NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 135,159
COMMITMENTS
40,003 6,516 8,045 87,111 120,598 135,159 135,159 0 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.8 6.0 64.5 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 3 5 17 9 27 15
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 248,298
COMMITMENTS
89,412 13,621 14,968 143,897 219,709 248,277 248,298 21 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,721)
1,085 -160 98 538 1,783 1,721 1,721 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 5.5 6.0 58.0 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 5 7 25 19 38 30
CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 103,202
COMMITMENTS
61,078 42,219 14,322 27,624 46,527 103,024 103,069 178 133
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -1,321)
-2,237 -430 -640 1,532 -275 -1,344 -1,344 23 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 40.9 13.9 26.8 45.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
53 26 37 34 28 99 79
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 27,972
COMMITMENTS
3,846 6,331 4,950 19,175 16,691 27,971 27,972 1 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 22.6 17.7 68.6 59.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 2 12 6 18 9
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 42,582
COMMITMENTS
8,451 32,034 1,649 32,399 8,899 42,499 42,582 83 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,242)
2,260 1,020 500 475 1,734 3,235 3,254 7 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 75.2 3.9 76.1 20.9 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 12 5 8 6 19 19
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 13,482
COMMITMENTS
2,481 1,410 119 10,882 11,953 13,482 13,482 0 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 0)
0 250 0 0 -250 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 10.5 0.9 80.7 88.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 8 11 10 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 11,902
COMMITMENTS
510 2,950 490 10,902 8,462 11,902 11,902 0 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 24.8 4.1 91.6 71.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 11 11 14 15
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 43,242
COMMITMENTS
8,645 29,641 0 34,597 13,601 43,242 43,242 0 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -1,641)
125 -1,716 0 -1,766 75 -1,641 -1,641 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 68.5 0.0 80.0 31.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 0 17 14 22 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,011
COMMITMENTS
11,072 12,662 1,650 25,289 23,699 38,011 38,011 0 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 33.3 4.3 66.5 62.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 3 2 15 7 21 11
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 18,111
COMMITMENTS
2,555 6,678 400 15,156 11,033 18,111 18,111 0 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 36.9 2.2 83.7 60.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 11 8 15 10
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 127,764
COMMITMENTS
68,893 36,156 23,750 34,975 67,834 127,618 127,740 146 24
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 8,797)
6,410 6,564 876 1,536 1,355 8,821 8,794 -24 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 28.3 18.6 27.4 53.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
49 15 16 21 20 74 47
RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 57,154
COMMITMENTS
8,334 10,186 259 48,515 46,676 57,108 57,121 46 33
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -2,146)
-23 38 14 -2,073 -2,122 -2,082 -2,070 -64 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 17.8 0.5 84.9 81.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 10 3 19 17 37 28
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 19,891
COMMITMENTS
7,171 3,000 0 12,705 16,891 19,876 19,891 15 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,390)
311 200 0 2,107 2,190 2,418 2,390 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 15.1 0.0 63.9 84.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 2 0 9 7 17 9
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,817
COMMITMENTS
947 155 179 5,589 6,433 6,715 6,767 102 50
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 719)
831 0 20 -7 719 844 739 -125 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 2.3 2.6 82.0 94.4 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 16 19 19 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 35,690
COMMITMENTS
12,125 410 5,350 17,938 29,882 35,413 35,642 277 48
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,221)
26 0 361 727 860 1,114 1,221 107 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 1.1 15.0 50.3 83.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 2 8 30 43 38 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,912
COMMITMENTS
0 10,365 1,881 14,829 4,651 16,710 16,897 202 15
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 294)
-258 -278 455 13 102 210 279 84 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 61.3 11.1 87.7 27.5 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 6 4 22 16 26 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,511
COMMITMENTS
1,025 2,990 448 4,961 2,953 6,434 6,391 77 120
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 423)
165 104 -86 341 405 420 423 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 45.9 6.9 76.2 45.4 98.8 98.2 1.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 6 19 14 26 20
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,118,795
COMMITMENTS
480,156 213,044 808,343 4765310 5048860 6053809 6070247 64,986 48,548
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 102,320)
22,332 7,260 -27,879 80,276 94,940 74,729 74,321 27,591 27,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 3.5 13.2 77.9 82.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
43 29 58 165 131 236 193
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,375,725
COMMITMENTS
169,406 86,402 1350729 1854303 1937677 3374438 3374808 1,287 917
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 181,558)
7,796 3,777 116,727 57,238 60,952 181,761 181,456 -202 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.6 40.0 54.9 57.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 11 37 55 57 96 94
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,050
COMMITMENTS
2,424 0 14 157,839 158,627 160,277 158,641 10,773 12,409
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,846)
2,424 0 14 797 1,860 3,235 1,874 -1,389 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 92.3 92.7 93.7 92.7 6.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 24 16 26 17
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 151,269
COMMITMENTS
5,416 0 133 132,435 143,100 137,984 143,233 13,285 8,036
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,517)
1,741 0 133 -430 1,868 1,444 2,001 1,073 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.1 87.5 94.6 91.2 94.7 8.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 22 23 26 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,658
COMMITMENTS
10,470 1,101 1,755 295,518 316,867 307,743 319,723 16,915 4,935
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 9,137)
-3,681 -121 -642 12,653 9,983 8,330 9,220 807 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.3 0.5 91.0 97.6 94.8 98.5 5.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 4 30 34 37 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 827,909
COMMITMENTS
6,338 3,322 3,028 807,284 818,690 816,650 825,040 11,259 2,869
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 10,003)
743 46 -302 9,532 10,656 9,973 10,400 30 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.4 0.4 97.5 98.9 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 5 45 31 51 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 346,373
COMMITMENTS
23,556 10,285 31 313,552 329,758 337,139 340,074 9,234 6,299
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,170)
2,445 245 -279 1,367 3,753 3,533 3,719 -363 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.0 0.0 90.5 95.2 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 3 1 39 36 42 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 563,884
COMMITMENTS
982 34,282 3,240 555,543 517,411 559,765 554,933 4,119 8,951
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -2,884)
-690 -458 -231 -2,410 -1,686 -3,331 -2,375 447 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.1 0.6 98.5 91.8 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
2 7 5 48 52 55 59
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 532,250
COMMITMENTS
2,015 30,508 3,482 519,313 489,658 524,810 523,648 7,440 8,602
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 6,889)
-1,177 7,525 -4,678 13,032 6,837 7,177 9,684 -288 -2,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.7 0.7 97.6 92.0 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
1 10 6 45 43 52 53
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,640
COMMITMENTS
765 0 360 53,388 58,492 54,513 58,852 5,127 788
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,742)
765 -184 60 4,057 3,771 4,882 3,647 -1,140 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.6 89.5 98.1 91.4 98.7 8.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 24 16 26 17
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 348,209
COMMITMENTS
0 13,347 4,074 340,349 325,281 344,423 342,702 3,786 5,507
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 675)
0 -4,609 1,663 -749 5,362 914 2,416 -239 -1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 1.2 97.7 93.4 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 3 2 32 36 34 39
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 202,712
COMMITMENTS
0 4,801 0 195,096 195,450 195,096 200,251 7,616 2,461
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,851)
0 580 0 3,515 2,887 3,515 3,467 336 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 96.2 96.4 96.2 98.8 3.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 22 20 22 22
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,911
COMMITMENTS
3,936 20,065 465 274,816 261,637 279,217 282,167 8,694 5,744
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 6,365)
2,782 1,399 31 3,037 4,139 5,850 5,569 515 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.0 0.2 95.5 90.9 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 17 23 19 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,180
COMMITMENTS
14,692 0 0 36,774 53,248 51,466 53,248 2,714 932
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 9,114)
9,051 0 0 -1,006 9,238 8,045 9,238 1,069 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 0.0 0.0 67.9 98.3 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 0 0 18 23 24 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 775,761
COMMITMENTS
31,711 4,568 4,859 730,322 759,750 766,892 769,177 8,869 6,584
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 12,323)
7,215 1,022 619 6,403 10,683 14,237 12,324 -1,914 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.6 0.6 94.1 97.9 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 2 5 54 41 61 46
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,592
COMMITMENTS
45,985 0 0 196,512 245,791 242,497 245,791 6,095 2,801
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 4,434)
4,602 0 -20 -1,134 4,653 3,448 4,633 986 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 0.0 79.1 98.9 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 22 25 25 25
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,889
COMMITMENTS
10,547 34,321 5,059 141,205 115,011 156,811 154,391 2,078 4,498
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 25,620)
8,594 10,926 1,209 15,414 13,485 25,217 25,620 403 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 21.6 3.2 88.9 72.4 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 7 3 24 27 33 34
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,774
COMMITMENTS
21,103 61,249 5,517 188,442 147,971 215,062 214,737 3,712 4,037
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 25,403)
8,222 11,360 1,581 15,600 12,427 25,403 25,368 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 28.0 2.5 86.1 67.6 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 7 6 40 42 53 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 360,433
COMMITMENTS
0 28,596 1,282 358,096 328,672 359,378 358,550 1,055 1,883
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 4,237)
0 2,106 -456 4,755 2,486 4,299 4,136 -62 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.4 99.4 91.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 2 34 34 36 37
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 36,196
COMMITMENTS
2,579 1,684 0 31,439 33,408 34,018 35,092 2,178 1,104
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 4,210)
1,550 372 0 2,350 4,018 3,900 4,390 310 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 4.7 0.0 86.9 92.3 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 0 18 18 21 21
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,522
COMMITMENTS
8,374 3,118 6,675 232,131 242,993 247,180 252,786 12,342 6,736
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,782)
994 1,580 -46 3,311 1,311 4,259 2,845 -477 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.2 2.6 89.4 93.6 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 2 3 34 33 42 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,440
COMMITMENTS
0 1,436 0 62,046 60,183 62,046 61,619 394 821
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,449)
0 434 0 2,418 1,767 2,418 2,201 31 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 99.4 96.4 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 0 21 22 21 25
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,157
COMMITMENTS
9 0 516 95,577 97,579 96,102 98,095 10,055 8,062
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,963)
9 0 516 2,535 5,307 3,060 5,823 -97 -2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.5 90.0 91.9 90.5 92.4 9.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 16 15 17
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 300,826
COMMITMENTS
2,351 17,484 273 293,653 271,740 296,277 289,497 4,549 11,329
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 11,233)
157 -1,948 273 10,155 12,078 10,585 10,403 648 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 5.8 0.1 97.6 90.3 98.5 96.2 1.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 2 34 28 37 32
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,081
COMMITMENTS
0 426 6 134,647 136,836 134,653 137,268 5,428 2,813
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,259)
0 426 6 1,204 1,915 1,210 2,347 49 -1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.1 97.7 96.1 98.0 3.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 20 24 21
NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,219
COMMITMENTS
0 217 0 65,330 65,370 65,330 65,587 7,889 7,632
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,119)
0 217 0 3,600 1,136 3,600 1,353 -1,481 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 89.2 89.3 89.2 89.6 10.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 19 12 19 13
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,049
COMMITMENTS
0 0 0 38,780 44,411 38,780 44,411 6,269 638
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,168)
0 0 0 1,299 2,633 1,299 2,633 -131 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.1 98.6 86.1 98.6 13.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 16 15 16
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,242
COMMITMENTS
3,105 0 0 153,287 152,471 156,392 152,471 2,850 6,771
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,441)
-74 0 0 529 1,621 455 1,621 986 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 96.3 95.7 98.2 95.7 1.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 18 19 18
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,982
COMMITMENTS
5,555 10,009 1,403 97,297 89,977 104,255 101,389 11,727 14,593
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 540)
1,739 2,431 -2,147 -779 -967 -1,187 -683 1,727 1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 8.6 1.2 83.9 77.6 89.9 87.4 10.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 26 28 30 31
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,480
COMMITMENTS
3,171 0 0 82,728 89,150 85,899 89,150 6,581 3,330
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 673)
345 0 0 461 428 806 428 -133 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 89.5 96.4 92.9 96.4 7.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 15 18 16 18
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,135
COMMITMENTS
0 390 0 55,113 54,710 55,113 55,100 2,022 2,035
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,031)
0 0 0 899 1,085 899 1,085 132 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 96.5 95.8 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 14 17 14 18
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,297
COMMITMENTS
2,750 2,307 3,025 174,482 177,439 180,257 182,771 10,040 7,526
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,305)
467 -38 1 1,347 2,483 1,815 2,446 490 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.2 1.6 91.7 93.2 94.7 96.0 5.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 2 4 26 32 32 36
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 86,315
COMMITMENTS
1,424 2,106 0 78,932 75,615 80,356 77,721 5,959 8,594
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,178)
0 1,730 0 3,172 2,564 3,172 4,294 6 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.4 0.0 91.4 87.6 93.1 90.0 6.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 20 21 21 22
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 34,209
COMMITMENTS
577 0 31 32,668 33,021 33,276 33,052 933 1,157
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,190)
217 0 31 1,484 880 1,732 911 -542 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 95.5 96.5 97.3 96.6 2.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 15 12 17 13
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 156,220
COMMITMENTS
651 4,631 0 147,934 143,219 148,585 147,850 7,635 8,370
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 7,068)
93 869 0 6,067 6,321 6,160 7,190 908 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.0 0.0 94.7 91.7 95.1 94.6 4.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 0 28 25 29 27
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 59,218
COMMITMENTS
1,097 0 0 56,393 57,593 57,490 57,593 1,728 1,625
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,298)
155 0 0 1,023 2,236 1,178 2,236 1,120 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.2 97.3 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 15 15 15
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 167,098
COMMITMENTS
22,925 0 481 133,241 160,354 156,647 160,835 10,451 6,263
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,148)
-1,700 0 -100 3,874 1,119 2,074 1,019 74 1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.3 79.7 96.0 93.7 96.3 6.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 0 1 31 36 37 37
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 51,191
COMMITMENTS
1,278 2,792 30 48,385 48,369 49,693 51,191 1,498 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 8,787)
828 899 30 8,012 7,979 8,870 8,908 -83 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.5 0.1 94.5 94.5 97.1 100.0 2.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 1 26 19 29 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 310,315
COMMITMENTS
279 1,743 651 296,700 305,932 297,630 308,326 12,685 1,989
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 808)
279 884 651 -512 495 418 2,030 390 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.2 95.6 98.6 95.9 99.4 4.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 24 23 27 26
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,300
COMMITMENTS
2,187 3,771 723 90,318 88,454 93,228 92,948 6,072 6,352
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,458)
0 3,334 -124 2,444 1,947 2,320 5,157 138 -2,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.8 0.7 91.0 89.1 93.9 93.6 6.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 19 16 21 18
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 38,307
COMMITMENTS
1,583 0 0 36,000 35,848 37,583 35,848 724 2,459
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,325)
713 0 0 1,488 2,538 2,201 2,538 124 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 94.0 93.6 98.1 93.6 1.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 10 15 12 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 258,587
COMMITMENTS
1,429 9,318 7,826 240,994 239,027 250,249 256,171 8,338 2,416
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 5,233)
90 2,861 -1,718 6,430 4,111 4,802 5,254 431 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.6 3.0 93.2 92.4 96.8 99.1 3.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 4 22 25 26 30
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 24,814
COMMITMENTS
0 2,504 496 24,015 20,572 24,511 23,572 303 1,242
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,759)
0 -434 434 2,232 2,573 2,666 2,573 93 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 2.0 96.8 82.9 98.8 95.0 1.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 15 16 16
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 50,826
COMMITMENTS
3,707 0 7 38,721 47,240 42,435 47,247 8,391 3,579
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 862)
965 0 7 -1,489 995 -517 1,002 1,379 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 76.2 92.9 83.5 93.0 16.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 13 16 16 17
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,784
COMMITMENTS
819 137 150 26,671 27,469 27,640 27,756 144 28
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 496)
25 0 0 471 496 496 496 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.5 0.5 96.0 98.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 1 22 24 26 27
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,649
COMMITMENTS
1,705 0 78 17,836 19,571 19,619 19,649 30 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 120)
-23 0 -2 145 122 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.4 90.8 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 2 19 18 23 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 214,478
COMMITMENTS
48,964 7,403 15,157 149,654 191,188 213,775 213,748 703 730
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 717)
-1,403 -2,905 1,958 160 1,711 715 764 2 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 3.5 7.1 69.8 89.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 13 14 38 39 55 63
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 78,698
COMMITMENTS
2,064 5,808 2,857 73,096 69,903 78,017 78,568 681 130
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,013)
240 -194 560 1,198 1,627 1,998 1,993 15 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 7.4 3.6 92.9 88.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 9 6 26 18 35 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 60,217
COMMITMENTS
1,159 7,283 2,138 56,508 50,796 59,805 60,217 412 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,215)
415 -585 560 240 1,240 1,215 1,215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 12.1 3.6 93.8 84.4 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 4 18 15 24 20
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 53,666
COMMITMENTS
3,016 4,164 2,128 48,055 47,291 53,199 53,583 467 83
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 842)
13 724 -4 821 107 830 827 12 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.8 4.0 89.5 88.1 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 6 28 28 36 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 63,541
COMMITMENTS
387 6,893 2,353 59,966 54,052 62,706 63,298 835 243
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,076)
82 36 16 936 978 1,034 1,030 42 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 10.8 3.7 94.4 85.1 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 11 6 30 30 38 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,691
COMMITMENTS
747 11,113 14 65,618 55,489 66,379 66,616 312 75
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 722)
-60 300 11 765 411 716 722 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 16.7 0.0 98.4 83.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 1 30 30 31 35
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,055
COMMITMENTS
1,353 11,535 0 84,296 74,142 85,649 85,677 406 378
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,288)
-60 360 0 2,348 1,945 2,288 2,305 0 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.4 0.0 98.0 86.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 5 0 31 30 32 35
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,553
COMMITMENTS
0 270 0 35,300 34,988 35,300 35,258 253 295
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,226)
0 0 0 1,225 1,216 1,225 1,216 1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.3 98.4 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 15 17 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 36,894
COMMITMENTS
0 300 0 36,736 36,588 36,736 36,888 158 6
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 740)
0 0 0 740 740 740 740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.6 99.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 17 16 17 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 44,168
COMMITMENTS
388 11,905 39 43,702 32,224 44,129 44,168 39 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,854)
0 0 0 1,818 1,854 1,818 1,854 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 27.0 0.1 98.9 73.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 2 22 18 25 23
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,296
COMMITMENTS
250 9,550 0 40,016 30,614 40,266 40,164 30 132
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,120)
0 0 0 2,120 2,120 2,120 2,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 23.7 0.0 99.3 76.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 22 15 23 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 155,920
COMMITMENTS
19,457 8,560 8,594 127,048 138,591 155,098 155,745 822 175
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 4,270)
-111 688 353 4,049 3,191 4,292 4,233 -22 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 5.5 5.5 81.5 88.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 8 13 40 41 58 55
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 32,000
COMMITMENTS
0 2,108 0 31,328 29,651 31,328 31,759 672 241
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,618)
0 0 0 1,558 1,618 1,558 1,618 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 97.9 92.7 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 18 16 19
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,347
COMMITMENTS
0 2,108 0 28,675 26,998 28,675 29,106 672 241
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,917)
0 0 0 1,857 1,917 1,857 1,917 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 97.7 92.0 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 17 16 18
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 50,400
COMMITMENTS
0 10,609 0 50,380 39,677 50,380 50,286 20 114
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 939)
0 0 0 939 939 939 939 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.0 0.0 100.0 78.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 0 19 18 19 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 46,579
COMMITMENTS
0 10,559 0 46,378 35,873 46,378 46,432 201 147
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 447)
0 0 0 483 433 483 433 -36 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.7 0.0 99.6 77.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 19 18 19 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 115,884
COMMITMENTS
20,508 4,170 939 93,437 109,956 114,884 115,065 1,000 819
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 4,384)
-700 0 602 4,468 3,818 4,370 4,420 14 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.6 0.8 80.6 94.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 3 27 29 34 35
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,168
COMMITMENTS
25 165 50 41,779 41,635 41,854 41,850 314 318
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,099)
0 0 0 2,099 2,075 2,099 2,075 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 0.1 99.1 98.7 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 22 16 23 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,903
COMMITMENTS
0 458 214 49,032 48,990 49,246 49,662 657 241
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 647)
0 82 0 367 381 367 463 280 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.4 98.3 98.2 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 2 18 16 20 20
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,966
COMMITMENTS
1,784 250 0 43,883 45,181 45,667 45,431 299 535
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 38)
0 0 0 38 38 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.0 95.5 98.3 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 0 25 22 28 24
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,728
COMMITMENTS
1,759 200 0 46,667 48,033 48,426 48,233 302 495
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 479)
0 50 0 479 429 479 479 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.4 0.0 95.8 98.6 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 26 26 28 27
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 71,804
COMMITMENTS
886 4,611 196 70,246 66,406 71,328 71,213 476 591
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,526)
217 190 -31 2,350 2,311 2,536 2,470 -10 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.4 0.3 97.8 92.5 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 2 25 30 29 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 86,447
COMMITMENTS
1,413 3,860 642 83,628 81,516 85,683 86,018 764 429
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,623)
47 -105 -8 2,540 2,708 2,579 2,595 44 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 4.5 0.7 96.7 94.3 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 8 6 27 33 34 45
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 42,435
COMMITMENTS
110 2,541 1,378 40,722 38,516 42,210 42,435 225 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -3,480)
0 200 0 -3,480 -3,680 -3,480 -3,480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.0 3.2 96.0 90.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 3 21 18 25 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| 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: 42,123
COMMITMENTS
0 2,650 600 41,378 38,873 41,978 42,123 145 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -4,710)
0 -50 0 -4,710 -4,660 -4,710 -4,710 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 1.4 98.2 92.3 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 1 16 12 17 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,972
COMMITMENTS
3,415 1,041 1,065 42,941 45,153 47,421 47,259 551 713
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 337)
-2,640 493 0 2,905 -156 265 337 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.2 2.2 89.5 94.1 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 26 26 31 30
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,678
COMMITMENTS
636 2,031 2,026 39,177 38,278 41,839 42,335 839 343
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 582)
274 392 -103 411 269 582 558 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 4.8 4.7 91.8 89.7 98.0 99.2 2.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 3 26 28 32 33
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,195
COMMITMENTS
468 82 0 13,261 13,674 13,729 13,756 466 439
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 609)
0 0 0 474 554 474 554 135 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.6 0.0 93.4 96.3 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 16 13 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 36,967
COMMITMENTS
640 77 133 35,305 36,586 36,078 36,796 889 171
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,146)
50 -29 14 2,074 2,149 2,138 2,134 8 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.2 0.4 95.5 99.0 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 21 17 24 19
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 28,306
COMMITMENTS
50 142 0 27,875 28,104 27,925 28,246 381 60
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,795)
0 0 0 1,804 1,795 1,804 1,795 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 98.5 99.3 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 17 13 18 14
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,017
COMMITMENTS
235 2,306 257 30,872 29,262 31,364 31,825 653 192
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 775)
-55 -11 0 879 760 824 749 -49 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.2 0.8 96.4 91.4 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 3 28 23 33 28
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 21,249
COMMITMENTS
1,053 482 311 19,387 20,061 20,751 20,854 498 395
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 264)
0 5 15 289 220 304 240 -40 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.3 1.5 91.2 94.4 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 3 23 19 27 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 13,505
COMMITMENTS
350 5 570 12,516 12,918 13,436 13,493 69 12
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 243)
-100 0 25 318 215 243 240 0 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 4.2 92.7 95.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 16 15 21 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 12,862
COMMITMENTS
811 875 2 12,045 11,985 12,858 12,862 4 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 305)
105 0 0 200 305 305 305 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.8 0.0 93.6 93.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 13 9 15 11
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,118
COMMITMENTS
1,885 155 0 43,489 45,773 45,374 45,928 744 190
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,020)
25 0 0 995 1,020 1,020 1,020 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.3 0.0 94.3 99.3 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 18 13 22 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,584
COMMITMENTS
1,815 155 0 46,510 48,429 48,325 48,584 259 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 960)
25 0 0 935 960 960 960 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.3 0.0 95.7 99.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 0 20 14 24 15
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,160
COMMITMENTS
8,905 1,026 211 72,274 80,508 81,390 81,745 770 415
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,340)
485 27 -76 955 1,230 1,364 1,181 -24 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.2 0.3 88.0 98.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 3 35 36 43 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 86,423
COMMITMENTS
11,818 4,429 308 73,807 81,390 85,933 86,127 490 296
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 2,044)
1,166 242 -93 1,026 1,805 2,099 1,954 -55 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.1 0.4 85.4 94.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 11 7 42 39 54 53
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 675,666
COMMITMENTS
43,140 12,826 98,457 532,730 563,916 674,327 675,199 1,339 467
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 8,428)
2,016 -1,366 -390 6,435 10,249 8,061 8,493 367 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.9 14.6 78.8 83.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 23 34 50 50 89 94
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,005
COMMITMENTS
2,581 25 40 19,649 22,940 22,270 23,005 735 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 244)
0 0 0 106 244 106 244 138 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.1 0.2 85.4 99.7 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 19 16 22 18
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,803
COMMITMENTS
1,886 0 15 20,377 22,788 22,278 22,803 525 0
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 293)
0 0 0 155 293 155 293 138 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.1 89.4 99.9 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 19 16 21 17
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,500
COMMITMENTS
1,220 230 600 2,355 3,150 4,175 3,980 325 520
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -1,185)
-305 -190 -80 -950 -1,005 -1,335 -1,275 150 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 5.1 13.3 52.3 70.0 92.8 88.4 7.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 4 15 15 19 21
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 62,066
COMMITMENTS
1,499 6,177 4,620 55,528 51,259 61,647 62,056 419 10
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 132)
0 15 5 103 141 108 161 24 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 10.0 7.4 89.5 82.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 4 30 24 36 28
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 52,808
COMMITMENTS
5,300 8,445 200 47,198 43,983 52,698 52,628 110 180
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 440)
1,300 115 0 -860 325 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 16.0 0.4 89.4 83.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 1 22 22 25 26
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 11,780
COMMITMENTS
1,600 1,100 125 9,980 10,485 11,705 11,710 75 70
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 9.3 1.1 84.7 89.0 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 14 15 16
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,087
COMMITMENTS
696 345 181 590 1,091 1,467 1,617 620 470
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 133)
-60 55 23 35 90 -2 168 135 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 16.5 8.7 28.3 52.3 70.3 77.5 29.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 7 8 10 11 20 22
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,981
COMMITMENTS
494 643 1,171 5,243 5,359 6,908 7,173 1,073 808
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 320)
-110 -142 141 49 182 80 181 240 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 8.1 14.7 65.7 67.1 86.6 89.9 13.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 11 13 28 33 41 49
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,224
COMMITMENTS
8,486 141 1,504 17,189 25,381 27,179 27,026 45 198
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,351)
655 0 -226 903 1,577 1,332 1,351 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 0.5 5.5 63.1 93.2 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 5 39 36 45 42
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,417
COMMITMENTS
5,412 937 705 8,171 12,461 14,288 14,103 129 314
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 846)
100 -10 105 623 751 828 846 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 6.5 4.9 56.7 86.4 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 3 20 20 25 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,353
COMMITMENTS
2,498 2,865 1,273 12,382 11,908 16,153 16,046 200 307
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 444)
86 105 -30 362 408 418 483 26 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 17.5 7.8 75.7 72.8 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 7 9 39 37 50 48
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,041
COMMITMENTS
6 597 394 9,262 8,727 9,662 9,718 379 323
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 305)
-39 0 30 314 280 305 310 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.9 3.9 92.2 86.9 96.2 96.8 3.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 3 15 18 18 22
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 46,067
COMMITMENTS
34,908 703 1,349 9,770 43,905 46,027 45,957 40 110
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,798)
1,730 -25 255 1,813 3,568 3,798 3,798 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.8 1.5 2.9 21.2 95.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 5 20 33 28 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 80,916
COMMITMENTS
8,566 43,003 4,547 66,778 32,929 79,891 80,479 1,025 437
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 3,656)
-551 2,356 -270 4,482 1,570 3,661 3,656 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 53.1 5.6 82.5 40.7 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
11 14 18 74 60 95 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,709
COMMITMENTS
426 137 165 1,332 1,989 1,923 2,291 786 418
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 217)
110 13 17 190 315 317 345 -100 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.1 6.1 49.2 73.4 71.0 84.6 29.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 3 16 18 21 22
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 31,158
COMMITMENTS
0 51 75 31,078 31,022 31,153 31,148 5 10
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,545)
0 0 0 1,540 1,535 1,540 1,535 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.2 99.7 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 18 25 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,713
COMMITMENTS
0 165 0 18,619 18,331 18,619 18,496 94 217
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -6,001)
0 0 0 -6,045 -6,167 -6,045 -6,167 44 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 99.5 98.0 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 17 19 18
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,606
COMMITMENTS
0 0 0 9,606 9,393 9,606 9,393 0 213
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: -755)
0 0 0 -755 -820 -755 -820 0 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 97.8 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 17 13 17
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,603
COMMITMENTS
293 605 468 5,317 5,511 6,078 6,584 525 19
CHANGES FROM 11/15/22 (CHANGE IN OPEN INTEREST: 1,203)
-41 321 322 885 573 1,166 1,216 37 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.2 7.1 80.5 83.5 92.0 99.7 8.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 16 15 20 20
Updated November 28, 2022