CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,695
COMMITMENTS
2,909 1,213 0 8,783 10,482 11,692 11,695 3 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 10.4 0.0 75.1 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 10 9 14 10
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 26,980
COMMITMENTS
4,581 3,501 0 22,137 23,229 26,718 26,730 262 250
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -878)
-1,170 -100 0 42 -1,028 -1,128 -1,128 250 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 13.0 0.0 82.0 86.1 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 4 0 17 11 23 15
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 120,994
COMMITMENTS
20,250 28,429 11,370 89,008 80,869 120,628 120,668 366 326
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,688)
155 -2,217 -126 -1,988 407 -1,959 -1,936 271 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 23.5 9.4 73.6 66.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
24 13 15 30 28 61 49
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 141,839
COMMITMENTS
39,996 16,722 2,916 98,927 122,201 141,839 141,839 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 900)
-16 0 716 200 184 900 900 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 11.8 2.1 69.7 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 4 16 16 23 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 148,890
COMMITMENTS
21,834 25,619 3,961 123,095 119,309 148,890 148,890 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,039)
37 0 -37 2,039 2,076 2,039 2,039 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 17.2 2.7 82.7 80.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 4 5 20 12 28 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 88,393
COMMITMENTS
33,234 15,253 7,238 45,391 65,775 85,862 88,266 2,531 127
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 10,763)
1,622 4,230 -38 7,019 6,575 8,602 10,766 2,161 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 17.3 8.2 51.4 74.4 97.1 99.9 2.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 6 9 24 21 45 33
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 23,580
COMMITMENTS
2,785 850 0 20,795 22,730 23,580 23,580 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -2,590)
-2,590 0 0 0 -2,590 -2,590 -2,590 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.6 0.0 88.2 96.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 11 9 15 10
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,445
COMMITMENTS
5,066 1,116 3,832 24,497 28,447 33,395 33,395 50 50
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.3 11.5 73.2 85.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 2 17 13 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,501
COMMITMENTS
175 15,379 2,850 25,076 10,272 28,101 28,501 400 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,425)
25 -800 1,650 1,350 2,575 3,025 3,425 400 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 54.0 10.0 88.0 36.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 6 2 13 6 18 12
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,919
COMMITMENTS
3,931 2,616 360 26,199 27,854 30,490 30,830 429 89
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,122)
-359 -205 33 -707 -948 -1,034 -1,121 -88 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.5 1.2 84.7 90.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 3 18 14 23 20
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 16,583
COMMITMENTS
1,815 3,410 50 14,718 13,123 16,583 16,583 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 156)
0 0 0 156 156 156 156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 20.6 0.3 88.8 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 1 11 8 13 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 20,296
COMMITMENTS
2,325 6,920 440 17,506 12,936 20,271 20,296 25 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 127)
50 0 0 77 127 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 34.1 2.2 86.3 63.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 2 11 10 14 17
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 12,990
COMMITMENTS
6,665 390 0 6,325 12,600 12,990 12,990 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 3.0 0.0 48.7 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 9 8 13 11
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 48,535
COMMITMENTS
23,191 14,320 4,251 21,093 29,964 48,535 48,535 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,740)
-1,000 0 0 -740 -1,740 -1,740 -1,740 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 29.5 8.8 43.5 61.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 3 15 13 22 19
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 25,656
COMMITMENTS
5,931 0 0 19,221 25,656 25,152 25,656 504 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,395)
2,890 0 0 -500 2,395 2,390 2,395 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.0 0.0 74.9 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 0 10 5 17 5
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 13,345
COMMITMENTS
2,690 1,046 465 9,990 11,634 13,145 13,145 200 200
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 7.8 3.5 74.9 87.2 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 9 10 12 13
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,120
COMMITMENTS
5,436 649 313 23,290 28,132 29,039 29,094 81 26
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 469)
35 -27 -30 463 515 468 458 1 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 2.2 1.1 80.0 96.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 26 28 31 32
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,689
COMMITMENTS
258 4,804 172 21,513 17,713 21,943 22,689 746 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,208)
0 -70 70 1,138 1,208 1,208 1,208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 21.2 0.8 94.8 78.1 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 20 17 25 21
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,119
COMMITMENTS
0 729 45 3,072 2,259 3,117 3,033 2 86
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 45)
0 -25 0 57 67 57 42 -12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 1.4 98.5 72.4 99.9 97.2 0.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 13 12 14 14
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,440,298
COMMITMENTS
1157422 77,188 410,036 4829091 5926717 6396549 6413941 43,749 26,357
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 46,311)
-46,278 -13,225 22,608 70,393 30,459 46,723 39,842 -412 6,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 1.2 6.4 75.0 92.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
53 19 54 150 138 217 197
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,494,549
COMMITMENTS
78,050 22,995 491,725 921,667 976,291 1491442 1491011 3,107 3,538
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 29,866)
4,656 7,590 28,617 -4,807 -8,511 28,466 27,695 1,400 2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.5 32.9 61.7 65.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 10 25 49 51 75 76
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,156
COMMITMENTS
1,558 1,586 62 179,057 199,019 180,677 200,667 26,479 6,489
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,337)
-153 -31 -90 1,503 2,267 1,260 2,146 77 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.0 86.4 96.1 87.2 96.9 12.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 22 17 24 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,803
COMMITMENTS
4,816 0 0 133,568 134,415 138,384 134,415 7,419 11,388
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 49)
133 0 0 186 331 319 331 -270 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 91.6 92.2 94.9 92.2 5.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 20 21 23 21
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 307,122
COMMITMENTS
13,302 2,649 2,057 280,007 296,079 295,366 300,785 11,756 6,337
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -3,217)
-33 -1,457 -353 -3,332 -1,601 -3,718 -3,411 501 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.9 0.7 91.2 96.4 96.2 97.9 3.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 3 4 30 33 39 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,112,455
COMMITMENTS
4,399 8,664 1,421 1097483 1099578 1103303 1109663 9,152 2,792
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -197)
2,721 171 -173 -1,657 -404 891 -406 -1,088 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.1 98.7 98.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 3 42 25 48 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,875
COMMITMENTS
13,598 3,854 1,027 357,643 380,720 372,268 385,601 18,607 5,274
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 7,807)
360 2,160 -329 8,324 9,419 8,355 11,250 -548 -3,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 0.3 91.5 97.4 95.2 98.7 4.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 2 2 40 35 45 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 641,477
COMMITMENTS
3,379 0 1,437 628,965 638,775 633,781 640,212 7,696 1,265
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 6,644)
469 0 62 6,294 7,100 6,825 7,162 -181 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.2 98.0 99.6 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 0 2 38 41 42 43
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 495,620
COMMITMENTS
0 408 31 486,744 484,795 486,775 485,234 8,845 10,386
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 4,175)
0 194 0 3,702 2,255 3,702 2,449 473 1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 98.2 97.8 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 1 1 36 31 37 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,966
COMMITMENTS
0 2,733 0 94,552 92,194 94,552 94,927 3,414 3,039
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 4,364)
0 454 0 6,022 4,874 6,022 5,328 -1,658 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 96.5 94.1 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 19 17 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,987
COMMITMENTS
0 0 0 15,965 17,043 15,965 17,043 2,022 944
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,999)
0 0 0 4,396 4,051 4,396 4,051 -397 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 94.8 88.8 94.8 11.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 14 17 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 338,672
COMMITMENTS
3,546 2,972 1,000 325,556 329,151 330,102 333,123 8,570 5,549
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 16,186)
1,329 -560 -323 15,011 15,935 16,017 15,052 169 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 0.3 96.1 97.2 97.5 98.4 2.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 26 26 28 28
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 175,061
COMMITMENTS
0 0 0 169,720 167,859 169,720 167,859 5,341 7,202
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,167)
0 0 0 2,874 2,659 2,874 2,659 293 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.9 95.9 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 22 20 22 20
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 266,951
COMMITMENTS
0 8,072 0 262,478 255,768 262,478 263,840 4,473 3,111
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,754)
0 0 0 559 1,327 559 1,327 1,195 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.3 95.8 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 21 18 21 20
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,193
COMMITMENTS
16,378 0 0 19,406 36,589 35,784 36,589 1,409 604
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,736)
372 0 0 1,364 1,612 1,736 1,612 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 0.0 0.0 52.2 98.4 96.2 98.4 3.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 0 0 14 18 21 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 587,741
COMMITMENTS
10,250 19,488 4,107 563,966 553,990 578,323 577,585 9,418 10,156
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,826)
-757 -1,512 -967 6,453 6,303 4,729 3,824 -903 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.3 0.7 96.0 94.3 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 6 6 50 41 59 51
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,628
COMMITMENTS
0 0 0 177,658 177,856 177,658 177,856 3,970 3,772
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -239 -239 -239 -239 179 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.8 97.9 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 19 18 19 18
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,210
COMMITMENTS
493 0 833 213,611 216,437 214,937 217,270 4,273 1,940
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 433)
-675 0 463 735 268 523 731 -90 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.4 97.4 98.7 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 20 21 21 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,927
COMMITMENTS
5,690 732 0 170,772 176,274 176,462 177,006 2,465 1,921
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,717)
279 732 0 2,469 2,736 2,748 3,468 -31 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 0.0 95.4 98.5 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 1 0 24 23 27 24
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,949
COMMITMENTS
17,870 5,353 0 175,599 187,716 193,469 193,069 480 880
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,778)
279 882 0 2,560 2,437 2,839 3,319 -61 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.8 0.0 90.5 96.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 4 0 37 45 46 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,166
COMMITMENTS
1,798 458 0 102,007 105,154 103,805 105,612 2,361 554
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 5,301)
1,798 248 0 3,472 5,053 5,270 5,301 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.4 0.0 96.1 99.0 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 0 26 21 27 23
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 19,489
COMMITMENTS
0 690 0 17,892 17,467 17,892 18,157 1,597 1,332
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,322)
0 0 0 2,291 2,136 2,291 2,136 31 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 91.8 89.6 91.8 93.2 8.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 15 13 15 14
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,954
COMMITMENTS
10,417 1,183 1,695 224,468 236,822 236,580 239,700 7,374 4,254
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,962)
0 548 530 1,644 1,502 2,174 2,580 788 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.5 0.7 92.0 97.1 97.0 98.3 3.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 34 36 40 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,877
COMMITMENTS
0 0 0 110,003 110,276 110,003 110,276 874 601
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 17,490)
0 0 0 17,006 17,549 17,006 17,549 484 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 12 19 12 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,764
COMMITMENTS
2,052 0 0 80,344 87,458 82,396 87,458 10,368 5,306
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 504)
-93 0 0 352 197 259 197 245 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 86.6 94.3 88.8 94.3 11.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 19 20 19
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 206,302
COMMITMENTS
0 1,305 1,498 200,066 198,665 201,564 201,468 4,738 4,834
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 4,360)
0 -96 -214 3,684 5,010 3,470 4,700 890 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.7 97.0 96.3 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 24 31 25 33
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,143
COMMITMENTS
0 0 0 32,236 33,069 32,236 33,069 3,907 3,074
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -74)
0 0 0 -162 217 -162 217 88 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 91.5 89.2 91.5 10.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 12 14 12
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,212
COMMITMENTS
0 0 0 178,835 187,637 178,835 187,637 13,377 4,575
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,582)
0 0 0 2,720 1,693 2,720 1,693 -138 889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.0 97.6 93.0 97.6 7.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 18 20 18
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,767
COMMITMENTS
0 0 0 81,404 83,059 81,404 83,059 6,363 4,708
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,982)
0 0 0 2,045 253 2,045 253 -63 1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 94.6 92.8 94.6 7.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 18 16 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,361
COMMITMENTS
6,032 0 0 20,697 28,357 26,729 28,357 3,632 2,004
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,010)
-360 0 0 1,432 824 1,072 824 -62 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.0 0.0 68.2 93.4 88.0 93.4 12.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 8 12 12 12
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,097
COMMITMENTS
3,523 0 461 201,237 202,241 205,221 202,702 7,876 10,395
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 4,591)
2,180 -71 -308 2,269 5,178 4,141 4,799 450 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.2 94.4 94.9 96.3 95.1 3.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 10 15 12 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,370
COMMITMENTS
5,321 410 1,018 162,098 168,145 168,437 169,573 7,933 6,797
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,069)
-302 410 173 3,949 1,880 3,820 2,463 -1,751 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.2 0.6 91.9 95.3 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 2 32 32 36 35
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,496
COMMITMENTS
2,640 510 0 46,594 46,888 49,234 47,398 1,262 3,098
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,519)
0 0 0 2,155 1,519 2,155 1,519 -636 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.0 0.0 92.3 92.9 97.5 93.9 2.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 12 17 15 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 237,509
COMMITMENTS
3,270 4,298 217 226,605 224,689 230,092 229,204 7,417 8,305
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,310)
-1,672 90 217 793 -3,094 -662 -2,787 -648 1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.8 0.1 95.4 94.6 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 1 33 33 35 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 113,841
COMMITMENTS
0 0 0 109,921 109,581 109,921 109,581 3,920 4,260
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -1,015)
0 0 0 -816 274 -816 274 -199 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 96.3 96.6 96.3 3.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 26 24 26
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 118,890
COMMITMENTS
0 1,498 0 110,194 113,106 110,194 114,604 8,696 4,286
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,737)
0 0 0 881 2,624 881 2,624 856 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 92.7 95.1 92.7 96.4 7.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 13 16 13 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 40,977
COMMITMENTS
0 270 0 38,971 39,403 38,971 39,673 2,006 1,304
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,824)
0 0 0 3,426 2,700 3,426 2,700 -602 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 95.1 96.2 95.1 96.8 4.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 18 17 18 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 334,647
COMMITMENTS
0 828 214 323,767 329,631 323,981 330,673 10,666 3,974
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,022)
0 828 214 3,166 2,241 3,380 3,283 -358 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 96.7 98.5 96.8 98.8 3.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 1 32 23 33 25
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 99,257
COMMITMENTS
0 0 0 90,430 97,151 90,430 97,151 8,827 2,106
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 158)
0 0 0 616 158 616 158 -458 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 97.9 91.1 97.9 8.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 13 14 13
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 18,006
COMMITMENTS
1,650 0 0 15,842 17,826 17,492 17,826 514 180
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 4,590)
0 0 0 4,466 4,590 4,466 4,590 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 88.0 99.0 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 7 11 9 11
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 179,059
COMMITMENTS
0 0 0 173,320 174,341 173,320 174,341 5,739 4,718
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 11,381)
0 0 0 11,439 12,178 11,439 12,178 -58 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.4 96.8 97.4 3.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 17 26 17 26
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 8,205
COMMITMENTS
686 924 859 6,184 6,322 7,728 8,104 477 101
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 491)
106 133 34 328 269 468 435 23 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.3 10.5 75.4 77.0 94.2 98.8 5.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 9 14 19 19 34 34
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,944
COMMITMENTS
6,603 1,057 1,010 27,246 32,777 34,859 34,844 85 100
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 883)
365 280 -50 688 558 1,003 788 -120 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 3.0 2.9 78.0 93.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 5 5 21 24 29 32
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 32,544
COMMITMENTS
5,550 2,265 250 26,744 30,029 32,544 32,544 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,060)
350 400 -135 845 795 1,060 1,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 7.0 0.8 82.2 92.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 2 18 22 23 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 134,207
COMMITMENTS
22,150 5,023 3,148 108,406 125,809 133,704 133,980 503 227
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 996)
-1,255 239 -195 2,463 1,061 1,013 1,105 -17 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.7 2.3 80.8 93.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 11 12 38 40 58 60
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,888
COMMITMENTS
5,946 750 1,479 52,463 57,603 59,888 59,832 0 56
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 368)
-485 5 115 738 233 368 353 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.3 2.5 87.6 96.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 7 23 25 33 32
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 34,103
COMMITMENTS
300 2,266 75 33,728 31,762 34,103 34,103 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -50)
0 75 0 -50 -125 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.6 0.2 98.9 93.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 1 13 13 15 18
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 52,677
COMMITMENTS
14,677 4,934 1,798 35,770 45,854 52,245 52,586 432 91
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 299)
150 -40 75 -196 254 29 289 270 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 9.4 3.4 67.9 87.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 3 24 27 30 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,405
COMMITMENTS
20,213 3,840 2,715 46,046 62,067 68,974 68,622 431 783
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,067)
-282 50 49 1,176 538 943 637 124 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 5.5 3.9 66.3 89.4 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 4 5 26 24 36 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,206
COMMITMENTS
1,315 499 1,836 60,663 61,871 63,814 64,206 392 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -166)
0 -22 22 -188 -166 -166 -166 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.8 2.9 94.5 96.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 26 28 30 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,461
COMMITMENTS
1,203 665 2,281 76,573 77,479 80,057 80,425 404 36
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 133)
120 10 0 13 123 133 133 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 2.8 95.2 96.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 3 30 26 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,739
COMMITMENTS
100 170 0 37,377 36,951 37,477 37,121 262 618
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 49)
0 0 0 49 85 49 85 0 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.0 99.0 97.9 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 20 17 22 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,823
COMMITMENTS
360 600 0 26,097 26,178 26,457 26,778 366 45
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -55 -15 -55 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.2 0.0 97.3 97.6 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 21 19 22 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 94,900
COMMITMENTS
10,303 5,004 2,128 82,104 87,653 94,535 94,785 365 115
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,702)
142 -29 132 1,626 1,591 1,900 1,694 -198 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.3 2.2 86.5 92.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 9 14 42 35 61 52
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,376
COMMITMENTS
50 765 0 23,266 22,611 23,316 23,376 60 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,092)
0 555 0 2,092 1,537 2,092 2,092 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 0.0 99.5 96.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 12 17 13 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,825
COMMITMENTS
50 765 0 22,715 22,060 22,765 22,825 60 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,857)
0 555 0 1,857 1,302 1,857 1,857 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.4 0.0 99.5 96.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 17 12 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,579
COMMITMENTS
1,745 1,660 700 56,848 56,831 59,293 59,191 286 388
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -663)
555 0 0 -1,218 -663 -663 -663 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.8 1.2 95.4 95.4 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 4 23 20 29 25
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,877
COMMITMENTS
150 110 0 40,695 40,127 40,845 40,237 32 640
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -656)
0 0 0 -656 -620 -656 -620 0 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.0 99.6 98.2 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 25 18 27 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,458
COMMITMENTS
1,105 895 70 40,830 41,348 42,005 42,313 453 145
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -91)
85 -600 20 -186 474 -81 -106 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.1 0.2 96.2 97.4 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 1 23 23 27 28
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,035
COMMITMENTS
1,997 0 84 55,166 57,756 57,247 57,840 788 195
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,575)
20 0 0 1,480 1,620 1,500 1,620 75 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.1 95.1 99.5 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 23 16 26 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,828
COMMITMENTS
2,346 130 262 58,670 61,123 61,278 61,515 550 313
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,550)
0 0 0 1,455 1,435 1,455 1,435 95 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.4 94.9 98.9 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 2 26 19 29 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 89,582
COMMITMENTS
2,513 1,559 2,414 84,487 85,530 89,414 89,503 168 79
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,881)
-615 227 -236 2,720 1,841 1,869 1,832 12 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.7 2.7 94.3 95.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 25 26 28 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 106,844
COMMITMENTS
2,535 2,701 3,333 100,488 100,530 106,356 106,564 488 280
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,833)
-221 145 76 1,979 1,607 1,834 1,828 -1 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.5 3.1 94.1 94.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 10 7 29 29 36 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,197
COMMITMENTS
565 3,900 250 53,342 50,002 54,157 54,152 40 45
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 624)
160 325 -100 524 399 584 624 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.2 0.5 98.4 92.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 2 19 14 22 18
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 45,995
COMMITMENTS
150 1,900 150 45,695 43,945 45,995 45,995 0 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 200)
0 -225 0 200 425 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.1 0.3 99.3 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 1 15 14 16 20
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,457
COMMITMENTS
802 1,398 446 53,058 52,543 54,306 54,387 151 70
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -997)
-17 -235 128 -1,117 -918 -1,006 -1,025 9 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.6 0.8 97.4 96.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 3 23 22 29 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 60,554
COMMITMENTS
1,379 4,709 506 57,996 55,019 59,881 60,234 673 320
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -545)
-309 -335 8 -191 -158 -492 -485 -53 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.8 0.8 95.8 90.9 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 5 23 23 31 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,973
COMMITMENTS
0 3,603 164 25,462 22,121 25,626 25,888 347 85
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 596)
0 75 0 583 521 583 596 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.9 0.6 98.0 85.2 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 1 16 14 17 19
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,465
COMMITMENTS
0 1,030 0 23,000 22,435 23,000 23,465 465 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 490)
0 0 0 478 490 478 490 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 98.0 95.6 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 17 14 17 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,065
COMMITMENTS
1,785 363 786 24,842 26,209 27,413 27,358 652 707
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 939)
694 -4 -83 328 1,035 939 948 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.3 2.8 88.5 93.4 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 18 16 24 19
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,617
COMMITMENTS
593 890 297 14,721 14,814 15,611 16,001 1,006 616
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 156)
-180 -75 112 244 -41 176 -4 -20 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.4 1.8 88.6 89.1 93.9 96.3 6.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 12 11 14 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,172
COMMITMENTS
4,155 7,388 1,492 47,247 44,059 52,894 52,939 278 233
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 239)
-519 -215 -383 1,101 714 199 116 40 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.9 2.8 88.9 82.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 8 6 26 24 34 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 32,598
COMMITMENTS
1,255 2,825 1,188 29,612 28,091 32,055 32,104 543 494
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 877)
5 -131 2 835 955 842 826 35 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.7 3.6 90.8 86.2 98.3 98.5 1.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 4 22 19 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,812
COMMITMENTS
1,155 0 0 15,612 16,785 16,767 16,785 45 27
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 125)
-5 0 0 130 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 92.9 99.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 0 17 16 21 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,648
COMMITMENTS
1,500 0 75 20,047 21,573 21,622 21,648 26 0
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 110)
-25 0 25 110 85 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.3 92.6 99.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 14 10 19 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,460
COMMITMENTS
625 0 320 8,898 10,030 9,843 10,350 617 110
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 320)
0 0 0 375 320 375 320 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 3.1 85.1 95.9 94.1 98.9 5.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 3 14 13 18 16
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,826
COMMITMENTS
455 0 415 8,411 9,281 9,281 9,696 545 130
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 369)
0 0 0 424 369 424 369 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 4.2 85.6 94.5 94.5 98.7 5.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 2 14 13 18 15
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,496
COMMITMENTS
1,510 0 2,615 46,165 47,856 50,290 50,471 206 25
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,335)
60 0 0 1,275 1,335 1,335 1,335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 5.2 91.4 94.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 1 21 14 26 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,881
COMMITMENTS
1,515 0 2,490 46,660 48,366 50,665 50,856 216 25
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,490)
60 0 0 1,430 1,490 1,490 1,490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 4.9 91.7 95.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 1 21 13 26 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 114,401
COMMITMENTS
1,320 9,162 2,132 110,817 103,058 114,269 114,352 132 49
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,779)
-34 62 34 1,706 1,663 1,706 1,759 73 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.0 1.9 96.9 90.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 13 7 41 33 51 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 123,310
COMMITMENTS
1,776 8,798 3,501 117,957 110,984 123,234 123,283 76 27
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,204)
226 456 -102 2,091 1,850 2,215 2,204 -11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.1 2.8 95.7 90.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 9 9 44 36 58 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 599,484
COMMITMENTS
40,668 24,559 66,918 491,591 507,799 599,177 599,276 307 208
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,664)
-1,722 911 483 3,094 949 1,855 2,343 -190 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 4.1 11.2 82.0 84.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 24 28 50 49 86 89
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,975
COMMITMENTS
3,000 600 65 12,775 15,230 15,840 15,895 135 80
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 40)
15 0 0 -10 40 5 40 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 3.8 0.4 80.0 95.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 15 22 18
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,156
COMMITMENTS
2,685 600 65 10,171 12,411 12,921 13,076 235 80
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 -10 25 -10 25 35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 4.6 0.5 77.3 94.3 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 2 18 15 22 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 7,419
COMMITMENTS
340 0 0 7,047 7,399 7,387 7,399 32 20
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,006)
0 0 0 1,006 1,006 1,006 1,006 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 95.0 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 18 14 22 14
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,215
COMMITMENTS
366 268 232 6,081 5,731 6,679 6,231 536 984
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 415)
-16 79 -19 370 316 335 376 80 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.7 3.2 84.3 79.4 92.6 86.4 7.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 6 31 31 38 38
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,355
COMMITMENTS
880 50 160 31,082 32,017 32,122 32,227 233 128
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,920)
0 0 0 1,920 1,907 1,920 1,907 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.2 0.5 96.1 99.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 1 39 38 42 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 20,790
COMMITMENTS
562 0 80 19,982 20,391 20,624 20,471 166 319
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,082)
0 0 0 1,137 1,052 1,137 1,052 -55 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.4 96.1 98.1 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 20 26 23 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,468
COMMITMENTS
219 315 421 11,556 11,201 12,196 11,937 272 531
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 706)
5 0 0 707 697 712 697 -6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.5 3.4 92.7 89.8 97.8 95.7 2.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 3 39 34 43 38
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,273
COMMITMENTS
25 134 93 4,725 4,597 4,843 4,824 430 449
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 45)
0 0 0 45 45 45 45 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 1.8 89.6 87.2 91.8 91.5 8.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 11 16 13 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,666
COMMITMENTS
985 977 128 26,485 26,342 27,598 27,447 68 219
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -282)
-45 306 -315 98 -413 -262 -422 -20 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.5 0.5 95.7 95.2 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 3 2 30 41 34 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,897
COMMITMENTS
4,729 1,533 1,904 52,706 55,869 59,339 59,306 558 591
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 858)
596 -32 16 167 678 779 662 79 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.6 3.2 88.0 93.3 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
9 6 10 72 67 86 79
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,974
COMMITMENTS
181 0 154 1,806 2,458 2,141 2,612 833 362
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 170)
28 0 61 182 227 271 288 -101 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 5.2 60.7 82.6 72.0 87.8 28.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 3 17 21 22 24
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 19,686
COMMITMENTS
0 0 0 19,686 19,086 19,686 19,086 0 600
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 555)
0 0 0 555 -45 555 -45 0 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 97.0 100.0 97.0 0.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 12 17 12
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 95,670
COMMITMENTS
51,525 2,234 15,137 21,250 61,502 87,912 78,874 7,758 16,796
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 2.3 15.8 22.2 64.3 91.9 82.4 8.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 5 7 9 9 17 16
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 50,204
COMMITMENTS
70 0 0 48,029 48,198 48,099 48,198 2,105 2,006
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,680)
-20 0 0 2,400 2,505 2,380 2,505 300 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 95.7 96.0 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 0 0 26 32 27 32
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 2,822
COMMITMENTS
0 980 0 2,770 1,767 2,770 2,747 52 75
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 34.7 0.0 98.2 62.6 98.2 97.3 1.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 10 12 10 14
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,727
COMMITMENTS
0 0 0 19,186 19,443 19,186 19,443 541 284
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 1,365)
0 0 0 995 1,140 995 1,140 370 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 98.6 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 19 19 19
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 201,415
COMMITMENTS
0 0 0 191,146 189,533 191,146 189,533 10,269 11,882
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,320)
0 0 0 2,090 2,224 2,090 2,224 1,230 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 94.1 94.9 94.1 5.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 15 11 15
Updated November 20, 2020