NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 84,283
COMMITMENTS
19,910 4,406 2,840 61,533 77,037 84,283 84,283 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.2 3.4 73.0 91.4 100.0 100.0 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 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 199,226
COMMITMENTS
29,385 40,756 12,343 157,485 146,127 199,213 199,226 13 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -218)
88 151 -300 -6 -69 -218 -218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 20.5 6.2 79.0 73.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 7 8 24 19 36 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 34,615
COMMITMENTS
16,766 6,127 2,882 14,948 25,606 34,596 34,615 19 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 953)
360 -10 307 311 656 978 953 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 17.7 8.3 43.2 74.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 4 8 12 10 38 20
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 13,206
COMMITMENTS
4,167 4,286 737 8,145 8,124 13,049 13,147 157 59
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 51)
-36 -87 87 -8 100 43 100 8 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 32.5 5.6 61.7 61.5 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 17 8 8 11 22 32
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 23,417
COMMITMENTS
5,178 3,790 1,097 17,142 18,530 23,417 23,417 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 16.2 4.7 73.2 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 15 10 20 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 30,800
COMMITMENTS
7,800 26,250 2,400 20,600 2,150 30,800 30,800 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -16,608)
-10,554 -7,991 -792 -5,207 -7,775 -16,553 -16,558 -55 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 85.2 7.8 66.9 7.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 8 4 7 3 16 12
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 7,719
COMMITMENTS
2,068 1,439 282 5,365 5,939 7,715 7,660 4 59
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -157)
36 -27 -58 -132 -85 -154 -170 -3 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 18.6 3.7 69.5 76.9 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 7 6 7 5 20 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| 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: 12,516
COMMITMENTS
100 4,400 525 11,891 7,591 12,516 12,516 0 0
CHANGES FROM 11/21/23 (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 35.2 4.2 95.0 60.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 7 13 9 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,461
COMMITMENTS
10,798 3,441 4,021 18,642 25,999 33,461 33,461 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -270)
0 107 0 -270 -370 -270 -263 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 10.3 12.0 55.7 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 3 14 13 19 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,230
COMMITMENTS
8,023 9,329 0 21,207 19,901 29,230 29,230 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 31.9 0.0 72.6 68.1 100.0 100.0 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 11/28/23 |
--------------------------------------------------------------| 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: 22,097
COMMITMENTS
620 4,230 1,070 20,407 16,797 22,097 22,097 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 19.1 4.8 92.4 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 10 11 12 16
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 31,085
COMMITMENTS
11,173 3,049 736 19,176 27,300 31,085 31,085 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 50)
0 -50 50 0 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 9.8 2.4 61.7 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 2 11 11 21 17
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 128,697
COMMITMENTS
57,078 48,401 23,730 46,992 56,493 127,800 128,625 897 72
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -24,033)
-1,636 -7,645 -11,239 -9,670 -2,905 -22,545 -21,789 -1,488 -2,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 37.6 18.4 36.5 43.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
48 29 37 34 27 96 81
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 186,241
COMMITMENTS
106,293 36,130 33,494 46,242 116,556 186,029 186,181 212 60
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 14,303)
5,142 4,795 1,107 8,163 8,564 14,413 14,466 -110 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 19.4 18.0 24.8 62.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
62 16 25 27 27 94 63
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,101
COMMITMENTS
11,580 10,893 1,926 47,564 48,255 61,071 61,075 30 26
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -3,551)
-583 -1,444 -1,184 -1,733 -917 -3,500 -3,545 -51 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 17.8 3.2 77.8 79.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 14 6 19 18 37 34
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,341
COMMITMENTS
1,943 1,800 112 1,207 1,372 3,262 3,284 79 57
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -113)
0 25 0 -117 -16 -117 9 4 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.2 53.9 3.4 36.1 41.1 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 8 1 7 7 14 15
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 24,437
COMMITMENTS
12,723 9,306 0 11,641 15,102 24,364 24,408 73 29
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,348)
2,316 1,852 0 32 496 2,348 2,348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 38.1 0.0 47.6 61.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 4 0 8 5 22 9
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,291
COMMITMENTS
422 0 215 7,411 7,848 8,048 8,063 243 228
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 804)
0 0 0 799 804 799 804 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 2.6 89.4 94.7 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 17 17 20 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,684
COMMITMENTS
6,134 355 3,757 23,686 29,434 33,577 33,546 107 138
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 936)
-196 49 10 1,172 917 986 976 -50 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 1.1 11.2 70.3 87.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 9 33 42 42 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,400
COMMITMENTS
3,470 1,266 1,920 10,963 13,193 16,353 16,379 47 21
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 576)
-305 175 255 626 146 576 576 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 7.7 11.7 66.8 80.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 4 24 21 31 28
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,933
COMMITMENTS
1,305 3,120 441 6,088 4,278 7,834 7,839 99 94
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 127)
0 71 0 127 56 127 127 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 39.3 5.6 76.7 53.9 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 4 19 20 24 26
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,900,729
COMMITMENTS
670,366 379,650 1286776 4896926 5213268 6854068 6879694 46,661 21,035
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 95,182)
-91,254 72,604 56,254 125,772 -38,975 90,772 89,883 4,410 5,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.5 18.6 71.0 75.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
34 40 52 166 128 230 190
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,136,550
COMMITMENTS
185,999 133,344 1349299 1598228 1652101 3133525 3134744 3,025 1,807
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -304,758)
-36,970 -24,976 -160,915 -106,775 -119,182 -304,661 -305,073 -97 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.3 43.0 51.0 52.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 12 34 50 48 90 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,308
COMMITMENTS
1,115 1,794 699 155,470 161,069 157,284 163,562 15,024 8,746
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,599)
-1,498 441 -162 258 282 -1,402 561 3,001 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 0.4 90.2 93.5 91.3 94.9 8.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 25 25 28 28
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,102
COMMITMENTS
3,780 1,069 231 151,393 166,042 155,404 167,342 17,698 5,760
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -801)
723 -423 17 -1,056 1,115 -316 709 -485 -1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.6 0.1 87.5 95.9 89.8 96.7 10.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 1 30 31 32 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,384
COMMITMENTS
5,528 5,508 4,105 357,692 365,474 367,325 375,087 14,059 6,297
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -2,135)
-4,324 -1,813 1,044 -3,034 201 -6,314 -568 4,179 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 1.4 1.1 93.8 95.8 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 4 37 33 42 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 948,989
COMMITMENTS
26,681 33,180 4,197 905,821 907,270 936,699 944,647 12,290 4,342
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 8,798)
2,477 -118 462 7,006 7,777 9,945 8,121 -1,147 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.5 0.4 95.5 95.6 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 5 3 40 31 46 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,570
COMMITMENTS
17,163 10,234 1,495 321,834 331,137 340,492 342,866 9,078 6,704
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 7,135)
4,229 46 -2,232 4,744 8,700 6,741 6,514 394 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.9 0.4 92.1 94.7 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 5 6 40 32 47 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 702,865
COMMITMENTS
5,627 52,373 6,640 684,616 635,378 696,883 694,391 5,982 8,474
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 11,365)
-261 762 -730 13,112 10,475 12,121 10,507 -756 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 7.5 0.9 97.4 90.4 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
3 8 5 48 53 54 63
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 415,811
COMMITMENTS
2,072 11,423 1,224 400,385 389,715 403,681 402,362 12,130 13,449
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -221)
338 -2,867 -73 -1,355 1,946 -1,090 -994 869 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 2.7 0.3 96.3 93.7 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 6 5 42 36 48 44
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,575
COMMITMENTS
1,617 3,518 428 79,017 75,376 81,062 79,322 6,513 8,253
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 496)
-31 -62 0 155 347 124 285 372 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.0 0.5 90.2 86.1 92.6 90.6 7.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 12 15 13 19
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus OPEN INTEREST: 40,722
COMMITMENTS
2,139 0 0 37,847 40,598 39,986 40,598 736 124
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 92.9 99.7 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 15 12 15
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,569
COMMITMENTS
3,371 540 0 66,588 69,469 69,959 70,009 2,610 2,560
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,736)
1,364 0 0 155 1,488 1,519 1,488 217 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.7 0.0 91.8 95.7 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 21 21 23 22
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtu OPEN INTEREST: 14,369
COMMITMENTS
720 0 0 11,729 12,722 12,449 12,722 1,920 1,647
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 81.6 88.5 86.6 88.5 13.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 13 14 13
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 337,360
COMMITMENTS
9,436 17,693 3,288 315,399 307,208 328,123 328,189 9,237 9,171
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 421)
-254 1,992 -961 2,207 -536 992 495 -571 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 5.2 1.0 93.5 91.1 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 4 32 27 36 31
TCO INDEX - ICE FUTURES ENERGY DIV Code-02339V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 15,365
COMMITMENTS
749 0 0 14,098 14,190 14,847 14,190 518 1,175
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 91.8 92.4 96.6 92.4 3.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 11 10 11
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,386
COMMITMENTS
0 0 0 177,747 179,465 177,747 179,465 7,639 5,921
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -158)
0 0 0 -127 -220 -127 -220 -31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 96.8 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 24 26 24 26
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 237,194
COMMITMENTS
5,983 780 0 224,032 228,249 230,015 229,029 7,179 8,165
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 4,395)
3,842 0 0 553 4,271 4,395 4,271 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.3 0.0 94.5 96.2 97.0 96.6 3.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 20 26 21 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,506
COMMITMENTS
13,940 2,940 0 59,911 70,929 73,851 73,869 1,655 1,637
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 6,319)
1,085 0 0 5,346 6,505 6,431 6,505 -112 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 3.9 0.0 79.3 93.9 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 1 0 21 22 25 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 741,055
COMMITMENTS
49,741 3,171 10,735 671,496 720,809 731,972 734,715 9,083 6,340
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 8,453)
1,584 -1,005 1,863 5,742 7,169 9,189 8,027 -736 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 1.4 90.6 97.3 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 4 10 52 43 65 56
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,734
COMMITMENTS
12,451 186 438 179,438 195,281 192,327 195,905 12,407 8,829
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -1,053)
57 83 98 -1,151 -1,039 -996 -858 -57 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.1 0.2 87.6 95.4 93.9 95.7 6.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 21 18 25 21
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,884
COMMITMENTS
14,526 6,473 2,666 111,472 121,194 128,664 130,333 3,220 1,551
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 24,428)
4,340 6,194 2,542 17,782 21,440 24,664 30,176 -236 -5,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.9 2.0 84.5 91.9 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 5 2 28 34 36 40
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,695
COMMITMENTS
20,918 16,919 7,752 154,667 159,839 183,337 184,510 2,358 1,185
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 25,017)
4,855 1,813 2,201 17,391 22,923 24,447 26,937 570 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.1 4.2 83.3 86.1 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
8 8 6 42 49 55 58
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 507,523
COMMITMENTS
884 62,843 543 503,527 441,771 504,954 505,157 2,569 2,366
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 5,351)
9 1,169 295 5,257 4,225 5,561 5,689 -210 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.4 0.1 99.2 87.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 5 4 33 33 39 38
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 48,570
COMMITMENTS
2,262 806 60 44,641 47,164 46,963 48,030 1,607 540
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 3,472)
250 806 60 2,821 2,759 3,131 3,625 341 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.7 0.1 91.9 97.1 96.7 98.9 3.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 1 20 15 23 17
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,719
COMMITMENTS
22,916 2,073 769 221,887 255,471 245,572 258,313 17,147 4,406
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,121)
445 399 0 845 528 1,290 927 -169 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.8 0.3 84.5 97.2 93.5 98.3 6.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 1 37 36 42 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,618
COMMITMENTS
1,579 5,868 0 143,990 140,228 145,569 146,096 2,049 1,522
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,570)
62 93 -93 2,694 2,570 2,663 2,570 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.0 0.0 97.5 95.0 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 0 23 27 25 28
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,534
COMMITMENTS
5,719 3,967 413 259,609 264,107 265,741 268,487 9,793 7,047
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 4,194)
0 -887 -724 5,329 4,625 4,605 3,014 -411 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 0.1 94.2 95.9 96.4 97.4 3.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 2 1 38 39 41 41
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,845
COMMITMENTS
396 604 677 111,593 115,317 112,666 116,598 9,179 5,247
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,909)
0 604 493 3,904 2,888 4,397 3,985 -2,488 -2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.5 0.6 91.6 94.6 92.5 95.7 7.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 21 22 24 25
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,208
COMMITMENTS
0 2,220 0 16,747 15,315 16,747 17,535 2,461 1,673
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,312)
0 0 0 1,126 1,250 1,126 1,250 186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 0.0 87.2 79.7 87.2 91.3 12.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 11 14 11 17
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,289
COMMITMENTS
0 0 0 40,527 42,519 40,527 42,519 5,762 3,770
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -31)
0 0 0 -31 -31 -31 -31 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 91.9 87.6 91.9 12.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,077
COMMITMENTS
779 1,042 62 135,036 132,774 135,877 133,878 6,200 8,199
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,713)
0 0 0 1,587 1,313 1,587 1,313 126 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.0 95.0 93.5 95.6 94.2 4.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 18 18 20
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,169
COMMITMENTS
8,874 1,433 394 99,234 103,719 108,502 105,546 10,667 13,623
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 607)
151 248 0 296 1,880 447 2,128 160 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.2 0.3 83.3 87.0 91.0 88.6 9.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 1 23 26 26 29
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,885
COMMITMENTS
0 0 0 47,424 48,268 47,424 48,268 1,461 617
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 155)
0 0 0 31 31 31 31 124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 98.7 97.0 98.7 3.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 16 10 16
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,733
COMMITMENTS
2,774 0 0 69,769 80,439 72,543 80,439 9,190 1,294
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -600)
0 0 0 -509 -722 -509 -722 -91 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 85.4 98.4 88.8 98.4 11.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 17 18 17
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 59,517
COMMITMENTS
2,932 870 370 54,796 57,149 58,098 58,389 1,419 1,128
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,105)
-21 498 370 1,674 834 2,023 1,702 82 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.5 0.6 92.1 96.0 97.6 98.1 2.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 2 2 18 17 24 20
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,441
COMMITMENTS
3,239 4,322 1,459 159,666 158,691 164,364 164,472 10,077 9,969
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,547)
-214 866 -30 1,730 1,600 1,486 2,436 1,061 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.5 0.8 91.5 91.0 94.2 94.3 5.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 2 26 28 30 33
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 170,294
COMMITMENTS
0 0 0 161,360 163,294 161,360 163,294 8,934 7,000
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 4,481)
0 0 0 4,481 4,419 4,481 4,419 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.8 95.9 94.8 95.9 5.2 4.1
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 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 41,808
COMMITMENTS
900 0 0 40,052 40,782 40,952 40,782 856 1,026
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 4,960)
0 0 0 4,464 4,864 4,464 4,864 496 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 95.8 97.5 98.0 97.5 2.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 17 12 19 12
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 253,715
COMMITMENTS
11,315 4,307 3,643 228,822 241,303 243,780 249,253 9,935 4,462
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,765)
0 1,142 255 2,911 2,815 3,166 4,212 -401 -1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.7 1.4 90.2 95.1 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 2 32 30 36 33
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 74,745
COMMITMENTS
5,271 0 0 66,839 74,192 72,110 74,192 2,635 553
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,077)
528 0 0 1,550 1,705 2,078 1,705 -1 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 89.4 99.3 96.5 99.3 3.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 0 0 18 20 21 20
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,043
COMMITMENTS
8,406 794 0 191,452 203,706 199,858 204,500 13,185 8,543
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 718)
62 0 0 594 687 656 687 62 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 0.0 89.9 95.6 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 0 31 34 33 35
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,898
COMMITMENTS
0 1,988 2 78,786 78,666 78,788 80,656 3,110 1,242
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,487)
0 90 2 2,181 2,332 2,183 2,424 304 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 96.2 96.1 96.2 98.5 3.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 1 24 22 25 25
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 355,666
COMMITMENTS
1,220 4,822 620 343,921 345,292 345,761 350,734 9,905 4,932
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,914)
0 1,426 -186 1,666 519 1,480 1,759 434 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 0.2 96.7 97.1 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 1 27 20 29 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,810
COMMITMENTS
3,240 2,657 215 67,577 71,801 71,032 74,673 9,778 6,137
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 184)
0 0 0 -31 364 -31 364 215 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.3 0.3 83.6 88.9 87.9 92.4 12.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 19 19 21 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 229,791
COMMITMENTS
7,713 10,172 1,336 208,353 208,876 217,402 220,384 12,389 9,407
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -704)
263 -118 -263 -639 -509 -639 -890 -65 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.4 0.6 90.7 90.9 94.6 95.9 5.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 4 23 24 28 28
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 26,099
COMMITMENTS
0 2,427 93 24,580 22,753 24,673 25,273 1,426 826
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 837)
0 31 -31 899 775 868 775 -31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 0.4 94.2 87.2 94.5 96.8 5.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 13 15 14 17
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 91,615
COMMITMENTS
578 0 93 80,963 83,364 81,634 83,457 9,981 8,158
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,072)
-2,146 0 93 1,165 855 -888 948 1,960 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.1 88.4 91.0 89.1 91.1 10.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 20 21 21
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 28,404
COMMITMENTS
1,531 384 315 26,232 27,674 28,078 28,373 326 31
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 282)
13 21 80 190 176 282 277 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.4 1.1 92.4 97.4 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 4 8 22 27 33 37
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 20,369
COMMITMENTS
1,481 155 287 18,423 19,927 20,191 20,369 178 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 430)
-136 0 34 455 397 353 431 77 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.8 1.4 90.4 97.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 1 5 22 24 30 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 187,599
COMMITMENTS
32,564 10,548 12,641 142,187 164,095 187,392 187,284 207 315
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 34)
-1,069 1,647 -925 2,239 -814 245 -92 -211 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 5.6 6.7 75.8 87.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 21 21 37 42 65 72
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 87,079
COMMITMENTS
2,172 10,442 2,830 81,978 73,390 86,980 86,662 99 417
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,383)
-479 383 357 1,529 653 1,407 1,393 -24 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 12.0 3.2 94.1 84.3 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 14 10 28 28 42 45
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| 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: 70,262
COMMITMENTS
1,030 7,296 3,497 65,605 59,345 70,132 70,138 130 124
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 588)
401 -42 100 113 549 614 607 -26 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.4 5.0 93.4 84.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 6 21 21 27 29
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| 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: 49,297
COMMITMENTS
878 9,918 1,164 46,603 38,145 48,645 49,227 652 70
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -107)
-64 -153 174 -217 -128 -107 -107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 20.1 2.4 94.5 77.4 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 6 6 27 25 34 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 59,449
COMMITMENTS
1,097 14,905 604 57,246 43,668 58,947 59,177 502 272
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 736)
20 139 22 694 575 736 736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 25.1 1.0 96.3 73.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 11 4 30 29 36 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,588
COMMITMENTS
2,561 8,936 121 55,448 49,519 58,130 58,576 458 12
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 217)
1 392 0 216 -175 217 217 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 15.3 0.2 94.6 84.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 2 29 27 33 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,962
COMMITMENTS
3,286 8,685 111 66,048 61,104 69,445 69,900 517 62
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 289)
0 100 0 289 189 289 289 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.4 0.2 94.4 87.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 2 29 25 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,065
COMMITMENTS
110 1,510 0 32,806 31,443 32,916 32,953 149 112
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 13)
0 0 0 13 13 13 13 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.6 0.0 99.2 95.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 19 13 20 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 33,205
COMMITMENTS
0 627 0 32,873 32,497 32,873 33,124 332 81
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -89)
0 2 0 -89 -92 -89 -90 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 99.0 97.9 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 16 17 18
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 28,826
COMMITMENTS
2,300 1,490 400 26,115 26,726 28,815 28,616 11 210
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 21)
0 -300 0 20 261 20 -39 1 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.2 1.4 90.6 92.7 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 18 13 19 16
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,315
COMMITMENTS
2,650 0 450 25,025 27,535 28,125 27,985 190 330
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 320)
300 0 0 20 260 320 260 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.6 88.4 97.2 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 17 13 20 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 176,173
COMMITMENTS
27,118 7,527 7,628 140,287 160,725 175,033 175,880 1,140 293
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 993)
206 743 -220 941 463 927 986 65 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.3 4.3 79.6 91.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 10 17 38 38 62 58
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,603
COMMITMENTS
0 8,348 0 34,767 26,825 34,767 35,173 836 430
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 250)
0 250 0 250 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 0.0 97.7 75.3 97.7 98.8 2.3 1.2
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 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,260
COMMITMENTS
0 8,048 0 33,424 25,782 33,424 33,830 836 430
CHANGES FROM 11/21/23 (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 23.5 0.0 97.6 75.3 97.6 98.7 2.4 1.3
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 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 32,718
COMMITMENTS
0 5,366 48 32,622 27,292 32,670 32,706 48 12
CHANGES FROM 11/21/23 (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 16.4 0.1 99.7 83.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 20 17 21 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 28,932
COMMITMENTS
0 5,366 48 28,836 23,440 28,884 28,854 48 78
CHANGES FROM 11/21/23 (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 18.5 0.2 99.7 81.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 1 20 19 21 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 121,686
COMMITMENTS
20,242 3,007 923 99,753 116,814 120,918 120,744 768 942
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,115)
-100 305 20 1,225 840 1,145 1,165 -30 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 2.5 0.8 82.0 96.0 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 5 4 24 26 32 33
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,382
COMMITMENTS
260 1,180 120 37,553 36,964 37,933 38,264 449 118
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 100)
0 0 0 105 100 105 100 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 0.3 97.8 96.3 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 20 14 22 16
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,042
COMMITMENTS
800 2,276 50 37,786 36,510 38,636 38,836 406 206
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 319)
110 245 0 209 80 319 325 0 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.8 0.1 96.8 93.5 99.0 99.5 1.0 0.5
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 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,398
COMMITMENTS
2,071 75 0 29,166 30,929 31,237 31,004 161 394
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.2 0.0 92.9 98.5 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 22 20 23 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,923
COMMITMENTS
2,554 0 0 29,877 32,527 32,431 32,527 492 396
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 76)
0 0 0 75 76 75 76 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 90.7 98.8 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 20 24 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| 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: 76,464
COMMITMENTS
0 6,062 1,661 74,101 68,310 75,762 76,033 702 431
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,099)
0 -223 375 1,746 1,946 2,121 2,098 -22 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 2.2 96.9 89.3 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 10 4 26 30 30 40
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 100,114
COMMITMENTS
4,741 6,560 2,325 92,497 90,724 99,562 99,609 552 505
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,403)
701 836 -469 2,134 2,037 2,367 2,404 36 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.6 2.3 92.4 90.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 15 10 31 34 44 55
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 43,007
COMMITMENTS
517 4,655 512 41,910 37,686 42,939 42,853 68 154
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 378)
342 314 -215 246 284 373 383 5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 10.8 1.2 97.4 87.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 4 19 18 24 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| 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: 43,327
COMMITMENTS
99 4,983 107 43,021 38,232 43,227 43,322 100 5
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 232)
0 15 32 200 190 232 237 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.5 0.2 99.3 88.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 11 18 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| 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: 49,615
COMMITMENTS
800 1,475 585 47,714 46,981 49,099 49,041 516 574
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 287)
0 100 0 299 187 299 287 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 3.0 1.2 96.2 94.7 99.0 98.8 1.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 19 25 21 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 55,422
COMMITMENTS
0 5,343 1,069 53,573 48,832 54,642 55,245 780 177
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 425)
0 248 -4 613 181 609 425 -184 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 1.9 96.7 88.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 7 3 21 25 24 32
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,586
COMMITMENTS
0 628 372 39,782 39,330 40,154 40,330 432 256
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 843)
-104 165 129 900 619 925 913 -82 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.9 98.0 96.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 4 25 24 29 28
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 32,095
COMMITMENTS
930 303 15 31,006 31,502 31,951 31,820 144 275
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 573)
120 30 0 453 581 573 611 0 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.9 0.0 96.6 98.2 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 19 25 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,946
COMMITMENTS
1,011 2,532 646 27,717 26,692 29,374 29,870 572 76
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 571)
182 -78 84 313 569 579 575 -8 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 8.5 2.2 92.6 89.1 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 3 26 31 31 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 19,757
COMMITMENTS
495 1,087 253 18,212 17,728 18,960 19,068 797 689
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 318)
100 165 0 217 153 317 318 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.5 1.3 92.2 89.7 96.0 96.5 4.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 22 20 25 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,689
COMMITMENTS
267 25 0 11,362 11,588 11,629 11,613 60 76
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 0.0 97.2 99.1 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 17 23 18
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,218
COMMITMENTS
105 217 5 9,098 8,996 9,208 9,218 10 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 120)
-75 0 0 195 180 120 180 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.4 0.1 98.7 97.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 18 11 19 14
PJM BGE ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,336
COMMITMENTS
319 190 605 7,032 7,541 7,956 8,336 380 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.3 7.3 84.4 90.5 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 13 12 15 15
PJM BGE ZONE DA, PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,445
COMMITMENTS
338 200 600 7,122 7,645 8,060 8,445 385 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.4 7.1 84.3 90.5 95.4 100.0 4.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 13 12 15 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,525
COMMITMENTS
3,508 100 0 11,818 15,305 15,326 15,405 199 120
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 200)
270 100 0 50 100 320 200 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.6 0.0 76.1 98.6 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 12 11 17 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,190
COMMITMENTS
736 100 0 13,245 13,970 13,981 14,070 209 120
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 200)
270 100 0 50 100 320 200 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.7 0.0 93.3 98.4 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 12 11 16 12
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,431
COMMITMENTS
690 0 0 31,266 32,386 31,956 32,386 475 45
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 0)
25 0 0 -25 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 96.4 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,383
COMMITMENTS
680 0 0 32,941 34,338 33,621 34,338 762 45
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 0)
25 0 0 -25 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 95.8 99.9 97.8 99.9 2.2 0.1
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 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,636
COMMITMENTS
10,086 9,849 2,937 72,995 73,280 86,018 86,066 618 570
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 2,087)
-21 -956 649 1,276 2,408 1,904 2,101 183 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.4 3.4 84.3 84.6 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 14 7 39 36 50 52
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 96,067
COMMITMENTS
12,104 14,926 3,772 79,830 77,014 95,706 95,712 361 355
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,091)
1,027 -89 234 -302 939 959 1,084 132 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 15.5 3.9 83.1 80.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
8 19 11 41 40 56 63
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 401,929
COMMITMENTS
45,831 48,464 64,202 291,374 288,652 401,406 401,318 523 611
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 4,815)
454 5,698 -1,022 5,520 166 4,952 4,843 -137 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.1 16.0 72.5 71.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
30 27 34 51 46 94 94
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,695
COMMITMENTS
1,482 4,865 52 16,749 13,602 18,283 18,519 412 176
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 741)
0 865 52 804 -150 856 767 -115 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 26.0 0.3 89.6 72.8 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 1 19 13 23 16
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,342
COMMITMENTS
1,162 3,665 52 15,910 13,601 17,124 17,318 218 24
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 741)
0 865 52 804 -150 856 767 -115 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 21.1 0.3 91.7 78.4 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 1 20 16 24 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,435
COMMITMENTS
875 1,805 255 2,670 1,930 3,800 3,990 635 445
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -1,560)
230 -380 -150 -1,945 -1,215 -1,865 -1,745 305 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 40.7 5.7 60.2 43.5 85.7 90.0 14.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 4 3 12 10 20 15
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 57,724
COMMITMENTS
2,276 6,795 3,943 51,183 46,578 57,402 57,316 322 408
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 205)
0 132 -50 255 113 205 195 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 11.8 6.8 88.7 80.7 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 5 32 23 41 29
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,694
COMMITMENTS
8,884 9,122 781 49,536 49,484 59,201 59,387 493 307
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 378)
0 100 -22 400 300 378 378 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 15.3 1.3 83.0 82.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 3 23 21 31 26
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 25,940
COMMITMENTS
5,350 0 0 20,590 25,810 25,940 25,810 0 130
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.0 0.0 79.4 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 14 11 17 11
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 13,334
COMMITMENTS
4,599 0 0 8,504 13,334 13,103 13,334 231 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 100)
300 0 0 -200 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 0.0 0.0 63.8 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 12 11 16 11
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 17,281
COMMITMENTS
1,730 2,760 480 15,031 14,001 17,241 17,241 40 40
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -140)
-50 0 0 -30 -140 -80 -140 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 16.0 2.8 87.0 81.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 20 19 22 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,605
COMMITMENTS
718 1,151 297 1,990 1,723 3,005 3,171 600 434
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 135)
10 -10 10 75 95 95 95 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 31.9 8.2 55.2 47.8 83.4 88.0 16.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 7 10 18 14 31 26
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,224
COMMITMENTS
0 179 395 2,086 2,026 2,481 2,600 743 624
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 88)
0 22 63 69 58 132 143 -44 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 12.3 64.7 62.8 77.0 80.6 23.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 17 18 20 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,605
COMMITMENTS
395 866 1,299 7,894 7,424 9,588 9,589 1,017 1,016
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 384)
-75 14 -39 455 443 341 418 43 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.2 12.2 74.4 70.0 90.4 90.4 9.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 7 10 38 40 50 53
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,875
COMMITMENTS
7,238 4,889 1,295 26,217 28,341 34,750 34,525 125 350
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,007)
470 -210 65 462 1,152 997 1,007 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 14.0 3.7 75.2 81.3 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 7 7 37 35 46 44
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,366
COMMITMENTS
243 2,361 984 16,037 13,708 17,264 17,053 102 313
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 470)
5 -45 -107 592 622 490 470 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 13.6 5.7 92.3 78.9 99.4 98.2 0.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 19 20 23 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,385
COMMITMENTS
6,958 2,995 2,889 20,696 25,300 30,543 31,184 842 201
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 182)
-232 -127 123 343 211 234 207 -52 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 9.5 9.2 65.9 80.6 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 8 12 52 51 68 64
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,193
COMMITMENTS
270 246 362 8,307 8,495 8,939 9,103 254 90
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 136)
0 0 0 136 136 136 136 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.7 3.9 90.4 92.4 97.2 99.0 2.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 16 18 19 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,775
COMMITMENTS
50,647 395 514 11,576 61,468 62,737 62,377 38 398
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 237)
162 0 0 75 237 237 237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 0.6 0.8 18.4 97.9 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 4 25 37 34 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 123,375
COMMITMENTS
17,274 60,972 6,773 98,787 55,479 122,834 123,224 541 151
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 1,656)
312 115 193 1,123 1,359 1,628 1,667 28 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 49.4 5.5 80.1 45.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
14 19 16 83 77 107 103
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,833
COMMITMENTS
205 141 397 2,300 2,754 2,902 3,292 931 541
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 208)
-28 -8 -5 139 240 106 227 102 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.7 10.4 60.0 71.8 75.7 85.9 24.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 7 18 21 25 28
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 42,698
COMMITMENTS
365 35 75 42,258 42,588 42,698 42,698 0 0
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: -10,611)
-129 -115 -5 -10,462 -10,491 -10,596 -10,611 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 0.2 99.0 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 2 26 29 29 32
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 58,019
COMMITMENTS
1,200 290 35 56,574 57,514 57,809 57,839 210 180
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 30)
-45 -85 15 -105 -80 -135 -150 165 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.5 0.1 97.5 99.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 2 1 26 33 28 35
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,150
COMMITMENTS
0 25 65 16,040 16,000 16,105 16,090 45 60
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 99.3 99.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 14 20 15
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,785
COMMITMENTS
90 0 0 16,632 16,725 16,722 16,725 63 60
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 340)
0 0 0 340 340 340 340 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.1 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 21 14 22 14
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,489
COMMITMENTS
0 638 37 6,085 5,799 6,122 6,474 367 15
CHANGES FROM 11/21/23 (CHANGE IN OPEN INTEREST: 153)
0 -50 0 153 203 153 153 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.8 0.6 93.8 89.4 94.3 99.8 5.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 2 17 14 19 19
Updated December 1, 2023