CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 19,930
COMMITMENTS
1,669 13,590 1 18,210 6,310 19,880 19,901 50 29
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,999)
748 1,999 0 1,261 0 2,009 1,999 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 68.2 0.0 91.4 31.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 1 12 7 18 12
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 162,615
COMMITMENTS
69,003 8,380 7,204 86,408 147,031 162,615 162,615 0 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -500)
0 -100 0 -500 -400 -500 -500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 5.2 4.4 53.1 90.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 4 14 10 23 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 188,704
COMMITMENTS
26,819 47,053 8,430 153,434 133,221 188,683 188,704 21 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,425)
1,075 276 -976 3,305 4,125 3,404 3,425 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 24.9 4.5 81.3 70.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 4 8 22 10 35 20
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 164,957
COMMITMENTS
60,576 45,910 43,392 60,770 75,638 164,738 164,939 219 18
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,009)
-2,763 -678 4,093 1,650 -424 2,980 2,991 29 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 27.8 26.3 36.8 45.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
45 20 32 28 26 84 67
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 152,601
COMMITMENTS
89,565 30,070 13,233 49,615 109,284 152,413 152,587 188 14
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 5,829)
6,166 3,425 994 -1,346 1,404 5,814 5,824 15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 19.7 8.7 32.5 71.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
51 10 20 24 22 79 48
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 24,952
COMMITMENTS
11,295 11,061 1,326 12,331 12,565 24,952 24,952 0 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 44.3 5.3 49.4 50.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 2 11 6 18 9
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 46,450
COMMITMENTS
1,420 34,956 4,475 40,555 7,004 46,450 46,435 0 15
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 220)
555 975 -755 420 0 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 75.3 9.6 87.3 15.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 6 6 11 7 22 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 14,936
COMMITMENTS
2,060 2,041 110 12,766 12,785 14,936 14,936 0 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 13.7 0.7 85.5 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 1 10 12 12 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 15,694
COMMITMENTS
860 5,106 315 14,519 10,273 15,694 15,694 0 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 32.5 2.0 92.5 65.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 1 11 10 14 14
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 50,210
COMMITMENTS
21,302 16,985 2,660 26,248 30,565 50,210 50,210 0 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 33.8 5.3 52.3 60.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 4 18 9 26 14
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,772
COMMITMENTS
17,126 2,876 7,641 39,865 54,225 64,632 64,742 140 30
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,648)
-183 -210 394 3,464 3,434 3,675 3,618 -27 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.4 11.8 61.5 83.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 10 9 24 21 39 34
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 28,779
COMMITMENTS
7,905 1,555 400 20,373 26,824 28,678 28,779 101 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -150)
-115 0 0 -35 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 5.4 1.4 70.8 93.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 2 1 12 16 26 19
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 48,217
COMMITMENTS
5,010 5,243 613 42,254 42,358 47,876 48,213 341 4
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,577)
832 589 41 2,408 2,948 3,281 3,577 296 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 10.9 1.3 87.6 87.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 4 4 10 10 23 17
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,615
COMMITMENTS
0 5 25 4,496 4,585 4,521 4,615 94 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 43)
0 0 0 43 43 43 43 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 97.4 99.3 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 19 23 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,176
COMMITMENTS
3,373 433 2,502 17,071 19,960 22,946 22,895 230 281
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 33)
84 68 217 -313 -297 -12 -12 45 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 1.9 10.8 73.7 86.1 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 3 31 40 36 43
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,264
COMMITMENTS
0 4,620 1,259 16,784 12,385 18,043 18,264 221 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,543)
0 -332 105 1,438 1,770 1,543 1,543 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.3 6.9 91.9 67.8 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 5 3 30 20 33 25
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,178
COMMITMENTS
200 899 1,174 4,756 4,053 6,130 6,126 48 52
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 484)
200 82 125 159 277 484 484 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 14.6 19.0 77.0 65.6 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 17 18 19 22
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,633,846
COMMITMENTS
877,653 45,143 655,799 5061761 5914937 6595213 6615879 38,633 17,967
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 58,284)
30,688 345 5,051 20,701 53,607 56,440 59,003 1,844 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.7 9.9 76.3 89.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
42 25 51 155 131 218 186
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,548,159
COMMITMENTS
209,530 51,689 902,177 1433472 1592724 2545179 2546590 2,980 1,570
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -13,246)
-1,555 8,368 -17,925 5,405 -3,684 -14,076 -13,241 830 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.0 35.4 56.3 62.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 14 27 51 54 84 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,683
COMMITMENTS
705 1,436 548 188,730 197,274 189,983 199,258 20,700 11,425
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,527)
155 395 -271 2,952 3,003 2,836 3,127 691 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.3 89.6 93.6 90.2 94.6 9.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 24 17 26 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,563
COMMITMENTS
5,332 0 499 142,068 142,975 147,899 143,474 13,664 18,089
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 909)
251 0 1 -269 -1,413 -17 -1,412 926 2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.3 87.9 88.5 91.5 88.8 8.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 3 20 21 25 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,232
COMMITMENTS
3,605 718 613 250,247 263,231 254,465 264,562 14,767 4,670
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 9,155)
1,045 0 -118 13,545 10,376 14,472 10,258 -5,317 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 0.2 92.9 97.8 94.5 98.3 5.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 1 2 32 34 37 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 846,653
COMMITMENTS
2,147 1,933 3,187 833,007 839,869 838,341 844,989 8,312 1,664
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -1,997)
-727 1,037 377 -3,079 -3,566 -3,429 -2,152 1,432 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.4 98.4 99.2 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 42 34 47 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 304,531
COMMITMENTS
5,240 4,913 145 291,461 289,525 296,846 294,583 7,685 9,948
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,778)
512 93 -667 5,781 5,667 5,626 5,093 -1,848 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.6 0.0 95.7 95.1 97.5 96.7 2.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 2 2 42 38 45 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 577,020
COMMITMENTS
9,119 9,338 592 558,661 562,813 568,372 572,743 8,648 4,277
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 17,590)
7,000 6,342 -60 10,563 11,870 17,503 18,152 87 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.6 0.1 96.8 97.5 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 4 4 42 44 52 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 440,317
COMMITMENTS
935 9,458 164 426,462 418,077 427,561 427,699 12,756 12,618
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 4,162)
935 1,137 164 2,737 3,910 3,836 5,211 326 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.1 0.0 96.9 94.9 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 2 38 33 41 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,272
COMMITMENTS
0 1,343 0 94,349 92,493 94,349 93,836 4,923 5,436
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,152)
-290 248 -154 1,240 1,904 796 1,998 1,356 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 95.0 93.2 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 18 15 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,221
COMMITMENTS
390 367 480 46,701 49,108 47,571 49,955 4,650 2,266
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,985)
0 -62 0 3,041 2,163 3,041 2,101 -1,056 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.9 89.4 94.0 91.1 95.7 8.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 21 13 23 14
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 321,814
COMMITMENTS
2,053 0 93 311,142 314,897 313,288 314,990 8,526 6,824
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,175)
1,206 0 93 -324 3,327 975 3,420 200 -2,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.7 97.9 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 25 30 27 31
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,627
COMMITMENTS
757 0 0 166,422 174,746 167,179 174,746 9,448 1,881
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 561)
0 0 0 1,296 458 1,296 458 -735 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.2 98.9 94.7 98.9 5.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 0 24 26 25 26
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,690
COMMITMENTS
620 19,242 0 250,699 225,840 251,319 245,082 1,371 7,608
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,887)
620 -517 -26 1,325 3,409 1,919 2,866 -32 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.6 0.0 99.2 89.4 99.5 97.0 0.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 0 19 24 20 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,220
COMMITMENTS
31,052 0 0 28,004 57,951 59,056 57,951 1,164 2,269
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 10,857)
8,782 0 0 1,681 11,068 10,463 11,068 394 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 0.0 0.0 46.5 96.2 98.1 96.2 1.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 0 0 17 25 25 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 696,346
COMMITMENTS
13,835 8,734 3,720 669,466 676,505 687,021 688,959 9,325 7,387
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 11,855)
2,821 -67 1,605 7,079 9,896 11,505 11,434 350 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 0.5 96.1 97.2 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
3 8 6 52 36 60 46
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,230
COMMITMENTS
310 0 0 155,914 161,731 156,224 161,731 7,006 1,499
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 211)
-413 0 -391 -321 375 -1,125 -16 1,336 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 95.5 99.1 95.7 99.1 4.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 18 16 19 16
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 128,471
COMMITMENTS
4,030 6,373 3,780 118,237 116,893 126,047 127,046 2,424 1,425
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 21,427)
2,728 3,280 0 17,769 19,595 20,497 22,875 930 -1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.0 2.9 92.0 91.0 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 6 1 32 32 36 38
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,896
COMMITMENTS
3,734 23,084 6,061 134,884 115,898 144,679 145,043 1,217 853
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 22,783)
2,222 1,135 2,033 19,057 19,663 23,312 22,831 -529 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 15.8 4.2 92.5 79.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
4 13 6 48 44 56 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 235,389
COMMITMENTS
269 2,813 302 232,206 229,730 232,777 232,845 2,612 2,544
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 24,559)
-272 1,086 241 24,498 23,568 24,467 24,895 92 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.2 0.1 98.6 97.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 33 28 36 32
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 31,976
COMMITMENTS
2,508 421 0 27,829 30,340 30,337 30,761 1,639 1,215
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,564)
868 124 -93 2,377 1,862 3,152 1,893 -588 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.3 0.0 87.0 94.9 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 0 15 14 19 15
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,992
COMMITMENTS
2,552 1,815 462 208,828 218,070 211,842 220,347 10,150 1,645
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,165)
599 0 -930 1,419 2,478 1,088 1,548 77 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.8 0.2 94.1 98.2 95.4 99.3 4.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 1 1 35 34 39 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,684
COMMITMENTS
0 0 0 74,989 75,347 74,989 75,347 695 337
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 4,433)
0 0 0 4,340 4,464 4,340 4,464 93 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 99.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 16 17 16
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,303
COMMITMENTS
899 0 0 68,963 71,681 69,862 71,681 6,441 4,622
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 874)
899 0 0 1,024 2,670 1,923 2,670 -1,049 -1,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 90.4 93.9 91.6 93.9 8.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 18 18 20 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,147
COMMITMENTS
0 0 0 188,842 191,110 188,842 191,110 6,305 4,037
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 7,845)
0 0 0 7,842 7,574 7,842 7,574 3 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.8 97.9 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 25 29 25 29
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 158,930
COMMITMENTS
0 1,186 260 154,784 149,928 155,044 151,374 3,886 7,556
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,904)
0 1,046 -275 4,489 3,131 4,214 3,902 -310 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.2 97.4 94.3 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 24 19 26 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,815
COMMITMENTS
0 0 0 77,853 81,056 77,853 81,056 9,962 6,759
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 4,594)
0 0 0 3,884 4,193 3,884 4,193 710 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.7 92.3 88.7 92.3 11.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 18 20 18
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,689
COMMITMENTS
4,058 0 0 181,016 181,125 185,074 181,125 8,615 12,564
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,122)
617 0 0 696 1,307 1,313 1,307 -191 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 93.5 93.5 95.6 93.5 4.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 13 19 15 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,286
COMMITMENTS
5,582 430 309 102,538 106,744 108,429 107,483 6,857 7,803
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,485)
1,736 -180 204 -497 1,451 1,443 1,475 42 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.4 0.3 88.9 92.6 94.1 93.2 5.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 1 29 35 35 37
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,225
COMMITMENTS
0 768 0 15,961 15,844 15,961 16,612 3,264 2,613
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 83.0 82.4 83.0 86.4 17.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 12 11 12 13
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,682
COMMITMENTS
0 5,056 120 42,993 38,618 43,113 43,794 1,569 888
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,945)
0 341 0 3,488 2,230 3,488 2,571 -543 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 0.3 96.2 86.4 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 4 1 14 19 15 23
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,514
COMMITMENTS
2,385 7,935 2,696 199,271 198,459 204,352 209,090 9,162 4,424
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 280)
-179 634 131 488 1,339 440 2,104 -160 -1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.7 1.3 93.3 92.9 95.7 97.9 4.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 6 4 29 31 34 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 143,403
COMMITMENTS
0 269 1,235 138,954 139,467 140,189 140,971 3,214 2,432
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 287)
0 31 0 -606 2 -606 33 893 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.9 96.9 97.3 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 31 27 33 29
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 46,372
COMMITMENTS
2,416 0 0 40,741 44,133 43,157 44,133 3,215 2,239
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 87.9 95.2 93.1 95.2 6.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 9 13 11 13
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 91,804
COMMITMENTS
1,568 0 0 84,477 87,183 86,045 87,183 5,759 4,621
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,457)
-124 0 0 1,581 1,389 1,457 1,389 0 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 92.0 95.0 93.7 95.0 6.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 24 18 25 18
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 32,618
COMMITMENTS
0 571 6 29,790 29,833 29,796 30,410 2,822 2,208
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,766)
0 -106 6 2,648 2,727 2,654 2,627 112 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.0 91.3 91.5 91.3 93.2 8.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 14 16 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 324,065
COMMITMENTS
0 3,399 444 312,737 316,404 313,181 320,247 10,884 3,818
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,635)
0 3,170 84 1,134 -589 1,218 2,665 1,417 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 96.5 97.6 96.6 98.8 3.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 2 29 20 31 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 76,653
COMMITMENTS
2,051 341 0 68,357 68,886 70,408 69,227 6,245 7,426
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -397)
0 341 0 -397 -800 -397 -459 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 0.0 89.2 89.9 91.9 90.3 8.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 15 15 17 16
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 26,526
COMMITMENTS
1,981 0 0 22,366 24,946 24,347 24,946 2,179 1,580
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.0 84.3 94.0 91.8 94.0 8.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 10 13 11 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 237,695
COMMITMENTS
3,773 248 258 230,019 235,361 234,050 235,867 3,645 1,828
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,315)
-83 248 50 3,404 2,396 3,371 2,694 -1,056 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.1 0.1 96.8 99.0 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 22 27 24 29
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 31,302
COMMITMENTS
1,860 605 908 28,534 29,789 31,302 31,302 0 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 261)
95 -416 19 147 658 261 261 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.9 2.9 91.2 95.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 1 7 23 27 31 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 27,441
COMMITMENTS
2,090 455 737 24,481 26,207 27,308 27,399 133 42
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 453)
425 163 117 -89 173 453 453 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.7 2.7 89.2 95.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 21 20 25 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 195,597
COMMITMENTS
38,351 377 3,256 152,393 191,801 194,000 195,434 1,597 163
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 4,580)
6,293 -403 308 -1,758 4,770 4,843 4,675 -263 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.2 1.7 77.9 98.1 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 5 14 39 39 60 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,166
COMMITMENTS
163 8,926 1,237 62,584 53,972 63,984 64,135 182 31
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,321)
0 676 46 1,275 637 1,321 1,359 0 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.9 1.9 97.5 84.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 9 5 24 26 31 36
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 37,642
COMMITMENTS
0 1,646 945 36,458 34,847 37,403 37,438 239 204
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 56)
0 54 -25 81 27 56 56 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 2.5 96.9 92.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 1 15 20 16 24
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,237
COMMITMENTS
10,290 6,175 267 36,278 40,516 46,835 46,958 402 279
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 221)
0 98 0 161 123 161 221 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 13.1 0.6 76.8 85.8 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 6 1 23 28 26 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 55,846
COMMITMENTS
5,978 5,067 1,155 48,337 49,524 55,470 55,746 376 100
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -358)
17 -155 -41 -399 -162 -423 -358 65 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.1 2.1 86.6 88.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 4 26 28 34 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,452
COMMITMENTS
714 5,464 1,118 67,310 62,770 69,142 69,352 310 100
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 738)
0 0 0 736 738 736 738 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.9 1.6 96.9 90.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 3 25 26 29 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,083
COMMITMENTS
970 6,372 1,078 84,632 79,574 86,680 87,024 403 59
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,611)
0 -32 32 1,579 1,611 1,611 1,611 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.3 1.2 97.2 91.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 28 27 30 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,620
COMMITMENTS
66 0 17 29,525 29,213 29,608 29,230 12 390
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 220)
0 0 0 220 220 220 220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 99.7 98.6 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 18 24 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 37,290
COMMITMENTS
250 50 0 36,886 37,232 37,136 37,282 154 8
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 95 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 98.9 99.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 18 20 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 31,462
COMMITMENTS
500 2,320 10 30,702 29,132 31,212 31,462 250 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 7.4 0.0 97.6 92.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 17 14 19 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 137,827
COMMITMENTS
7,092 12,258 5,824 124,171 119,506 137,086 137,587 741 240
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,511)
-587 -903 1,527 618 888 1,557 1,511 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.9 4.2 90.1 86.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 6 13 42 37 59 50
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 43,706
COMMITMENTS
0 7,321 385 43,125 36,000 43,510 43,706 196 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 66)
0 0 215 -149 -149 66 66 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.8 0.9 98.7 82.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 17 16 18 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 39,096
COMMITMENTS
266 5,057 915 37,719 33,124 38,900 39,096 196 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -60)
0 0 240 -300 -300 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.9 2.3 96.5 84.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 17 17 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 78,711
COMMITMENTS
4,234 650 1,992 72,051 75,191 78,277 77,833 434 878
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,056)
260 50 36 760 970 1,056 1,056 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.8 2.5 91.5 95.5 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 1 5 25 25 32 31
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,159
COMMITMENTS
200 295 0 37,632 37,459 37,832 37,754 327 405
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -19)
0 0 0 -19 -19 -19 -19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.8 0.0 98.6 98.2 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 19 21 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,369
COMMITMENTS
327 345 0 46,810 46,979 47,137 47,324 232 45
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 273)
115 145 -50 168 208 233 303 40 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.7 0.0 98.8 99.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 21 21 24 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,658
COMMITMENTS
1,894 0 10 43,615 46,284 45,519 46,294 1,139 364
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 93.5 99.2 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 17 20 18
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,764
COMMITMENTS
2,596 246 192 47,532 50,146 50,320 50,584 444 180
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 86)
0 25 5 76 56 81 86 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.5 0.4 93.6 98.8 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 2 22 19 26 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 81,591
COMMITMENTS
868 776 634 79,763 80,091 81,265 81,501 326 90
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,236)
-174 660 -248 2,653 1,814 2,231 2,226 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.0 0.8 97.8 98.2 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 3 27 29 30 32
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 106,604
COMMITMENTS
2,459 745 823 102,536 104,750 105,818 106,318 786 286
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,814)
-682 273 -99 3,609 2,633 2,828 2,807 -14 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 0.8 96.2 98.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 7 26 27 35 34
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 57,688
COMMITMENTS
989 1,332 833 55,467 55,523 57,289 57,688 399 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -178)
150 20 -250 -78 52 -178 -178 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 1.4 96.1 96.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 3 21 17 25 22
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,683
COMMITMENTS
125 1,145 535 46,882 46,003 47,542 47,683 141 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 500)
125 -50 25 350 525 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.4 1.1 98.3 96.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 16 15 17 17
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 43,314
COMMITMENTS
339 627 31 42,505 42,624 42,875 43,282 439 32
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -961)
0 -2 0 -961 -959 -961 -961 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 0.1 98.1 98.4 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 22 19 23 22
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,262
COMMITMENTS
1,498 3,112 36 47,473 45,900 49,007 49,048 255 214
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 349)
27 -3 0 327 352 354 349 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.3 0.1 96.4 93.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 3 1 26 23 31 27
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,043
COMMITMENTS
0 1,760 0 14,420 12,968 14,420 14,728 623 315
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 490)
0 0 0 490 490 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 0.0 95.9 86.2 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 15 12 15 15
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 13,500
COMMITMENTS
0 940 0 12,873 12,496 12,873 13,436 627 64
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 700)
0 0 0 700 700 700 700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 95.4 92.6 95.4 99.5 4.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 16 13 16 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,074
COMMITMENTS
269 883 166 23,709 23,880 24,144 24,929 930 145
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 43)
-15 20 20 208 -1 213 39 -170 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.5 0.7 94.6 95.2 96.3 99.4 3.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 2 17 18 20 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 15,105
COMMITMENTS
305 0 0 14,171 14,990 14,476 14,990 629 115
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 81)
-25 0 0 41 76 16 76 65 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 93.8 99.2 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 16 15 18 15
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,301
COMMITMENTS
2,446 2,435 426 29,187 29,361 32,059 32,222 242 79
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -438)
-50 0 0 -230 -405 -280 -405 -158 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.5 1.3 90.4 90.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 4 2 30 25 36 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,382
COMMITMENTS
1,477 2,034 213 18,399 17,895 20,089 20,142 293 240
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 173)
0 33 12 171 268 183 313 -10 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 10.0 1.0 90.3 87.8 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 24 23 29 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,701
COMMITMENTS
1,312 0 162 13,127 14,521 14,601 14,683 100 18
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 1.1 89.3 98.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 3 18 12 22 15
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 17,523
COMMITMENTS
1,015 0 25 16,459 17,498 17,499 17,523 24 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.1 93.9 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 13 10 16 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,254
COMMITMENTS
210 0 100 15,748 16,134 16,058 16,234 196 20
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.6 96.9 99.3 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 16 16 19 17
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,147
COMMITMENTS
120 115 90 8,750 8,922 8,960 9,127 187 20
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 400)
0 0 0 400 400 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.3 1.0 95.7 97.5 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 16 17 17
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,863
COMMITMENTS
3,510 160 250 44,979 48,453 48,739 48,863 124 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.3 0.5 92.1 99.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 23 21 25 24
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,118
COMMITMENTS
2,800 50 240 48,954 51,798 51,994 52,088 124 30
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.1 0.5 93.9 99.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 18 24 20
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 94,686
COMMITMENTS
1,388 1,010 1,683 91,286 91,839 94,357 94,532 329 154
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,211)
80 -30 2 1,080 1,289 1,162 1,261 49 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.1 1.8 96.4 97.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 3 5 37 30 46 36
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 110,585
COMMITMENTS
3,217 1,252 1,581 105,661 107,625 110,459 110,458 126 127
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,764)
132 -390 79 1,557 2,080 1,768 1,769 -4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.1 1.4 95.5 97.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 6 8 42 35 54 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 999,481
COMMITMENTS
55,588 5,165 134,609 808,696 858,654 998,893 998,428 588 1,053
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -8,841)
2,661 -2,018 3,601 -15,300 -11,286 -9,039 -9,703 198 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.5 13.5 80.9 85.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
36 8 31 51 52 93 85
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,820
COMMITMENTS
1,645 0 0 10,120 12,730 11,765 12,730 1,055 90
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 0.0 78.9 99.3 91.8 99.3 8.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 12 17 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,280
COMMITMENTS
970 600 0 8,535 9,590 9,505 10,190 775 90
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.8 0.0 83.0 93.3 92.5 99.1 7.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 14 12 17 13
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 34,746
COMMITMENTS
2,860 7,060 600 31,134 27,066 34,594 34,726 152 20
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -400)
0 0 0 -400 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 20.3 1.7 89.6 77.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 1 22 20 26 24
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 40,197
COMMITMENTS
2,950 5,215 450 36,792 34,347 40,192 40,012 5 185
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 317)
0 200 0 317 117 317 317 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.0 1.1 91.5 85.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 1 25 19 28 25
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 1,628
COMMITMENTS
235 524 50 979 689 1,264 1,263 364 365
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 70)
111 120 -20 35 0 126 100 -56 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 32.2 3.1 60.1 42.3 77.6 77.6 22.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 3 14 12 19 19
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,324
COMMITMENTS
150 171 149 1,538 1,500 1,837 1,820 487 504
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 67)
-3 -34 56 63 70 116 92 -49 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.4 6.4 66.2 64.5 79.0 78.3 21.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 15 17 18 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,576
COMMITMENTS
479 448 693 5,774 5,805 6,946 6,946 630 630
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 149)
20 44 122 133 51 275 217 -126 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.9 9.1 76.2 76.6 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 5 10 37 34 48 47
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,852
COMMITMENTS
6,006 0 1,965 24,557 30,539 32,528 32,504 324 348
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 884)
-866 -10 -25 1,748 944 857 909 27 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.0 6.0 74.8 93.0 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 0 3 41 37 46 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,257
COMMITMENTS
285 60 0 12,822 12,681 13,107 12,741 150 516
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 513)
-40 -90 0 452 511 412 421 101 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.0 96.7 95.7 98.9 96.1 1.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 21 26 25 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,874
COMMITMENTS
3,615 374 307 11,566 14,658 15,488 15,339 386 535
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 693)
108 0 149 510 603 767 752 -74 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 2.4 1.9 72.9 92.3 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 4 35 37 42 42
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,953
COMMITMENTS
0 903 65 13,348 12,865 13,413 13,833 540 120
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -76)
0 20 65 -66 131 -1 216 -75 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.5 95.7 92.2 96.1 99.1 3.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 19 25 21 27
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,688
COMMITMENTS
16,017 2,502 189 17,222 30,932 33,428 33,623 260 65
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,896)
2,020 325 0 -124 1,571 1,896 1,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 7.4 0.6 51.1 91.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 7 3 28 39 32 47
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 69,311
COMMITMENTS
10,647 18,480 1,544 56,874 48,723 69,065 68,747 246 564
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -88)
565 2,244 -61 108 -1,954 612 229 -700 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 26.7 2.2 82.1 70.3 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
13 9 12 71 68 90 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,183
COMMITMENTS
0 58 126 2,347 2,388 2,473 2,572 710 611
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 166)
0 12 2 268 133 270 147 -104 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 4.0 73.7 75.0 77.7 80.8 22.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 17 21 19 23
CRUDE DIFF-WCS CUSHING/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 7,045
COMMITMENTS
0 0 0 6,645 6,345 6,645 6,345 400 700
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 150 450 150 0 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.3 90.1 94.3 90.1 5.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 11 14 11 14
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 21,028
COMMITMENTS
730 0 20 17,833 18,593 18,583 18,613 2,445 2,415
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 237)
-300 0 -150 507 207 57 57 180 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.1 84.8 88.4 88.4 88.5 11.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 17 18 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 56,094
COMMITMENTS
0 324 0 55,235 54,391 55,235 54,715 859 1,379
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -6,750)
0 -35 0 -6,350 -6,067 -6,350 -6,102 -400 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.5 97.0 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 22 24 22 25
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 13,806
COMMITMENTS
0 0 0 13,806 13,761 13,806 13,761 0 45
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -1,930)
0 0 0 -1,915 -1,762 -1,915 -1,762 -15 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 15 16 15
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 121,310
COMMITMENTS
0 0 0 110,090 116,706 110,090 116,706 11,220 4,604
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 920)
0 0 0 3,573 1,400 3,573 1,400 -2,653 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 96.2 90.8 96.2 9.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 16 18 16 18
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,990
COMMITMENTS
65 225 0 5,719 5,765 5,784 5,990 206 0
CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,352)
25 50 0 1,327 1,302 1,352 1,352 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.8 0.0 95.5 96.2 96.6 100.0 3.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 17 20 18
Updated November 29, 2021