CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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 11/17/20 (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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,196
COMMITMENTS
3,800 3,496 0 22,914 23,240 26,714 26,736 482 460
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 216)
-781 -5 0 777 11 -4 6 220 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 12.9 0.0 84.3 85.5 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 4 0 19 11 24 15
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 126,364
COMMITMENTS
19,662 31,175 12,131 93,874 81,632 125,668 124,938 696 1,426
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,370)
-588 2,746 761 4,867 763 5,040 4,270 330 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 24.7 9.6 74.3 64.6 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 14 18 30 28 65 51
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 141,939
COMMITMENTS
39,996 16,722 3,016 98,927 122,201 141,939 141,939 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 100)
0 0 100 0 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 11.8 2.1 69.7 86.1 100.0 100.0 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 152,550
COMMITMENTS
21,995 26,869 4,000 126,555 121,681 152,550 152,550 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,660)
161 1,250 39 3,460 2,371 3,660 3,660 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 17.6 2.6 83.0 79.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 4 5 20 12 29 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 99,412
COMMITMENTS
36,927 20,332 7,255 54,441 71,740 98,623 99,327 789 85
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 11,019)
3,694 5,079 16 9,051 5,965 12,761 11,061 -1,742 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 20.5 7.3 54.8 72.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 8 9 25 23 46 37
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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 11/17/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,976
COMMITMENTS
5,066 1,116 3,832 24,778 28,978 33,676 33,926 300 50
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 531)
0 0 0 281 531 281 531 250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.3 11.3 72.9 85.3 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 3 2 17 13 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,216
COMMITMENTS
175 15,139 0 19,041 4,077 19,216 19,216 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -9,285)
0 -240 -2,850 -6,035 -6,195 -8,885 -9,285 -400 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 78.8 0.0 99.1 21.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 0 12 3 15 8
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,741
COMMITMENTS
1,701 2,784 228 28,408 27,590 30,337 30,602 404 138
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -178)
-2,230 169 -131 2,208 -264 -153 -227 -25 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 9.1 0.7 92.4 89.8 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 2 18 14 22 20
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 16,633
COMMITMENTS
1,815 3,460 50 14,768 13,123 16,633 16,633 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 20.8 0.3 88.8 78.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 6 1 11 8 13 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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
2,448 6,920 440 17,383 12,936 20,271 20,296 25 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 0)
123 0 0 -123 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 34.1 2.2 85.6 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 12,789
COMMITMENTS
6,665 390 0 6,124 12,399 12,789 12,789 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -201)
0 0 0 -201 -201 -201 -201 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 3.0 0.0 47.9 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 9 9 13 12
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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 11/17/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,126
COMMITMENTS
8,135 0 0 17,472 26,126 25,607 26,126 519 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 470)
2,204 0 0 -1,749 470 455 470 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 0.0 0.0 66.9 100.0 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 0 9 6 16 6
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,015
COMMITMENTS
2,965 1,046 465 10,385 12,054 13,815 13,565 200 450
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 670)
275 0 0 395 420 670 420 0 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 7.5 3.3 74.1 86.0 98.6 96.8 1.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 10 10 13 13
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,732
COMMITMENTS
70 0 55 10,514 10,609 10,639 10,664 93 68
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 98.0 98.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 19 15 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 30,732
COMMITMENTS
5,421 496 679 24,529 29,519 30,629 30,694 103 38
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,612)
-15 -153 366 1,239 1,387 1,590 1,600 22 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 1.6 2.2 79.8 96.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 4 28 33 33 37
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,715
COMMITMENTS
258 4,634 402 21,309 17,679 21,969 22,715 746 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 26)
0 -170 230 -204 -34 26 26 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 20.4 1.8 93.8 77.8 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 3 21 18 26 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 3,622
COMMITMENTS
0 659 88 3,532 2,776 3,620 3,523 2 99
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 503)
0 -70 43 460 517 503 490 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 2.4 97.5 76.6 99.9 97.3 0.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 15 13 17 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,520,673
COMMITMENTS
1081567 35,430 464,523 4927887 5995911 6473977 6495864 46,696 24,809
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 80,375)
-75,855 -41,758 54,487 98,796 69,194 77,428 81,923 2,947 -1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.5 7.1 75.6 92.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
53 21 56 152 142 222 202
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,454,785
COMMITMENTS
87,408 24,152 463,758 899,252 963,761 1450418 1451671 4,367 3,114
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -39,764)
9,358 1,157 -27,967 -22,415 -12,529 -41,024 -39,340 1,260 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.7 31.9 61.8 66.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 9 22 46 50 73 74
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,692
COMMITMENTS
1,411 1,397 0 183,398 200,184 184,809 201,581 22,883 6,111
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 536)
-147 -189 -62 4,341 1,165 4,132 914 -3,596 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 88.3 96.4 89.0 97.1 11.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 0 24 19 25 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,022
COMMITMENTS
4,834 0 459 132,569 134,572 137,862 135,031 8,160 10,991
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 219)
18 0 459 -999 157 -522 616 741 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.3 90.8 92.2 94.4 92.5 5.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 3 18 21 23 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,541
COMMITMENTS
13,904 2,372 1,584 284,042 298,532 299,530 302,488 10,011 7,053
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,419)
602 -277 -473 4,035 2,453 4,164 1,703 -1,745 716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.8 0.5 91.8 96.4 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 1 5 31 32 40 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,107,776
COMMITMENTS
4,735 8,851 1,185 1093003 1095253 1098923 1105289 8,853 2,487
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -4,679)
336 187 -236 -4,480 -4,325 -4,380 -4,374 -299 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.1 98.7 98.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 2 42 25 48 28
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,689
COMMITMENTS
14,063 3,916 542 362,248 384,953 376,853 389,411 17,836 5,278
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,814)
465 62 -485 4,605 4,233 4,585 3,810 -771 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.0 0.1 91.8 97.5 95.5 98.7 4.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 2 3 39 35 46 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 642,802
COMMITMENTS
3,346 0 1,685 630,069 639,244 635,100 640,929 7,702 1,873
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,325)
-33 0 248 1,104 469 1,319 717 6 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.3 98.0 99.4 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 0 2 39 43 43 45
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 503,448
COMMITMENTS
0 3,081 0 494,297 489,349 494,297 492,430 9,151 11,018
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 7,828)
0 2,673 -31 7,553 4,554 7,522 7,196 306 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.2 97.2 98.2 97.8 1.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 2 0 38 31 38 33
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,231
COMMITMENTS
0 783 273 95,024 96,260 95,297 97,316 4,934 2,915
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,265)
0 -1,950 273 472 4,066 745 2,389 1,520 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.3 94.8 96.0 95.1 97.1 4.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 19 17 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,560
COMMITMENTS
1,416 0 0 17,964 19,978 19,380 19,978 1,180 582
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,573)
1,416 0 0 1,999 2,935 3,415 2,935 -842 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 87.4 97.2 94.3 97.2 5.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 0 21 18 24 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 358,456
COMMITMENTS
3,856 4,108 970 343,134 347,911 347,960 352,989 10,496 5,467
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 19,784)
310 1,136 -30 17,578 18,760 17,858 19,866 1,926 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.1 0.3 95.7 97.1 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 2 26 27 29 30
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,345
COMMITMENTS
0 186 31 172,956 169,562 172,987 169,779 4,358 7,566
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,284)
0 186 31 3,236 1,703 3,267 1,920 -983 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 97.5 95.6 97.5 95.7 2.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 23 20 24 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,804
COMMITMENTS
0 8,103 0 264,326 257,585 264,326 265,688 4,478 3,116
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,853)
0 31 0 1,848 1,817 1,848 1,848 5 5
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 22 17 22 19
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,407
COMMITMENTS
19,292 0 93 25,828 45,707 45,213 45,800 1,194 607
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 9,214)
2,914 0 93 6,422 9,118 9,429 9,211 -215 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 0.0 0.2 55.7 98.5 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 0 1 18 20 28 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 602,838
COMMITMENTS
11,061 13,930 5,474 578,762 574,831 595,297 594,235 7,541 8,603
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 15,097)
811 -5,558 1,367 14,796 20,841 16,974 16,650 -1,877 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.3 0.9 96.0 95.4 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
5 8 7 54 45 63 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,342
COMMITMENTS
0 0 0 177,111 176,895 177,111 176,895 4,231 4,447
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -286)
0 0 0 -547 -961 -547 -961 261 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.7 97.5 97.7 97.5 2.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,851
COMMITMENTS
2,387 0 834 211,156 215,906 214,377 216,740 4,474 2,111
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -359)
1,894 0 1 -2,455 -531 -560 -530 201 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.4 96.5 98.7 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 21 20 24 22
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 200,029
COMMITMENTS
10,803 1,662 0 184,219 196,341 195,022 198,003 5,007 2,026
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 21,102)
5,113 930 0 13,447 20,067 18,560 20,997 2,542 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.8 0.0 92.1 98.2 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
4 3 0 32 41 36 44
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 216,229
COMMITMENTS
20,834 4,334 2,321 192,604 208,627 215,759 215,282 470 947
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 22,280)
2,964 -1,019 2,321 17,005 20,911 22,290 22,213 -10 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.0 1.1 89.1 96.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 5 4 44 51 56 58
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,515
COMMITMENTS
1,674 210 0 108,110 111,875 109,784 112,085 2,731 430
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 6,349)
-124 -248 0 6,103 6,721 5,979 6,473 370 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.2 0.0 96.1 99.4 97.6 99.6 2.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 0 27 26 28 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 20,977
COMMITMENTS
0 690 0 19,254 18,862 19,254 19,552 1,723 1,425
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,488)
0 0 0 1,362 1,395 1,362 1,395 126 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 91.8 89.9 91.8 93.2 8.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 16 12 16 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 249,627
COMMITMENTS
11,953 1,207 1,525 230,474 242,086 243,952 244,818 5,675 4,809
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,673)
1,536 24 -170 6,006 5,264 7,372 5,118 -1,699 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.5 0.6 92.3 97.0 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 4 36 38 43 42
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,817
COMMITMENTS
0 0 0 115,877 115,720 115,877 115,720 940 1,097
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,940)
0 0 0 5,874 5,444 5,874 5,444 66 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.1 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 13 22 13 22
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,995
COMMITMENTS
1,835 0 0 79,564 86,625 81,399 86,625 10,596 5,370
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -769)
-217 0 0 -780 -833 -997 -833 228 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 86.5 94.2 88.5 94.2 11.5 5.8
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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,845
COMMITMENTS
0 1,658 1,672 204,000 204,695 205,672 208,025 5,173 2,820
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,543)
0 353 174 3,934 6,030 4,108 6,557 435 -2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.8 96.8 97.1 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 2 25 34 27 37
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 36,937
COMMITMENTS
217 0 0 32,665 33,910 32,882 33,910 4,055 3,027
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 794)
217 0 0 429 841 646 841 148 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 88.4 91.8 89.0 91.8 11.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 13 15 13
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,941
COMMITMENTS
0 239 93 180,242 188,160 180,335 188,492 12,606 4,449
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 729)
0 239 93 1,407 523 1,500 855 -771 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 93.4 97.5 93.5 97.7 6.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 20 21 21
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,505
COMMITMENTS
0 0 0 81,644 85,526 81,644 85,526 6,861 2,979
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 738)
0 0 0 240 2,467 240 2,467 498 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 96.6 92.2 96.6 7.8 3.4
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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 31,260
COMMITMENTS
6,311 0 0 22,387 29,436 28,698 29,436 2,562 1,824
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 899)
279 0 0 1,690 1,079 1,969 1,079 -1,070 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.0 0.0 71.6 94.2 91.8 94.2 8.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 0 10 15 14 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 214,439
COMMITMENTS
3,098 0 797 202,488 203,368 206,383 204,165 8,056 10,274
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,342)
-425 0 336 1,251 1,127 1,162 1,463 180 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.4 94.4 94.8 96.2 95.2 3.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 10 15 13 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,283
COMMITMENTS
5,329 1,407 805 161,839 166,788 167,973 169,000 8,310 7,283
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -87)
8 997 -213 -259 -1,357 -464 -573 377 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 0.5 91.8 94.6 95.3 95.9 4.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 2 31 31 35 33
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 34,287
COMMITMENTS
4,993 0 0 22,430 33,052 27,423 33,052 6,864 1,235
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 0.0 0.0 65.4 96.4 80.0 96.4 20.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 0 10 11 16 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,102
COMMITMENTS
3,384 510 0 51,269 53,587 54,653 54,097 1,449 2,005
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,606)
744 0 0 4,675 6,699 5,419 6,699 187 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.9 0.0 91.4 95.5 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 16 19 19 20
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 236,973
COMMITMENTS
3,084 4,423 310 225,895 223,361 229,289 228,094 7,684 8,879
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -536)
-186 125 93 -710 -1,328 -803 -1,110 267 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 0.1 95.3 94.3 96.8 96.3 3.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 1 32 34 34 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 114,943
COMMITMENTS
0 310 0 111,217 110,537 111,217 110,847 3,726 4,096
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,102)
0 310 0 1,296 956 1,296 1,266 -194 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.8 96.2 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 25 29 25 30
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,164
COMMITMENTS
270 480 0 21,779 22,318 22,049 22,798 1,115 366
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 0.0 94.0 96.3 95.2 98.4 4.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 9 13 10 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 120,112
COMMITMENTS
0 1,498 0 111,354 113,416 111,354 114,914 8,758 5,198
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,222)
0 0 0 1,160 310 1,160 310 62 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 92.7 94.4 92.7 95.7 7.3 4.3
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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,883
COMMITMENTS
278 177 93 41,868 43,154 42,239 43,424 2,644 1,459
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,906)
278 -93 93 2,897 3,751 3,268 3,751 638 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.2 93.3 96.1 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 16 19 18 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 349,488
COMMITMENTS
0 3,522 214 337,447 340,804 337,661 344,540 11,827 4,948
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 14,841)
0 2,694 0 13,680 11,173 13,680 13,867 1,161 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 96.6 97.5 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 1 34 26 35 29
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 102,490
COMMITMENTS
0 0 0 93,663 100,353 93,663 100,353 8,827 2,137
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,233)
0 0 0 3,233 3,202 3,233 3,202 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.4 97.9 91.4 97.9 8.6 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 21,919
COMMITMENTS
2,332 0 0 18,856 21,615 21,188 21,615 731 304
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,913)
682 0 0 3,014 3,789 3,696 3,789 217 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 0.0 86.0 98.6 96.7 98.6 3.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 8 15 11 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 184,666
COMMITMENTS
0 350 177 178,045 179,750 178,222 180,277 6,444 4,389
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 5,607)
0 350 177 4,725 5,409 4,902 5,936 705 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 96.4 97.3 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 18 28 19 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 17,643
COMMITMENTS
0 0 0 17,338 16,737 17,338 16,737 305 906
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 94.9 98.3 94.9 1.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 13 10 13
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 7,702
COMMITMENTS
677 783 790 5,828 6,068 7,295 7,640 407 61
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -504)
-9 -141 -69 -356 -254 -433 -464 -70 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.2 10.3 75.7 78.8 94.7 99.2 5.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 7 13 19 20 33 34
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,054
COMMITMENTS
6,291 1,227 1,050 27,688 32,777 35,029 35,054 25 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 110)
-312 170 40 442 0 170 210 -60 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.5 3.0 79.0 93.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 4 7 21 24 30 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 32,479
COMMITMENTS
5,400 2,290 260 26,819 29,929 32,479 32,479 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -65)
-150 25 10 75 -100 -65 -65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.1 0.8 82.6 92.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 2 18 21 23 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 136,596
COMMITMENTS
22,204 4,990 3,040 110,766 128,269 136,010 136,299 586 297
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,389)
54 -33 -108 2,360 2,460 2,306 2,319 83 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 3.7 2.2 81.1 93.9 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 13 12 36 37 56 57
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,291
COMMITMENTS
5,994 785 1,504 52,793 57,946 60,291 60,235 0 56
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 403)
48 35 25 330 343 403 403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.3 2.5 87.6 96.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 3 7 23 26 33 34
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 34,353
COMMITMENTS
300 2,266 150 33,903 31,937 34,353 34,353 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 250)
0 0 75 175 175 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.6 0.4 98.7 93.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 2 15 13 18 18
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 51,851
COMMITMENTS
14,406 5,027 1,798 35,475 44,945 51,679 51,770 172 81
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -826)
-271 93 0 -295 -909 -566 -816 -260 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 9.7 3.5 68.4 86.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 3 24 27 30 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,007
COMMITMENTS
19,883 4,260 2,478 46,244 61,934 68,605 68,672 402 335
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -398)
-330 420 -237 198 -133 -369 50 -29 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 6.2 3.6 67.0 89.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 6 3 26 24 34 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,934
COMMITMENTS
1,470 364 1,766 61,306 62,804 64,542 64,934 392 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 728)
155 -135 -70 643 933 728 728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 2.7 94.4 96.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 26 28 30 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,394
COMMITMENTS
1,458 615 2,126 79,406 80,617 82,990 83,358 404 36
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,933)
255 -50 -155 2,833 3,138 2,933 2,933 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.7 2.5 95.2 96.7 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,514
COMMITMENTS
150 220 0 37,107 36,656 37,257 36,876 257 638
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -225)
50 50 0 -270 -295 -220 -245 -5 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.0 98.9 97.7 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 20 16 23 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,969
COMMITMENTS
960 750 0 25,643 25,984 26,603 26,734 366 235
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 146)
600 150 0 -454 -194 146 -44 0 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.8 0.0 95.1 96.3 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 0 21 18 23 21
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 95,556
COMMITMENTS
9,933 4,279 2,369 82,886 88,818 95,189 95,467 367 89
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 655)
-370 -725 241 782 1,165 653 681 2 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.5 2.5 86.7 92.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 11 14 42 35 61 54
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,186
COMMITMENTS
50 1,248 0 24,076 22,938 24,126 24,186 60 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 810)
0 483 0 810 327 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.2 0.0 99.5 94.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 18 13 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,941
COMMITMENTS
50 1,248 0 23,831 22,693 23,881 23,941 60 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,116)
0 483 0 1,116 633 1,116 1,116 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.2 0.0 99.5 94.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 11 18 12 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,257
COMMITMENTS
2,458 1,650 650 56,849 57,569 59,957 59,869 300 388
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 678)
713 -10 -50 1 738 664 678 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.7 1.1 94.3 95.5 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 4 24 22 30 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,907
COMMITMENTS
250 160 0 40,625 40,107 40,875 40,267 32 640
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 30)
100 50 0 -70 -20 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.4 0.0 99.3 98.0 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 0 25 18 28 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,029
COMMITMENTS
325 1,155 0 41,131 40,729 41,456 41,884 573 145
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -429)
-780 260 -70 301 -619 -549 -429 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.7 0.0 97.9 96.9 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 7 0 23 23 25 30
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,749
COMMITMENTS
2,043 0 84 55,789 58,395 57,916 58,479 833 270
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 714)
46 0 0 623 639 669 639 45 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.1 95.0 99.4 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 2 23 17 26 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,224
COMMITMENTS
2,336 155 283 59,050 61,583 61,669 62,021 555 203
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 396)
-10 25 21 380 460 391 506 5 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 0.5 94.9 99.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 2 27 19 30 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 90,973
COMMITMENTS
2,452 1,057 2,216 86,125 87,665 90,793 90,938 180 35
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,391)
-61 -502 -198 1,638 2,135 1,379 1,435 12 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.2 2.4 94.7 96.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 3 25 27 28 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 109,947
COMMITMENTS
3,447 2,588 3,214 102,811 104,008 109,472 109,810 475 137
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,103)
912 -113 -119 2,323 3,478 3,116 3,246 -13 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.4 2.9 93.5 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 12 8 28 30 38 44
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,529
COMMITMENTS
615 3,975 250 53,649 50,214 54,514 54,439 15 90
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 332)
50 75 0 307 212 357 287 -25 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.3 0.5 98.4 92.1 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 19 14 22 17
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| 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: 46,185
COMMITMENTS
150 1,900 150 45,885 44,135 46,185 46,185 0 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 190)
0 0 0 190 190 190 190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.1 0.3 99.4 95.6 100.0 100.0 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 11/24/20 |
--------------------------------------------------------------| 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: 54,232
COMMITMENTS
700 1,398 449 52,883 52,299 54,032 54,146 200 86
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -225)
-102 0 3 -175 -244 -274 -241 49 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.6 0.8 97.5 96.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 22 21 27 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 60,371
COMMITMENTS
795 4,754 471 58,351 54,773 59,617 59,998 754 373
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -183)
-584 45 -35 355 -246 -264 -236 81 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.9 0.8 96.7 90.7 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 3 21 22 27 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,643
COMMITMENTS
0 3,663 164 26,129 22,691 26,293 26,518 350 125
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 670)
0 60 0 667 570 667 630 3 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 0.6 98.1 85.2 98.7 99.5 1.3 0.5
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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 23,805
COMMITMENTS
0 1,090 0 23,337 22,675 23,337 23,765 468 40
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 340)
0 60 0 337 240 337 300 3 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 98.0 95.3 98.0 99.8 2.0 0.2
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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,415
COMMITMENTS
1,780 398 781 25,202 26,534 27,763 27,713 652 702
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 350)
-5 35 -5 360 325 350 355 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.4 2.7 88.7 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,787
COMMITMENTS
493 900 297 14,991 15,074 15,781 16,271 1,006 516
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 170)
-100 10 0 270 260 170 270 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.4 1.8 89.3 89.8 94.0 96.9 6.0 3.1
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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,648
COMMITMENTS
4,014 7,618 1,602 47,849 44,270 53,465 53,490 183 158
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 476)
-141 230 110 602 211 571 551 -95 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 14.2 3.0 89.2 82.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 8 6 28 25 36 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 32,981
COMMITMENTS
1,389 3,215 1,188 30,138 28,273 32,715 32,676 266 305
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 383)
134 390 0 526 182 660 572 -277 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.7 3.6 91.4 85.7 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 4 23 20 29 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,737
COMMITMENTS
1,155 0 0 15,537 16,710 16,692 16,710 45 27
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.0 92.8 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,753
COMMITMENTS
1,500 0 75 20,152 21,678 21,727 21,753 26 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 105)
0 0 0 105 105 105 105 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,435
COMMITMENTS
625 0 320 8,873 10,005 9,818 10,325 617 110
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 3.1 85.0 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,808
COMMITMENTS
455 0 415 8,393 9,263 9,263 9,678 545 130
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -18)
0 0 0 -18 -18 -18 -18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 4.2 85.6 94.4 94.4 98.7 5.6 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,096
COMMITMENTS
1,510 0 2,615 46,765 48,456 50,890 51,071 206 25
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 5.1 91.5 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,481
COMMITMENTS
1,515 0 2,490 47,260 48,966 51,265 51,456 216 25
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 4.8 91.8 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 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,191
COMMITMENTS
1,676 9,088 2,123 112,254 104,931 116,053 116,142 138 49
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,790)
356 -74 -9 1,437 1,873 1,784 1,790 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 7.8 1.8 96.6 90.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 12 7 41 33 51 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 125,091
COMMITMENTS
2,195 8,276 3,610 119,199 113,178 125,004 125,064 87 27
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,781)
419 -522 109 1,242 2,194 1,770 1,781 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.6 2.9 95.3 90.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 7 8 44 37 58 48
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 606,910
COMMITMENTS
39,251 22,068 69,837 497,240 514,611 606,328 606,516 582 394
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 7,426)
-1,417 -2,491 2,919 5,649 6,812 7,151 7,240 275 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 3.6 11.5 81.9 84.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 25 29 49 48 88 89
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,035
COMMITMENTS
3,000 600 65 12,835 15,290 15,900 15,955 135 80
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.7 0.4 80.0 95.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 2 18 16 22 19
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,166
COMMITMENTS
2,685 600 65 10,181 12,421 12,931 13,086 235 80
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 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 16 22 19
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 7,911
COMMITMENTS
500 0 0 7,404 7,881 7,904 7,881 7 30
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 492)
160 0 0 357 482 517 482 -25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 93.6 99.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 0 21 15 25 15
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,482
COMMITMENTS
374 250 266 6,251 5,895 6,891 6,411 591 1,071
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 267)
8 -18 34 170 164 212 180 55 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.3 3.6 83.5 78.8 92.1 85.7 7.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 6 33 32 40 39
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,159
COMMITMENTS
1,080 73 160 31,707 32,791 32,947 33,024 212 135
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 804)
200 23 0 625 774 825 797 -21 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.2 0.5 95.6 98.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 1 1 41 40 44 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 22,323
COMMITMENTS
857 0 30 21,235 21,962 22,122 21,992 201 331
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,533)
295 0 -50 1,253 1,571 1,498 1,521 35 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.1 95.1 98.4 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 21 28 24 29
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,228
COMMITMENTS
160 315 421 12,317 11,865 12,898 12,601 330 627
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 760)
-59 0 0 761 664 702 664 58 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.4 3.2 93.1 89.7 97.5 95.3 2.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 3 4 41 36 45 40
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 5,883
COMMITMENTS
25 194 93 5,355 5,237 5,473 5,524 410 359
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 610)
0 60 0 630 640 630 700 -20 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.3 1.6 91.0 89.0 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 13 17 15 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,588
COMMITMENTS
895 1,042 128 27,550 27,364 28,573 28,534 15 54
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 922)
-90 65 0 1,065 1,022 975 1,087 -53 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.6 0.4 96.4 95.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 2 32 43 36 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 60,158
COMMITMENTS
5,603 1,811 1,466 52,720 56,646 59,789 59,923 369 235
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 261)
874 278 -438 14 777 450 617 -189 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.0 2.4 87.6 94.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
8 8 10 74 70 87 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,194
COMMITMENTS
156 0 204 1,834 2,526 2,194 2,730 1,000 464
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 220)
-25 0 50 28 68 53 118 167 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 6.4 57.4 79.1 68.7 85.5 31.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 0 3 18 21 23 24
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 19,221
COMMITMENTS
0 0 0 19,131 19,221 19,131 19,221 90 0
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -465)
0 0 0 -555 135 -555 135 90 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.5 100.0 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 12 15 12
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 98,591
COMMITMENTS
51,586 2,053 17,196 22,532 63,138 91,313 82,387 7,278 16,204
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 2,921)
61 -182 2,059 1,282 1,636 3,401 3,513 -480 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 2.1 17.4 22.9 64.0 92.6 83.6 7.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 8 11 9 20 17
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 44,463
COMMITMENTS
60 0 0 42,723 42,789 42,783 42,789 1,680 1,674
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -5,741)
-10 0 0 -5,306 -5,409 -5,316 -5,409 -425 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.1 96.2 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 24 27 25 27
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 2,982
COMMITMENTS
0 980 0 2,920 1,942 2,920 2,922 62 60
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 160)
0 0 0 150 175 150 175 10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 32.9 0.0 97.9 65.1 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 10 13 10 15
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,358
COMMITMENTS
0 0 0 18,322 18,271 18,322 18,271 36 87
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -1,369)
0 0 0 -864 -1,172 -864 -1,172 -505 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.8 99.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 15 15 15 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 202,560
COMMITMENTS
0 0 0 192,871 191,322 192,871 191,322 9,689 11,238
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,145)
0 0 0 1,725 1,789 1,725 1,789 -580 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 94.5 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 16 13 16
Updated November 30, 2020