NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 88,283
COMMITMENTS
23,410 4,406 2,840 62,033 81,037 88,283 88,283 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 5.0 3.2 70.3 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 4 17 9 22 15
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 193,424
COMMITMENTS
22,799 33,285 11,797 158,815 148,342 193,411 193,424 13 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,580)
173 2,496 -207 1,614 -709 1,580 1,580 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 17.2 6.1 82.1 76.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 6 8 23 19 34 31
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 30,844
COMMITMENTS
14,194 3,922 2,162 14,437 24,750 30,793 30,834 51 10
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 329)
70 50 89 149 190 308 329 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 12.7 7.0 46.8 80.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 3 7 13 10 33 18
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 14,128
COMMITMENTS
3,747 5,190 466 9,843 8,352 14,056 14,008 72 120
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -74)
1,360 357 49 -1,519 -475 -110 -69 36 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 36.7 3.3 69.7 59.1 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 18 7 9 9 22 30
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 23,177
COMMITMENTS
6,275 3,550 1,097 15,805 18,530 23,177 23,177 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -380)
0 0 -380 0 0 -380 -380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 15.3 4.7 68.2 79.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 12 10 17 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 39,407
COMMITMENTS
10,300 30,875 4,757 24,350 3,775 39,407 39,407 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,200)
300 150 600 300 450 1,200 1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 78.3 12.1 61.8 9.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 9 7 9 4 23 15
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 8,338
COMMITMENTS
2,296 1,592 215 5,824 6,491 8,335 8,298 3 40
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -115)
-64 -65 -20 -30 -45 -114 -130 -1 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 19.1 2.6 69.8 77.8 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 7 6 9 7 24 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| 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: 12,567
COMMITMENTS
100 4,400 525 11,942 7,642 12,567 12,567 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 35.0 4.2 95.0 60.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 6 13 8 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,620
COMMITMENTS
10,844 3,384 3,971 18,805 26,265 33,620 33,620 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 75)
25 0 0 50 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 10.1 11.8 55.9 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 3 13 12 18 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,480
COMMITMENTS
8,523 9,329 0 20,957 20,151 29,480 29,480 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
-800 0 0 800 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 31.6 0.0 71.1 68.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 0 13 6 16 9
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| 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: 21,977
COMMITMENTS
620 4,230 1,070 20,287 16,677 21,977 21,977 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 250)
0 250 0 250 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 19.2 4.9 92.3 75.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 9 11 11 16
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 29,213
COMMITMENTS
10,109 2,999 375 18,729 25,839 29,213 29,213 0 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 225)
125 75 0 100 150 225 225 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 10.3 1.3 64.1 88.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 4 1 10 11 18 16
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 160,081
COMMITMENTS
74,551 61,738 21,303 63,933 76,997 159,787 160,038 294 43
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 70)
-5,156 34 157 5,068 -112 69 79 1 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 38.6 13.3 39.9 48.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
69 29 44 33 24 118 81
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 123,238
COMMITMENTS
79,018 21,921 15,451 28,557 85,809 123,026 123,181 212 57
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 10,360)
9,794 3,406 1,542 -990 5,375 10,346 10,323 14 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 17.8 12.5 23.2 69.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
47 16 20 21 22 72 54
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 66,005
COMMITMENTS
14,962 13,487 3,560 47,437 48,922 65,959 65,969 46 36
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 564)
-1,241 530 -2,428 4,254 2,452 585 554 -21 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 20.4 5.4 71.9 74.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 11 7 19 18 46 33
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,474
COMMITMENTS
2,029 554 419 970 2,418 3,418 3,391 56 83
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -15)
-30 25 0 15 -33 -15 -8 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 15.9 12.1 27.9 69.6 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 4 5 9 14 17
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 19,158
COMMITMENTS
7,452 6,438 0 11,678 12,705 19,130 19,143 28 15
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,846)
1,173 -896 0 668 2,742 1,841 1,846 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 33.6 0.0 61.0 66.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 0 7 5 14 8
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,276
COMMITMENTS
812 0 88 5,341 6,183 6,241 6,271 35 5
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 546)
0 0 75 471 471 546 546 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 1.4 85.1 98.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 17 16 20 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 26,384
COMMITMENTS
5,431 321 3,521 17,339 22,364 26,291 26,206 93 178
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 3,475)
724 -127 277 2,478 3,287 3,479 3,437 -4 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 1.2 13.3 65.7 84.8 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 7 28 38 37 45
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,042
COMMITMENTS
4,555 1,078 1,357 12,978 16,607 18,890 19,042 152 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,884)
468 217 75 1,269 1,592 1,812 1,884 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 5.7 7.1 68.2 87.2 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 2 6 26 21 33 28
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,184
COMMITMENTS
470 2,805 470 5,137 2,833 6,077 6,108 107 76
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 328)
50 71 57 221 200 328 328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 45.4 7.6 83.1 45.8 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 2 17 16 20 22
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,707,571
COMMITMENTS
548,466 183,738 1420951 4690813 5079409 6660230 6684098 47,341 23,473
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 108,685)
7,173 31,789 15,199 85,461 57,091 107,833 104,079 852 4,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.7 21.2 69.9 75.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
35 32 50 168 131 227 191
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,051,346
COMMITMENTS
143,848 119,642 1255188 1649201 1674804 3048237 3049633 3,109 1,713
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 104,971)
11,437 -814 64,600 28,799 40,904 104,835 104,690 135 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.9 41.1 54.0 54.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 16 40 54 50 97 90
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,825
COMMITMENTS
1,339 0 0 156,830 162,553 158,169 162,553 13,656 9,272
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,211)
-771 -141 -809 1,550 1,883 -30 933 1,241 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 91.3 94.6 92.1 94.6 7.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 26 24 27 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,667
COMMITMENTS
3,225 0 328 150,608 168,199 154,161 168,527 20,506 6,140
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 5,310)
643 0 0 6,408 5,115 7,051 5,115 -1,741 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.2 86.2 96.3 88.3 96.5 11.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 29 28 31 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,893
COMMITMENTS
7,505 4,474 5,759 343,363 351,330 356,627 361,563 12,266 7,330
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 9,089)
-5,694 -123 1,496 11,537 6,920 7,339 8,293 1,750 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.2 1.6 93.1 95.2 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 4 39 35 43 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 909,524
COMMITMENTS
21,274 23,901 4,336 870,640 872,482 896,250 900,719 13,274 8,805
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -1,519)
0 -2,138 -817 -1,535 2,036 -2,352 -919 833 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.6 0.5 95.7 95.9 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 4 3 40 31 44 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 323,483
COMMITMENTS
17,177 13,983 1,864 295,633 301,814 314,674 317,661 8,809 5,822
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 8,245)
-1,125 782 1,420 8,794 7,467 9,089 9,669 -844 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.3 0.6 91.4 93.3 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 4 6 41 35 48 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 657,747
COMMITMENTS
9,016 53,117 7,456 635,504 590,006 651,976 650,579 5,771 7,168
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 11,265)
1,386 718 1,406 8,511 9,389 11,303 11,513 -38 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.1 1.1 96.6 89.7 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 7 6 44 50 54 59
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 420,312
COMMITMENTS
2,367 20,710 587 408,775 384,476 411,729 405,773 8,583 14,539
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 4,889)
0 3,670 232 4,108 1,477 4,340 5,379 549 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.9 0.1 97.3 91.5 98.0 96.5 2.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 6 4 40 33 46 40
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 88,559
COMMITMENTS
2,158 4,813 648 79,883 80,240 82,689 85,701 5,870 2,858
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,375)
475 -670 59 2,436 1,830 2,970 1,219 -1,595 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.4 0.7 90.2 90.6 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 3 17 16 21 21
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,656
COMMITMENTS
3,504 1,193 608 69,468 70,929 73,580 72,730 2,076 2,926
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 8,096)
1,020 0 0 7,506 9,350 8,526 9,350 -430 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 1.6 0.8 91.8 93.8 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 1 23 21 26 24
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtu OPEN INTEREST: 17,029
COMMITMENTS
403 122 870 14,685 15,068 15,958 16,060 1,071 969
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,658)
0 -870 870 823 1,694 1,693 1,694 -35 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.7 5.1 86.2 88.5 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 16 17 17
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 338,119
COMMITMENTS
0 25,081 1,746 326,443 305,014 328,189 331,841 9,930 6,278
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 5,082)
0 3,137 -1,313 6,170 5,049 4,857 6,873 225 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.5 96.5 90.2 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 1 31 31 32 32
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 194,069
COMMITMENTS
0 0 0 185,703 189,874 185,703 189,874 8,366 4,195
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,854)
0 0 0 973 1,874 973 1,874 881 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.8 95.7 97.8 4.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 26 28 26 28
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,601
COMMITMENTS
496 60 1,576 239,698 236,543 241,770 238,179 6,831 10,422
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 5,121)
-26 0 26 5,031 4,613 5,031 4,639 90 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 96.4 95.1 97.3 95.8 2.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 20 25 22 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,604
COMMITMENTS
9,680 4,014 527 66,864 72,968 77,071 77,509 1,533 1,095
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 10,486)
3,793 1,328 527 6,902 8,626 11,222 10,481 -736 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.1 0.7 85.1 92.8 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 1 26 18 30 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 735,373
COMMITMENTS
37,559 7,169 11,258 674,545 710,139 723,362 728,566 12,011 6,807
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 6,693)
-7,049 734 2,439 11,496 2,157 6,886 5,330 -193 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.0 1.5 91.7 96.6 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 7 8 49 43 59 55
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 212,036
COMMITMENTS
6,823 0 546 194,239 203,891 201,608 204,437 10,428 7,599
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 2,116)
-696 0 58 2,067 1,570 1,429 1,628 687 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.3 91.6 96.2 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 22 20 25 22
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 111,333
COMMITMENTS
7,350 10,482 4,190 97,388 91,744 108,928 106,416 2,405 4,917
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 13,620)
4,470 5,968 0 9,090 8,010 13,560 13,978 60 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.4 3.8 87.5 82.4 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 2 20 25 24 30
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 179,255
COMMITMENTS
10,956 37,234 11,539 154,169 126,837 176,664 175,610 2,591 3,645
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 13,800)
3,267 2,633 1,295 9,300 8,310 13,862 12,238 -62 1,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 20.8 6.4 86.0 70.8 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
7 9 6 38 45 48 57
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 505,737
COMMITMENTS
210 61,452 124 501,865 441,294 502,199 502,870 3,538 2,867
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 15,734)
210 886 0 16,321 14,124 16,531 15,010 -797 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 0.0 99.2 87.3 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 1 36 31 38 34
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 40,622
COMMITMENTS
2,955 2,604 0 37,178 37,621 40,133 40,225 489 397
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 8,384)
330 0 0 8,117 8,204 8,447 8,204 -63 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.4 0.0 91.5 92.6 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 18 17 20 19
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,738
COMMITMENTS
27,562 2,334 915 225,745 263,407 254,222 266,656 16,516 4,082
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 4,865)
1,333 609 334 2,904 4,862 4,571 5,805 294 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.9 0.3 83.4 97.3 93.9 98.5 6.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 3 37 35 42 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,056
COMMITMENTS
0 7,608 0 157,350 149,619 157,350 157,227 1,706 1,829
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 7,122)
0 0 0 7,092 6,822 7,092 6,822 30 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 0.0 98.9 94.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 24 28 24 29
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,451
COMMITMENTS
2,376 0 537 74,215 69,944 77,128 70,481 4,323 10,970
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 905)
845 0 98 273 1,333 1,216 1,431 -311 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.7 91.1 85.9 94.7 86.5 5.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 15 16 16 17
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 276,563
COMMITMENTS
5,757 17,153 349 259,452 253,275 265,558 270,777 11,005 5,786
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 9,323)
1,122 5,498 -427 11,964 3,459 12,659 8,530 -3,336 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.2 0.1 93.8 91.6 96.0 97.9 4.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 1 37 33 40 37
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 120,762
COMMITMENTS
0 0 0 110,836 113,214 110,836 113,214 9,926 7,548
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,642)
0 0 0 2,294 926 2,294 926 -652 716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 93.7 91.8 93.7 8.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 20 18 20
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,258
COMMITMENTS
310 2,476 0 21,055 19,006 21,365 21,482 1,893 1,776
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 3,540)
-270 1,290 0 3,630 2,010 3,360 3,300 180 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.6 0.0 90.5 81.7 91.9 92.4 8.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 14 16 15 20
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,129
COMMITMENTS
0 490 62 136,476 134,407 136,538 134,959 7,591 9,170
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 763)
0 -64 0 461 309 461 245 302 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 94.7 93.3 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 17 17 18
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,405
COMMITMENTS
16,598 1,090 0 101,060 110,149 117,658 111,239 8,747 15,166
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -230)
-990 302 0 1,305 131 315 433 -545 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 0.9 0.0 79.9 87.1 93.1 88.0 6.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 0 25 29 28 31
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,012
COMMITMENTS
0 0 0 73,572 80,881 73,572 80,881 9,440 2,131
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 4,871)
0 0 0 5,356 4,143 5,356 4,143 -485 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 97.4 88.6 97.4 11.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 15 16 15
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 56,580
COMMITMENTS
2,842 533 180 51,816 55,224 54,838 55,937 1,742 643
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 2,951)
1,020 -180 180 1,458 2,711 2,658 2,711 293 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.9 0.3 91.6 97.6 96.9 98.9 3.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 1 18 19 23 20
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,626
COMMITMENTS
5,067 5,122 1,335 157,196 154,418 163,598 160,875 8,028 10,751
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 6,771)
3,665 -1,487 855 3,772 8,274 8,292 7,642 -1,521 -871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.0 0.8 91.6 90.0 95.3 93.7 4.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 2 26 28 31 35
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 158,485
COMMITMENTS
0 0 0 150,354 152,251 150,354 152,251 8,131 6,234
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 6,300)
0 0 0 9,420 6,783 9,420 6,783 -3,120 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 96.1 94.9 96.1 5.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 20 25 20
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,654
COMMITMENTS
600 324 0 26,626 26,638 27,226 26,962 428 692
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 7,618)
0 0 0 7,438 7,408 7,438 7,408 180 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 0.0 96.3 96.3 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 18 13 19 14
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 241,076
COMMITMENTS
11,135 4,719 3,116 218,966 228,396 233,217 236,231 7,859 4,845
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 10,801)
-95 4,333 1,304 9,623 8,594 10,832 14,231 -31 -3,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.0 1.3 90.8 94.7 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 3 33 29 38 32
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 70,226
COMMITMENTS
1,640 0 0 64,383 68,977 66,023 68,977 4,203 1,249
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 5,153)
424 0 0 5,413 4,363 5,837 4,363 -684 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 91.7 98.2 94.0 98.2 6.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 14 14 16 14
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 209,690
COMMITMENTS
3,198 0 214 196,830 201,685 200,242 201,899 9,448 7,791
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 14,524)
3,198 0 214 14,006 15,042 17,418 15,256 -2,894 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.1 93.9 96.2 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 0 1 36 34 37 35
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,323
COMMITMENTS
921 2,022 0 77,109 77,439 78,030 79,461 2,293 862
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 5,377)
0 0 0 5,407 5,317 5,407 5,317 -30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.5 0.0 96.0 96.4 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 29 23 31 24
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 353,610
COMMITMENTS
2,090 1,846 0 340,364 346,107 342,454 347,953 11,156 5,657
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 7,442)
0 1,486 0 7,872 6,721 7,872 8,207 -430 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.0 96.3 97.9 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 0 26 20 28 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,560
COMMITMENTS
4,222 2,608 602 71,888 76,292 76,712 79,502 7,848 5,058
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 6,778)
2,308 214 -214 5,640 5,902 7,734 5,902 -956 876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.1 0.7 85.0 90.2 90.7 94.0 9.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 17 21 19 22
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 22,182
COMMITMENTS
554 620 0 20,519 21,316 21,073 21,936 1,109 246
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 810)
120 0 0 540 936 660 936 150 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.8 0.0 92.5 96.1 95.0 98.9 5.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 13 13 14 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 224,245
COMMITMENTS
7,368 8,170 7,194 197,115 201,463 211,677 216,827 12,568 7,418
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 6,165)
-2,299 521 2,382 5,496 2,548 5,579 5,451 586 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.6 3.2 87.9 89.8 94.4 96.7 5.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 23 25 26 30
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 29,294
COMMITMENTS
0 4,421 0 27,712 24,197 27,712 28,618 1,582 676
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 2,200)
0 2,100 0 1,928 70 1,928 2,170 272 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.1 0.0 94.6 82.6 94.6 97.7 5.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 17 12 17 14
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 87,491
COMMITMENTS
0 198 1,086 76,077 78,828 77,163 80,112 10,328 7,379
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 6,956)
-2,495 -542 542 4,340 6,043 2,387 6,043 4,569 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 1.2 87.0 90.1 88.2 91.6 11.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 18 18 19 19
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 28,712
COMMITMENTS
1,348 552 246 26,981 27,802 28,576 28,600 136 112
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 429)
-119 106 23 524 297 428 426 1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.9 0.9 94.0 96.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 4 5 21 23 29 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,959
COMMITMENTS
2,389 160 112 17,386 19,687 19,887 19,959 72 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 115)
13 0 2 75 113 90 115 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.8 0.6 87.1 98.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 3 21 21 29 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 188,640
COMMITMENTS
23,494 8,398 16,858 147,942 163,056 188,294 188,312 346 328
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -158)
386 147 -368 -163 95 -145 -126 -13 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 4.5 8.9 78.4 86.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 20 19 42 42 67 68
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 80,831
COMMITMENTS
2,430 6,228 3,094 74,875 71,203 80,399 80,525 432 306
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,605)
2 -463 -373 1,948 2,234 1,577 1,398 28 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.7 3.8 92.6 88.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 13 10 31 32 43 47
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| 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: 63,882
COMMITMENTS
625 6,054 898 62,040 56,704 63,563 63,656 319 226
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,513)
35 -193 40 1,365 1,501 1,440 1,348 73 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.5 1.4 97.1 88.8 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 7 4 21 22 25 30
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| 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: 49,801
COMMITMENTS
791 9,950 1,058 47,468 38,723 49,317 49,731 484 70
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -195)
30 7 22 -205 -217 -153 -188 -42 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 20.0 2.1 95.3 77.8 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 5 28 26 34 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,134
COMMITMENTS
1,390 13,472 714 55,865 43,770 57,969 57,956 165 178
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -394)
-39 -117 -14 -354 -272 -407 -403 13 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 23.2 1.2 96.1 75.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 7 5 28 28 37 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,790
COMMITMENTS
2,446 8,821 121 57,633 51,836 60,200 60,778 590 12
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 606)
-18 -15 46 543 580 571 611 35 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.5 0.2 94.8 85.3 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 2 28 27 31 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,973
COMMITMENTS
2,916 9,154 173 69,341 63,539 72,430 72,866 543 107
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 718)
-89 -20 46 711 692 668 718 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 12.5 0.2 95.0 87.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 4 29 25 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,199
COMMITMENTS
200 1,495 0 33,836 32,599 34,036 34,094 163 105
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -35)
0 50 0 -35 -85 -35 -35 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.4 0.0 98.9 95.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 18 16 19 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 34,602
COMMITMENTS
0 400 0 34,264 34,112 34,264 34,512 338 90
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -65 -55 -65 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.0 98.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 18 16 18 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 29,467
COMMITMENTS
1,350 1,740 750 27,176 26,977 29,276 29,467 191 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 32)
0 0 0 32 32 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.9 2.5 92.2 91.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 13 18 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,757
COMMITMENTS
1,500 0 750 26,136 28,007 28,386 28,757 371 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 32)
0 0 0 32 32 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 2.6 90.9 97.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 14 18 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 169,142
COMMITMENTS
28,481 4,879 6,769 132,845 157,265 168,095 168,914 1,047 229
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,213)
727 239 -11 445 1,330 1,161 1,557 52 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 2.9 4.0 78.5 93.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 10 14 36 37 61 54
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 36,145
COMMITMENTS
0 8,282 0 35,461 27,668 35,461 35,950 684 195
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 275)
0 0 0 -25 275 -25 275 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.9 0.0 98.1 76.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,107
COMMITMENTS
0 8,232 0 34,423 26,680 34,423 34,912 684 195
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 155)
0 0 0 -145 155 -145 155 300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 0.0 98.1 76.0 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 35,032
COMMITMENTS
0 6,679 0 35,027 28,305 35,027 34,984 5 48
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.1 0.0 100.0 80.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 0 20 16 20 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,761
COMMITMENTS
0 6,679 0 30,761 23,965 30,761 30,644 0 117
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.7 0.0 100.0 77.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 0 20 18 20 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 121,594
COMMITMENTS
22,566 834 931 97,287 118,890 120,784 120,655 810 939
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 145)
-100 25 2 241 118 143 145 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.7 0.8 80.0 97.8 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 4 23 26 30 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,980
COMMITMENTS
350 1,400 70 39,120 38,391 39,540 39,861 440 119
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 70 80 70 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.5 0.2 97.8 96.0 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 1 20 17 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,179
COMMITMENTS
600 1,546 50 39,060 38,489 39,710 40,085 469 94
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 39)
0 1 50 -12 -7 38 44 1 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.8 0.1 97.2 95.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 1 17 18 19 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,509
COMMITMENTS
2,154 0 0 31,153 33,098 33,307 33,098 202 411
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -492)
0 0 0 -495 -492 -495 -492 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 93.0 98.8 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 21 24 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,268
COMMITMENTS
2,533 0 0 31,191 33,849 33,724 33,849 544 419
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -64)
53 0 0 -121 -65 -68 -65 4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 91.0 98.8 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 21 23 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| 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: 71,834
COMMITMENTS
486 2,074 658 70,048 68,637 71,192 71,369 642 465
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 224)
-180 144 123 270 -39 213 228 11 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.9 0.9 97.5 95.5 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 9 4 26 30 31 40
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 95,088
COMMITMENTS
3,391 2,219 1,944 89,150 90,254 94,485 94,416 603 672
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 755)
-423 136 153 907 479 637 768 118 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.3 2.0 93.8 94.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 14 9 30 32 41 51
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 40,397
COMMITMENTS
35 3,080 550 39,737 36,696 40,322 40,326 75 71
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 138)
-15 435 -51 218 -213 152 171 -14 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.6 1.4 98.4 90.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 7 5 16 17 22 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 43,031
COMMITMENTS
125 4,505 25 42,866 38,491 43,016 43,021 15 10
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 539)
0 100 0 539 439 539 539 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.5 0.1 99.6 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 15 12 17 15
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| 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: 47,419
COMMITMENTS
915 37 585 45,423 46,164 46,923 46,786 496 633
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -395)
-3 37 3 -402 -439 -402 -399 7 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 1.2 95.8 97.4 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 26 21 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 51,246
COMMITMENTS
115 1,648 1,085 49,135 48,079 50,335 50,812 911 434
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,122)
-50 388 50 1,100 696 1,100 1,134 22 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.2 2.1 95.9 93.8 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 22 25 25 29
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,098
COMMITMENTS
94 657 154 38,214 37,991 38,462 38,802 636 296
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 290)
45 56 -10 371 264 406 310 -116 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 0.4 97.7 97.2 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 21 21 25 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 30,398
COMMITMENTS
441 148 2 29,379 29,683 29,822 29,833 576 565
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 198)
0 -10 0 61 165 61 155 137 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.5 0.0 96.6 97.6 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 24 20 25 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,293
COMMITMENTS
814 3,161 170 26,698 24,632 27,682 27,963 611 330
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 86)
48 -29 -5 97 76 140 42 -54 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 11.2 0.6 94.4 87.1 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 6 5 25 27 33 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,967
COMMITMENTS
25 994 132 17,843 17,411 18,000 18,537 967 430
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 216)
-25 4 0 216 222 191 226 25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.2 0.7 94.1 91.8 94.9 97.7 5.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 4 22 21 26 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,984
COMMITMENTS
359 25 0 11,590 11,919 11,949 11,944 35 40
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 127)
75 0 0 52 127 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.2 0.0 96.7 99.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 22 18 25 19
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,493
COMMITMENTS
50 313 0 9,425 9,180 9,475 9,493 18 0
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 170 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.3 0.0 99.3 96.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 17 13 18 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,265
COMMITMENTS
3,143 0 0 11,783 15,145 14,926 15,145 339 120
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 760)
0 0 0 760 760 760 760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.0 0.0 77.2 99.2 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 12 10 15 10
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,463
COMMITMENTS
785 0 0 32,166 33,408 32,951 33,408 512 55
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 540 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 96.1 99.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 15 15 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,595
COMMITMENTS
770 0 0 34,201 35,540 34,971 35,540 624 55
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 540)
0 0 0 540 540 540 540 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.1 99.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,740
COMMITMENTS
9,402 10,987 2,243 74,600 73,038 86,245 86,268 495 472
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 159)
-45 696 -27 313 -519 241 150 -82 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.7 2.6 86.0 84.2 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 12 6 39 34 48 47
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 97,961
COMMITMENTS
10,904 19,103 3,477 83,278 75,056 97,659 97,636 302 325
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -553)
257 -529 287 -1,113 -306 -569 -548 16 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.5 3.5 85.0 76.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 12 11 42 39 58 57
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 370,106
COMMITMENTS
38,769 25,377 62,354 268,014 281,992 369,136 369,723 970 383
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 14,251)
7,339 -148 -2,020 8,577 16,279 13,895 14,110 355 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.9 16.8 72.4 76.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
28 24 38 54 49 97 97
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,919
COMMITMENTS
1,783 4,000 55 16,633 14,814 18,471 18,869 448 50
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 21.1 0.3 87.9 78.3 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 2 20 14 25 18
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,534
COMMITMENTS
1,204 2,850 0 16,032 14,634 17,236 17,484 298 50
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 16.3 0.0 91.4 83.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 0 20 16 23 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 5,045
COMMITMENTS
1,115 445 170 3,205 3,965 4,490 4,580 555 465
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 840)
85 120 5 695 860 785 985 55 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 8.8 3.4 63.5 78.6 89.0 90.8 11.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 3 22 22 28 27
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 57,659
COMMITMENTS
2,414 7,834 3,860 51,046 45,325 57,320 57,019 339 640
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,130)
0 -40 100 1,030 770 1,130 830 0 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 13.6 6.7 88.5 78.6 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 8 32 23 42 31
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 53,671
COMMITMENTS
8,979 9,447 853 43,325 43,106 53,157 53,406 514 265
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 365)
100 -6 6 259 365 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.6 1.6 80.7 80.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 4 20 22 28 28
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 22,145
COMMITMENTS
5,525 0 0 16,620 22,010 22,145 22,010 0 135
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 0.0 0.0 75.1 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 14 10 17 10
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,176
COMMITMENTS
1,830 2,860 480 13,566 12,816 15,876 16,156 300 20
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 610)
420 100 0 190 510 610 610 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 17.7 3.0 83.9 79.2 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 18 18 20 23
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,862
COMMITMENTS
780 1,008 376 2,195 2,077 3,351 3,461 511 401
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 672)
102 -5 90 485 662 677 747 -5 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 26.1 9.7 56.8 53.8 86.8 89.6 13.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 9 8 22 13 35 26
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,379
COMMITMENTS
0 377 449 2,446 2,180 2,895 3,006 484 373
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 124)
0 16 -4 108 97 104 109 20 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 13.3 72.4 64.5 85.7 89.0 14.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 19 21 22
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,679
COMMITMENTS
625 1,048 1,624 7,579 6,854 9,828 9,526 851 1,153
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 318)
71 81 30 161 35 262 146 56 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.8 15.2 71.0 64.2 92.0 89.2 8.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 6 14 37 35 53 51
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,799
COMMITMENTS
5,658 3,706 1,576 21,475 23,232 28,709 28,514 90 285
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,167)
-120 -180 212 1,100 1,165 1,192 1,197 -25 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 12.9 5.5 74.6 80.7 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 4 6 38 34 48 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,834
COMMITMENTS
0 1,498 1,275 15,432 13,709 16,707 16,482 127 352
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,811)
0 -162 214 1,597 1,762 1,811 1,814 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 7.6 91.7 81.4 99.2 97.9 0.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 4 19 21 23 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,299
COMMITMENTS
7,136 3,799 2,514 24,752 28,654 34,402 34,967 897 332
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,421)
1,249 274 -113 300 1,298 1,436 1,459 -15 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 10.8 7.1 70.1 81.2 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 9 9 48 47 63 60
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,124
COMMITMENTS
325 288 253 8,226 8,440 8,804 8,981 320 143
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 201)
-3 -13 3 180 211 180 201 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.2 2.8 90.2 92.5 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 14 15 17 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 63,230
COMMITMENTS
51,930 871 665 10,616 61,338 63,211 62,874 19 356
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,229)
-49 422 -38 1,326 838 1,239 1,222 -10 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.1 1.4 1.1 16.8 97.0 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 4 26 39 33 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 128,581
COMMITMENTS
20,195 62,532 6,510 101,215 59,201 127,920 128,243 661 338
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,614)
1,079 913 -1,326 1,755 1,988 1,508 1,575 106 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 48.6 5.1 78.7 46.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
13 20 20 78 69 102 99
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,889
COMMITMENTS
211 248 531 2,353 2,673 3,095 3,452 794 437
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 328)
50 110 10 329 254 389 374 -61 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.4 13.7 60.5 68.7 79.6 88.8 20.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 5 8 19 23 28 31
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 58,525
COMMITMENTS
585 0 10 57,555 58,170 58,150 58,180 375 345
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 4,840)
15 0 -20 4,560 4,560 4,555 4,540 285 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 98.3 99.4 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 22 26 24 27
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 63,885
COMMITMENTS
1,227 35 55 62,573 63,762 63,855 63,852 30 33
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -4,539)
-46 -20 -45 -4,478 -4,344 -4,569 -4,409 30 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 0.1 97.9 99.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 1 29 32 32 33
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,713
COMMITMENTS
0 60 75 15,573 15,472 15,648 15,607 65 106
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -104)
-85 60 55 -94 -173 -124 -58 20 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.5 99.1 98.5 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 16 16 17 17
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,949
COMMITMENTS
0 0 0 18,894 18,889 18,894 18,889 55 60
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -2,954)
0 0 0 -2,947 -2,939 -2,947 -2,939 -7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 13 22 13
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,155
COMMITMENTS
10,138 1,110 1,394 4,676 11,156 16,208 13,660 947 3,495
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 1,714)
-52 240 661 1,355 690 1,964 1,591 -250 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 6.5 8.1 27.3 65.0 94.5 79.6 5.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 4 9 12 14 16
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,160
COMMITMENTS
0 1,479 39 5,717 4,627 5,756 6,145 404 15
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: 933)
0 135 0 933 858 933 993 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.0 0.6 92.8 75.1 93.4 99.8 6.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 2 16 17 18 22
Updated October 27, 2023