CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 14,442
COMMITMENTS
1,619 8,121 1 12,787 6,310 14,407 14,432 35 10
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -5,488)
-50 -5,469 0 -5,423 0 -5,473 -5,469 -15 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 56.2 0.0 88.5 43.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 1 11 7 17 11
NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (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 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 189,453
COMMITMENTS
26,519 47,453 8,430 154,483 133,570 189,432 189,453 21 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 749)
-300 400 0 1,049 349 749 749 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 25.0 4.4 81.5 70.5 100.0 100.0 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 140,051
COMMITMENTS
47,267 31,657 39,055 53,617 69,214 139,939 139,926 112 125
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -24,907)
-13,309 -14,253 -4,337 -7,153 -6,423 -24,800 -25,014 -107 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 22.6 27.9 38.3 49.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
44 16 30 26 27 79 64
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 186,523
COMMITMENTS
106,737 49,750 17,713 61,589 118,863 186,039 186,325 484 198
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 33,923)
17,172 19,680 4,480 11,974 9,579 33,626 33,739 296 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 26.7 9.5 33.0 63.7 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
48 16 18 25 24 78 54
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 25,000
COMMITMENTS
11,320 11,061 1,326 12,354 12,613 25,000 25,000 0 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 48)
25 0 0 23 48 48 48 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 44.2 5.3 49.4 50.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 2 11 6 18 9
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (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: 27)
2 5 1 10 13 12 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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: 15,919
COMMITMENTS
1,060 5,406 240 14,619 10,273 15,919 15,919 0 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 225)
200 300 -75 100 0 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 34.0 1.5 91.8 64.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 1 11 11 14 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 49,600
COMMITMENTS
21,302 16,985 2,660 25,638 29,955 49,600 49,600 0 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -610)
0 0 0 -610 -610 -610 -610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 34.2 5.4 51.7 60.4 100.0 100.0 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 58,234
COMMITMENTS
12,453 2,380 6,100 39,641 49,730 58,194 58,210 40 24
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -6,539)
-4,673 -496 -1,542 -224 -4,495 -6,439 -6,533 -100 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.1 10.5 68.1 85.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 8 23 18 37 33
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,036
COMMITMENTS
10,039 2,080 400 20,471 28,556 30,910 31,036 126 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 2,257)
2,134 525 0 98 1,732 2,232 2,257 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 6.7 1.3 66.0 92.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 2 1 13 16 29 19
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 51,787
COMMITMENTS
9,451 8,463 222 41,894 43,025 51,567 51,710 220 77
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 3,570)
4,441 3,220 -391 -359 667 3,691 3,497 -121 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 16.3 0.4 80.9 83.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 4 10 9 24 16
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,639
COMMITMENTS
0 5 25 4,528 4,601 4,553 4,631 86 8
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 24)
0 0 0 32 16 32 16 -8 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.5 97.6 99.2 98.1 99.8 1.9 0.2
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,699
COMMITMENTS
3,263 163 2,683 16,200 19,314 22,146 22,160 553 539
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -477)
-110 -270 181 -871 -646 -800 -735 323 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.7 11.8 71.4 85.1 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 5 30 40 36 45
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,053
COMMITMENTS
0 4,766 1,177 16,655 12,110 17,832 18,053 221 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -211)
0 146 -82 -129 -275 -211 -211 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.4 6.5 92.3 67.1 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,364
COMMITMENTS
200 814 1,174 4,942 4,324 6,316 6,312 48 52
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 186)
0 -85 0 186 271 186 186 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.8 18.4 77.7 67.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 2 17 19 19 23
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,337,957
COMMITMENTS
814,921 42,787 643,622 4841710 5635501 6300253 6321910 37,704 16,047
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -295,889)
-62,732 -2,356 -12,177 -220,051 -279,436 -294,960 -293,969 -929 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.7 10.2 76.4 88.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
36 25 47 153 127 208 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,247,679
COMMITMENTS
199,230 35,145 750,902 1294602 1460230 2244734 2246277 2,945 1,402
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -300,480)
-10,300 -16,544 -151,275 -138,870 -132,494 -300,445 -300,313 -35 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.6 33.4 57.6 65.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 14 29 49 49 82 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,859
COMMITMENTS
705 1,051 762 190,906 199,415 192,373 201,228 20,486 11,631
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 2,176)
0 -385 214 2,176 2,141 2,390 1,970 -214 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.4 89.7 93.7 90.4 94.5 9.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 24 17 27 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,020
COMMITMENTS
5,208 0 415 141,702 147,555 147,325 147,970 13,695 13,050
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -543)
-124 0 -84 -366 4,580 -574 4,496 31 -5,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.3 88.0 91.6 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 0 3 20 22 25 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,084
COMMITMENTS
3,664 718 613 251,437 263,713 255,714 265,044 14,370 5,040
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 852)
59 0 0 1,190 482 1,249 482 -397 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.3 0.2 93.1 97.6 94.7 98.1 5.3 1.9
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 848,380
COMMITMENTS
2,608 2,026 2,203 835,745 842,648 840,556 846,877 7,824 1,503
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,727)
461 93 -984 2,738 2,779 2,215 1,888 -488 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.2 0.3 98.5 99.3 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 4 4 44 34 50 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 306,196
COMMITMENTS
5,637 5,760 117 293,274 290,799 299,028 296,676 7,168 9,520
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,665)
397 847 -28 1,813 1,274 2,182 2,093 -517 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.9 0.0 95.8 95.0 97.7 96.9 2.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 2 41 37 45 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 585,560
COMMITMENTS
10,173 11,450 669 566,487 568,686 577,329 580,805 8,231 4,755
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 8,540)
1,054 2,112 77 7,826 5,873 8,957 8,062 -417 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.0 0.1 96.7 97.1 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 5 6 42 43 53 51
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 441,452
COMMITMENTS
842 10,791 183 425,168 419,130 426,193 430,104 15,259 11,348
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,135)
-93 1,333 19 -1,294 1,053 -1,368 2,405 2,503 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 0.0 96.3 94.9 96.5 97.4 3.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 2 36 32 39 38
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 99,582
COMMITMENTS
0 1,498 0 94,659 92,648 94,659 94,146 4,923 5,436
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 310)
0 155 0 310 155 310 310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 95.1 93.0 95.1 94.5 4.9 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,043
COMMITMENTS
390 243 480 47,163 49,992 48,033 50,715 5,010 2,328
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 822)
0 -124 0 462 884 462 760 360 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.5 0.9 88.9 94.2 90.6 95.6 9.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 21 14 23 15
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 324,363
COMMITMENTS
2,053 0 93 314,446 316,258 316,592 316,351 7,771 8,012
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 2,549)
0 0 0 3,304 1,361 3,304 1,361 -755 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.9 97.5 97.6 97.5 2.4 2.5
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 176,751
COMMITMENTS
757 0 0 166,425 174,870 167,182 174,870 9,569 1,881
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 124)
0 0 0 3 124 3 124 121 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.2 98.9 94.6 98.9 5.4 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,453
COMMITMENTS
620 19,242 0 251,338 226,603 251,958 245,845 1,495 7,608
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 763)
0 0 0 639 763 639 763 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.6 0.0 99.2 89.4 99.4 97.0 0.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 0 18 24 19 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 62,142
COMMITMENTS
32,416 0 0 28,407 59,873 60,823 59,873 1,319 2,269
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,922)
1,364 0 0 403 1,922 1,767 1,922 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 0.0 0.0 45.7 96.3 97.9 96.3 2.1 3.7
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 697,318
COMMITMENTS
14,083 10,284 3,968 670,459 676,295 688,510 690,547 8,808 6,771
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 972)
248 1,550 248 993 -210 1,489 1,588 -517 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 0.6 96.1 97.0 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 9 6 53 37 62 48
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 163,117
COMMITMENTS
310 0 0 155,851 161,790 156,161 161,790 6,956 1,327
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -113)
0 0 0 -63 59 -63 59 -50 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 95.5 99.2 95.7 99.2 4.3 0.8
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,827
COMMITMENTS
6,758 13,668 3,842 129,323 122,685 139,923 140,195 1,904 1,632
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 13,356)
2,728 7,295 62 11,086 5,792 13,876 13,149 -520 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 9.6 2.7 91.2 86.5 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
6 8 1 36 39 43 47
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,284
COMMITMENTS
4,319 29,691 6,462 146,156 122,398 156,937 158,551 2,347 733
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 13,388)
585 6,607 401 11,272 6,500 12,258 13,508 1,130 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 18.6 4.1 91.8 76.8 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
4 13 6 51 51 59 66
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,159
COMMITMENTS
269 3,796 395 238,821 234,475 239,485 238,666 2,674 3,493
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 6,770)
0 983 93 6,615 4,745 6,708 5,821 62 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.6 0.2 98.6 96.8 98.9 98.6 1.1 1.4
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 33,720
COMMITMENTS
2,545 421 180 29,356 31,960 32,081 32,561 1,639 1,159
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,744)
37 0 180 1,527 1,620 1,744 1,800 0 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.2 0.5 87.1 94.8 95.1 96.6 4.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 1 1 15 14 20 16
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 223,060
COMMITMENTS
3,015 3,780 692 209,408 216,999 213,115 221,471 9,945 1,589
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,068)
463 1,965 230 580 -1,071 1,273 1,124 -205 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.7 0.3 93.9 97.3 95.5 99.3 4.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 3 35 34 41 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,080
COMMITMENTS
0 218 30 72,478 72,464 72,508 72,712 572 368
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -2,604)
0 218 30 -2,511 -2,883 -2,481 -2,635 -123 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.2 99.2 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 18 16 19 17
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,721
COMMITMENTS
868 0 0 69,515 71,926 70,383 71,926 6,338 4,795
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 418)
-31 0 0 552 245 521 245 -103 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 90.6 93.8 91.7 93.8 8.3 6.2
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,867
COMMITMENTS
0 527 0 199,903 201,151 199,903 201,678 5,964 4,189
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 10,720)
0 527 0 11,061 10,041 11,061 10,568 -341 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 97.1 97.7 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 0 25 29 25 31
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 30,914
COMMITMENTS
1,634 0 0 24,707 29,083 26,341 29,083 4,573 1,831
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 79.9 94.1 85.2 94.1 14.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 9 11 12 11
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,233
COMMITMENTS
0 1,651 260 154,963 149,831 155,223 151,742 4,010 7,491
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 303)
0 465 0 179 -97 179 368 124 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.2 97.3 94.1 97.5 95.3 2.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 2 24 19 26 23
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,149
COMMITMENTS
0 0 0 78,249 81,390 78,249 81,390 9,900 6,759
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 334)
0 0 0 396 334 396 334 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 92.3 88.8 92.3 11.2 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,192
COMMITMENTS
3,503 0 0 183,720 180,476 187,223 180,476 5,969 12,716
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -497)
-555 0 0 2,704 -649 2,149 -649 -2,646 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 95.1 93.4 96.9 93.4 3.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 19 15 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,046
COMMITMENTS
5,582 478 261 102,742 106,503 108,585 107,242 6,461 7,804
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -240)
0 48 -48 204 -241 156 -241 -396 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.4 0.2 89.3 92.6 94.4 93.2 5.6 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 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 44,837
COMMITMENTS
217 5,211 120 42,900 38,525 43,237 43,856 1,600 981
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 155)
217 155 0 -93 -93 124 62 31 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 11.6 0.3 95.7 85.9 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 1 14 19 16 23
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 214,190
COMMITMENTS
2,599 7,645 3,453 198,797 198,410 204,849 209,508 9,341 4,682
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 676)
214 -290 757 -474 -49 497 418 179 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 3.6 1.6 92.8 92.6 95.6 97.8 4.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 7 4 29 31 35 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 146,191
COMMITMENTS
0 210 1,294 141,745 142,342 143,039 143,846 3,152 2,345
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 2,788)
0 -59 59 2,791 2,875 2,850 2,875 -62 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.9 97.0 97.4 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 32 27 34 29
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 46,279
COMMITMENTS
2,478 0 0 40,586 44,071 43,064 44,071 3,215 2,208
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -93)
62 0 0 -155 -62 -93 -62 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 87.7 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,350
COMMITMENTS
1,568 0 0 85,023 87,729 86,591 87,729 5,759 4,621
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 546)
0 0 0 546 546 546 546 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 92.1 95.0 93.8 95.0 6.2 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 33,068
COMMITMENTS
0 651 6 30,240 29,833 30,246 30,490 2,822 2,578
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 450)
0 80 0 450 0 450 80 0 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 91.4 90.2 91.5 92.2 8.5 7.8
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 326,185
COMMITMENTS
0 3,399 444 314,857 318,524 315,301 322,367 10,884 3,818
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 2,120)
0 0 0 2,120 2,120 2,120 2,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.1 96.5 97.7 96.7 98.8 3.3 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 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 237,814
COMMITMENTS
3,773 248 258 230,293 235,449 234,324 235,955 3,490 1,859
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 119)
0 0 0 274 88 274 88 -155 31
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 32,090
COMMITMENTS
1,840 745 898 29,352 30,439 32,090 32,082 0 8
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 788)
-20 140 -10 818 650 788 780 0 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.3 2.8 91.5 94.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 1 7 23 26 31 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 27,716
COMMITMENTS
1,915 455 737 24,931 26,432 27,583 27,624 133 92
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 275)
-175 0 0 450 225 275 225 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.6 2.7 90.0 95.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 3 21 19 24 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 195,305
COMMITMENTS
37,788 396 3,438 152,319 191,303 193,545 195,137 1,760 168
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -292)
-563 19 182 -74 -498 -455 -297 163 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.2 1.8 78.0 98.0 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 5 14 41 39 61 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 65,174
COMMITMENTS
195 9,311 1,384 63,317 54,446 64,896 65,141 278 33
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,008)
32 385 147 733 474 912 1,006 96 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 14.3 2.1 97.2 83.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 8 5 25 24 33 32
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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: 37,915
COMMITMENTS
50 2,260 904 36,523 34,547 37,477 37,711 438 204
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 273)
50 614 -41 65 -300 74 273 199 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.0 2.4 96.3 91.1 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 16 20 18 24
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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: 47,319
COMMITMENTS
10,290 6,181 237 36,390 40,617 46,917 47,035 402 284
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 82)
0 6 -30 112 101 82 77 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 13.1 0.5 76.9 85.8 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 6 1 23 29 26 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,131
COMMITMENTS
6,009 5,039 1,155 48,591 49,837 55,755 56,031 376 100
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 285)
31 -28 0 254 313 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.0 2.1 86.6 88.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 4 27 28 35 35
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,770
COMMITMENTS
714 5,434 1,148 67,587 63,088 69,449 69,670 321 100
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 318)
0 -30 30 277 318 307 318 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.8 1.6 96.9 90.4 99.5 99.9 0.5 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,300
COMMITMENTS
955 6,372 1,078 84,860 79,785 86,893 87,235 407 65
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 217)
-15 0 0 228 211 213 211 4 6
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,728
COMMITMENTS
66 0 17 29,625 29,317 29,708 29,334 20 394
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 108)
0 0 0 100 104 100 104 8 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.1 99.7 98.6 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 20 24 21
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 37,296
COMMITMENTS
250 50 0 36,896 37,242 37,146 37,292 150 4
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 6)
0 0 0 10 10 10 10 -4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.0 98.9 99.9 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 17 20 18
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 137,438
COMMITMENTS
7,063 11,807 6,475 123,189 118,916 136,727 137,198 711 240
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -389)
-28 -451 651 -983 -589 -359 -389 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.6 4.7 89.6 86.5 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 44,273
COMMITMENTS
0 7,321 685 43,392 36,267 44,077 44,273 196 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 567)
0 0 300 267 267 567 567 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.5 1.5 98.0 81.9 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 39,816
COMMITMENTS
266 5,057 1,515 37,839 33,244 39,620 39,816 196 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 720)
0 0 600 120 120 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 12.7 3.8 95.0 83.5 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 79,984
COMMITMENTS
4,734 650 2,592 72,223 75,864 79,549 79,106 435 878
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,273)
500 0 600 172 673 1,272 1,273 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.8 3.2 90.3 94.8 99.5 98.9 0.5 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,403
COMMITMENTS
200 378 0 37,876 37,631 38,076 38,009 327 394
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 244)
0 83 0 244 172 244 255 0 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 0.0 98.6 98.0 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 18 22 19
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,320
COMMITMENTS
282 323 0 46,680 46,951 46,962 47,274 358 46
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -49)
-45 -22 0 -130 -28 -175 -50 126 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 0.0 98.6 99.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 20 21 22 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,171
COMMITMENTS
1,894 0 10 44,125 46,797 46,029 46,807 1,142 364
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 513)
0 0 0 510 513 510 513 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,477
COMMITMENTS
2,599 274 192 48,242 50,831 51,033 51,297 444 180
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 713)
3 28 0 710 685 713 713 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.5 0.4 93.7 98.7 99.1 99.7 0.9 0.3
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 11/30/21 |
--------------------------------------------------------------| 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: 82,182
COMMITMENTS
751 761 634 80,455 80,699 81,840 82,094 342 88
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 591)
-117 -15 0 692 608 575 593 16 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.9 0.8 97.9 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,563
COMMITMENTS
2,482 778 748 103,579 105,751 106,809 107,277 754 286
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 959)
23 33 -75 1,043 1,001 991 959 -32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 0.7 96.3 98.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 7 27 28 36 35
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 57,683
COMMITMENTS
1,004 1,317 793 55,487 55,573 57,284 57,683 399 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -5)
15 -15 -40 20 50 -5 -5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.3 1.4 96.2 96.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 21 18 25 23
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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: 47,773
COMMITMENTS
125 1,195 535 46,972 46,043 47,632 47,773 141 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 90)
0 50 0 90 40 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 1.1 98.3 96.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 16 17 17 20
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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: 43,046
COMMITMENTS
338 630 32 42,236 42,352 42,606 43,014 440 32
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -268)
-1 3 1 -269 -272 -269 -268 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,115
COMMITMENTS
1,522 3,115 36 47,302 45,750 48,860 48,901 255 214
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -147)
24 3 0 -171 -150 -147 -147 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 6.3 0.1 96.3 93.1 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 15,448
COMMITMENTS
0 1,760 0 14,932 13,393 14,932 15,153 516 295
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 405)
0 0 0 512 425 512 425 -107 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 0.0 96.7 86.7 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 15 13 15 16
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 13,501
COMMITMENTS
0 940 0 12,870 12,497 12,870 13,437 631 64
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1)
0 0 0 -3 1 -3 1 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 0.0 95.3 92.6 95.3 99.5 4.7 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 25,779
COMMITMENTS
264 883 166 24,419 24,570 24,849 25,619 930 160
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 705)
-5 0 0 710 690 705 690 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.4 0.6 94.7 95.3 96.4 99.4 3.6 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 15,590
COMMITMENTS
305 0 0 14,572 15,475 14,877 15,475 713 115
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 485)
0 0 0 401 485 401 485 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 93.5 99.3 95.4 99.3 4.6 0.7
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,449
COMMITMENTS
2,495 2,555 426 29,259 29,269 32,180 32,250 269 199
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 148)
49 120 0 72 -92 121 28 27 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 7.9 1.3 90.2 90.2 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 2 29 24 35 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,600
COMMITMENTS
1,477 2,041 213 18,607 18,101 20,297 20,355 303 245
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 218)
0 7 0 208 206 208 213 10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.9 1.0 90.3 87.9 98.5 98.8 1.5 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,722
COMMITMENTS
1,309 0 162 13,102 14,521 14,573 14,683 149 39
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 21)
-3 0 0 -25 0 -28 0 49 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 1.1 89.0 98.6 99.0 99.7 1.0 0.3
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 17,545
COMMITMENTS
991 0 47 16,434 17,498 17,472 17,545 73 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 22)
-24 0 22 -25 0 -27 22 49 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.3 93.7 99.7 99.6 100.0 0.4 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 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,172
COMMITMENTS
120 115 90 8,775 8,947 8,985 9,152 187 20
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,913
COMMITMENTS
3,510 160 250 45,029 48,503 48,789 48,913 124 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 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 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,246
COMMITMENTS
1,430 1,005 1,698 91,789 92,399 94,917 95,102 329 144
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 560)
42 -5 15 503 560 560 570 0 -10
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: 54)
8 2 6 37 30 47 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 110,979
COMMITMENTS
3,287 1,233 1,591 105,975 108,023 110,853 110,847 126 132
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 394)
70 -19 10 314 398 394 389 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 1.4 95.5 97.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 6 8 40 35 52 46
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 989,267
COMMITMENTS
55,209 5,931 133,307 800,341 849,802 988,857 989,039 410 228
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -10,214)
-378 765 -1,302 -8,355 -8,852 -10,036 -9,389 -178 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.6 13.5 80.9 85.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
34 10 30 50 53 91 86
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (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 11/30/21 |
--------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 36,316
COMMITMENTS
2,860 7,060 600 32,704 28,636 36,164 36,296 152 20
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,570)
0 0 0 1,570 1,570 1,570 1,570 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 19.4 1.7 90.1 78.9 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 40,298
COMMITMENTS
2,950 5,215 450 36,892 34,448 40,292 40,113 6 185
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 101)
0 0 0 100 101 100 101 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.9 1.1 91.5 85.5 100.0 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 1,765
COMMITMENTS
314 599 73 1,013 763 1,400 1,435 365 330
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 137)
79 75 23 34 74 136 172 1 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 33.9 4.1 57.4 43.2 79.3 81.3 20.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 6 5 16 13 23 21
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,386
COMMITMENTS
150 157 161 1,626 1,568 1,937 1,886 449 500
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 62)
0 -14 12 88 68 100 66 -38 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.6 6.7 68.1 65.7 81.2 79.0 18.8 21.0
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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,884
COMMITMENTS
531 447 654 5,990 6,059 7,175 7,160 709 724
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 308)
52 -1 -39 216 254 229 214 79 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.7 8.3 76.0 76.9 91.0 90.8 9.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 6 8 37 34 46 46
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,158
COMMITMENTS
5,927 5 1,940 25,950 31,974 33,817 33,919 341 239
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,306)
-79 5 -25 1,393 1,435 1,289 1,415 17 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 0.0 5.7 76.0 93.6 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 1 3 42 39 47 42
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,776
COMMITMENTS
275 60 50 14,251 14,138 14,576 14,248 200 528
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,519)
-10 0 50 1,429 1,457 1,469 1,507 50 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.4 0.3 96.4 95.7 98.6 96.4 1.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 21 26 25 28
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,614
COMMITMENTS
3,448 354 244 11,509 14,487 15,201 15,085 413 529
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -260)
-167 -20 -63 -57 -171 -287 -254 27 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 2.3 1.6 73.7 92.8 97.4 96.6 2.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 2 4 35 37 41 42
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,957
COMMITMENTS
0 914 54 13,363 12,869 13,417 13,837 540 120
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 4)
0 11 -11 15 4 4 4 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.4 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 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,043
COMMITMENTS
16,386 2,399 354 18,023 32,205 34,763 34,958 280 85
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,355)
369 -103 165 801 1,273 1,335 1,335 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 6.8 1.0 51.4 91.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 7 3 29 40 34 48
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 69,541
COMMITMENTS
10,153 18,746 1,509 57,418 48,714 69,080 68,969 461 572
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 230)
-494 266 -35 544 -9 15 222 215 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 27.0 2.2 82.6 70.1 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 9 12 71 67 90 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,211
COMMITMENTS
0 49 134 2,360 2,463 2,494 2,646 717 565
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 28)
0 -9 8 13 75 21 74 7 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 4.2 73.5 76.7 77.7 82.4 22.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 21 18 23
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 19,274
COMMITMENTS
750 0 0 16,194 16,950 16,944 16,950 2,330 2,324
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -1,754)
20 0 -20 -1,639 -1,643 -1,639 -1,663 -115 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 84.0 87.9 87.9 87.9 12.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 14 15 15 15
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV Code-06741Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 US barrels per lot OPEN INTEREST: 58,048
COMMITMENTS
19,062 454 9,552 21,152 36,009 49,766 46,016 8,282 12,032
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 0.8 16.5 36.4 62.0 85.7 79.3 14.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 5 6 11 14 16
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 55,806
COMMITMENTS
0 349 0 54,956 54,072 54,956 54,421 850 1,385
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -288)
0 25 0 -279 -319 -279 -294 -9 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 98.5 96.9 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 25 26 25 27
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,860
COMMITMENTS
0 0 0 12,860 12,815 12,860 12,815 0 45
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -946)
0 0 0 -946 -946 -946 -946 0 0
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 17 16 17 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 105,607
COMMITMENTS
0 0 0 93,827 89,202 93,827 89,202 11,780 16,405
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -15,703)
0 0 0 -16,263 -27,504 -16,263 -27,504 560 11,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 84.5 88.8 84.5 11.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,452
COMMITMENTS
65 250 0 6,181 6,202 6,246 6,452 206 0
CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 462)
0 25 0 462 437 462 462 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.9 0.0 95.8 96.1 96.8 100.0 3.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 18 17 20 18
Updated December 03, 2021