CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 11,612
COMMITMENTS
2,909 1,213 0 8,700 10,399 11,609 11,612 3 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -83)
0 0 0 -83 -83 -83 -83 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 10.4 0.0 74.9 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 10 8 14 9
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 27,174
COMMITMENTS
1,653 3,471 0 25,049 23,243 26,702 26,714 472 460
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -22)
-2,147 -25 0 2,135 3 -12 -22 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.8 0.0 92.2 85.5 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 4 0 20 10 25 14
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 122,321
COMMITMENTS
19,024 26,441 10,498 92,399 84,970 121,921 121,910 400 411
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -4,044)
-639 -4,734 -1,633 -1,476 3,339 -3,748 -3,029 -296 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 21.6 8.6 75.5 69.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 10 14 31 28 64 48
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 142,539
COMMITMENTS
39,996 16,722 3,016 99,527 122,801 142,539 142,539 0 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 11.7 2.1 69.8 86.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 4 16 16 23 25
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 152,856
COMMITMENTS
21,549 27,019 3,996 127,301 121,842 152,846 152,856 10 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 307)
-446 150 -4 747 161 297 307 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 17.7 2.6 83.3 79.7 100.0 100.0 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 106,596
COMMITMENTS
40,041 22,285 7,199 58,574 76,981 105,814 106,465 781 130
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 7,183)
3,114 1,953 -55 4,133 5,241 7,191 7,138 -8 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 20.9 6.8 54.9 72.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 9 9 26 23 48 38
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,406
COMMITMENTS
5,316 916 4,782 25,228 29,658 35,326 35,356 80 50
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,430)
250 -200 950 450 680 1,650 1,430 -220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 2.6 13.5 71.3 83.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 2 2 17 14 26 17
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 30,515
COMMITMENTS
1,695 2,787 234 28,361 27,356 30,290 30,377 225 138
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -226)
-6 2 6 -47 -234 -47 -226 -179 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.1 0.8 92.9 89.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 2 18 13 22 19
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 26,374
COMMITMENTS
8,110 0 0 17,522 26,374 25,632 26,374 742 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 248)
-25 0 0 50 248 25 248 223 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 0.0 0.0 66.4 100.0 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 0 0 9 7 16 7
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,980
COMMITMENTS
2,990 950 465 11,325 13,359 14,780 14,774 200 206
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 965)
25 -96 0 940 1,305 965 1,209 0 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 6.3 3.1 75.6 89.2 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 12 10 15 12
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 10,757
COMMITMENTS
70 0 55 10,539 10,660 10,664 10,715 93 42
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 51 25 51 0 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.5 98.0 99.1 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 15 19 16 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,829
COMMITMENTS
5,447 504 826 25,470 30,428 31,743 31,758 86 71
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,097)
26 8 147 941 909 1,114 1,064 -17 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 1.6 2.6 80.0 95.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 4 30 33 35 37
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,813
COMMITMENTS
258 4,649 402 21,246 17,762 21,906 22,813 907 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 98)
0 15 0 -63 83 -63 98 161 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 20.4 1.8 93.1 77.9 96.0 100.0 4.0 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,048
COMMITMENTS
0 406 264 3,782 3,281 4,046 3,951 2 97
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 426)
0 -253 176 250 505 426 428 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 6.5 93.4 81.1 100.0 97.6 0.0 2.4
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,327,585
COMMITMENTS
1090585 37,295 442,196 4755774 5829269 6288555 6308760 39,030 18,825
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -193,088)
9,018 1,865 -22,327 -172,113 -166,642 -185,422 -187,104 -7,666 -5,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.6 7.0 75.2 92.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
55 17 51 150 136 219 190
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,429,444
COMMITMENTS
75,721 19,493 453,826 894,506 953,275 1424054 1426595 5,390 2,849
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -25,341)
-11,687 -4,658 -9,932 -4,746 -10,486 -26,364 -25,076 1,023 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.4 31.7 62.6 66.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 12 23 47 46 72 70
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,076
COMMITMENTS
1,411 1,605 0 184,964 201,305 186,375 202,910 22,701 6,166
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,384)
0 208 0 1,566 1,121 1,566 1,329 -182 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.8 0.0 88.5 96.3 89.1 97.1 10.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 0 24 19 25 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,181
COMMITMENTS
4,741 0 521 132,690 134,535 137,952 135,056 8,229 11,125
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 159)
-93 0 62 121 -37 90 25 69 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.4 90.8 92.0 94.4 92.4 5.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 3 19 21 24 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,991
COMMITMENTS
12,795 2,494 1,680 284,681 297,767 299,156 301,941 9,835 7,050
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -550)
-1,109 122 96 639 -765 -374 -547 -176 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.8 0.5 92.1 96.4 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 3 5 30 33 41 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,108,782
COMMITMENTS
4,710 9,006 1,093 1092123 1090812 1097926 1100911 10,856 7,871
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,006)
-25 155 -92 -880 -4,441 -997 -4,378 2,003 5,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.8 0.1 98.5 98.4 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 2 42 26 48 29
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,567
COMMITMENTS
14,017 3,916 542 360,745 383,208 375,304 387,666 17,263 4,901
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -2,122)
-46 0 0 -1,503 -1,745 -1,549 -1,745 -573 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.0 0.1 91.9 97.6 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 2 3 40 36 47 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 648,880
COMMITMENTS
3,710 0 1,900 634,863 645,413 640,473 647,313 8,407 1,567
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 6,078)
364 0 215 4,794 6,169 5,373 6,384 705 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.3 97.8 99.5 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 0 2 39 44 44 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 509,825
COMMITMENTS
0 3,899 0 502,195 494,981 502,195 498,880 7,630 10,945
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 6,377)
0 818 0 7,898 5,632 7,898 6,450 -1,521 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 98.5 97.1 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 4 0 38 31 38 35
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,113
COMMITMENTS
0 0 0 95,024 96,828 95,024 96,828 5,089 3,285
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -118)
0 -783 -273 0 568 -273 -488 155 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 96.7 94.9 96.7 5.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 19 16 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,684
COMMITMENTS
1,509 0 0 17,964 20,102 19,473 20,102 1,211 582
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 124)
93 0 0 0 124 93 124 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 86.8 97.2 94.1 97.2 5.9 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 359,807
COMMITMENTS
3,277 4,266 1,217 344,783 348,553 349,277 354,036 10,530 5,771
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,351)
-579 158 247 1,649 642 1,317 1,047 34 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.2 0.3 95.8 96.9 97.1 98.4 2.9 1.6
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,569
COMMITMENTS
0 186 31 170,863 170,730 170,894 170,947 7,675 7,622
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,224)
0 0 0 -2,093 1,168 -2,093 1,168 3,317 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 95.7 95.6 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 22 20 23 21
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 266,748
COMMITMENTS
0 8,103 0 261,842 256,537 261,842 264,640 4,906 2,108
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -2,056)
0 0 0 -2,484 -1,048 -2,484 -1,048 428 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 98.2 96.2 98.2 99.2 1.8 0.8
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,182
COMMITMENTS
20,098 0 124 25,673 46,451 45,895 46,575 1,287 607
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 775)
806 0 31 -155 744 682 775 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 0.0 0.3 54.4 98.5 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 0 1 18 21 28 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 605,886
COMMITMENTS
13,064 13,999 6,631 579,559 577,327 599,254 597,957 6,632 7,929
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 3,048)
2,003 69 1,157 797 2,496 3,957 3,722 -909 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.3 1.1 95.7 95.3 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
6 9 8 55 45 67 56
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 182,499
COMMITMENTS
0 0 0 178,695 177,892 178,695 177,892 3,804 4,607
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,157)
0 0 0 1,584 997 1,584 997 -427 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.9 97.5 97.9 97.5 2.1 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 219,945
COMMITMENTS
2,387 0 834 212,281 217,000 215,502 217,834 4,443 2,111
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,094)
0 0 0 1,125 1,094 1,125 1,094 -31 0
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 210,797
COMMITMENTS
15,144 4,235 0 193,048 205,181 208,192 209,416 2,605 1,381
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 10,768)
4,341 2,573 0 8,829 8,840 13,170 11,413 -2,402 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.0 0.0 91.6 97.3 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
4 6 0 34 44 38 50
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 227,338
COMMITMENTS
24,803 6,845 2,352 199,498 217,407 226,653 226,604 685 734
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 11,109)
3,969 2,511 31 6,894 8,780 10,894 11,322 215 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.0 1.0 87.8 95.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
10 6 3 44 52 55 60
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,894
COMMITMENTS
2,446 210 0 112,448 115,223 114,894 115,433 1,000 461
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 3,379)
772 0 0 4,338 3,348 5,110 3,348 -1,731 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 0.0 97.0 99.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 0 27 26 29 27
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 20,946
COMMITMENTS
0 597 93 18,884 18,831 18,977 19,521 1,969 1,425
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -31)
0 -93 93 -370 -31 -277 -31 246 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.4 90.2 89.9 90.6 93.2 9.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 15 12 16 13
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,368
COMMITMENTS
11,985 1,032 1,600 233,654 244,471 247,239 247,103 5,129 5,265
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 2,741)
32 -175 75 3,180 2,385 3,287 2,285 -546 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.4 0.6 92.6 96.9 98.0 97.9 2.0 2.1
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,683
COMMITMENTS
0 0 0 127,743 127,462 127,743 127,462 940 1,221
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 11,866)
0 0 0 11,866 11,742 11,866 11,742 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 12 22 12 22
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,550
COMMITMENTS
0 13 372 80,101 87,328 80,473 87,713 12,077 4,837
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 555)
-1,835 13 372 537 703 -926 1,088 1,481 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.4 86.5 94.4 87.0 94.8 13.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,265
COMMITMENTS
0 3,342 174 207,918 206,836 208,092 210,352 5,173 2,913
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 2,420)
0 1,684 -1,498 3,918 2,141 2,420 2,327 0 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.1 97.5 97.0 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 1 24 34 25 37
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 38,320
COMMITMENTS
217 0 0 34,166 34,766 34,383 34,766 3,937 3,554
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,383)
0 0 0 1,501 856 1,501 856 -118 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 89.2 90.7 89.7 90.7 10.3 9.3
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,706
COMMITMENTS
0 580 93 179,749 187,862 179,842 188,535 12,864 4,171
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -235)
0 341 0 -493 -298 -493 43 258 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 93.3 97.5 93.3 97.8 6.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 20 20 21 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,477
COMMITMENTS
0 0 0 81,644 85,498 81,644 85,498 6,833 2,979
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -28)
0 0 0 0 -28 0 -28 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 96.6 92.3 96.6 7.7 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 33,215
COMMITMENTS
6,311 0 0 24,367 31,391 30,678 31,391 2,537 1,824
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,955)
0 0 0 1,980 1,955 1,980 1,955 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 0.0 0.0 73.4 94.5 92.4 94.5 7.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 0 0 11 15 15 15
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,124
COMMITMENTS
3,376 0 0 203,427 204,602 206,803 204,602 8,321 10,522
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 685)
278 0 -797 939 1,234 420 437 265 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 94.6 95.1 96.1 95.1 3.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 16 14 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 178,582
COMMITMENTS
6,216 1,709 832 163,570 168,609 170,618 171,150 7,964 7,432
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 2,299)
887 302 27 1,731 1,821 2,645 2,150 -346 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.0 0.5 91.6 94.4 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 2 32 31 37 33
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 34,256
COMMITMENTS
4,683 0 0 22,492 32,990 27,175 32,990 7,081 1,266
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -31)
-310 0 0 62 -62 -248 -62 217 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 65.7 96.3 79.3 96.3 20.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 0 10 11 15 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,124
COMMITMENTS
3,477 510 0 55,229 57,578 58,706 58,088 1,418 2,036
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 4,022)
93 0 0 3,960 3,991 4,053 3,991 -31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.8 0.0 91.9 95.8 97.6 96.6 2.4 3.4
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 237,654
COMMITMENTS
3,084 4,399 310 226,999 223,425 230,393 228,134 7,261 9,520
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 681)
0 -24 0 1,104 64 1,104 40 -423 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 0.1 95.5 94.0 96.9 96.0 3.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 1 31 34 33 39
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 115,685
COMMITMENTS
0 310 0 111,928 111,077 111,928 111,387 3,757 4,298
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 742)
0 0 0 711 540 711 540 31 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.8 96.0 96.8 96.3 3.2 3.7
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,226
COMMITMENTS
270 480 0 21,779 22,380 22,049 22,860 1,177 366
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 62)
0 0 0 0 62 0 62 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.1 0.0 93.8 96.4 94.9 98.4 5.1 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 121,150
COMMITMENTS
0 1,712 0 112,392 113,812 112,392 115,524 8,758 5,626
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,038)
0 214 0 1,038 396 1,038 610 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 92.8 93.9 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 13 16 13 17
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,945
COMMITMENTS
278 84 186 41,837 43,216 42,301 43,486 2,644 1,459
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 62)
0 -93 93 -31 62 62 62 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.2 0.4 93.1 96.2 94.1 96.8 5.9 3.2
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 351,274
COMMITMENTS
0 3,531 214 339,093 341,090 339,307 344,835 11,967 6,439
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,786)
0 9 0 1,646 286 1,646 295 140 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 96.5 97.1 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 1 34 25 35 28
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 102,521
COMMITMENTS
0 0 0 93,694 100,384 93,694 100,384 8,827 2,137
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 31)
0 0 0 31 31 31 31 0 0
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 21,919
COMMITMENTS
2,394 0 0 18,794 21,615 21,188 21,615 731 304
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 0)
62 0 0 -62 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 0.0 85.7 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 184,348
COMMITMENTS
0 288 239 177,665 179,583 177,904 180,110 6,444 4,238
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -318)
0 -62 62 -380 -167 -318 -167 0 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 96.4 97.4 96.5 97.7 3.5 2.3
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 33,907
COMMITMENTS
0 0 0 33,602 33,001 33,602 33,001 305 906
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 16,264)
0 0 0 16,264 16,264 16,264 16,264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 97.3 99.1 97.3 0.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 14 12 14
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 6,101
COMMITMENTS
614 786 256 4,787 4,995 5,657 6,037 444 64
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -1,601)
-63 3 -534 -1,041 -1,073 -1,638 -1,603 37 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 12.9 4.2 78.5 81.9 92.7 99.0 7.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 5 15 15 23 23
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 32,660
COMMITMENTS
5,342 752 1,190 26,103 30,718 32,635 32,660 25 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -2,394)
-949 -475 140 -1,585 -2,059 -2,394 -2,394 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.3 3.6 79.9 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 5 7 21 24 30 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 30,261
COMMITMENTS
4,425 1,665 535 25,301 28,061 30,261 30,261 0 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -2,218)
-975 -625 275 -1,518 -1,868 -2,218 -2,218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 5.5 1.8 83.6 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 4 18 20 24 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 137,263
COMMITMENTS
22,867 5,262 3,087 110,712 128,622 136,666 136,971 597 292
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 667)
663 272 47 -54 353 656 672 11 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.8 2.2 80.7 93.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 13 11 35 37 54 57
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,356
COMMITMENTS
5,972 936 1,529 52,855 57,846 60,356 60,311 0 45
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 65)
-22 151 25 62 -100 65 76 0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.6 2.5 87.6 95.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 5 7 23 27 33 36
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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 2,291 150 33,903 31,912 34,353 34,353 0 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 25 0 0 -25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.7 0.4 98.7 92.9 100.0 100.0 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 12/01/20 |
--------------------------------------------------------------| 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: 51,711
COMMITMENTS
14,426 5,099 1,726 35,387 44,805 51,539 51,630 172 81
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -140)
20 72 -72 -88 -140 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 9.9 3.3 68.4 86.6 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 69,165
COMMITMENTS
19,869 4,362 2,476 46,416 61,992 68,761 68,830 404 335
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 158)
-14 102 -2 172 58 156 158 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 6.3 3.6 67.1 89.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 6 3 26 23 34 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 65,951
COMMITMENTS
1,503 844 1,766 62,285 63,341 65,554 65,951 397 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,017)
33 480 0 979 537 1,012 1,017 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.3 2.7 94.4 96.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 26 28 30 33
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,387
COMMITMENTS
1,460 1,095 2,126 80,397 81,130 83,983 84,351 404 36
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 993)
2 480 0 991 513 993 993 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.3 2.5 95.3 96.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 3 29 26 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,304
COMMITMENTS
150 220 0 37,142 36,466 37,292 36,686 12 618
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -210)
0 0 0 35 -190 35 -190 -245 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 0.0 99.6 97.8 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 21 17 24 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 26,843
COMMITMENTS
960 750 0 25,514 25,806 26,474 26,556 369 287
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -126)
0 0 0 -129 -178 -129 -178 3 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.8 0.0 95.0 96.1 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 20 17 22 20
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 96,013
COMMITMENTS
9,969 4,376 2,258 83,404 89,284 95,632 95,918 381 95
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 457)
36 97 -112 519 466 443 451 14 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.6 2.4 86.9 93.0 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 24,487
COMMITMENTS
50 1,293 0 24,377 23,194 24,427 24,487 60 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 301)
0 45 0 301 256 301 301 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.3 0.0 99.6 94.7 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,208
COMMITMENTS
50 1,293 0 24,098 22,915 24,148 24,208 60 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 267)
0 45 0 267 222 267 267 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.3 0.0 99.5 94.7 99.8 100.0 0.2 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,824
COMMITMENTS
2,503 1,650 650 57,369 58,136 60,522 60,436 302 388
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 567)
45 0 0 520 567 565 567 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.7 1.1 94.3 95.6 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,607
COMMITMENTS
250 160 0 40,325 39,807 40,575 39,967 32 640
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -300 -300 -300 -300 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,982
COMMITMENTS
275 1,155 0 41,259 40,557 41,534 41,712 448 270
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -47)
-50 0 0 128 -172 78 -172 -125 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.8 0.0 98.3 96.6 98.9 99.4 1.1 0.6
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,911
COMMITMENTS
2,021 0 109 55,948 58,532 58,078 58,641 833 270
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 162)
-22 0 25 159 137 162 162 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.2 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 62,549
COMMITMENTS
2,336 255 283 59,375 61,808 61,994 62,346 555 203
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 325)
0 100 0 325 225 325 325 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.4 0.5 94.9 98.8 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 12/01/20 |
--------------------------------------------------------------| 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: 92,110
COMMITMENTS
3,067 1,112 2,166 86,697 88,797 91,930 92,075 180 35
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,137)
615 55 -50 572 1,132 1,137 1,137 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.2 2.4 94.1 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 110,592
COMMITMENTS
3,623 2,593 3,309 103,215 104,594 110,147 110,496 445 96
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 645)
176 5 95 404 586 675 686 -30 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.3 3.0 93.3 94.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 13 9 30 32 40 47
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,305
COMMITMENTS
690 4,000 250 54,350 50,965 55,290 55,215 15 90
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 776)
75 25 0 701 751 776 776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.2 0.5 98.3 92.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 19 15 22 18
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| 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: 47,010
COMMITMENTS
150 1,900 150 46,710 44,960 47,010 47,010 0 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 825)
0 0 0 825 825 825 825 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.0 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 12/01/20 |
--------------------------------------------------------------| 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: 54,574
COMMITMENTS
695 1,368 484 53,215 52,636 54,394 54,488 180 86
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 342)
-5 -30 35 332 337 362 342 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.5 0.9 97.5 96.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 22 20 27 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 60,503
COMMITMENTS
883 4,754 474 58,387 54,902 59,744 60,130 759 373
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 132)
88 0 3 36 129 127 132 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.9 0.8 96.5 90.7 98.7 99.4 1.3 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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,610
COMMITMENTS
1,810 418 811 25,345 26,647 27,966 27,876 644 734
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 195)
30 20 30 143 113 203 163 -8 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.5 2.8 88.6 93.1 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 4 18 16 24 20
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 16,952
COMMITMENTS
493 770 417 15,026 15,244 15,936 16,431 1,016 521
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 165)
0 -130 120 35 170 155 160 10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.5 2.5 88.6 89.9 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 12 11 15 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 54,135
COMMITMENTS
4,104 7,938 1,585 48,295 44,575 53,984 54,098 151 37
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 487)
90 320 -17 446 305 519 608 -32 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 14.7 2.9 89.2 82.3 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 8 6 29 26 37 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,050
COMMITMENTS
1,358 3,515 1,188 30,238 28,032 32,784 32,735 266 315
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 69)
-31 300 0 100 -241 69 59 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 10.6 3.6 91.5 84.8 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 6 4 24 20 30 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 16,017
COMMITMENTS
1,030 0 0 14,957 15,990 15,987 15,990 30 27
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -720)
-125 0 0 -580 -720 -705 -720 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 93.4 99.8 99.8 99.8 0.2 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 21,305
COMMITMENTS
1,450 0 75 19,767 21,230 21,292 21,305 13 0
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -448)
-50 0 0 -385 -448 -435 -448 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.4 92.8 99.6 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,453
COMMITMENTS
650 0 320 8,866 10,023 9,836 10,343 617 110
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 18)
25 0 0 -7 18 18 18 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 3.1 84.8 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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/01/20 |
--------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 116,958
COMMITMENTS
1,556 8,988 2,163 113,006 105,758 116,725 116,909 233 49
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 767)
-120 -100 40 752 827 672 767 95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.7 1.8 96.6 90.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 12 7 40 33 51 46
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 126,361
COMMITMENTS
2,030 7,958 3,878 120,366 114,498 126,274 126,334 87 27
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,270)
-165 -318 268 1,167 1,320 1,270 1,270 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.3 3.1 95.3 90.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 8 9 44 37 58 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 599,396
COMMITMENTS
41,520 21,516 68,566 488,973 508,970 599,058 599,052 338 344
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -7,514)
2,269 -552 -1,271 -8,267 -5,641 -7,270 -7,465 -244 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.6 11.4 81.6 84.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
25 26 30 49 49 88 91
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,045
COMMITMENTS
3,060 600 65 12,785 15,300 15,910 15,965 135 80
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 10)
60 0 0 -50 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 3.7 0.4 79.7 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,176
COMMITMENTS
2,745 600 65 10,131 12,431 12,941 13,096 235 80
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 10)
60 0 0 -50 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 4.6 0.5 76.9 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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 8,311
COMMITMENTS
550 0 0 7,754 8,281 8,304 8,281 7 30
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 400)
50 0 0 350 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 93.3 99.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 0 22 15 27 15
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,681
COMMITMENTS
174 16 176 1,840 1,818 2,190 2,010 491 671
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.6 6.6 68.6 67.8 81.7 75.0 18.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 4 14 16 18 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,771
COMMITMENTS
318 255 310 6,557 6,157 7,185 6,722 586 1,049
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 289)
-56 5 44 306 262 294 311 -5 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.3 4.0 84.4 79.2 92.5 86.5 7.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 7 35 35 42 43
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,792
COMMITMENTS
1,080 48 160 32,227 33,397 33,467 33,605 325 187
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 633)
0 -25 0 520 606 520 581 113 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.1 0.5 95.4 98.8 99.0 99.4 1.0 0.6
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 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 22,448
COMMITMENTS
775 0 30 21,485 21,977 22,290 22,007 158 441
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 125)
-82 0 0 250 15 168 15 -43 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.1 95.7 97.9 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 0 1 21 27 25 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,611
COMMITMENTS
289 179 387 12,576 12,172 13,252 12,738 359 873
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 383)
129 -136 -34 259 307 354 137 29 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.3 2.8 92.4 89.4 97.4 93.6 2.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 2 3 40 37 46 40
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,083
COMMITMENTS
20 194 93 5,555 5,641 5,668 5,928 415 155
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 200)
-5 0 0 200 404 195 404 5 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.2 1.5 91.3 92.7 93.2 97.5 6.8 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 14 19 16 22
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 29,659
COMMITMENTS
840 1,141 91 28,688 28,196 29,619 29,428 40 231
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,071)
-55 99 -37 1,138 832 1,046 894 25 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.8 0.3 96.7 95.1 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 3 1 34 45 37 48
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,137
COMMITMENTS
6,019 1,678 1,530 54,214 58,192 61,763 61,400 374 737
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,979)
416 -133 64 1,494 1,546 1,974 1,477 5 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.7 2.5 87.2 93.7 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
9 9 10 74 69 89 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,366
COMMITMENTS
159 0 191 2,014 2,494 2,364 2,685 1,002 681
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 172)
3 0 -13 180 -32 170 -45 2 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 5.7 59.8 74.1 70.2 79.8 29.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 0 3 22 22 27 25
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 48,059
COMMITMENTS
60 0 0 46,289 46,265 46,349 46,265 1,710 1,794
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 3,596)
0 0 0 3,566 3,476 3,566 3,476 30 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.3 96.3 96.4 96.3 3.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 24 30 25 30
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,854
COMMITMENTS
0 0 0 18,818 18,767 18,818 18,767 36 87
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 496)
0 0 0 496 496 496 496 0 0
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 16 15 16 15
Updated December 04, 2020