NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 103,263
COMMITMENTS
16,905 9,626 8,320 78,038 85,317 103,263 103,263 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.3 8.1 75.6 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 3 18 12 22 19
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 238,268
COMMITMENTS
32,076 46,834 24,028 182,150 167,406 238,254 238,268 14 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 801)
1,329 -3,690 611 -1,139 3,880 801 801 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 19.7 10.1 76.4 70.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 8 7 26 19 41 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 28,185
COMMITMENTS
13,560 12,579 2,318 12,305 13,278 28,183 28,175 2 10
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -707)
-442 78 -232 -33 -563 -707 -717 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 44.6 8.2 43.7 47.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 5 9 11 9 33 21
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 13,070
COMMITMENTS
7,684 4,497 2,055 3,284 6,347 13,023 12,899 47 171
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,021)
491 -231 321 204 896 1,016 986 5 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 34.4 15.7 25.1 48.6 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 18 11 8 13 23 35
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 25,567
COMMITMENTS
4,025 5,337 550 20,992 19,680 25,567 25,567 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 20.9 2.2 82.1 77.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 2 16 10 20 14
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 25,575
COMMITMENTS
6,350 20,575 3,500 15,725 1,500 25,575 25,575 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 80.4 13.7 61.5 5.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 7 3 7 3 16 10
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 8,609
COMMITMENTS
2,351 1,796 437 5,784 6,256 8,572 8,489 37 120
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 201)
48 222 -112 249 106 185 216 16 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 20.9 5.1 67.2 72.7 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 5 8 10 9 26 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 15,826
COMMITMENTS
100 6,550 525 15,201 8,751 15,826 15,826 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 41.4 3.3 96.1 55.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 8 13 10 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 19,635
COMMITMENTS
6,364 2,395 1,681 11,590 15,544 19,635 19,620 0 15
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 12.2 8.6 59.0 79.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 11 11 16 13
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,640
COMMITMENTS
2,745 6,529 0 14,895 11,111 17,640 17,640 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 37.0 0.0 84.4 63.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 0 11 5 14 8
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 23,347
COMMITMENTS
620 4,730 1,070 21,657 17,547 23,347 23,347 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 20.3 4.6 92.8 75.2 100.0 100.0 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 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 37,725
COMMITMENTS
13,894 11,440 10 23,821 26,275 37,725 37,725 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 830)
780 580 0 50 250 830 830 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 30.3 0.0 63.1 69.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 12 12 22 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 254,087
COMMITMENTS
128,663 52,791 60,103 65,021 141,095 253,787 253,989 300 98
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -26)
-1,352 193 -428 1,778 177 -2 -58 -25 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 20.8 23.7 25.6 55.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
88 17 48 35 32 135 85
CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 22,138
COMMITMENTS
4,014 16,912 0 18,124 5,215 22,138 22,127 0 11
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 404)
124 99 0 280 305 404 404 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 76.4 0.0 81.9 23.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 7 0 8 5 18 12
WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 2,576
COMMITMENTS
1,571 474 181 790 1,866 2,541 2,521 35 55
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 213)
92 -64 149 -3 120 238 205 -25 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 18.4 7.0 30.6 72.4 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 7 4 7 8 17 18
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 56,689
COMMITMENTS
19,585 12,574 11,531 25,513 32,554 56,629 56,659 60 30
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,411)
-837 75 2,016 1,230 320 2,409 2,411 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 22.2 20.3 45.0 57.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
31 7 12 18 17 52 33
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,382
COMMITMENTS
200 42 307 6,531 6,771 7,038 7,120 344 262
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -656)
75 -73 53 -772 -664 -644 -684 -12 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.6 4.2 88.5 91.7 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 16 18 18 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 44,197
COMMITMENTS
10,831 2 3,630 29,736 40,511 44,197 44,143 0 54
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -7,461)
1,994 -45 -2,775 -6,645 -4,607 -7,426 -7,427 -35 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.0 8.2 67.3 91.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 1 6 34 45 41 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 20,038
COMMITMENTS
986 4,755 2,541 16,263 12,718 19,790 20,014 248 24
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,282)
96 -211 -427 -4,056 -3,658 -4,387 -4,296 105 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 23.7 12.7 81.2 63.5 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 5 4 27 16 32 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 9,600
COMMITMENTS
473 4,738 1,426 7,591 3,401 9,490 9,565 110 35
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,888)
-250 514 -1,514 -1,133 -1,858 -2,897 -2,858 9 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 49.4 14.9 79.1 35.4 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 4 24 13 29 18
USGC HSFO PLATTS vs WTI 1st - ICE FUTURES ENERGY DIV Code-02141X
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 1,408
COMMITMENTS
95 463 185 1,038 730 1,318 1,378 90 30
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -627)
-95 -2 -105 -417 -500 -617 -607 -10 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 32.9 13.1 73.7 51.8 93.6 97.9 6.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 10 9 13 12
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,748,333
COMMITMENTS
598,435 446,458 1399718 4712242 4891228 6710395 6737404 37,938 10,929
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -279,487)
11,985 -170,968 -8,059 -269,793 -95,275 -265,867 -274,302 -13,620 -5,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.6 20.7 69.8 72.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
31 37 52 167 135 226 196
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 4,144,150
COMMITMENTS
260,990 250,115 2021167 1857691 1870893 4139848 4142175 4,302 1,975
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 49,374)
3,041 20,729 38,069 6,628 -9,521 47,737 49,277 1,637 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.0 48.8 44.8 45.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 12 33 52 44 91 77
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,795
COMMITMENTS
420 2,472 0 152,726 159,224 153,146 161,696 13,649 5,099
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -10,952)
-630 -747 -124 -12,768 -9,216 -13,522 -10,087 2,570 -865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.5 0.0 91.6 95.5 91.8 96.9 8.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 0 28 23 29 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,597
COMMITMENTS
5,075 1,373 1,468 145,542 155,816 152,085 158,657 15,512 8,940
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -11,573)
-730 -338 -2,134 -10,667 -9,465 -13,531 -11,937 1,958 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.8 0.9 86.8 93.0 90.7 94.7 9.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 3 26 25 30 28
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,176
COMMITMENTS
291 29,438 7,092 382,794 355,870 390,177 392,400 14,999 12,776
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,204)
-249 -3,317 -1,472 -5,705 -1,977 -7,426 -6,766 3,222 2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.3 1.8 94.5 87.8 96.3 96.8 3.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 2 38 31 41 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 888,713
COMMITMENTS
18,651 36,432 3,091 857,532 844,471 879,274 883,994 9,439 4,719
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -27,097)
-1,005 261 -247 -24,343 -24,819 -25,595 -24,805 -1,502 -2,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.1 0.3 96.5 95.0 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 5 5 40 30 48 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 321,404
COMMITMENTS
12,426 39,074 1,811 298,766 271,606 313,003 312,491 8,401 8,913
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -26,548)
287 -599 -777 -26,292 -24,258 -26,782 -25,634 234 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.2 0.6 93.0 84.5 97.4 97.2 2.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 3 39 33 46 38
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 777,873
COMMITMENTS
0 66,480 25,390 740,710 677,521 766,100 769,391 11,773 8,482
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -36,059)
-1,155 -36,480 20,790 -57,730 -22,264 -38,095 -37,954 2,036 1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 3.3 95.2 87.1 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
0 13 4 41 49 45 62
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 362,265
COMMITMENTS
2,014 7,978 3,171 350,127 335,514 355,312 346,663 6,953 15,602
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -23,285)
-310 -3,559 103 -23,298 -24,465 -23,505 -27,921 220 4,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 0.9 96.6 92.6 98.1 95.7 1.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 3 40 30 44 35
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,147
COMMITMENTS
2,445 3,886 80 89,684 90,093 92,209 94,059 8,938 7,088
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,894)
273 -2,090 -42 2,074 4,564 2,305 2,432 589 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.8 0.1 88.7 89.1 91.2 93.0 8.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 15 16 18 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,759
COMMITMENTS
1,519 5,564 0 62,821 58,870 64,340 64,434 2,419 2,325
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -11,497)
-4,454 -1,469 -573 -6,243 -10,001 -11,270 -12,043 -227 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 8.3 0.0 94.1 88.2 96.4 96.5 3.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 19 17 21 18
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 355,948
COMMITMENTS
26,761 27,686 845 316,601 321,081 344,207 349,612 11,741 6,336
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -8,589)
-5,186 -717 322 -3,992 -5,852 -8,856 -6,247 267 -2,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.8 0.2 88.9 90.2 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 2 27 25 32 27
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 184,613
COMMITMENTS
0 0 0 171,427 176,311 171,427 176,311 13,186 8,302
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -9,671)
0 -399 0 -12,032 -13,845 -12,032 -14,244 2,361 4,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.9 95.5 92.9 95.5 7.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 20 22 20 22
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,814
COMMITMENTS
10,915 0 1,452 228,318 229,964 240,685 231,416 1,129 10,398
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -11,911)
610 0 -62 -12,053 -12,041 -11,505 -12,103 -406 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.6 94.4 95.1 99.5 95.7 0.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 1 16 26 19 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,687
COMMITMENTS
3,526 558 0 48,226 49,823 51,752 50,381 1,935 3,306
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -11,700)
-1,182 341 -341 -9,770 -13,560 -11,293 -13,560 -407 1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.0 0.0 89.8 92.8 96.4 93.8 3.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 17 13 20 15
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 805,449
COMMITMENTS
70,397 1,372 15,087 709,667 786,388 795,151 802,847 10,298 2,602
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -16,757)
20,967 -716 -4,271 -34,494 -11,300 -17,798 -16,287 1,041 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.2 1.9 88.1 97.6 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 2 9 54 50 67 59
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 181,378
COMMITMENTS
2,499 0 534 168,775 170,939 171,808 171,473 9,570 9,905
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -5,982)
-395 -1,142 -35 -2,780 -4,808 -3,210 -5,985 -2,772 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.3 93.1 94.2 94.7 94.5 5.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 12 16 13
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,126
COMMITMENTS
994 11,072 2,354 77,473 62,780 80,821 76,206 1,305 5,920
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -51,230)
-277 -31,816 -719 -50,125 -20,682 -51,121 -53,217 -109 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 13.5 2.9 94.3 76.4 98.4 92.8 1.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 14 12 16 16
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,446
COMMITMENTS
1,829 50,718 3,625 135,388 85,796 140,842 140,139 1,604 2,307
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -79,101)
-3,016 -32,350 -7,221 -68,538 -39,283 -78,775 -78,854 -326 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 35.6 2.5 95.0 60.2 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
4 14 3 40 27 47 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 517,025
COMMITMENTS
217 48,614 155 510,594 466,742 510,966 515,511 6,059 1,514
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -44,972)
217 -3,063 -11 -45,896 -40,537 -45,690 -43,611 718 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.0 98.8 90.3 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 5 2 31 30 34 35
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 30,431
COMMITMENTS
868 0 0 28,577 30,307 29,445 30,307 986 124
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -928)
-787 0 0 -1,127 -435 -1,914 -435 986 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 93.9 99.6 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 10 15 10
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,701
COMMITMENTS
1,661 3,891 2,092 222,988 229,794 226,741 235,777 15,960 6,924
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -3,603)
-1,340 1,939 -1,569 -188 -4,132 -3,097 -3,762 -506 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.6 0.9 91.9 94.7 93.4 97.1 6.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 3 3 34 34 38 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 138,934
COMMITMENTS
0 5,084 0 138,407 131,673 138,407 136,757 527 2,177
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -11,218)
-348 -348 0 -10,464 -10,261 -10,812 -10,609 -406 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 99.6 94.8 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 3 0 20 26 20 29
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,032
COMMITMENTS
7,511 17,676 2,242 263,411 254,973 273,164 274,891 8,868 7,141
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -27,534)
385 -3,241 -488 -26,835 -23,869 -26,938 -27,598 -596 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.3 0.8 93.4 90.4 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 1 1 38 36 41 37
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,555
COMMITMENTS
0 0 0 98,500 101,662 98,500 101,662 8,055 4,893
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -6,262)
0 -2,152 -92 -4,186 -4,355 -4,278 -6,599 -1,984 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.4 95.4 92.4 95.4 7.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 14 18 14
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,088
COMMITMENTS
4,366 1,812 0 85,532 98,794 89,898 100,606 20,190 9,482
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,914)
-196 -270 -214 -2,116 -865 -2,526 -1,349 612 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.6 0.0 77.7 89.7 81.7 91.4 18.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 22 19 23 20
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 66,864
COMMITMENTS
270 0 0 60,735 62,353 61,005 62,353 5,859 4,511
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,568)
0 0 0 -13 -1,943 -13 -1,943 -2,555 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 90.8 93.3 91.2 93.3 8.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 16 14 16
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,581
COMMITMENTS
0 0 0 54,192 60,986 54,192 60,986 9,389 2,595
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -7,334)
0 0 0 -10,824 -8,523 -10,824 -8,523 3,490 1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.2 95.9 85.2 95.9 14.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 14 16 14
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,596
COMMITMENTS
2,942 341 0 58,052 61,624 60,994 61,965 2,602 1,631
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,422)
-2,196 -708 -124 -2,683 -3,894 -5,003 -4,726 581 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 0.0 91.3 96.9 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 13 15 16 16
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 190,307
COMMITMENTS
2,501 3,604 0 175,160 175,146 177,661 178,750 12,646 11,557
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -5,771)
-2,494 -404 0 -6,458 -5,090 -8,952 -5,494 3,181 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.9 0.0 92.0 92.0 93.4 93.9 6.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 0 27 25 29 26
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 186,437
COMMITMENTS
0 0 0 178,767 178,966 178,767 178,966 7,670 7,471
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,181)
0 0 0 -5,421 -6,346 -5,421 -6,346 1,240 2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 96.0 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 19 21 19 21
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 234,038
COMMITMENTS
4,130 22,172 274 216,491 206,063 220,895 228,509 13,143 5,529
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -3,722)
-1,289 6,137 -1,177 -2,813 -9,191 -5,279 -4,231 1,557 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.5 0.1 92.5 88.0 94.4 97.6 5.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 26 28 28 30
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 68,913
COMMITMENTS
1,303 0 0 66,619 68,820 67,922 68,820 991 93
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -12,002)
-4,976 0 -78 -6,734 -11,393 -11,788 -11,471 -214 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 96.7 99.9 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 9 20 12 20
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,560
COMMITMENTS
5,910 2,228 0 170,559 182,449 176,469 184,677 16,091 7,883
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -13,670)
302 -186 -31 -16,873 -18,191 -16,602 -18,408 2,932 4,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.2 0.0 88.6 94.7 91.6 95.9 8.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 0 27 29 29 30
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 66,764
COMMITMENTS
0 2,665 279 63,548 63,293 63,827 66,237 2,937 527
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -8,757)
0 -321 0 -9,015 -8,183 -9,015 -8,504 258 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.4 95.2 94.8 95.6 99.2 4.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 21 15 22 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 356,094
COMMITMENTS
2,502 0 610 334,569 349,878 337,681 350,488 18,413 5,606
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -14,701)
-434 -3,731 0 -22,089 -11,916 -22,523 -15,647 7,822 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.2 94.0 98.3 94.8 98.4 5.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 24 20 25 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 224,403
COMMITMENTS
21,699 4,433 6,406 178,374 204,279 206,479 215,118 17,924 9,285
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -7,778)
4,092 -6,795 5,971 -22,494 -9,035 -12,431 -9,859 4,653 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.0 2.9 79.5 91.0 92.0 95.9 8.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 21 23 24 25
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 25,246
COMMITMENTS
0 0 0 24,359 24,874 24,359 24,874 887 372
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,425)
0 -290 0 946 1,726 946 1,436 479 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.5 98.5 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 14 11 14
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 137,898
COMMITMENTS
0 1,681 0 124,153 132,470 124,153 134,151 13,745 3,747
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,278)
-760 -513 -403 -5,197 -2,678 -6,360 -3,594 2,082 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 90.0 96.1 90.0 97.3 10.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 17 21 17 22
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 26,120
COMMITMENTS
1,535 426 459 23,651 24,991 25,645 25,876 475 244
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,627)
-40 67 -12 -1,347 -1,661 -1,399 -1,606 -228 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.6 1.8 90.5 95.7 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 5 26 27 35 33
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 17,183
COMMITMENTS
2,002 363 870 14,265 15,923 17,137 17,156 46 27
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,699)
-24 -416 -135 -1,486 -1,162 -1,645 -1,713 -54 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.1 5.1 83.0 92.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 1 5 25 25 33 30
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 209,646
COMMITMENTS
44,768 25,567 19,103 145,029 164,381 208,900 209,051 746 595
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -9,555)
2,043 1,670 -1,209 -10,744 -10,305 -9,910 -9,844 355 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 12.2 9.1 69.2 78.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 19 24 38 36 65 69
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 85,520
COMMITMENTS
1,423 15,784 3,661 79,628 65,629 84,712 85,074 808 446
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 522)
-257 -270 15 110 607 -132 352 654 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 18.5 4.3 93.1 76.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 14 8 26 29 35 45
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 69,384
COMMITMENTS
1,330 7,465 5,291 62,560 56,373 69,181 69,129 203 255
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -465)
-217 -260 -40 -361 -331 -618 -631 153 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.8 7.6 90.2 81.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 7 22 21 29 28
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,835
COMMITMENTS
740 10,086 638 46,230 36,637 47,608 47,361 227 474
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,851)
585 -278 -269 -3,129 -2,587 -2,813 -3,134 -38 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 21.1 1.3 96.6 76.6 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 4 25 27 30 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,686
COMMITMENTS
469 16,631 1,199 55,200 39,668 56,868 57,498 818 188
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,533)
-83 -880 288 -4,900 -3,887 -4,695 -4,479 162 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 28.8 2.1 95.7 68.8 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 13 4 26 27 34 41
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 51,878
COMMITMENTS
1,314 11,406 361 49,177 40,099 50,852 51,866 1,026 12
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -3,985)
-851 -45 0 -3,233 -3,916 -4,084 -3,961 99 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 22.0 0.7 94.8 77.3 98.0 100.0 2.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 2 29 25 31 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 59,474
COMMITMENTS
1,861 11,421 361 56,204 47,660 58,426 59,442 1,048 32
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,931)
-1,016 -188 -68 -4,175 -4,695 -5,259 -4,951 328 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 19.2 0.6 94.5 80.1 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 2 29 24 32 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,581
COMMITMENTS
35 734 105 30,289 29,678 30,429 30,517 152 64
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.4 0.3 99.0 97.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 14 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 31,176
COMMITMENTS
2,500 3,001 177 28,201 27,414 30,878 30,592 298 584
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -854)
0 52 0 -854 -906 -854 -854 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.6 0.6 90.5 87.9 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 1 18 16 22 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 30,953
COMMITMENTS
2,932 1,665 50 27,853 29,178 30,835 30,893 118 60
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.4 0.2 90.0 94.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 1 18 12 23 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,503
COMMITMENTS
3,207 225 50 25,829 29,113 29,086 29,388 417 115
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.8 0.2 87.5 98.7 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 1 16 13 22 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 201,851
COMMITMENTS
45,243 14,078 12,421 143,205 174,834 200,869 201,333 982 518
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 5,110)
1,576 272 236 3,238 4,407 5,051 4,916 59 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 7.0 6.2 70.9 86.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 18 19 38 40 62 66
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 37,669
COMMITMENTS
0 10,165 0 37,184 27,334 37,184 37,499 485 170
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 600)
0 300 0 600 300 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.0 0.0 98.7 72.6 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 0 15 13 15 17
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,959
COMMITMENTS
0 9,790 0 35,674 26,004 35,674 35,794 285 165
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 720)
0 300 0 720 420 720 720 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.2 0.0 99.2 72.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 16 13 16 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 34,522
COMMITMENTS
526 5,897 508 32,721 27,634 33,755 34,039 767 483
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 46)
0 0 0 35 46 35 46 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 17.1 1.5 94.8 80.0 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 3 17 16 22 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 32,138
COMMITMENTS
526 5,897 508 30,397 25,250 31,431 31,655 707 483
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 46)
0 0 0 35 46 35 46 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.3 1.6 94.6 78.6 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 3 17 16 22 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 133,662
COMMITMENTS
24,035 3,559 3,731 105,340 125,611 133,106 132,901 556 761
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,231)
1,350 -125 20 861 2,336 2,231 2,231 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 2.7 2.8 78.8 94.0 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 8 11 24 30 36 43
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,055
COMMITMENTS
150 631 205 32,496 32,142 32,851 32,978 204 77
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -452)
0 -35 35 -487 -452 -452 -452 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.9 0.6 98.3 97.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 2 21 16 25 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 35,861
COMMITMENTS
2,502 3,533 122 32,422 31,917 35,046 35,572 815 289
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -434)
0 -60 0 -431 -386 -431 -446 -3 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.9 0.3 90.4 89.0 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 1 19 19 23 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,460
COMMITMENTS
1,710 280 0 25,396 26,740 27,106 27,020 354 440
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,750)
-201 -1,286 0 -1,515 -549 -1,716 -1,835 -34 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.0 0.0 92.5 97.4 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 15 20 16
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,936
COMMITMENTS
2,162 190 0 27,608 29,306 29,770 29,496 166 440
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,198)
-239 -886 0 -925 -412 -1,164 -1,298 -34 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.6 0.0 92.2 97.9 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 0 20 20 22 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 76,013
COMMITMENTS
1,557 6,036 1,697 69,779 67,328 73,033 75,061 2,980 952
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,358)
810 11 -30 -1,984 985 -1,204 966 2,562 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.9 2.2 91.8 88.6 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 12 4 30 32 34 46
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,738
COMMITMENTS
7,157 9,977 3,316 93,730 93,272 104,203 106,566 3,535 1,172
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,691)
1,363 623 -525 -2,275 973 -1,437 1,071 3,128 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.3 3.1 87.0 86.6 96.7 98.9 3.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 18 13 34 36 51 60
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 43,565
COMMITMENTS
1,137 4,741 703 41,320 37,891 43,160 43,335 405 230
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 180)
222 40 -70 -285 0 -133 -30 313 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.9 1.6 94.8 87.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 3 20 18 25 23
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 40,165
COMMITMENTS
57 5,356 290 39,320 34,259 39,667 39,905 498 260
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 191)
0 -165 156 -338 -60 -182 -69 373 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.3 0.7 97.9 85.3 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 3 12 11 16 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| 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: 52,061
COMMITMENTS
2,100 1,361 960 48,440 49,066 51,500 51,387 561 674
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,250)
142 -627 -329 -4,164 -3,636 -4,351 -4,592 101 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.6 1.8 93.0 94.2 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 18 22 20 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 56,696
COMMITMENTS
2,420 3,296 954 52,652 52,142 56,026 56,392 670 304
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -5,041)
47 -1,385 -267 -4,814 -3,559 -5,034 -5,211 -7 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.8 1.7 92.9 92.0 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 5 4 22 24 29 30
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 34,518
COMMITMENTS
645 2,087 0 32,832 31,428 33,477 33,515 1,041 1,003
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -3,000)
68 -374 0 -2,987 -3,038 -2,919 -3,412 -81 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.0 0.0 95.1 91.0 97.0 97.1 3.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 17 17 18 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,614
COMMITMENTS
1,388 417 358 28,753 30,033 30,499 30,808 1,115 806
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,024)
-110 -43 -27 -2,295 -2,281 -2,432 -2,351 408 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.3 1.1 91.0 95.0 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 17 14 19 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,915
COMMITMENTS
335 1,598 1,400 27,653 26,619 29,388 29,617 527 298
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,296)
-85 -985 -93 -2,077 -1,202 -2,255 -2,280 -41 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.3 4.7 92.4 89.0 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 7 4 21 24 26 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 23,185
COMMITMENTS
27 1,159 585 21,480 20,749 22,092 22,493 1,093 692
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,207)
0 -1,119 -52 -2,516 -1,089 -2,568 -2,260 361 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 2.5 92.6 89.5 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 6 3 19 22 22 29
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,290
COMMITMENTS
40 0 50 11,170 11,235 11,260 11,285 30 5
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -686)
10 0 -5 -664 -664 -659 -669 -27 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.4 98.9 99.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 22 14 24 15
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 7,610
COMMITMENTS
0 0 0 7,550 7,610 7,550 7,610 60 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -825)
0 0 0 -830 -825 -830 -825 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 10 15 10
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,240
COMMITMENTS
2,932 0 0 13,093 16,120 16,025 16,120 215 120
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,150)
-153 0 -50 2,275 2,215 2,072 2,165 78 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 0.0 80.6 99.3 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 12 11 15 11
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,430
COMMITMENTS
160 450 0 15,055 14,860 15,215 15,310 215 120
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,100)
-153 -50 -50 2,225 2,215 2,022 2,115 78 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.9 0.0 97.6 96.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 13 11 15 12
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,619
COMMITMENTS
635 0 0 29,302 30,468 29,937 30,468 682 151
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -495)
50 0 0 -538 -480 -488 -480 -7 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 95.7 99.5 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 13 11 16 11
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,655
COMMITMENTS
725 0 0 30,321 31,505 31,046 31,505 609 150
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -520)
50 0 0 -528 -505 -478 -505 -42 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 95.8 99.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 11 17 11
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,567
COMMITMENTS
23,066 4,134 1,431 51,788 70,850 76,285 76,415 282 152
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -6,304)
322 -2,018 -294 -6,293 -4,007 -6,265 -6,319 -39 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 5.4 1.9 67.6 92.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 9 8 37 38 49 52
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 88,063
COMMITMENTS
26,520 10,322 1,015 60,146 76,421 87,681 87,758 382 305
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -9,159)
-34 -2,498 -382 -8,701 -6,264 -9,117 -9,144 -42 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 11.7 1.2 68.3 86.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 11 8 39 41 55 56
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 378,323
COMMITMENTS
57,052 47,933 76,767 244,181 252,922 378,000 377,622 323 701
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -14,735)
8,545 6,589 -7,500 -15,716 -13,992 -14,671 -14,902 -64 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.7 20.3 64.5 66.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
29 33 37 53 49 98 103
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,885
COMMITMENTS
1,102 4,504 52 13,423 10,329 14,577 14,885 308 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,474)
-63 -93 -7 -1,404 -1,362 -1,474 -1,462 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 30.3 0.3 90.2 69.4 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 1 16 11 19 16
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,469
COMMITMENTS
831 3,554 52 12,368 9,863 13,251 13,469 218 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,438)
-53 -293 -7 -1,403 -1,126 -1,463 -1,426 25 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 26.4 0.4 91.8 73.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 1 17 12 20 17
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 7,915
COMMITMENTS
2,030 1,055 320 5,225 6,020 7,575 7,395 340 520
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,860)
-1,600 -315 115 85 -830 -1,400 -1,030 -460 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 13.3 4.0 66.0 76.1 95.7 93.4 4.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 9 7 24 28 38 39
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 61,120
COMMITMENTS
3,718 8,249 4,673 52,319 47,782 60,710 60,704 410 416
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 918)
-280 75 310 880 520 910 905 8 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 13.5 7.6 85.6 78.2 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 5 32 25 41 32
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 63,464
COMMITMENTS
11,042 6,186 3,287 48,642 53,787 62,971 63,260 493 204
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 546)
0 240 0 711 452 711 692 -165 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 9.7 5.2 76.6 84.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 7 8 30 26 42 35
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 24,035
COMMITMENTS
5,775 0 0 18,260 23,800 24,035 23,800 0 235
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 285)
0 0 0 285 285 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 0.0 76.0 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 14 13 18 13
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 10,441
COMMITMENTS
1,340 456 0 8,951 9,941 10,291 10,397 150 44
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -706)
-250 0 0 -456 -706 -706 -706 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.4 0.0 85.7 95.2 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 11 11 12 13
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,220
COMMITMENTS
1,720 1,910 540 12,950 12,740 15,210 15,190 10 30
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 20)
0 50 0 20 -30 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.5 3.5 85.1 83.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 2 19 18 22 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 4,171
COMMITMENTS
700 609 448 2,108 2,734 3,256 3,791 915 380
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,122)
-370 -656 3 -730 -329 -1,097 -982 -25 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 14.6 10.7 50.5 65.5 78.1 90.9 21.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 6 10 18 17 29 31
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 8,991
COMMITMENTS
686 624 917 6,702 6,361 8,305 7,902 686 1,089
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -1,421)
-210 -344 -181 -948 -951 -1,339 -1,476 -82 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.9 10.2 74.5 70.7 92.4 87.9 7.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 8 9 36 42 47 54
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,778
COMMITMENTS
7,272 2,198 3,884 23,535 28,298 34,691 34,380 87 398
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,469)
682 368 -926 -2,195 -1,889 -2,439 -2,447 -30 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.3 11.2 67.7 81.4 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 7 36 36 47 44
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,076
COMMITMENTS
780 999 2,243 11,851 11,447 14,874 14,689 202 387
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,344)
780 -418 -256 -2,932 -1,674 -2,408 -2,348 64 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.6 14.9 78.6 75.9 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 3 18 21 21 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,385
COMMITMENTS
5,511 1,816 2,819 17,725 21,054 26,055 25,689 330 696
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -4,369)
-467 -799 -262 -3,643 -3,270 -4,372 -4,331 3 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.9 10.7 67.2 79.8 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 5 11 49 41 64 53
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 6,471
COMMITMENTS
55 100 0 6,032 6,129 6,087 6,229 384 242
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -787)
-135 96 -110 -620 -738 -865 -752 78 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.5 0.0 93.2 94.7 94.1 96.3 5.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 13 14 14 15
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 45,508
COMMITMENTS
36,875 123 586 7,867 44,498 45,328 45,207 180 301
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,198)
-2,275 -103 -180 264 -1,830 -2,191 -2,113 -7 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 0.3 1.3 17.3 97.8 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 4 18 24 24 29
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 111,989
COMMITMENTS
17,637 38,189 5,125 88,652 68,306 111,414 111,620 575 369
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -15,169)
-428 -4,547 -330 -14,514 -10,329 -15,272 -15,206 103 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 34.1 4.6 79.2 61.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
19 12 20 73 75 100 101
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,441
COMMITMENTS
332 382 309 1,905 2,310 2,546 3,001 895 440
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -762)
25 16 33 -799 -708 -741 -659 -21 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.1 9.0 55.4 67.1 74.0 87.2 26.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 7 14 17 22 24
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 47,200
COMMITMENTS
625 0 145 46,430 47,055 47,200 47,200 0 0
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 605)
55 -25 -30 580 660 605 605 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.3 98.4 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 2 28 30 31 32
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 49,268
COMMITMENTS
190 47 30 49,048 49,176 49,268 49,253 0 15
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 1,804)
-30 6 0 1,834 1,783 1,804 1,789 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.1 99.6 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 1 29 34 31 36
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 17,837
COMMITMENTS
0 70 75 17,762 17,617 17,837 17,762 0 75
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 2,377)
0 -130 60 2,317 2,447 2,377 2,377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 99.6 98.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 15 17 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,365
COMMITMENTS
0 0 0 16,272 16,302 16,272 16,302 93 63
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: 70)
0 0 0 70 70 70 70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 13 17 13
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,801
COMMITMENTS
352 1,221 217 5,192 4,357 5,761 5,795 40 6
CHANGES FROM 02/27/24 (CHANGE IN OPEN INTEREST: -2,365)
-179 -643 62 -2,102 -1,790 -2,219 -2,371 -146 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 21.0 3.7 89.5 75.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 12 15 14 20
Updated March 05, 2024