CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,457
COMMITMENTS
1,619 8,121 1 12,787 6,310 14,407 14,432 50 25
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 15)
0 0 0 0 0 0 0 15 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 56.2 0.0 88.4 43.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 1 11 7 17 11
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 162,615
COMMITMENTS
69,003 8,380 7,204 86,408 147,031 162,615 162,615 0 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 5.2 4.4 53.1 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 4 14 10 23 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 191,001
COMMITMENTS
26,312 47,453 8,730 155,938 134,818 190,980 191,001 21 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 1,548)
-207 0 300 1,455 1,248 1,548 1,548 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 24.8 4.6 81.6 70.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 4 9 22 11 35 22
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 136,150
COMMITMENTS
42,125 28,588 39,266 54,623 68,296 136,014 136,150 136 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,901)
-5,142 -3,068 211 1,006 -918 -3,925 -3,776 24 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 21.0 28.8 40.1 50.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
42 18 31 27 27 81 64
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 202,767
COMMITMENTS
118,231 55,327 21,701 62,457 125,674 202,389 202,701 378 66
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 16,244)
11,494 5,577 3,988 868 6,811 16,350 16,376 -106 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 27.3 10.7 30.8 62.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
53 14 21 26 24 83 55
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 24,900
COMMITMENTS
11,220 11,061 1,326 12,354 12,513 24,900 24,900 0 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -100)
-100 0 0 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 44.4 5.3 49.6 50.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 2 11 6 18 9
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| 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: 14,936
COMMITMENTS
2,060 2,041 110 12,766 12,785 14,936 14,936 0 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 13.7 0.7 85.5 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 1 10 13 12 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| 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: 15,919
COMMITMENTS
1,060 5,406 240 14,619 10,273 15,919 15,919 0 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 34.0 1.5 91.8 64.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 1 11 11 14 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 49,621
COMMITMENTS
21,302 16,985 2,660 25,659 29,976 49,621 49,621 0 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 21)
0 0 0 21 21 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 34.2 5.4 51.7 60.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 4 18 9 26 14
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,088
COMMITMENTS
14,586 2,902 7,712 41,759 50,185 64,056 60,799 32 3,289
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 5,855)
2,132 522 1,612 2,118 455 5,863 2,590 -8 3,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 4.5 12.0 65.2 78.3 100.0 94.9 0.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 10 10 24 17 40 30
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,306
COMMITMENTS
11,042 2,083 400 20,728 29,823 32,170 32,306 136 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 1,270)
1,003 3 0 257 1,267 1,260 1,270 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 6.4 1.2 64.2 92.3 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 2 1 12 16 28 19
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 58,893
COMMITMENTS
11,330 11,043 1,892 45,510 45,935 58,732 58,870 161 23
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 7,105)
1,879 2,580 1,670 3,616 2,909 7,164 7,159 -59 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 18.8 3.2 77.3 78.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 5 4 13 9 30 17
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 3,074
COMMITMENTS
0 0 0 2,977 3,037 2,977 3,037 97 37
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,565)
0 -5 -25 -1,551 -1,564 -1,576 -1,594 11 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.8 96.8 98.8 3.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 16 18 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,150
COMMITMENTS
2,312 0 2,738 13,824 16,143 18,874 18,881 276 269
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,549)
-951 -163 55 -2,376 -3,171 -3,272 -3,279 -277 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 14.3 72.2 84.3 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 5 28 36 34 41
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,291
COMMITMENTS
0 4,717 817 15,035 10,757 15,852 16,291 439 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,762)
0 -49 -360 -1,620 -1,353 -1,980 -1,762 218 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.0 5.0 92.3 66.0 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 4 2 29 18 31 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,280
COMMITMENTS
728 233 620 2,893 3,376 4,241 4,229 39 51
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,084)
528 -581 -554 -2,049 -948 -2,075 -2,083 -9 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 5.4 14.5 67.6 78.9 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 12 15 15 19
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,397,752
COMMITMENTS
762,309 81,404 675,475 4921132 5624440 6358916 6381319 38,836 16,433
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 59,795)
-52,612 38,617 31,853 79,422 -11,061 58,663 59,409 1,132 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.3 10.6 76.9 87.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
36 30 52 155 126 216 184
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,281,529
COMMITMENTS
203,430 40,955 811,686 1263466 1427561 2278583 2280202 2,946 1,327
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 33,850)
4,200 5,810 60,784 -31,136 -32,669 33,849 33,925 1 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.8 35.6 55.4 62.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 14 30 49 49 83 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 202,478
COMMITMENTS
482 422 762 181,043 192,422 182,287 193,606 20,191 8,872
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -10,381)
-223 -629 0 -9,863 -6,993 -10,086 -7,622 -295 -2,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.2 0.4 89.4 95.0 90.0 95.6 10.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 19 24 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 149,696
COMMITMENTS
2,167 115 458 133,802 138,210 136,427 138,783 13,269 10,913
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -11,324)
-3,041 115 43 -7,900 -9,345 -10,898 -9,187 -426 -2,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.1 0.3 89.4 92.3 91.1 92.7 8.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 21 22 25 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,025
COMMITMENTS
1,498 408 368 238,528 248,848 240,394 249,624 15,631 6,401
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -14,059)
-2,166 -310 -245 -12,909 -14,865 -15,320 -15,420 1,261 1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.1 93.2 97.2 93.9 97.5 6.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 1 30 31 32 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,101
COMMITMENTS
1,370 528 2,831 783,717 790,431 787,918 793,790 10,183 4,311
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -50,279)
-1,238 -1,498 628 -52,028 -52,217 -52,638 -53,087 2,359 2,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.4 98.2 99.0 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 40 32 44 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 287,929
COMMITMENTS
4,687 4,913 12 275,351 269,884 280,050 274,809 7,879 13,120
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -18,267)
-950 -847 -105 -17,923 -20,915 -18,978 -21,867 711 3,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 0.0 95.6 93.7 97.3 95.4 2.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 2 1 39 34 40 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 551,109
COMMITMENTS
3,845 7,677 573 538,754 538,399 543,172 546,649 7,937 4,460
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -34,451)
-6,328 -3,773 -96 -27,733 -30,287 -34,157 -34,156 -294 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.4 0.1 97.8 97.7 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 3 4 41 43 46 47
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 421,193
COMMITMENTS
0 7,690 225 404,333 399,722 404,558 407,637 16,635 13,556
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -20,259)
-842 -3,101 42 -20,835 -19,408 -21,635 -22,467 1,376 2,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.1 96.0 94.9 96.1 96.8 3.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 1 36 29 37 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 94,448
COMMITMENTS
0 1,594 0 89,896 87,695 89,896 89,289 4,552 5,159
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -5,134)
0 96 0 -4,763 -4,953 -4,763 -4,857 -371 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 95.2 92.9 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 17 14 18
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 40,597
COMMITMENTS
0 723 0 37,055 38,654 37,055 39,377 3,542 1,220
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -12,446)
-390 480 -480 -10,108 -11,338 -10,978 -11,338 -1,468 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 91.3 95.2 91.3 97.0 8.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 21 12 21 13
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 318,866
COMMITMENTS
630 0 0 310,990 307,588 311,620 307,588 7,246 11,278
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -5,497)
-1,423 0 -93 -3,456 -8,670 -4,972 -8,763 -525 3,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 97.5 96.5 97.7 96.5 2.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 21 24 22 24
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 162,766
COMMITMENTS
571 0 0 153,281 161,378 153,852 161,378 8,914 1,388
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -13,985)
-186 0 0 -13,144 -13,492 -13,330 -13,492 -655 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.2 99.1 94.5 99.1 5.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 23 22 24 22
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,543
COMMITMENTS
0 17,922 14 242,500 219,599 242,514 237,535 1,029 6,008
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -9,910)
-620 -1,320 14 -8,838 -7,004 -9,444 -8,310 -466 -1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.0 99.6 90.2 99.6 97.5 0.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 1 13 25 14 28
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,900
COMMITMENTS
19,697 0 0 23,406 41,683 43,103 41,683 797 2,217
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -18,242)
-12,719 0 0 -5,001 -18,190 -17,720 -18,190 -522 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 0.0 0.0 53.3 94.9 98.2 94.9 1.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 0 0 14 19 21 19
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 664,042
COMMITMENTS
8,596 7,734 1,860 644,278 647,297 654,734 656,891 9,308 7,151
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -33,276)
-5,487 -2,550 -2,108 -26,181 -28,998 -33,776 -33,656 500 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.2 0.3 97.0 97.5 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 7 4 50 34 57 42
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 154,524
COMMITMENTS
901 0 0 147,837 152,421 148,738 152,421 5,786 2,103
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -8,593)
591 0 0 -8,014 -9,369 -7,423 -9,369 -1,170 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 95.7 98.6 96.3 98.6 3.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 19 16 20 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,271
COMMITMENTS
0 1,580 3,780 106,118 103,211 109,898 108,571 1,373 2,700
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -30,556)
-6,758 -12,088 -62 -23,205 -19,474 -30,025 -31,624 -531 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 3.4 95.4 92.8 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 20 20 21 22
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,234
COMMITMENTS
9,099 13,708 4,090 116,022 112,745 129,211 130,543 2,023 691
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -28,050)
4,780 -15,983 -2,372 -30,134 -9,653 -27,726 -28,008 -324 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.4 3.1 88.4 85.9 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 8 2 40 42 48 51
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,427
COMMITMENTS
0 4,141 216 225,069 219,563 225,285 223,920 2,142 3,507
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -14,732)
-269 345 -179 -13,752 -14,912 -14,200 -14,746 -532 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.1 99.0 96.5 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 1 25 26 26 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 28,018
COMMITMENTS
1,705 0 0 25,088 26,852 26,793 26,852 1,225 1,166
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -5,702)
-840 -421 -180 -4,268 -5,108 -5,288 -5,709 -414 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 89.5 95.8 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 0 13 13 17 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,553
COMMITMENTS
2,531 1,350 700 196,809 204,278 200,040 206,328 11,513 5,225
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -11,507)
-484 -2,430 8 -12,599 -12,721 -13,075 -15,143 1,568 3,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 0.3 93.0 96.6 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 33 30 36 33
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,748
COMMITMENTS
0 248 0 62,382 61,663 62,382 61,911 366 837
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -10,332)
0 30 -30 -10,096 -10,801 -10,126 -10,801 -206 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.4 98.3 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 14 14 15
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,257
COMMITMENTS
0 0 0 193,755 192,593 193,755 192,593 5,502 6,664
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -6,610)
0 -527 0 -6,148 -8,558 -6,148 -9,085 -462 2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 96.7 97.2 96.7 2.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 24 28 24 28
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,749
COMMITMENTS
10 0 412 146,173 144,416 146,595 144,828 4,154 5,921
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -8,484)
10 -1,651 152 -8,790 -5,415 -8,628 -6,914 144 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.3 97.0 95.8 97.2 96.1 2.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 21 19 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,749
COMMITMENTS
0 0 0 74,128 77,391 74,128 77,391 9,621 6,358
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,400)
0 0 0 -4,121 -3,999 -4,121 -3,999 -279 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 92.4 88.5 92.4 11.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 18 20 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,743
COMMITMENTS
3,100 0 0 176,516 171,502 179,616 171,502 5,127 13,241
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -8,449)
-403 0 0 -7,204 -8,974 -7,607 -8,974 -842 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 95.5 92.8 97.2 92.8 2.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 13 18 14 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,684
COMMITMENTS
3,536 0 0 94,195 97,217 97,731 97,217 6,953 7,467
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -10,362)
-2,046 -478 -261 -8,547 -9,286 -10,854 -10,025 492 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 90.0 92.9 93.4 92.9 6.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 26 30 27 30
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,955
COMMITMENTS
217 3,887 0 35,522 31,809 35,739 35,696 1,216 1,259
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -7,882)
0 -1,324 -120 -7,378 -6,716 -7,498 -8,160 -384 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 10.5 0.0 96.1 86.1 96.7 96.6 3.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 13 13 14 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 200,713
COMMITMENTS
2,553 6,135 2,311 185,524 187,488 190,388 195,934 10,325 4,779
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -13,477)
-46 -1,510 -1,142 -13,273 -10,922 -14,461 -13,574 984 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.1 1.2 92.4 93.4 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 3 25 29 29 33
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 135,078
COMMITMENTS
0 321 749 129,539 131,817 130,288 132,887 4,790 2,191
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -11,113)
0 111 -545 -12,206 -10,525 -12,751 -10,959 1,638 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.6 95.9 97.6 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 25 31 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,162
COMMITMENTS
1,568 1,712 0 78,488 81,305 80,056 83,017 6,106 3,145
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -6,188)
0 1,712 0 -6,535 -6,424 -6,535 -4,712 347 -1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.0 0.0 91.1 94.4 92.9 96.3 7.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 25 17 26 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 29,118
COMMITMENTS
0 360 55 27,358 26,685 27,413 27,100 1,705 2,018
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,950)
0 -291 49 -2,882 -3,148 -2,833 -3,390 -1,117 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.2 94.0 91.6 94.1 93.1 5.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 9 15 10
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 316,549
COMMITMENTS
0 0 0 306,382 312,937 306,382 312,937 10,167 3,612
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -9,636)
0 -3,399 -444 -8,475 -5,587 -8,919 -9,430 -717 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 98.9 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 26 18 26 18
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 225,407
COMMITMENTS
3,096 0 0 218,834 223,313 221,930 223,313 3,477 2,094
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -12,407)
-677 -248 -258 -11,459 -12,136 -12,394 -12,642 -13 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.1 99.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 21 25 22 25
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,740
COMMITMENTS
1,625 754 1,044 32,071 32,942 34,740 34,740 0 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 2,650)
-215 9 146 2,719 2,503 2,650 2,658 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.2 3.0 92.3 94.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 3 6 23 26 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 26,854
COMMITMENTS
1,611 465 926 24,192 25,401 26,729 26,792 125 62
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -862)
-304 10 189 -739 -1,031 -854 -832 -8 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.7 3.4 90.1 94.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 4 19 18 23 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 192,018
COMMITMENTS
40,760 676 3,535 146,266 187,664 190,561 191,875 1,457 143
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,287)
2,972 280 97 -6,053 -3,639 -2,984 -3,262 -303 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 0.4 1.8 76.2 97.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 6 12 40 38 61 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,292
COMMITMENTS
150 8,062 1,264 60,605 52,918 62,019 62,244 273 48
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,882)
-45 -1,249 -120 -2,712 -1,528 -2,877 -2,897 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.9 2.0 97.3 85.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 8 5 25 24 32 32
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| 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: 39,472
COMMITMENTS
75 2,840 692 38,189 35,736 38,956 39,268 516 204
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 1,557)
25 580 -212 1,666 1,189 1,479 1,557 78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.2 1.8 96.7 90.5 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 16 19 18 23
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| 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: 46,202
COMMITMENTS
10,215 6,186 157 35,449 39,577 45,821 45,920 381 282
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,117)
-75 5 -80 -941 -1,040 -1,096 -1,115 -21 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 13.4 0.3 76.7 85.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 4 1 23 29 26 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,629
COMMITMENTS
5,595 4,993 1,053 47,652 48,485 54,300 54,531 329 98
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,502)
-414 -46 -102 -939 -1,352 -1,455 -1,500 -47 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.1 1.9 87.2 88.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 1 4 25 27 32 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,230
COMMITMENTS
436 5,525 1,109 65,416 60,481 66,961 67,115 269 115
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,540)
-278 91 -39 -2,171 -2,607 -2,488 -2,555 -52 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.2 1.6 97.3 90.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 25 26 27 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,476
COMMITMENTS
802 6,423 1,007 82,305 76,996 84,114 84,426 362 50
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,824)
-153 51 -71 -2,555 -2,789 -2,779 -2,809 -45 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.6 1.2 97.4 91.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 2 28 27 30 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,228
COMMITMENTS
66 0 17 30,120 29,817 30,203 29,834 25 394
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 500)
0 0 0 495 500 495 500 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 99.6 98.6 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 23 20 25 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 37,231
COMMITMENTS
250 50 0 36,837 37,172 37,087 37,222 144 9
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -65)
0 0 0 -59 -70 -59 -70 -6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 98.9 99.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 16 20 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 33,912
COMMITMENTS
500 2,320 10 33,102 31,582 33,612 33,912 300 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 2,450)
0 0 0 2,400 2,450 2,400 2,450 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.8 0.0 97.6 93.1 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 17 14 19 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 137,521
COMMITMENTS
7,659 11,915 6,373 122,617 118,533 136,649 136,821 872 700
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 83)
596 108 -102 -572 -384 -78 -377 161 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.7 4.6 89.2 86.2 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 7 13 43 37 62 50
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 44,397
COMMITMENTS
0 7,583 663 43,548 36,089 44,211 44,335 186 62
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 124)
0 262 -22 156 -178 134 62 -10 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.1 1.5 98.1 81.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 18 16 19 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 39,774
COMMITMENTS
54 5,107 1,535 37,999 33,070 39,588 39,712 186 62
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -42)
-212 50 20 160 -174 -32 -104 -10 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.8 3.9 95.5 83.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 17 17 18 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 80,524
COMMITMENTS
5,106 650 2,290 72,666 76,571 80,062 79,511 462 1,013
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 540)
372 0 -302 443 707 513 405 27 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.8 2.8 90.2 95.1 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 1 5 25 25 33 31
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,638
COMMITMENTS
200 378 0 38,101 37,805 38,301 38,183 337 455
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 235)
0 0 0 225 174 225 174 10 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 0.0 98.6 97.8 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 22 18 23 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,139
COMMITMENTS
452 323 0 46,444 46,740 46,896 47,063 243 76
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -181)
170 0 0 -236 -211 -66 -211 -115 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 0.0 98.5 99.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 20 20 22 22
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,333
COMMITMENTS
2,071 0 10 40,219 43,138 42,300 43,148 1,033 185
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,838)
177 0 0 -3,906 -3,659 -3,729 -3,659 -109 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 92.8 99.5 97.6 99.6 2.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 18 20 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,762
COMMITMENTS
2,782 364 167 45,398 48,051 48,347 48,582 415 180
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,715)
183 90 -25 -2,844 -2,780 -2,686 -2,715 -29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.7 0.3 93.1 98.5 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 1 23 20 26 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| 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: 78,093
COMMITMENTS
746 287 720 76,317 77,061 77,783 78,068 310 25
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,089)
-5 -474 86 -4,138 -3,638 -4,057 -4,026 -32 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.4 0.9 97.7 98.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 26 29 29 34
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,485
COMMITMENTS
1,836 1,431 1,177 100,787 101,629 103,800 104,237 685 248
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,078)
-646 653 429 -2,792 -4,122 -3,009 -3,040 -69 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.4 1.1 96.5 97.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 5 27 29 34 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 53,885
COMMITMENTS
882 875 767 51,830 52,228 53,479 53,870 406 15
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,798)
-122 -442 -26 -3,657 -3,345 -3,805 -3,813 7 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 1.4 96.2 96.9 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 2 21 18 25 21
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| 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: 44,888
COMMITMENTS
185 945 460 44,102 43,483 44,747 44,888 141 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,885)
60 -250 -75 -2,870 -2,560 -2,885 -2,885 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 1.0 98.2 96.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 16 17 17 20
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| 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: 40,865
COMMITMENTS
0 616 0 40,301 40,189 40,301 40,805 564 60
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,181)
-338 -14 -32 -1,935 -2,163 -2,305 -2,209 124 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 98.6 98.3 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 22 20 22 23
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 45,049
COMMITMENTS
989 2,854 34 43,807 41,947 44,830 44,835 219 214
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,066)
-533 -261 -2 -3,495 -3,803 -4,030 -4,066 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.3 0.1 97.2 93.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 1 24 23 27 28
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,604
COMMITMENTS
0 1,565 0 13,735 12,750 13,735 14,315 869 289
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -844)
0 -195 0 -1,197 -643 -1,197 -838 353 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.7 0.0 94.0 87.3 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 15 13 15 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 13,847
COMMITMENTS
0 3,375 0 12,820 10,333 12,820 13,708 1,027 139
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 346)
0 2,435 0 -50 -2,164 -50 271 396 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.4 0.0 92.6 74.6 92.6 99.0 7.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 12 15 15
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,456
COMMITMENTS
64 938 126 23,373 23,033 23,563 24,097 893 359
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,323)
-200 55 -40 -1,046 -1,537 -1,286 -1,522 -37 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.8 0.5 95.6 94.2 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 16 17 18 22
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 14,680
COMMITMENTS
160 0 0 13,835 14,197 13,995 14,197 685 483
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -910)
-145 0 0 -737 -1,278 -882 -1,278 -28 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 94.2 96.7 95.3 96.7 4.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 12 16 12
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,865
COMMITMENTS
2,707 2,217 153 26,659 27,052 29,519 29,422 346 443
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,584)
212 -338 -273 -2,600 -2,217 -2,661 -2,828 77 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.4 0.5 89.3 90.6 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 1 26 22 31 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,979
COMMITMENTS
3,862 2,038 116 16,690 18,460 20,668 20,614 311 365
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 379)
2,385 -3 -97 -1,917 359 371 259 8 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.7 0.6 79.6 88.0 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 22 20 27 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,615
COMMITMENTS
1,122 0 162 13,232 14,419 14,516 14,581 99 34
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -107)
-187 0 0 130 -102 -57 -102 -50 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 1.1 90.5 98.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 16 11 20 14
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 17,305
COMMITMENTS
761 0 47 16,461 17,258 17,269 17,305 36 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -240)
-230 0 0 27 -240 -203 -240 -37 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.3 95.1 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 12 10 15 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,423
COMMITMENTS
140 0 100 15,009 15,303 15,249 15,403 174 20
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -831)
-70 0 0 -739 -831 -809 -831 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 97.3 99.2 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 16 17 19 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,472
COMMITMENTS
90 160 45 8,171 8,247 8,306 8,452 166 20
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -700)
-30 45 -45 -604 -700 -679 -700 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.9 0.5 96.4 97.3 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 17 17 18
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,835
COMMITMENTS
3,635 130 125 43,952 47,580 47,712 47,835 123 0
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,078)
125 -30 -125 -1,077 -923 -1,077 -1,078 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.3 0.3 91.9 99.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 23 20 25 23
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,995
COMMITMENTS
2,920 25 120 47,832 50,825 50,872 50,970 123 25
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,123)
120 -25 -120 -1,122 -973 -1,122 -1,118 -1 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.2 93.8 99.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 17 24 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,466
COMMITMENTS
1,587 1,170 1,413 89,138 89,782 92,138 92,365 328 101
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,780)
157 165 -285 -2,651 -2,617 -2,779 -2,737 -1 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 1.5 96.4 97.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 3 6 36 29 46 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 104,442
COMMITMENTS
2,887 1,292 1,108 100,269 101,887 104,264 104,287 178 155
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -6,537)
-400 59 -483 -5,706 -6,136 -6,589 -6,560 52 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.2 1.1 96.0 97.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 6 40 32 49 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 966,129
COMMITMENTS
46,816 5,370 134,167 784,375 825,456 965,358 964,993 771 1,136
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -23,138)
-8,393 -560 860 -15,966 -24,345 -23,499 -24,046 361 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.6 13.9 81.2 85.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 12 29 49 50 82 83
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,195
COMMITMENTS
1,485 0 0 9,690 12,105 11,175 12,105 1,020 90
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -625)
-160 0 0 -430 -625 -590 -625 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 79.5 99.3 91.6 99.3 8.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 12 17 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,595
COMMITMENTS
835 600 0 8,005 8,905 8,840 9,505 755 90
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -685)
-135 0 0 -530 -685 -665 -685 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.3 0.0 83.4 92.8 92.1 99.1 7.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 14 12 17 13
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 37,545
COMMITMENTS
2,860 7,185 800 33,727 29,540 37,387 37,525 158 20
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 1,229)
0 125 200 1,023 904 1,223 1,229 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 19.1 2.1 89.8 78.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 2 22 20 27 24
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 40,768
COMMITMENTS
2,950 5,205 460 37,327 34,918 40,737 40,583 31 185
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 470)
0 -10 10 435 470 445 470 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 12.8 1.1 91.6 85.7 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 2 25 18 29 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 1,469
COMMITMENTS
290 543 93 711 528 1,094 1,164 375 305
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -296)
-24 -56 20 -302 -235 -306 -271 10 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 37.0 6.3 48.4 35.9 74.5 79.2 25.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 6 12 12 21 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,766
COMMITMENTS
413 370 574 5,189 5,180 6,176 6,124 590 642
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,118)
-118 -77 -80 -801 -879 -999 -1,036 -119 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.5 8.5 76.7 76.6 91.3 90.5 8.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 5 7 34 33 42 44
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,224
COMMITMENTS
4,913 34 1,900 23,113 28,026 29,926 29,960 298 264
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,934)
-1,014 29 -40 -2,837 -3,948 -3,891 -3,959 -43 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.1 6.3 76.5 92.7 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 2 40 37 44 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,810
COMMITMENTS
180 485 15 12,481 11,919 12,676 12,419 134 391
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,966)
-95 425 -35 -1,770 -2,219 -1,900 -1,829 -66 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.8 0.1 97.4 93.0 99.0 96.9 1.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 21 24 24 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,797
COMMITMENTS
2,705 227 104 8,599 10,909 11,408 11,240 389 557
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,817)
-743 -127 -140 -2,910 -3,578 -3,793 -3,845 -24 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.9 0.9 72.9 92.5 96.7 95.3 3.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 3 24 33 30 37
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,566
COMMITMENTS
0 693 47 11,961 11,606 12,008 12,346 558 220
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,391)
0 -221 -7 -1,402 -1,263 -1,409 -1,491 18 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.4 95.2 92.4 95.6 98.2 4.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 17 23 19 25
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,575
COMMITMENTS
13,251 663 340 13,714 26,455 27,305 27,458 270 117
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -7,468)
-3,135 -1,736 -14 -4,309 -5,750 -7,458 -7,500 -10 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 2.4 1.2 49.7 95.9 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 2 25 36 30 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 61,879
COMMITMENTS
8,829 15,216 1,215 51,089 44,877 61,133 61,308 746 571
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -7,662)
-1,324 -3,530 -294 -6,329 -3,837 -7,947 -7,661 285 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 24.6 2.0 82.6 72.5 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
9 9 12 70 64 86 79
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,280
COMMITMENTS
0 9 91 1,732 1,778 1,823 1,878 457 402
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -931)
0 -40 -43 -628 -685 -671 -768 -260 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 4.0 76.0 78.0 80.0 82.4 20.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 17 15 18
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 21,694
COMMITMENTS
480 0 0 18,659 19,130 19,139 19,130 2,555 2,564
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 2,420)
-270 0 0 2,465 2,180 2,195 2,180 225 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 86.0 88.2 88.2 88.2 11.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 15 17 16 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 55,716
COMMITMENTS
0 269 0 54,836 54,038 54,836 54,307 880 1,409
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -90)
0 -80 0 -120 -34 -120 -114 30 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.4 97.0 98.4 97.5 1.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 26 27 26 28
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,399
COMMITMENTS
0 0 0 12,264 12,354 12,264 12,354 135 45
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -461)
0 0 0 -596 -461 -596 -461 135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 17 16 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 106,637
COMMITMENTS
0 0 0 94,707 90,147 94,707 90,147 11,930 16,490
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 1,030)
0 0 0 880 945 880 945 150 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 84.5 88.8 84.5 11.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 4,845
COMMITMENTS
45 175 20 4,608 4,645 4,673 4,840 172 5
CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,607)
-20 -75 20 -1,573 -1,557 -1,573 -1,612 -34 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 0.4 95.1 95.9 96.4 99.9 3.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 14 19 16
Updated December 10, 2021