NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 85,088
COMMITMENTS
19,910 4,406 2,840 62,338 77,842 85,088 85,088 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 805)
0 0 0 805 805 805 805 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 5.2 3.3 73.3 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 4 17 10 22 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 201,053
COMMITMENTS
33,050 44,397 7,683 160,307 148,973 201,040 201,053 13 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 385)
805 129 60 -480 196 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 22.1 3.8 79.7 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 7 8 24 19 37 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 32,364
COMMITMENTS
15,060 8,197 3,018 14,257 21,131 32,335 32,346 29 18
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -3,152)
-4,486 1,379 267 1,098 -4,798 -3,121 -3,152 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 25.3 9.3 44.1 65.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 4 7 11 9 36 18
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 12,471
COMMITMENTS
5,325 3,986 565 6,527 7,768 12,417 12,319 54 152
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -68)
-74 -349 52 6 156 -16 -141 -52 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 32.0 4.5 52.3 62.3 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 17 8 7 11 21 32
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 22,217
COMMITMENTS
5,025 4,837 50 17,142 17,330 22,217 22,217 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -1,200)
-153 1,047 -1,047 0 -1,200 -1,200 -1,200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 21.8 0.2 77.2 78.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 15 10 19 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,425
COMMITMENTS
7,800 26,875 2,100 21,525 2,450 31,425 31,425 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 525)
0 575 0 525 -50 525 525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 85.5 6.7 68.5 7.8 100.0 100.0 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 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 7,362
COMMITMENTS
1,820 1,489 378 5,160 5,436 7,358 7,303 4 59
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 265)
23 39 127 115 129 265 295 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 20.2 5.1 70.1 73.8 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 7 4 8 6 20 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| 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: 15,166
COMMITMENTS
100 7,050 525 14,541 7,591 15,166 15,166 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 46.5 3.5 95.9 50.1 100.0 100.0 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 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 31,936
COMMITMENTS
8,538 4,216 3,731 19,667 23,989 31,936 31,936 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -2,000)
-2,260 750 -740 1,000 -2,010 -2,000 -2,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 13.2 11.7 61.6 75.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 4 3 14 13 19 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,230
COMMITMENTS
6,723 9,329 0 22,507 19,901 29,230 29,230 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
-1,300 0 0 1,300 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 31.9 0.0 77.0 68.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 0 14 6 17 9
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| 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 12/12/23 (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 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 30,077
COMMITMENTS
11,198 4,982 702 18,177 24,393 30,077 30,077 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 11)
0 -10 10 1 11 11 11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 16.6 2.3 60.4 81.1 100.0 100.0 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 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 71,384
COMMITMENTS
26,702 30,375 2,796 41,815 32,877 71,313 66,048 71 5,336
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -45,090)
-7,637 -5,887 -27,928 -9,548 -16,457 -45,112 -50,272 22 5,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 42.6 3.9 58.6 46.1 99.9 92.5 0.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 19 6 21 17 43 41
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 216,612
COMMITMENTS
121,790 46,044 41,509 53,031 129,005 216,330 216,559 282 53
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 9,795)
1,490 2,404 4,065 4,243 3,302 9,797 9,770 -2 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 21.3 19.2 24.5 59.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
78 14 29 29 30 113 67
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 52,108
COMMITMENTS
7,548 6,177 3,015 41,535 42,915 52,098 52,107 10 1
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -12,018)
102 -574 -2,940 -9,180 -8,390 -12,018 -11,904 0 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 11.9 5.8 79.7 82.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 9 3 18 14 23 26
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,664
COMMITMENTS
2,033 2,063 0 1,568 1,561 3,601 3,624 63 40
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 423)
44 224 -22 388 243 410 445 13 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 56.3 0.0 42.8 42.6 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 8 0 7 6 14 14
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 37,012
COMMITMENTS
20,455 16,700 634 15,812 19,655 36,900 36,988 112 24
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,591)
1,135 613 634 814 1,361 2,583 2,608 8 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 45.1 1.7 42.7 53.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 5 4 12 10 39 17
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,712
COMMITMENTS
407 0 285 7,792 8,171 8,484 8,456 228 256
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 594)
-13 0 0 607 603 594 603 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 3.3 89.4 93.8 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 17 18 19 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,774
COMMITMENTS
5,722 984 3,400 22,649 27,336 31,771 31,720 3 54
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,336)
85 0 474 1,837 1,886 2,396 2,360 -60 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 3.1 10.7 71.3 86.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 7 35 45 42 54
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 14,817
COMMITMENTS
3,140 1,918 1,164 10,426 11,693 14,730 14,775 87 42
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,121)
998 302 -49 215 868 1,164 1,121 -43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 12.9 7.9 70.4 78.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 5 4 24 17 29 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,864
COMMITMENTS
1,148 2,553 385 5,232 3,864 6,765 6,802 99 62
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 312)
-16 45 56 272 231 312 332 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 37.2 5.6 76.2 56.3 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 18 21 22 26
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,975,856
COMMITMENTS
468,669 413,260 1487452 4977068 5061194 6933189 6961906 42,667 13,950
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 110,327)
18,300 -3,637 52,144 45,034 63,596 115,478 112,103 -5,151 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.9 21.3 71.3 72.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
33 37 54 170 135 233 196
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,988,973
COMMITMENTS
263,125 231,703 1833789 1889598 1921882 3986512 3987374 2,461 1,599
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 67,771)
-6,333 19,137 51,970 22,241 -3,371 67,878 67,736 -107 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.8 46.0 47.4 48.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
39 10 38 53 49 101 88
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,014
COMMITMENTS
1,451 2,562 708 161,295 161,996 163,454 165,266 9,560 7,748
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 6,900)
417 453 265 6,916 5,420 7,598 6,138 -698 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.4 93.2 93.6 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 2 28 25 31 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,572
COMMITMENTS
3,966 1,154 108 145,776 163,250 149,850 164,512 20,722 6,060
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,795)
-72 715 0 2,955 2,140 2,883 2,855 -88 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 0.1 85.5 95.7 87.9 96.4 12.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 2 27 30 30 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,727
COMMITMENTS
7,310 14,963 3,596 372,307 370,756 383,213 389,315 13,514 7,412
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 7,137)
-2,391 2,166 1,898 7,861 4,379 7,368 8,443 -231 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.8 0.9 93.8 93.5 96.6 98.1 3.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 3 5 40 32 46 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 929,926
COMMITMENTS
27,575 29,711 5,276 887,696 891,146 920,547 926,133 9,379 3,793
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -1,558)
-1,114 -2,487 425 -961 724 -1,650 -1,338 92 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.2 0.6 95.5 95.8 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 3 5 39 32 48 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,691
COMMITMENTS
19,025 1,916 1,738 317,077 330,557 337,840 334,211 7,851 11,480
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 440)
1,224 -2,203 -242 1,827 2,723 2,809 278 -2,369 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.6 0.5 91.7 95.6 97.7 96.7 2.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 2 2 41 31 46 35
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 731,919
COMMITMENTS
2,635 33,406 9,997 713,803 680,035 726,435 723,438 5,484 8,481
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 24,703)
158 4,835 344 24,360 19,954 24,862 25,133 -159 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.6 1.4 97.5 92.9 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 6 6 47 51 54 59
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,451
COMMITMENTS
2,683 13,011 2,959 391,339 380,666 396,981 396,636 8,470 8,815
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 3,553)
-1,012 2,057 24 5,323 2,112 4,335 4,193 -782 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.2 0.7 96.5 93.9 97.9 97.8 2.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 5 3 38 34 43 40
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,013
COMMITMENTS
0 3,939 0 77,076 72,440 77,076 76,379 9,937 10,634
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,291)
0 335 0 523 -672 523 -337 768 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 88.6 83.3 88.6 87.8 11.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 13 14 13 17
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus OPEN INTEREST: 38,249
COMMITMENTS
71 0 2,068 35,738 35,871 37,877 37,939 372 310
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 5.4 93.4 93.8 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 11 12 12 13
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,652
COMMITMENTS
9,193 1,488 31 64,199 74,356 73,423 75,875 5,229 2,777
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 10,053)
2,772 1,302 0 4,645 8,385 7,417 9,687 2,636 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.9 0.0 81.6 94.5 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 19 20 22 22
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 334,828
COMMITMENTS
15,407 14,874 1,570 303,849 308,963 320,826 325,407 14,002 9,421
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,888)
2,339 -471 -1,052 1,011 6,454 2,298 4,931 590 -2,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 4.4 0.5 90.7 92.3 95.8 97.2 4.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 25 28 27 30
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 179,568
COMMITMENTS
0 0 0 168,833 174,963 168,833 174,963 10,735 4,605
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 4,842)
0 0 0 5,301 5,785 5,301 5,785 -459 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 97.4 94.0 97.4 6.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 23 25 23 25
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 244,188
COMMITMENTS
0 1,850 969 240,819 230,017 241,788 232,836 2,400 11,352
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 11,514)
0 -59 -28 13,557 10,072 13,529 9,985 -2,015 1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.4 98.6 94.2 99.0 95.4 1.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 24 27 25 29
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,814
COMMITMENTS
10,175 0 0 63,539 75,113 73,714 75,113 2,100 701
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,647)
1,426 0 0 880 3,383 2,306 3,383 341 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.0 0.0 83.8 99.1 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 0 20 23 24 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 766,635
COMMITMENTS
50,863 1,120 10,492 693,033 749,953 754,388 761,565 12,247 5,070
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 14,313)
-1,454 286 2,163 12,842 11,285 13,551 13,734 762 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.1 1.4 90.4 97.8 98.4 99.3 1.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 4 7 54 44 66 53
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,254
COMMITMENTS
7,858 337 250 172,388 186,641 180,496 187,228 15,758 9,026
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 3,268)
-676 337 242 3,698 3,210 3,264 3,789 4 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 0.1 87.8 95.1 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 16 18 18
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,615
COMMITMENTS
11,823 5,301 2,480 105,412 107,229 119,715 115,010 1,900 6,605
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 19,326)
-217 3,069 992 18,489 14,802 19,264 18,863 62 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.4 2.0 86.7 88.2 98.4 94.6 1.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 2 19 29 23 33
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 177,800
COMMITMENTS
15,264 9,645 7,614 152,659 158,426 175,537 175,685 2,263 2,115
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 20,742)
-1,612 1,951 2,201 20,122 16,497 20,711 20,649 31 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.4 4.3 85.9 89.1 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
5 6 9 35 43 45 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 521,047
COMMITMENTS
728 64,572 496 517,033 454,297 518,257 519,365 2,790 1,682
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 7,621)
-974 166 186 8,179 7,176 7,391 7,528 230 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.4 0.1 99.2 87.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 4 3 27 31 31 35
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 42,299
COMMITMENTS
2,921 806 0 38,696 41,431 41,617 42,237 682 62
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 3,720)
775 0 0 2,728 3,658 3,503 3,658 217 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.9 0.0 91.5 97.9 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 19 15 21 16
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 257,492
COMMITMENTS
12,644 0 1,267 225,776 250,887 239,687 252,154 17,805 5,338
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 5,492)
-2,494 0 -2 7,074 4,924 4,578 4,922 914 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.5 87.7 97.4 93.1 97.9 6.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 0 2 36 35 40 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,086
COMMITMENTS
0 9,096 0 145,430 134,684 145,430 143,780 1,656 3,306
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -2,045)
0 0 0 -2,169 -2,262 -2,169 -2,262 124 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.0 98.9 91.6 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 22 28 22 30
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 299,656
COMMITMENTS
6,621 12,814 572 282,909 280,669 290,102 294,055 9,554 5,601
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 21,667)
381 6,701 -3,302 23,319 19,126 20,398 22,525 1,269 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 4.3 0.2 94.4 93.7 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 3 2 40 40 44 43
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,101
COMMITMENTS
160 0 420 112,605 117,000 113,185 117,420 7,916 3,681
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,795)
-112 0 112 1,418 2,549 1,418 2,661 377 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.3 93.0 96.6 93.5 97.0 6.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 20 21 21 22
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,087
COMMITMENTS
1,926 0 0 42,199 44,036 44,125 44,036 5,962 6,051
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 84.3 87.9 88.1 87.9 11.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 13 14 13
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,015
COMMITMENTS
692 649 62 129,242 127,679 129,996 128,390 8,019 9,625
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 995)
0 -50 0 866 740 866 690 129 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 93.6 92.5 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 15 17 17
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,390
COMMITMENTS
5,263 358 394 103,196 106,940 108,853 107,692 12,537 13,698
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 192)
-1,705 -151 0 1,336 400 -369 249 561 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.3 0.3 85.0 88.1 89.7 88.7 10.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 25 22 27 24
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,908
COMMITMENTS
2,621 0 0 67,056 76,841 69,677 76,841 8,231 1,067
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,073)
0 0 0 1,497 1,137 1,497 1,137 -424 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 86.1 98.6 89.4 98.6 10.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 18 19 18
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,342
COMMITMENTS
1,845 1,736 0 62,787 64,430 64,632 66,166 2,710 1,176
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 5,525)
93 496 0 5,153 4,564 5,246 5,060 279 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.6 0.0 93.2 95.7 96.0 98.3 4.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 0 17 17 19 20
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,994
COMMITMENTS
3,433 8,827 743 168,476 167,366 172,652 176,936 10,342 6,058
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 9,305)
1,320 1,735 -155 8,730 10,830 9,895 12,410 -590 -3,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.8 0.4 92.1 91.5 94.3 96.7 5.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 7 6 27 33 35 42
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 180,253
COMMITMENTS
0 0 0 172,488 174,432 172,488 174,432 7,765 5,821
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 9,275)
0 0 0 9,126 12,683 9,126 12,683 149 -3,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 96.8 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 26 24 26 24
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 29,412
COMMITMENTS
0 0 0 28,699 29,102 28,699 29,102 713 310
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,150)
0 0 0 2,150 2,026 2,150 2,026 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.6 98.9 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 14 14 14
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 259,099
COMMITMENTS
16,347 3,384 6,285 226,120 244,495 248,752 254,164 10,347 4,935
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 11,439)
1,988 149 1,989 9,831 9,359 13,808 11,497 -2,369 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.3 2.4 87.3 94.4 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 3 30 31 35 34
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 81,405
COMMITMENTS
4,161 308 124 75,311 80,332 79,596 80,764 1,809 641
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 4,658)
180 60 0 4,416 4,474 4,596 4,534 62 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.4 0.2 92.5 98.7 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 18 18 21 20
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 208,844
COMMITMENTS
8,780 2,743 303 188,303 199,419 197,386 202,465 11,458 6,379
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 4,284)
310 1,070 89 3,823 3,946 4,222 5,105 62 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.3 0.1 90.2 95.5 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 1 2 35 36 39 39
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,585
COMMITMENTS
0 4,270 0 71,609 70,186 71,609 74,456 3,976 1,129
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 4,791)
0 1,485 0 4,030 3,527 4,030 5,012 761 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 94.7 92.9 94.7 98.5 5.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 0 25 16 25 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 358,638
COMMITMENTS
910 2,408 0 348,388 349,778 349,298 352,186 9,340 6,452
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 10,324)
0 -1,612 0 9,957 10,800 9,957 9,188 367 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.7 0.0 97.1 97.5 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 27 19 28 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,802
COMMITMENTS
2,709 889 395 66,674 71,245 69,778 72,529 9,024 6,273
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 790)
0 -245 31 546 915 577 701 213 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.1 0.5 84.6 90.4 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 19 19 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 221,959
COMMITMENTS
13,430 10,791 2,079 195,013 200,568 210,522 213,438 11,437 8,521
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 11,556)
6,936 0 -357 3,964 10,578 10,543 10,221 1,013 1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.9 0.9 87.9 90.4 94.8 96.2 5.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 27 28 30 33
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 114,022
COMMITMENTS
2,431 2,323 459 100,300 106,058 103,190 108,840 10,832 5,182
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 8,129)
245 763 93 7,424 7,389 7,762 8,245 367 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 2.0 0.4 88.0 93.0 90.5 95.5 9.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 22 22 23
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,635
COMMITMENTS
2,177 368 309 24,887 26,907 27,373 27,584 262 51
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 674)
491 60 96 82 508 669 664 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.3 1.1 90.1 97.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 3 6 22 27 33 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,673
COMMITMENTS
2,187 431 329 17,117 18,913 19,633 19,673 40 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 200)
286 205 -29 -24 24 233 200 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.2 1.7 87.0 96.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 4 23 25 32 30
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 181,467
COMMITMENTS
29,757 8,967 15,857 135,654 156,466 181,268 181,290 199 177
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -45)
221 -119 25 -349 -27 -103 -121 58 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.9 8.7 74.8 86.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 21 21 41 42 69 75
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 87,428
COMMITMENTS
1,840 11,410 3,110 82,280 72,465 87,230 86,985 198 443
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,666)
-117 727 389 2,313 1,229 2,585 2,345 81 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.1 3.6 94.1 82.9 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 15 10 25 28 39 45
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| 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: 73,076
COMMITMENTS
1,155 8,411 3,724 68,085 60,878 72,964 73,013 112 63
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 974)
-680 -195 350 1,311 819 981 974 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 11.5 5.1 93.2 83.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 7 6 21 21 27 30
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| 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: 48,519
COMMITMENTS
1,307 10,018 1,112 45,561 37,293 47,980 48,423 539 96
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 307)
136 2 24 217 251 377 277 -70 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 20.6 2.3 93.9 76.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 5 6 27 27 35 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,071
COMMITMENTS
1,303 15,921 1,159 59,103 44,767 61,565 61,847 506 224
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,010)
-80 431 200 1,880 1,466 2,000 2,097 10 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 25.6 1.9 95.2 72.1 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 11 6 29 29 37 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,893
COMMITMENTS
2,670 10,615 491 56,928 49,766 60,089 60,872 804 21
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 3,657)
662 756 20 2,855 2,881 3,537 3,657 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 17.4 0.8 93.5 81.7 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 6 3 29 27 33 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,093
COMMITMENTS
3,285 10,426 461 66,481 60,181 70,227 71,068 866 25
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 3,220)
612 810 0 2,488 2,410 3,100 3,220 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 14.7 0.6 93.5 84.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 3 29 25 34 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,345
COMMITMENTS
130 2,345 75 33,005 30,816 33,210 33,236 135 109
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 630)
60 400 0 570 230 630 630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.0 0.2 99.0 92.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 13 24 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 32,074
COMMITMENTS
0 1,106 0 31,695 30,789 31,695 31,895 379 179
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -35)
0 323 0 -45 -307 -45 16 10 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 98.8 96.0 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 17 17 17 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 27,852
COMMITMENTS
2,200 1,490 200 25,442 26,162 27,842 27,852 10 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.3 0.7 91.3 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 18 13 20 16
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,388
COMMITMENTS
2,500 0 250 24,449 27,018 27,199 27,268 189 120
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -70)
0 0 0 -70 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.9 89.3 98.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 17 13 21 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 179,219
COMMITMENTS
27,440 9,115 9,123 141,416 160,690 177,980 178,928 1,240 291
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 3,354)
1,350 411 1,048 1,045 1,897 3,444 3,356 -90 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.1 5.1 78.9 89.7 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 15 20 38 39 61 64
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,890
COMMITMENTS
0 8,614 0 35,362 27,081 35,362 35,695 528 195
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 150)
0 150 0 150 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.0 0.0 98.5 75.5 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 15 15 15 18
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,063
COMMITMENTS
0 7,864 0 33,495 26,014 33,495 33,878 568 185
CHANGES FROM 12/12/23 (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 23.1 0.0 98.3 76.4 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 15 15 15 18
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 34,124
COMMITMENTS
396 6,563 120 33,168 27,300 33,684 33,983 440 141
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,387)
-120 1,200 72 1,223 106 1,175 1,378 212 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 19.2 0.4 97.2 80.0 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 21 18 22 23
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,732
COMMITMENTS
396 6,563 120 29,748 23,854 30,264 30,537 468 195
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,424)
-120 1,200 72 1,244 152 1,196 1,424 228 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 21.4 0.4 96.8 77.6 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 21 19 22 24
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 122,721
COMMITMENTS
20,696 5,366 1,490 99,418 114,452 121,604 121,308 1,117 1,413
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,211)
960 -120 720 -469 515 1,211 1,115 0 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 4.4 1.2 81.0 93.3 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 5 22 25 30 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,215
COMMITMENTS
315 2,435 70 36,393 34,613 36,778 37,118 437 97
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 176)
130 680 0 46 -504 176 176 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.5 0.2 97.8 93.0 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 22 13 24 16
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 36,919
COMMITMENTS
840 2,119 50 35,633 34,546 36,523 36,715 396 204
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -328)
-8 -285 -30 -290 -13 -328 -328 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.7 0.1 96.5 93.6 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 6 1 18 19 20 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,819
COMMITMENTS
2,325 2,915 0 30,376 29,527 32,701 32,442 118 377
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,001)
20 614 0 980 387 1,000 1,001 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.9 0.0 92.6 90.0 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 22 21 24 23
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,991
COMMITMENTS
2,621 80 0 29,157 31,532 31,778 31,612 213 379
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 513)
-2 50 0 515 463 513 513 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.3 0.0 91.1 98.6 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 0 24 20 26 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| 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: 78,416
COMMITMENTS
504 5,533 1,896 75,513 70,480 77,913 77,909 503 507
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 339)
182 252 -515 644 633 311 370 28 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.1 2.4 96.3 89.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 8 3 26 31 29 40
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,323
COMMITMENTS
4,568 8,113 2,216 96,983 93,438 103,767 103,767 556 556
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,284)
-1,166 285 -36 2,517 1,030 1,315 1,279 -31 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.8 2.1 93.0 89.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 20 9 31 33 46 56
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 43,789
COMMITMENTS
733 5,258 462 42,496 37,958 43,691 43,678 98 111
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,366)
65 465 -50 1,545 1,069 1,560 1,484 -194 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 12.0 1.1 97.0 86.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 6 4 20 18 24 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| 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: 42,478
COMMITMENTS
125 5,702 15 42,183 36,758 42,323 42,475 155 3
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 290)
50 160 -15 250 145 285 290 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 13.4 0.0 99.3 86.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 15 10 17 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| 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: 56,290
COMMITMENTS
0 2,847 1,062 54,696 51,837 55,758 55,746 532 544
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 373)
0 619 17 374 -263 391 373 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 1.9 97.2 92.1 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 6 3 19 24 22 30
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,304
COMMITMENTS
30 7,038 990 61,564 55,116 62,584 63,144 720 160
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 4,410)
0 908 14 4,406 3,498 4,420 4,420 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 1.6 97.3 87.1 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 8 3 23 26 27 34
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,907
COMMITMENTS
20 2,345 273 39,246 37,025 39,539 39,643 368 264
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 36)
10 42 -11 49 -53 48 -22 -12 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.9 0.7 98.3 92.8 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 5 3 24 24 27 30
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,596
COMMITMENTS
130 193 364 31,011 30,939 31,505 31,496 91 100
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -58)
15 50 -10 -63 -98 -58 -58 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 1.2 98.1 97.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 24 20 26 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,829
COMMITMENTS
1,194 3,300 689 28,507 26,705 30,390 30,694 439 135
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -58)
-108 505 -19 69 -598 -58 -112 0 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.7 2.2 92.5 86.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 8 4 25 26 31 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 21,056
COMMITMENTS
0 1,815 480 19,844 18,111 20,324 20,406 732 650
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 336)
0 665 0 316 -344 316 321 20 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 2.3 94.2 86.0 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 9 2 20 21 22 30
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,007
COMMITMENTS
350 0 0 11,627 11,886 11,977 11,886 30 121
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 535)
10 0 0 555 490 565 490 -30 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 96.8 99.0 99.8 99.0 0.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 23 17 25 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,997
COMMITMENTS
166 139 0 8,821 8,838 8,987 8,977 10 20
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 30)
10 0 0 20 10 30 10 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.5 0.0 98.0 98.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 18 10 20 12
PJM BGE ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,001
COMMITMENTS
276 200 595 6,800 7,206 7,671 8,001 330 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.5 7.4 85.0 90.1 95.9 100.0 4.1 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 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,101
COMMITMENTS
292 210 590 6,884 7,301 7,766 8,101 335 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.6 7.3 85.0 90.1 95.9 100.0 4.1 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 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,585
COMMITMENTS
3,503 100 0 11,918 15,365 15,421 15,465 164 120
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 170)
100 0 0 70 170 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 0.6 0.0 76.5 98.6 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,985
COMMITMENTS
731 550 0 14,085 14,315 14,816 14,865 169 120
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 170)
100 0 0 70 170 170 170 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.7 0.0 94.0 95.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 12 11 16 13
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,553
COMMITMENTS
470 0 0 31,645 32,543 32,115 32,543 438 10
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 534)
-100 0 0 634 534 534 534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.2 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 15 14 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,668
COMMITMENTS
465 0 0 32,483 33,658 32,948 33,658 720 10
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 272)
-100 0 0 372 272 272 272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.5 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 14 14 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,360
COMMITMENTS
13,593 6,877 1,830 66,635 73,455 82,058 82,162 302 198
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -109)
202 40 -127 -145 99 -70 12 -39 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.3 2.2 80.9 89.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 10 9 40 37 57 54
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 91,442
COMMITMENTS
15,780 13,719 1,132 74,047 76,318 90,959 91,169 483 273
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,289)
403 1,563 -15 896 -209 1,284 1,339 5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.0 1.2 81.0 83.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 17 11 42 40 59 63
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 402,478
COMMITMENTS
53,956 56,092 60,699 287,501 285,171 402,155 401,962 323 516
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -7,755)
-755 2,925 -7,559 609 -2,983 -7,705 -7,617 -50 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 13.9 15.1 71.4 70.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
35 26 31 54 48 98 96
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,192
COMMITMENTS
1,364 5,345 52 16,379 12,614 17,795 18,011 397 181
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 29.4 0.3 90.0 69.3 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 1 19 13 23 17
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,643
COMMITMENTS
1,055 4,145 52 15,318 12,422 16,425 16,619 218 24
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 24.9 0.3 92.0 74.6 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 1 20 15 24 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 5,025
COMMITMENTS
955 1,340 165 3,230 2,950 4,350 4,455 675 570
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -435)
-390 70 -75 20 -75 -445 -80 10 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 26.7 3.3 64.3 58.7 86.6 88.7 13.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 6 3 17 13 23 20
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 58,945
COMMITMENTS
3,201 6,015 4,198 51,206 48,381 58,605 58,594 340 351
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,798)
1,320 53 -25 1,503 2,755 2,798 2,783 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.2 7.1 86.9 82.1 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 6 4 33 25 43 31
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,404
COMMITMENTS
7,777 7,470 1,306 49,590 50,338 58,673 59,114 731 290
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 365)
0 -440 -100 361 910 261 370 104 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 12.6 2.2 83.5 84.7 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 5 25 21 34 28
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 24,040
COMMITMENTS
5,675 0 0 18,365 23,915 24,040 23,915 0 125
CHANGES FROM 12/12/23 (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 0.0 0.0 76.4 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 13 11 17 11
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 12,688
COMMITMENTS
2,250 192 264 9,988 12,188 12,502 12,644 186 44
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.5 2.1 78.7 96.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 14 11 18 13
PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064IBA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
368 MWh OPEN INTEREST: 15,955
COMMITMENTS
2,682 0 276 12,770 15,655 15,728 15,931 227 24
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 1.7 80.0 98.1 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 2 13 11 17 13
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,205
COMMITMENTS
1,620 2,110 540 13,955 13,515 16,115 16,165 90 40
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 35)
-60 0 60 -25 -25 -25 35 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.0 3.3 86.1 83.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 19 19 21 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,697
COMMITMENTS
427 518 290 2,230 2,462 2,947 3,270 750 427
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 315)
-30 20 60 275 265 305 345 10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.0 7.8 60.3 66.6 79.7 88.5 20.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 9 25 19 34 28
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,234
COMMITMENTS
450 678 1,166 7,510 7,253 9,126 9,097 1,108 1,137
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 566)
101 -51 4 561 506 666 459 -100 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.6 11.4 73.4 70.9 89.2 88.9 10.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 7 11 36 38 48 50
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,903
COMMITMENTS
7,280 4,694 2,735 27,793 29,907 37,808 37,336 95 567
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 3,369)
365 -769 1,409 1,615 2,487 3,389 3,127 -20 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 12.4 7.2 73.3 78.9 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 8 8 35 34 46 45
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,325
COMMITMENTS
38 1,858 2,438 15,730 13,731 18,206 18,027 119 298
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,123)
0 50 905 1,248 1,293 2,153 2,248 -30 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 10.1 13.3 85.8 74.9 99.4 98.4 0.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 5 20 20 25 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,803
COMMITMENTS
7,067 2,847 2,115 18,048 22,603 27,230 27,565 573 238
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,297)
567 -225 174 680 1,360 1,421 1,309 -124 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 10.2 7.6 64.9 81.3 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 5 10 46 50 60 61
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,460
COMMITMENTS
218 170 355 7,617 7,850 8,190 8,375 270 85
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 47)
-1 18 -3 45 32 41 47 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.0 4.2 90.0 92.8 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 17 19 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 58,068
COMMITMENTS
47,179 565 630 10,247 56,502 58,056 57,697 12 371
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 654)
828 250 -38 -136 442 654 654 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.2 1.0 1.1 17.6 97.3 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 3 3 23 39 30 45
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 113,772
COMMITMENTS
17,625 57,989 5,024 90,748 50,267 113,397 113,280 375 492
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 2,314)
283 1,732 186 1,870 241 2,339 2,159 -25 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 51.0 4.4 79.8 44.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
12 14 17 85 72 108 93
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,456
COMMITMENTS
156 77 356 1,985 2,380 2,497 2,813 959 643
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 209)
8 -38 55 74 155 137 172 72 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.2 10.3 57.4 68.9 72.3 81.4 27.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 5 13 15 19 21
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 52,698
COMMITMENTS
250 35 150 52,298 52,513 52,698 52,698 0 0
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 1,020)
-10 0 -5 1,065 1,025 1,050 1,020 -30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.3 99.2 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 27 31 29 34
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 48,228
COMMITMENTS
975 130 40 47,138 48,043 48,153 48,213 75 15
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -10,640)
-405 -200 -40 -10,190 -10,400 -10,635 -10,640 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.3 0.1 97.7 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 1 28 35 30 37
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,815
COMMITMENTS
0 130 35 15,750 15,565 15,785 15,730 30 85
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -310)
0 45 -15 -280 -335 -295 -305 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.2 99.6 98.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 17 15 18 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 17,074
COMMITMENTS
0 0 0 17,021 17,009 17,021 17,009 53 65
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: -1,895)
-90 0 0 -1,810 -1,870 -1,900 -1,870 5 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 15 22 15
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,128
COMMITMENTS
63 978 129 5,526 5,001 5,718 6,108 410 20
CHANGES FROM 12/12/23 (CHANGE IN OPEN INTEREST: 799)
-4 356 69 734 374 799 799 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 16.0 2.1 90.2 81.6 93.3 99.7 6.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 11 16 14 20
Updated December 22, 2023