7 97.9 4.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 0 1 22 22 30 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 681,392
COMMITMENTS
19,419 12,734 1,966 650,612 660,896 671,997 675,596 9,395 5,796
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 11,343)
7,327 5,439 888 3,405 6,176 11,620 12,503 -277 -1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.9 0.3 95.5 97.0 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
4 10 4 54 44 61 55
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 171,157
COMMITMENTS
2,039 0 413 161,959 169,999 164,411 170,412 6,746 745
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -1,936)
1,317 0 22 -3,819 -1,859 -2,480 -1,837 544 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.2 94.6 99.3 96.1 99.6 3.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 18 18 22 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,032
COMMITMENTS
980 8,565 4,280 122,929 119,255 128,189 132,100 5,843 1,932
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 30,793)
178 6,693 0 30,253 25,568 30,431 32,261 362 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.4 3.2 91.7 89.0 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 5 1 27 35 29 41
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,016
COMMITMENTS
3,584 11,639 5,176 138,876 132,912 147,636 149,727 3,380 1,289
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 29,501)
-628 5,846 776 29,368 22,756 29,516 29,378 -15 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.7 3.4 92.0 88.0 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
6 8 3 47 48 55 57
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,970
COMMITMENTS
1,442 2,587 541 209,883 207,923 211,866 211,051 2,104 2,919
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 11,010)
892 694 300 9,881 10,409 11,073 11,403 -63 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.2 0.3 98.1 97.2 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 2 32 25 36 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 26,919
COMMITMENTS
570 1,091 0 24,660 25,042 25,230 26,133 1,689 786
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,520)
570 360 0 1,651 2,588 2,221 2,948 299 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.1 0.0 91.6 93.0 93.7 97.1 6.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 18 18 20 20
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,309
COMMITMENTS
4,652 2,265 611 205,119 215,072 210,382 217,948 10,927 3,361
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 11,578)
3,582 -343 -218 6,998 10,589 10,362 10,028 1,216 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.0 0.3 92.7 97.2 95.1 98.5 4.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 1 1 33 33 40 35
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,563
COMMITMENTS
0 0 0 80,287 79,986 80,287 79,986 1,276 1,577
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,010)
0 0 0 2,683 2,860 2,683 2,860 327 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.4 98.1 98.4 98.1 1.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 15 16 15
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,540
COMMITMENTS
1,132 1,097 130 62,422 67,597 63,684 68,824 8,856 3,716
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 10)
-31 0 0 373 1,327 342 1,327 -332 -1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.5 0.2 86.1 93.2 87.8 94.9 12.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 18 17 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,525
COMMITMENTS
0 1,260 0 179,184 179,985 179,184 181,245 7,341 5,280
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -1,272)
-270 -716 -109 -1,161 -465 -1,540 -1,290 268 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.1 96.5 96.1 97.2 3.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 21 26 21 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,334
COMMITMENTS
0 2,240 271 153,123 147,858 153,394 150,369 4,940 7,965
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,042)
0 1,652 0 2,248 543 2,248 2,195 -206 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.2 96.7 93.4 96.9 95.0 3.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 4 1 24 19 25 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,344
COMMITMENTS
0 0 0 80,307 82,727 80,307 82,727 8,037 5,617
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 737)
0 0 0 1,935 1,317 1,935 1,317 -1,198 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 93.6 90.9 93.6 9.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 19 20 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,242
COMMITMENTS
4,316 0 62 189,702 186,025 194,080 186,087 5,162 13,155
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -46)
758 0 62 -653 106 167 168 -213 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 95.2 93.4 97.4 93.4 2.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 1 13 19 16 20
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,832
COMMITMENTS
4,622 847 90 102,578 108,947 107,290 109,884 7,542 4,948
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,124)
660 -101 -268 1,224 1,666 1,616 1,297 508 827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.7 0.1 89.3 94.9 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 1 31 36 35 38
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,699
COMMITMENTS
0 0 0 16,940 17,459 16,940 17,459 2,759 2,240
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.0 88.6 86.0 88.6 14.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 16 14 16
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,380
COMMITMENTS
1,354 3,230 0 43,485 42,381 44,839 45,611 1,541 769
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,792)
60 210 0 2,553 3,556 2,613 3,766 179 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.0 0.0 93.8 91.4 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 0 16 18 19 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 228,434
COMMITMENTS
3,250 8,025 2,952 212,680 211,644 218,882 222,621 9,552 5,813
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 945)
-64 410 91 916 869 943 1,370 2 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.5 1.3 93.1 92.6 95.8 97.5 4.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 4 33 32 39 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 142,197
COMMITMENTS
459 310 1,101 135,056 138,159 136,616 139,570 5,581 2,627
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,405)
0 -124 0 1,345 1,198 1,345 1,074 60 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.8 95.0 97.2 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 29 26 30 28
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 50,103
COMMITMENTS
3,491 0 0 44,171 48,224 47,662 48,224 2,441 1,879
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,850)
360 0 0 2,463 2,700 2,823 2,700 27 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 88.2 96.2 95.1 96.2 4.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 12 13 14 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 94,002
COMMITMENTS
1,842 0 0 84,178 88,853 86,020 88,853 7,982 5,149
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,204)
30 0 0 2,564 600 2,594 600 -1,390 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 89.5 94.5 91.5 94.5 8.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 24 15 25 15
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 34,050
COMMITMENTS
0 960 0 32,799 30,668 32,799 31,628 1,251 2,422
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,730)
0 960 0 4,256 2,650 4,256 3,610 -526 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 96.3 90.1 96.3 92.9 3.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 16 19 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 323,690
COMMITMENTS
510 2,920 115 310,147 316,731 310,772 319,766 12,918 3,924
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 4,534)
510 2,397 115 4,304 2,082 4,929 4,594 -395 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.0 95.8 97.9 96.0 98.8 4.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 1 29 20 32 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,628
COMMITMENTS
2,520 0 0 69,978 74,703 72,498 74,703 8,130 5,925
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,193)
0 0 0 2,163 2,193 2,163 2,193 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 86.8 92.7 89.9 92.7 10.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 14 16 14
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 27,883
COMMITMENTS
1,822 0 0 24,326 25,625 26,148 25,625 1,735 2,258
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 87.2 91.9 93.8 91.9 6.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 11 12 12 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 233,657
COMMITMENTS
2,570 480 0 227,314 231,430 229,884 231,910 3,773 1,747
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 4,198)
1,632 480 0 3,371 3,764 5,003 4,244 -805 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.2 0.0 97.3 99.0 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 23 27 25 28
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 11,628
COMMITMENTS
201 0 0 10,644 10,729 10,845 10,729 783 899
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 91.5 92.3 93.3 92.3 6.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 10 14 10
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 31,700
COMMITMENTS
3,357 175 1,187 27,136 30,337 31,680 31,699 20 1
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 481)
-39 75 180 340 226 481 481 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.6 3.7 85.6 95.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 1 5 24 26 31 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 27,691
COMMITMENTS
3,405 493 700 23,586 26,498 27,691 27,691 0 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -440)
-672 33 -78 310 -395 -440 -440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.8 2.5 85.2 95.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 21 20 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 183,334
COMMITMENTS
27,346 1,532 1,868 152,074 179,678 181,288 183,078 2,046 256
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 4,782)
168 1,088 -16 4,392 3,705 4,544 4,777 238 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.8 1.0 82.9 98.0 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 6 12 39 40 57 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 63,026
COMMITMENTS
287 7,346 1,736 60,904 53,934 62,927 63,016 99 10
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 873)
87 801 -78 891 165 900 888 -27 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.7 2.8 96.6 85.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 7 6 25 25 33 35
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| 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: 37,123
COMMITMENTS
100 1,875 1,055 35,938 33,989 37,093 36,919 30 204
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 330)
0 245 -5 335 90 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.1 2.8 96.8 91.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 16 19 19 22
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 46,638
COMMITMENTS
10,365 5,783 343 35,551 40,247 46,259 46,373 379 265
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,688)
0 56 -6 1,699 1,626 1,693 1,676 -5 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.4 0.7 76.2 86.3 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 23 28 26 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,000
COMMITMENTS
6,389 4,791 1,345 48,857 50,794 56,591 56,930 409 70
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -553)
34 -40 -1 -581 -512 -548 -553 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.4 2.4 85.7 89.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 5 4 26 29 35 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,690
COMMITMENTS
646 5,404 1,188 67,531 62,997 69,365 69,589 325 101
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,115)
55 -6 6 1,040 1,115 1,101 1,115 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.8 1.7 96.9 90.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 25 25 28 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,411
COMMITMENTS
991 6,323 1,082 84,915 79,970 86,988 87,375 423 36
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,416)
6 0 0 1,398 1,415 1,404 1,415 12 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.2 1.2 97.1 91.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 2 29 27 32 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,932
COMMITMENTS
50 31 28 28,842 28,448 28,920 28,507 12 425
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 424)
0 0 0 424 424 424 424 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.1 99.7 98.3 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 21 20 23 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 36,132
COMMITMENTS
250 100 0 35,716 36,019 35,966 36,119 166 13
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 659)
0 -100 0 659 755 659 655 0 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.0 98.8 99.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 19 18 20 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 31,852
COMMITMENTS
0 2,265 15 31,582 29,572 31,597 31,852 255 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,190)
0 0 0 2,190 2,190 2,190 2,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 99.2 92.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 17 13 18 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 134,139
COMMITMENTS
7,627 13,708 4,738 121,053 115,443 133,418 133,889 721 250
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,949)
-137 4,161 -950 3,987 -262 2,901 2,949 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.2 3.5 90.2 86.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 7 12 39 38 58 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 43,854
COMMITMENTS
25 8,282 170 43,458 35,402 43,653 43,854 201 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,871)
0 -1,020 145 3,720 4,746 3,865 3,871 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 18.9 0.4 99.1 80.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 17 16 19 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 39,614
COMMITMENTS
5 6,157 936 38,472 32,521 39,413 39,614 201 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,183)
5 -1,015 610 2,562 3,588 3,177 3,183 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.5 2.4 97.1 82.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 15 17 16 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 76,406
COMMITMENTS
4,215 800 2,526 69,216 72,182 75,957 75,508 449 898
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,612)
-1,110 0 715 3,007 1,891 2,612 2,606 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.0 3.3 90.6 94.5 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 5 23 25 31 31
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,047
COMMITMENTS
100 75 0 38,880 38,569 38,980 38,644 67 403
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,977)
0 0 0 1,967 1,977 1,967 1,977 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.0 99.6 98.8 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 19 23 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,884
COMMITMENTS
465 367 50 46,173 46,452 46,688 46,869 196 15
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 725)
0 -54 0 725 779 725 725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 0.1 98.5 99.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 1 23 22 25 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,022
COMMITMENTS
2,005 0 10 42,880 45,532 44,895 45,542 1,127 480
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,075)
0 0 0 1,205 1,130 1,205 1,130 -130 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 93.2 98.9 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 17 19 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,795
COMMITMENTS
2,774 185 187 48,421 51,218 51,382 51,590 413 205
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,060)
30 5 0 1,025 1,055 1,055 1,060 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.4 0.4 93.5 98.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 22 19 25 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| 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: 81,610
COMMITMENTS
1,402 0 914 78,954 80,676 81,270 81,590 340 20
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 793)
236 -26 -113 671 932 794 793 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.1 96.7 98.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 3 27 27 30 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 106,786
COMMITMENTS
3,567 711 1,049 101,441 104,757 106,057 106,517 729 269
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,276)
206 59 -74 1,103 1,298 1,235 1,283 41 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.7 1.0 95.0 98.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 8 29 31 39 39
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 60,472
COMMITMENTS
930 1,939 1,295 57,848 57,238 60,073 60,472 399 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 544)
-325 105 50 819 419 544 574 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.2 2.1 95.7 94.7 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 3 23 15 28 20
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| 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: 47,062
COMMITMENTS
895 1,380 290 45,742 45,392 46,927 47,062 135 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,135)
245 200 -65 955 1,000 1,135 1,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.9 0.6 97.2 96.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 15 14 16 17
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| 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: 45,964
COMMITMENTS
301 646 33 45,535 45,285 45,869 45,964 95 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -49)
0 0 0 -54 -4 -54 -4 5 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 0.1 99.1 98.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 24 19 25 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 50,364
COMMITMENTS
1,379 3,298 56 48,418 46,735 49,853 50,089 511 275
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -300)
25 0 24 -330 -335 -281 -311 -19 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.5 0.1 96.1 92.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 4 2 23 23 29 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,660
COMMITMENTS
0 1,660 0 13,187 11,927 13,187 13,587 473 73
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 51)
0 0 0 45 51 45 51 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 0.0 96.5 87.3 96.5 99.5 3.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 13 16 15
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 12,584
COMMITMENTS
0 725 0 12,103 11,821 12,103 12,546 481 38
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 96.2 93.9 96.2 99.7 3.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 16 13 16 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,191
COMMITMENTS
548 772 96 23,762 24,229 24,406 25,097 785 94
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 53)
5 50 0 39 227 44 277 9 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.1 0.4 94.3 96.2 96.9 99.6 3.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 1 18 19 21 23
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,088
COMMITMENTS
452 0 55 15,057 15,960 15,564 16,015 524 73
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 698)
-4 0 0 918 995 914 995 -216 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.3 93.6 99.2 96.7 99.5 3.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 17 13 20 14
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 33,804
COMMITMENTS
2,596 2,729 488 30,579 30,533 33,663 33,750 141 54
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 177)
46 67 27 88 118 161 212 16 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.1 1.4 90.5 90.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 2 32 24 38 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 19,927
COMMITMENTS
1,425 1,945 284 17,958 17,448 19,667 19,677 260 250
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 111)
0 -3 1 110 113 111 111 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.8 1.4 90.1 87.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 2 25 22 29 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 15,101
COMMITMENTS
1,724 0 187 13,151 14,896 15,062 15,083 39 18
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 25)
-47 0 -3 75 25 25 22 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 1.2 87.1 98.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 3 19 11 22 14
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 18,218
COMMITMENTS
1,895 0 100 16,187 18,118 18,182 18,218 36 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 25)
-75 0 0 100 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.5 88.9 99.5 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 14 8 16 9
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,780
COMMITMENTS
280 0 100 16,016 16,660 16,396 16,760 384 20
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 0)
0 -25 0 0 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.6 95.4 99.3 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 15 15 18 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,063
COMMITMENTS
125 70 155 8,409 8,818 8,689 9,043 374 20
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 0)
0 -25 0 0 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.8 1.7 92.8 97.3 95.9 99.8 4.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 13 15 16 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,581
COMMITMENTS
3,385 140 415 44,581 48,026 48,381 48,581 200 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 1,195 1,195 1,195 1,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.3 0.9 91.8 98.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 22 20 25 23
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,976
COMMITMENTS
2,680 75 360 48,791 51,511 51,831 51,946 145 30
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,195)
0 0 0 1,195 1,195 1,195 1,195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.1 0.7 93.9 99.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 22 19 23 21
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 97,259
COMMITMENTS
1,165 1,091 1,790 93,945 94,093 96,900 96,974 359 285
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,098)
145 61 5 946 1,071 1,096 1,137 2 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.1 1.8 96.6 96.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 6 37 33 46 41
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 114,846
COMMITMENTS
2,824 1,627 1,681 110,164 111,299 114,669 114,607 177 239
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,993)
100 -178 148 2,737 3,027 2,985 2,997 8 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 1.5 95.9 96.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 5 6 40 35 49 43
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 1,027,170
COMMITMENTS
62,167 9,815 124,259 839,686 892,585 1026112 1026659 1,058 511
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 9,316)
-3,872 724 8,015 5,213 611 9,357 9,351 -41 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 1.0 12.1 81.7 86.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
35 8 32 53 49 94 83
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,275
COMMITMENTS
1,780 0 0 10,500 13,185 12,280 13,185 995 90
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.0 0.0 79.1 99.3 92.5 99.3 7.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 13 12 16 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,750
COMMITMENTS
1,105 600 0 8,930 10,060 10,035 10,660 715 90
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.6 0.0 83.1 93.6 93.3 99.2 6.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 13 12 16 13
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,820
COMMITMENTS
50 250 0 4,575 4,045 4,625 4,295 195 525
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.2 0.0 94.9 83.9 96.0 89.1 4.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 15 12 17 14
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 33,780
COMMITMENTS
3,390 6,910 170 30,148 26,680 33,708 33,760 72 20
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,505)
0 950 0 1,505 555 1,505 1,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 20.5 0.5 89.2 79.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 1 24 22 28 26
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 37,904
COMMITMENTS
3,150 4,765 550 33,984 32,404 37,684 37,719 220 185
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 105)
-200 50 0 325 50 125 100 -20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.6 1.5 89.7 85.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 2 22 20 25 25
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,121
COMMITMENTS
345 613 79 1,297 1,049 1,721 1,741 400 380
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 59)
-65 -60 24 60 -20 19 -56 40 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 28.9 3.7 61.2 49.5 81.1 82.1 18.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 5 2 18 16 23 22
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 8,251
COMMITMENTS
1,036 221 503 6,048 6,812 7,587 7,536 664 715
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 226)
-189 2 3 383 222 197 227 29 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.7 6.1 73.3 82.6 92.0 91.3 8.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 3 7 42 40 51 48
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,336
COMMITMENTS
5,913 95 2,742 24,374 30,086 33,029 32,923 307 413
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,563)
150 60 1,015 398 336 1,563 1,411 0 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.3 8.2 73.1 90.3 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 1 2 39 37 45 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,425
COMMITMENTS
270 365 80 17,024 16,519 17,374 16,964 51 461
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -251)
30 40 0 -255 -270 -225 -230 -26 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.1 0.5 97.7 94.8 99.7 97.4 0.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 1 22 28 25 31
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,618
COMMITMENTS
2,972 510 265 11,970 14,117 15,207 14,892 411 726
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 761)
-102 48 30 804 723 732 801 29 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.3 1.7 76.6 90.4 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 3 6 33 35 42 42
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,765
COMMITMENTS
0 871 91 13,118 12,280 13,209 13,242 556 523
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 766)
0 -55 0 766 821 766 766 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.7 95.3 89.2 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 17 22 19 24
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,252
COMMITMENTS
17,758 2,250 169 17,055 32,768 34,982 35,187 270 65
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,421)
1,751 426 0 -330 1,015 1,421 1,441 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 6.4 0.5 48.4 93.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 7 3 30 43 34 51
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 76,158
COMMITMENTS
9,629 21,577 2,813 63,171 51,051 75,613 75,441 545 717
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 4,630)
419 1,839 354 3,813 2,393 4,586 4,586 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 28.3 3.7 82.9 67.0 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
10 10 15 71 62 89 79
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,962
COMMITMENTS
87 0 137 1,935 2,317 2,159 2,454 803 508
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 270)
-2 0 -14 195 244 179 230 91 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 4.6 65.3 78.2 72.9 82.8 27.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 19 20 22 22
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 20,999
COMMITMENTS
1,910 0 190 17,504 19,444 19,604 19,634 1,395 1,365
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 825)
0 0 0 480 210 480 210 345 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.9 83.4 92.6 93.4 93.5 6.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 13 16 14 17
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 72,071
COMMITMENTS
26,209 2,805 9,990 26,782 46,117 62,981 58,912 9,091 13,159
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -560)
-65 97 -233 -139 -349 -437 -484 -123 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 3.9 13.9 37.2 64.0 87.4 81.7 12.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 5 6 12 13 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 59,112
COMMITMENTS
31 560 0 58,701 57,636 58,732 58,196 380 916
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,183)
0 156 0 3,143 3,007 3,143 3,163 40 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.9 0.0 99.3 97.5 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 0 27 24 28 25
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 13,600
COMMITMENTS
0 0 0 13,585 13,474 13,585 13,474 15 126
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.9 99.1 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 17 16 17 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 133,844
COMMITMENTS
0 0 0 120,872 122,871 120,872 122,871 12,972 10,973
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 4,419)
0 0 0 4,235 7,239 4,235 7,239 184 -2,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 91.8 90.3 91.8 9.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 15 17 15 17
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,714
COMMITMENTS
0 280 0 5,516 5,434 5,516 5,714 198 0
CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -241)
0 0 0 -263 -241 -263 -241 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 0.0 96.5 95.1 96.5 100.0 3.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 16 18 16 21
Updated October 29, 2021