NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 135,159
COMMITMENTS
46,603 6,476 8,085 80,471 120,598 135,159 135,159 0 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 240)
-140 100 140 240 0 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 4.8 6.0 59.5 89.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 3 5 16 9 27 15
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 243,478
COMMITMENTS
85,151 13,831 15,023 143,284 214,625 243,457 243,478 21 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 581)
2,211 905 1,710 -3,340 -2,034 581 581 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 5.7 6.2 58.8 88.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 5 8 24 17 37 29
CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 133,029
COMMITMENTS
81,851 52,308 15,901 35,104 64,792 132,856 133,000 173 29
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -14,287)
4,648 881 -13,254 -5,728 -1,914 -14,334 -14,287 47 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 39.3 12.0 26.4 48.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
59 25 35 30 28 98 79
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 26,887
COMMITMENTS
4,346 4,331 4,950 17,590 17,606 26,886 26,887 1 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 475)
-850 1,925 -325 1,650 -1,125 475 475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 16.1 18.4 65.4 65.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 2 11 6 17 9
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,540
COMMITMENTS
4,930 30,850 1,425 32,185 6,265 38,540 38,540 0 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 525)
155 175 525 -155 -175 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 80.0 3.7 83.5 16.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 7 4 7 3 15 12
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| 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: 13,482
COMMITMENTS
2,481 1,160 119 10,882 12,203 13,482 13,482 0 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 8.6 0.9 80.7 90.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 8 12 10 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| 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: 11,952
COMMITMENTS
510 2,950 490 10,952 8,512 11,952 11,952 0 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 250)
0 0 250 0 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 24.7 4.1 91.6 71.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 11 11 14 15
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 47,048
COMMITMENTS
9,594 33,702 0 37,454 13,346 47,048 47,048 0 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -193)
275 356 0 -468 -549 -193 -193 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 71.6 0.0 79.6 28.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 5 0 14 12 20 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 38,011
COMMITMENTS
11,672 12,762 1,550 24,789 23,699 38,011 38,011 0 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 33.6 4.1 65.2 62.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 1 15 7 21 11
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 96,966
COMMITMENTS
43,504 17,667 22,294 31,116 57,000 96,915 96,961 51 5
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 5,504)
5,023 1,774 1,542 -1,041 2,205 5,524 5,520 -20 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 18.2 23.0 32.1 58.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
39 13 15 22 17 67 39
RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,049
COMMITMENTS
7,381 10,574 213 56,392 53,185 63,986 63,972 63 77
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -3,360)
-368 -65 -33 -2,929 -3,277 -3,330 -3,376 -30 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 16.5 0.3 88.0 83.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 10 3 19 17 36 28
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 16,233
COMMITMENTS
6,926 2,800 0 9,299 13,433 16,225 16,233 8 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,505)
161 0 0 1,344 1,505 1,505 1,505 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 17.2 0.0 57.3 82.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 1 0 8 7 14 8
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,112
COMMITMENTS
228 272 223 6,548 6,592 6,999 7,087 113 25
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 352)
0 30 -28 380 335 352 337 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.8 3.1 92.1 92.7 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 39,035
COMMITMENTS
14,158 215 4,137 20,533 34,648 38,828 39,000 207 35
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 3,924)
428 0 -161 3,532 4,065 3,799 3,904 125 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 0.6 10.6 52.6 88.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 8 35 41 43 49
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,402
COMMITMENTS
348 10,463 2,013 15,876 5,886 18,237 18,362 165 40
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 12)
0 -67 -113 245 172 132 -8 -120 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 56.9 10.9 86.3 32.0 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 6 5 25 16 31 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 9,448
COMMITMENTS
751 5,393 613 7,983 3,300 9,347 9,306 101 142
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 180)
-103 129 -53 316 22 160 98 20 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 57.1 6.5 84.5 34.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 3 6 20 16 27 22
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,839,021
COMMITMENTS
409,496 143,116 799,415 4596610 4882575 5805521 5825106 33,500 13,915
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -265,105)
-75,930 -70,384 20,302 -205,878 -209,751 -261,506 -259,833 -3,599 -5,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.5 13.7 78.7 83.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
37 33 57 161 123 228 186
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,130,069
COMMITMENTS
162,115 68,269 1221765 1744917 1838661 3128797 3128695 1,272 1,374
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -324,876)
6,187 7,926 -234,858 -95,690 -98,004 -324,361 -324,935 -515 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.2 39.0 55.7 58.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 11 35 50 51 89 88
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,849
COMMITMENTS
687 1,151 158 162,217 160,118 163,062 161,427 9,787 11,422
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 8,836)
183 0 7 9,367 9,002 9,557 9,009 -721 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.7 0.1 93.8 92.6 94.3 93.4 5.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 23 17 25 19
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 155,781
COMMITMENTS
5,313 0 59 136,256 150,160 141,628 150,219 14,153 5,562
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 6,418)
184 0 0 3,582 6,371 3,766 6,371 2,652 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 87.5 96.4 90.9 96.4 9.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 0 1 22 23 27 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,589
COMMITMENTS
14,105 2,027 1,516 281,249 304,903 296,870 308,446 17,719 6,143
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,382)
1,129 291 -274 452 3,000 1,307 3,017 1,075 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.6 0.5 89.4 96.9 94.4 98.0 5.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 30 33 36 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 850,740
COMMITMENTS
7,460 4,414 3,015 827,526 837,714 838,001 845,143 12,739 5,597
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 7,833)
576 1,925 778 5,415 5,828 6,769 8,531 1,064 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.5 0.4 97.3 98.5 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 4 6 44 32 51 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,295
COMMITMENTS
17,141 9,393 248 319,842 331,772 337,231 341,413 10,064 5,882
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,927)
-445 -434 248 2,822 2,369 2,625 2,183 302 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.7 0.1 92.1 95.5 97.1 98.3 2.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 1 42 37 46 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 587,983
COMMITMENTS
1,917 40,384 4,443 579,206 533,252 585,566 578,079 2,417 9,904
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 12,330)
-61 4,300 -592 13,450 8,874 12,797 12,582 -467 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.9 0.8 98.5 90.7 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
2 8 5 52 51 59 59
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 556,469
COMMITMENTS
1,093 21,577 11,533 535,413 510,181 548,039 543,291 8,430 13,178
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 8,669)
-11,228 -2,620 7,626 11,441 1,882 7,839 6,888 830 1,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.9 2.1 96.2 91.7 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 7 4 44 41 48 50
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,169
COMMITMENTS
95 0 484 61,616 63,801 62,195 64,285 2,974 884
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,445)
-2,139 -205 174 3,777 2,415 1,812 2,384 633 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.7 94.5 97.9 95.4 98.6 4.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 0 1 27 20 28 21
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 354,960
COMMITMENTS
3,734 7,396 3,636 339,734 338,329 347,104 349,361 7,856 5,599
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 3,328)
-2,090 676 0 5,662 2,758 3,572 3,434 -244 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.1 1.0 95.7 95.3 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 2 2 27 28 33 31
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,078
COMMITMENTS
0 5,079 210 206,034 205,027 206,244 210,316 6,834 2,762
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 448)
0 0 0 752 -100 752 -100 -304 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.1 96.7 96.2 96.8 98.7 3.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 1 24 21 25 24
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 294,712
COMMITMENTS
0 15,250 62 285,071 274,103 285,133 289,415 9,579 5,297
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 12,265)
0 -280 0 11,418 12,760 11,418 12,480 847 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 0.0 96.7 93.0 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 21 24 22 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,892
COMMITMENTS
9,389 1,301 330 47,283 56,590 57,002 58,221 1,890 671
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 8,118)
1,020 -180 60 6,768 8,272 7,848 8,152 270 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.2 0.6 80.3 96.1 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 1 23 23 29 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 769,900
COMMITMENTS
21,018 10,958 5,556 734,356 748,538 760,930 765,052 8,970 4,848
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 11,092)
-1,780 2,017 886 13,609 10,471 12,715 13,374 -1,623 -2,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.4 0.7 95.4 97.2 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 6 6 55 44 62 55
EL PASO - PERMIAN BASIN BASIS - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,472
COMMITMENTS
540 0 0 104,080 103,674 104,620 103,674 2,852 3,798
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -1,333)
-180 0 0 -1,091 -1,361 -1,271 -1,361 -62 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 96.8 96.5 97.3 96.5 2.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 17 13 18 13
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 256,373
COMMITMENTS
41,832 0 545 209,816 251,306 252,193 251,851 4,180 4,522
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,781)
7,182 0 -653 408 4,615 6,937 3,962 -4,156 -1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 0.2 81.8 98.0 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 0 2 21 22 26 24
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,423
COMMITMENTS
11,332 31,749 3,936 158,085 135,860 173,353 171,545 3,070 4,878
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 15,196)
4,250 5,365 -1,598 12,881 10,881 15,533 14,648 -337 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 18.0 2.2 89.6 77.0 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 6 3 33 41 43 48
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,474
COMMITMENTS
14,691 36,823 11,701 192,227 170,656 218,619 219,180 2,855 2,294
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 17,604)
3,871 5,402 -1,101 15,077 13,104 17,847 17,405 -243 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 16.6 5.3 86.8 77.1 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
8 8 11 47 48 62 60
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 356,101
COMMITMENTS
2,087 27,562 2,594 349,551 324,082 354,232 354,238 1,869 1,863
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 26,650)
-786 13,185 -128 27,501 14,175 26,587 27,232 63 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.7 0.7 98.2 91.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 1 35 34 39 37
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 36,859
COMMITMENTS
967 3,079 0 33,701 31,435 34,668 34,514 2,191 2,345
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,764)
210 17 -120 1,734 1,824 1,824 1,721 -60 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.4 0.0 91.4 85.3 94.1 93.6 5.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 0 18 17 21 20
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,721
COMMITMENTS
8,566 2,383 7,130 235,637 248,784 251,333 258,297 12,388 5,424
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,748)
1,564 61 -567 2,551 2,680 3,548 2,174 -1,800 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 2.7 89.4 94.3 95.3 97.9 4.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 3 7 34 37 43 44
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,244
COMMITMENTS
397 971 31 69,919 69,111 70,347 70,113 897 1,131
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 600)
180 0 0 420 631 600 631 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.4 0.0 98.1 97.0 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 1 29 25 31 28
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,465
COMMITMENTS
0 360 0 94,614 92,263 94,614 92,623 9,851 11,842
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 30)
0 0 0 755 60 755 60 -725 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 90.6 88.3 90.6 88.7 9.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 14 15 14 16
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 307,269
COMMITMENTS
2,584 10,021 62 300,480 287,623 303,126 297,706 4,143 9,563
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 4,787)
60 -340 -372 4,998 5,824 4,686 5,112 101 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.3 0.0 97.8 93.6 98.7 96.9 1.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 1 31 29 33 33
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,672
COMMITMENTS
0 441 6 141,047 142,195 141,053 142,642 5,619 4,030
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,741)
0 -30 0 2,962 1,830 2,962 1,800 -221 941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.2 96.9 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 17 24 18
NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,557
COMMITMENTS
0 0 0 63,067 66,384 63,067 66,384 10,490 7,173
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,073)
0 0 0 734 1,011 734 1,011 339 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.7 90.2 85.7 90.2 14.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 18 12 18 12
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,513
COMMITMENTS
436 420 682 14,572 15,898 15,690 17,000 1,823 513
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 483)
0 0 0 513 30 513 30 -30 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.4 3.9 83.2 90.8 89.6 97.1 10.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 14 15 16
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,320
COMMITMENTS
0 0 0 40,807 44,427 40,807 44,427 5,513 1,893
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.1 95.9 88.1 95.9 11.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,758
COMMITMENTS
3,554 0 124 157,010 155,236 160,688 155,360 2,070 7,398
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 14,701)
-303 0 62 15,009 15,163 14,768 15,225 -67 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.1 96.5 95.4 98.7 95.5 1.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 17 19 18
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,387
COMMITMENTS
3,907 8,859 3,401 102,278 93,499 109,586 105,759 10,801 14,628
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 220)
0 1,238 -472 684 -398 212 368 8 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 7.4 2.8 85.0 77.7 91.0 87.8 9.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 1 27 28 29 30
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,969
COMMITMENTS
2,998 0 0 89,063 97,259 92,061 97,259 6,908 1,710
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,836)
672 0 0 980 3,143 1,652 3,143 184 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 90.0 98.3 93.0 98.3 7.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 14 19 15 19
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,326
COMMITMENTS
0 1,506 0 66,336 63,543 66,336 65,049 990 2,277
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 249)
0 390 0 120 -150 120 240 129 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 98.5 94.4 98.5 96.6 1.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 19 19 19 20
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 199,812
COMMITMENTS
4,166 2,854 2,515 182,391 185,697 189,072 191,066 10,740 8,746
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,110)
1,199 560 -64 1,472 2,813 2,607 3,309 -497 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 1.3 91.3 92.9 94.6 95.6 5.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 5 24 32 29 38
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 85,792
COMMITMENTS
1,961 0 0 77,172 74,248 79,133 74,248 6,659 11,544
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,632)
0 0 0 1,784 1,601 1,784 1,601 -152 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 90.0 86.5 92.2 86.5 7.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 20 22 21 22
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 38,351
COMMITMENTS
0 136 360 36,361 36,388 36,721 36,884 1,630 1,467
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 750)
-104 136 -136 2,344 660 2,104 660 -1,354 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.9 94.8 94.9 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 13 13 14 14
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 161,385
COMMITMENTS
603 5,748 0 157,399 150,137 158,002 155,885 3,383 5,500
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 470)
0 -472 -279 592 528 313 -223 157 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.6 0.0 97.5 93.0 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 29 27 30 28
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 66,220
COMMITMENTS
1,165 0 242 63,894 64,868 65,301 65,110 919 1,110
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 210)
30 0 0 724 210 754 210 -544 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.4 96.5 98.0 98.6 98.3 1.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 15 16 17 17
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,751
COMMITMENTS
27,429 0 769 144,046 177,234 172,244 178,003 10,507 4,748
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,282)
11,168 0 47 -7,315 2,010 3,900 2,057 -1,618 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 0.4 78.8 97.0 94.3 97.4 5.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 0 3 30 36 36 39
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 51,057
COMMITMENTS
0 4,325 481 49,624 45,089 50,105 49,895 952 1,162
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 394)
0 450 -420 754 364 334 394 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 0.9 97.2 88.3 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 2 26 22 28 25
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 321,922
COMMITMENTS
270 3,366 0 309,072 312,378 309,342 315,744 12,580 6,178
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 542)
0 -510 0 390 841 390 331 152 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 0.0 96.0 97.0 96.1 98.1 3.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 0 26 21 27 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 95,244
COMMITMENTS
7,225 1,079 847 84,507 82,895 92,579 84,821 2,665 10,423
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,772)
0 -2,987 847 1,925 3,779 2,772 1,639 0 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.1 0.9 88.7 87.0 97.2 89.1 2.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 21 14 23 15
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 38,093
COMMITMENTS
1,614 0 0 36,053 37,032 37,667 37,032 426 1,061
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 120)
150 0 0 -150 120 0 120 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 94.6 97.2 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 14 14 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 268,541
COMMITMENTS
1,467 6,795 6,907 250,869 252,532 259,243 266,234 9,298 2,307
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,594)
58 -2,653 -885 2,175 4,949 1,348 1,411 246 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.5 2.6 93.4 94.0 96.5 99.1 3.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 3 24 27 27 31
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 22,830
COMMITMENTS
0 3,000 0 22,037 18,375 22,037 21,375 793 1,455
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 120)
0 0 0 -60 150 -60 150 180 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 0.0 96.5 80.5 96.5 93.6 3.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 11 13 11 14
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 52,643
COMMITMENTS
3,365 0 0 41,260 48,590 44,625 48,590 8,018 4,053
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -143)
277 0 0 -283 -125 -6 -125 -137 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 78.4 92.3 84.8 92.3 15.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 15 15 17 15
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,075
COMMITMENTS
651 137 150 26,091 26,763 26,892 27,050 183 25
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -833)
-313 -46 -35 -488 -757 -836 -838 3 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.6 96.4 98.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 1 22 23 25 26
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,174
COMMITMENTS
1,828 0 30 17,286 19,144 19,144 19,174 30 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -1,488)
-275 0 -50 -1,133 -1,438 -1,458 -1,488 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.2 90.2 99.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 1 21 17 25 18
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 216,909
COMMITMENTS
59,859 10,214 8,636 147,732 197,443 216,227 216,293 682 616
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,101)
-9,353 1,831 518 10,739 -495 1,904 1,854 197 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.7 4.0 68.1 91.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 13 15 38 41 57 64
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 75,592
COMMITMENTS
2,088 7,644 1,658 71,193 66,210 74,939 75,512 653 80
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,139)
-823 753 -32 2,692 1,478 1,837 2,199 302 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.1 2.2 94.2 87.6 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 11 5 27 19 36 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| 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: 57,203
COMMITMENTS
360 9,321 277 56,362 47,605 56,999 57,203 204 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,450)
0 1,675 0 1,450 -225 1,450 1,450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 16.3 0.5 98.5 83.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 4 18 16 23 21
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 51,353
COMMITMENTS
3,072 2,755 2,024 45,777 46,425 50,873 51,204 480 149
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 840)
0 -660 180 821 1,351 1,001 871 -161 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.4 3.9 89.1 90.4 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 5 28 27 35 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,751
COMMITMENTS
200 5,703 2,405 59,566 54,372 62,171 62,480 580 271
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,609)
20 -530 170 1,636 2,048 1,826 1,688 -217 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.1 3.8 94.9 86.6 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 11 7 30 28 38 40
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,079
COMMITMENTS
751 10,949 24 65,953 56,006 66,728 66,979 351 100
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,649)
156 625 -5 1,498 1,039 1,649 1,659 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 16.3 0.0 98.3 83.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 2 31 30 33 35
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,710
COMMITMENTS
1,379 11,234 16 82,855 73,060 84,250 84,310 460 400
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 3,864)
152 585 0 3,692 3,289 3,844 3,874 20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.3 0.0 97.8 86.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 1 31 32 33 36
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,618
COMMITMENTS
0 360 0 34,366 33,953 34,366 34,313 252 305
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 308)
0 20 0 308 288 308 308 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 99.3 98.1 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 18 15 18 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 37,076
COMMITMENTS
0 125 25 36,885 36,920 36,910 37,070 166 6
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -632)
-25 125 25 -642 -782 -642 -632 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 99.5 99.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 16 18 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 43,080
COMMITMENTS
338 11,590 139 42,603 31,351 43,080 43,080 0 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -315)
0 0 0 -315 -315 -315 -315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 26.9 0.3 98.9 72.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 3 21 17 25 22
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,113
COMMITMENTS
200 9,375 100 38,783 29,496 39,083 38,971 30 142
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -315)
0 0 0 -315 -315 -315 -315 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 24.0 0.3 99.2 75.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 21 15 23 17
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 152,772
COMMITMENTS
20,617 8,356 8,522 122,404 135,707 151,544 152,586 1,228 186
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,082)
197 3,690 404 1,477 -2,042 2,078 2,052 4 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.5 5.6 80.1 88.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 9 12 41 40 59 55
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 30,803
COMMITMENTS
0 2,208 0 30,173 28,473 30,173 30,681 630 122
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -36)
0 60 0 -36 -96 -36 -36 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 98.0 92.4 98.0 99.6 2.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 17 16 18
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,076
COMMITMENTS
0 2,208 0 27,446 25,746 27,446 27,954 630 122
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -240)
0 60 0 -240 -300 -240 -240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 0.0 97.8 91.7 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 16 16 16 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 50,671
COMMITMENTS
0 8,984 25 50,641 41,538 50,666 50,547 5 124
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 832)
0 50 0 868 698 868 748 -36 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.7 0.0 99.9 82.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 19 18 20 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 46,153
COMMITMENTS
0 8,934 25 46,128 37,070 46,153 46,029 0 124
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 806)
0 50 0 842 672 842 722 -36 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.4 0.1 99.9 80.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 19 18 20 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 110,149
COMMITMENTS
22,031 4,500 462 86,320 104,535 108,813 109,497 1,336 652
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,346)
1,840 3,850 0 506 -1,504 2,346 2,346 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.1 0.4 78.4 94.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 3 4 25 28 32 35
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,541
COMMITMENTS
60 270 65 41,094 40,896 41,219 41,231 322 310
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 80)
0 0 0 78 80 78 80 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 0.2 98.9 98.4 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 23 16 25 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 49,898
COMMITMENTS
160 231 259 48,810 49,200 49,229 49,690 669 208
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -254)
0 81 9 -207 -323 -198 -233 -56 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.5 97.8 98.6 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 18 16 20 20
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,375
COMMITMENTS
1,926 400 6 44,060 45,614 45,992 46,020 383 355
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 3,542)
-1 0 0 3,543 3,542 3,542 3,542 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.9 0.0 95.0 98.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 1 23 22 27 25
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,152
COMMITMENTS
1,810 452 0 48,026 49,335 49,836 49,787 316 365
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 3,997)
0 10 0 3,986 3,987 3,986 3,997 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.9 0.0 95.8 98.4 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 0 25 26 27 29
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| 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: 70,885
COMMITMENTS
654 4,377 295 69,512 65,749 70,461 70,421 424 464
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,057)
-149 288 16 1,185 501 1,052 805 5 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.2 0.4 98.1 92.8 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 2 26 28 30 33
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 87,628
COMMITMENTS
1,958 4,098 570 84,506 82,448 87,034 87,116 594 512
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,273)
-612 -18 -124 1,982 1,162 1,246 1,020 27 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.7 0.7 96.4 94.1 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 8 5 27 30 35 41
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 48,142
COMMITMENTS
135 2,182 1,273 46,494 44,687 47,902 48,142 240 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 545)
-381 254 381 545 -90 545 545 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.5 2.6 96.6 92.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 3 21 18 25 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| 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: 48,249
COMMITMENTS
0 2,365 610 47,489 45,274 48,099 48,249 150 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 150)
0 -150 0 150 300 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.3 98.4 93.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 1 15 11 16 15
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| 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: 47,761
COMMITMENTS
6,230 200 1,115 39,922 45,696 47,267 47,011 494 750
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,846)
0 -20 20 2,761 2,931 2,781 2,931 65 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.4 2.3 83.6 95.7 99.0 98.4 1.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 3 26 25 31 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,485
COMMITMENTS
260 455 2,203 39,191 39,456 41,654 42,114 831 371
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 4,171)
20 -116 155 3,990 4,186 4,165 4,225 6 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.1 5.2 92.2 92.9 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 3 25 27 30 32
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,490
COMMITMENTS
468 122 0 12,096 12,968 12,564 13,090 926 400
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.9 0.0 89.7 96.1 93.1 97.0 6.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 16 13 17 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,294
COMMITMENTS
615 228 109 33,002 33,761 33,726 34,098 568 196
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 181)
0 125 -45 332 282 287 362 -106 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.7 0.3 96.2 98.4 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 22 18 25 20
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 25,039
COMMITMENTS
75 142 0 24,628 24,821 24,703 24,963 336 76
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 322)
0 142 0 310 222 310 364 12 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.6 0.0 98.4 99.1 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 18 16 19 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,958
COMMITMENTS
222 2,152 255 28,852 27,368 29,329 29,775 629 183
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 641)
-75 -41 18 644 641 587 618 54 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 7.2 0.9 96.3 91.4 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 1 27 22 30 26
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,429
COMMITMENTS
1,158 594 259 18,512 19,195 19,929 20,048 500 381
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 97)
-150 22 23 213 52 86 97 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.9 1.3 90.6 94.0 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 3 23 21 27 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,961
COMMITMENTS
470 0 525 11,897 12,436 12,892 12,961 69 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -752)
-470 0 125 -400 -877 -745 -752 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 4.1 91.8 95.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 14 15 19 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 12,304
COMMITMENTS
506 825 4 11,790 11,475 12,300 12,304 4 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -722)
2 200 -52 -670 -870 -720 -722 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.7 0.0 95.8 93.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 8 14 10
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,715
COMMITMENTS
80 50 0 20,252 20,600 20,332 20,650 383 65
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 165 165 165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 0.0 97.8 99.4 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 16 16 17
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,036
COMMITMENTS
2,035 175 0 43,388 45,661 45,423 45,836 613 200
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,135)
0 0 0 1,135 1,135 1,135 1,135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 0.0 94.2 99.2 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 18 13 21 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,732
COMMITMENTS
1,960 175 0 46,261 48,357 48,221 48,532 511 200
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,065)
0 0 0 1,065 1,065 1,065 1,065 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 0.0 94.9 99.2 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 19 13 22 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 91,062
COMMITMENTS
8,578 717 515 81,172 89,509 90,265 90,741 797 321
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 3,442)
938 16 72 2,432 3,329 3,442 3,417 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.8 0.6 89.1 98.3 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 3 4 38 37 47 42
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 90,645
COMMITMENTS
11,330 977 621 78,231 88,725 90,182 90,323 463 322
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,381)
956 65 167 1,389 2,324 2,512 2,556 -131 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 1.1 0.7 86.3 97.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 7 9 45 39 59 50
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 656,409
COMMITMENTS
47,537 15,314 90,808 517,168 549,786 655,512 655,908 897 501
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -740)
-8,193 5,654 2,744 4,731 -9,156 -719 -759 -21 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.3 13.8 78.8 83.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 25 36 52 50 89 95
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,756
COMMITMENTS
2,727 25 40 21,386 24,691 24,153 24,756 603 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -60)
-50 25 0 -10 -85 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.1 0.2 86.4 99.7 97.6 100.0 2.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 1 19 16 22 18
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 24,035
COMMITMENTS
1,943 0 15 21,689 24,020 23,647 24,035 388 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 935)
0 0 0 935 935 935 935 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.1 90.2 99.9 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 20 17 22 18
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 64,567
COMMITMENTS
1,551 6,290 4,838 57,787 53,406 64,176 64,534 391 33
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 304)
0 -10 10 294 304 304 304 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.7 7.5 89.5 82.7 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 31 25 37 29
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 53,665
COMMITMENTS
3,775 8,275 300 49,490 44,910 53,565 53,485 100 180
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 1,620)
200 60 0 1,485 1,600 1,685 1,660 -65 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 15.4 0.6 92.2 83.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 1 24 21 28 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,534
COMMITMENTS
669 365 455 690 1,159 1,814 1,979 720 555
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 155)
-30 -130 150 110 30 230 50 -75 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.4 18.0 27.2 45.7 71.6 78.1 28.4 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 12 10 12 23 25
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV Code-06639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 1,834
COMMITMENTS
280 475 220 1,319 1,139 1,819 1,834 15 0
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 480)
65 300 0 400 180 465 480 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 25.9 12.0 71.9 62.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 2 8 12 11 16
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 8,243
COMMITMENTS
505 850 1,070 5,536 5,478 7,111 7,398 1,132 845
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 161)
-61 4 9 7 98 -45 111 206 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.3 13.0 67.2 66.5 86.3 89.7 13.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 11 14 31 36 46 52
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,679
COMMITMENTS
7,827 239 1,923 18,903 26,209 28,653 28,371 26 308
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 103)
-189 -44 -6 298 101 103 51 0 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 0.8 6.7 65.9 91.4 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 2 5 38 36 44 42
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,869
COMMITMENTS
5,720 925 784 8,206 12,750 14,710 14,459 159 410
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 331)
180 -30 -25 168 381 323 326 8 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 6.2 5.3 55.2 85.7 98.9 97.2 1.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 2 21 18 25 20
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,929
COMMITMENTS
2,930 3,222 1,294 12,490 11,916 16,714 16,432 215 497
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 357)
100 -20 86 133 113 319 179 38 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 19.0 7.6 73.8 70.4 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 6 9 41 36 53 46
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,003
COMMITMENTS
0 780 387 10,307 9,402 10,694 10,569 309 434
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 274)
0 -20 -10 282 300 272 270 2 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 3.5 93.7 85.4 97.2 96.1 2.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 15 17 18 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 46,699
COMMITMENTS
36,346 1,588 1,317 8,976 43,256 46,639 46,161 60 538
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 2,762)
2,847 -105 -26 -59 2,478 2,762 2,347 0 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.8 3.4 2.8 19.2 92.6 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 5 4 23 33 32 39
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 82,784
COMMITMENTS
9,111 43,021 5,139 66,552 33,566 80,802 81,726 1,982 1,058
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 4,758)
536 2,592 696 3,322 2,087 4,554 5,375 204 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 52.0 6.2 80.4 40.5 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
12 14 18 72 60 94 82
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,641
COMMITMENTS
422 77 116 1,236 1,806 1,774 1,999 867 642
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 39)
-14 -11 -125 -86 -90 -225 -226 264 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 2.9 4.4 46.8 68.4 67.2 75.7 32.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 2 4 12 15 19 20
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 27,338
COMMITMENTS
24 0 126 27,188 27,187 27,338 27,313 0 25
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -2,214)
1 0 -1 -2,184 -2,238 -2,184 -2,239 -30 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.5 99.5 99.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 23 18 24 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 25,305
COMMITMENTS
0 119 0 25,270 25,135 25,270 25,254 35 51
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: -2,475)
0 10 0 -2,475 -2,485 -2,475 -2,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.9 99.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 0 23 27 23 28
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 10,118
COMMITMENTS
0 0 0 10,118 9,970 10,118 9,970 0 148
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 705)
0 0 0 705 705 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.5 100.0 98.5 0.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 19 21 19 21
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 9,383
COMMITMENTS
0 0 0 9,329 9,277 9,329 9,277 54 106
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 551)
0 0 0 545 542 545 542 6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 98.9 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 9 17 9
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,478
COMMITMENTS
183 415 167 4,936 4,877 5,286 5,459 192 19
CHANGES FROM 10/25/22 (CHANGE IN OPEN INTEREST: 558)
160 0 110 538 458 808 568 -250 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 7.6 3.0 90.1 89.0 96.5 99.7 3.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 3 16 14 19 19
Updated November 04, 2022