NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 162,792
COMMITMENTS
69,403 8,379 7,004 86,385 147,409 162,792 162,792 0 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 5.1 4.3 53.1 90.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 3 4 14 10 23 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 196,040
COMMITMENTS
27,471 47,453 8,238 160,310 140,349 196,019 196,040 21 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,593)
765 0 -542 1,370 2,135 1,593 1,593 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 24.2 4.2 81.8 71.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 4 9 21 12 34 23
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 3,832
COMMITMENTS
834 200 0 2,932 3,585 3,766 3,785 66 47
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -80)
-150 25 -100 163 -25 -87 -100 7 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 5.2 0.0 76.5 93.6 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 0 7 9 14 11
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 201,832
COMMITMENTS
119,629 60,029 19,858 61,898 121,913 201,384 201,799 448 32
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -337)
1,740 330 -659 -1,392 -21 -311 -351 -26 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 29.7 9.8 30.7 60.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
63 16 27 30 24 99 61
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 24,900
COMMITMENTS
10,220 11,061 2,326 12,354 11,513 24,900 24,900 0 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 44.4 9.3 49.6 46.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 2 11 6 18 9
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,075
COMMITMENTS
675 30,255 1,400 31,000 1,405 33,075 33,060 0 15
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 91.5 4.2 93.7 4.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 7 3 8 6 13 14
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 14,936
COMMITMENTS
2,060 2,041 110 12,766 12,785 14,936 14,936 0 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 13.7 0.7 85.5 85.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 1 10 13 12 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 15,919
COMMITMENTS
1,060 5,406 240 14,619 10,273 15,919 15,919 0 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 34.0 1.5 91.8 64.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 1 11 11 14 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 49,496
COMMITMENTS
19,775 16,985 2,660 27,061 29,851 49,496 49,496 0 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 34.3 5.4 54.7 60.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 4 18 9 26 14
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,552
COMMITMENTS
12,498 2,018 0 17,001 27,534 29,499 29,552 53 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 3)
3 0 0 0 3 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 6.8 0.0 57.5 93.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 2 0 10 16 27 18
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,259
COMMITMENTS
12,209 11,537 2,219 49,628 50,471 64,056 64,227 203 32
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -160)
401 -414 29 -590 228 -160 -157 0 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 18.0 3.5 77.2 78.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 8 5 16 10 36 22
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,260
COMMITMENTS
1,678 0 2,398 14,885 16,612 18,961 19,010 299 250
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -3,933)
-937 0 -441 -2,505 -3,412 -3,883 -3,853 -50 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 12.5 77.3 86.3 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 5 27 39 33 44
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 14,980
COMMITMENTS
0 4,034 1,052 13,484 9,744 14,536 14,830 444 150
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -3,787)
0 -1,054 85 -3,896 -2,968 -3,811 -3,937 24 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.9 7.0 90.0 65.0 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 21 11 23 15
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 1,849
COMMITMENTS
124 201 452 1,273 1,160 1,849 1,813 0 36
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -2,432)
-704 -166 -85 -1,604 -2,166 -2,393 -2,417 -39 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 10.9 24.4 68.8 62.7 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 3 8 11 11 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,185,270
COMMITMENTS
741,902 52,285 640,352 4753188 5471799 6135442 6164436 49,828 20,834
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -281,604)
-43,108 16,151 -54,416 -191,526 -245,746 -289,050 -284,011 7,446 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.8 10.4 76.8 88.5 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
42 22 45 147 120 207 169
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,983,816
COMMITMENTS
164,230 25,085 652,551 1164096 1304821 1980877 1982457 2,939 1,360
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -117,226)
-52,060 -80,223 2,580 -66,064 -38,028 -115,545 -115,671 -1,682 -1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.3 32.9 58.7 65.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 11 30 49 48 83 79
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,664
COMMITMENTS
478 1,755 573 184,019 188,649 185,070 190,977 20,594 14,687
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 652)
136 -68 -62 696 -5,416 770 -5,546 -118 6,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 0.3 89.5 91.7 90.0 92.9 10.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 18 24 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 152,636
COMMITMENTS
2,677 0 10 135,016 141,941 137,703 141,951 14,933 10,685
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -607)
-93 0 10 -793 -2,467 -876 -2,457 269 1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 88.5 93.0 90.2 93.0 9.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 1 21 24 24 25
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,532
COMMITMENTS
0 439 368 242,719 254,489 243,087 255,296 17,445 5,236
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 40)
-1,926 0 0 557 -52 -1,369 -52 1,409 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.1 93.2 97.7 93.3 98.0 6.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 1 1 30 33 31 34
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 802,777
COMMITMENTS
4,782 851 1,833 786,933 786,236 793,548 788,920 9,229 13,857
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,151)
-529 323 -122 1,235 -9,284 584 -9,083 567 10,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.2 98.0 97.9 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 5 41 31 47 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 309,617
COMMITMENTS
7,421 6,795 278 293,701 296,428 301,400 303,501 8,217 6,116
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 2,950)
661 810 278 2,384 6,001 3,323 7,089 -373 -4,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.2 0.1 94.9 95.7 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 1 40 37 44 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 586,107
COMMITMENTS
13,170 10,222 1,588 563,763 566,486 578,521 578,296 7,586 7,811
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 7,255)
1,070 2,103 948 5,806 990 7,824 4,041 -569 3,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.7 0.3 96.2 96.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 2 4 43 46 54 50
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 436,185
COMMITMENTS
731 11,486 156 421,970 413,142 422,857 424,784 13,328 11,401
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 5,534)
-186 3,266 95 5,548 3,621 5,457 6,982 77 -1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.6 0.0 96.7 94.7 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 6 2 40 33 42 40
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,448
COMMITMENTS
0 1,705 0 94,470 91,447 94,470 93,152 3,978 5,296
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,208)
0 12 0 1,018 1,130 1,018 1,142 190 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 96.0 92.9 96.0 94.6 4.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 12 17 12 18
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 49,411
COMMITMENTS
0 159 403 44,632 46,522 45,035 47,084 4,376 2,327
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 2,723)
0 56 0 2,475 1,563 2,475 1,619 248 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.8 90.3 94.2 91.1 95.3 8.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 21 17 22 18
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 331,821
COMMITMENTS
661 217 0 322,145 317,606 322,806 317,823 9,015 13,998
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 4,344)
0 31 -31 1,747 3,005 1,716 3,005 2,628 1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.1 0.0 97.1 95.7 97.3 95.8 2.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 24 26 25 27
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 177,070
COMMITMENTS
633 0 0 167,723 175,413 168,356 175,413 8,714 1,657
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 363)
0 0 0 494 230 494 230 -131 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.7 99.1 95.1 99.1 4.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 0 24 23 25 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 258,107
COMMITMENTS
0 18,368 289 256,309 233,601 256,598 252,258 1,509 5,849
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 7,044)
0 621 0 7,075 6,594 7,075 7,215 -31 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.1 99.3 90.5 99.4 97.7 0.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 14 26 15 29
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,852
COMMITMENTS
20,683 0 0 33,364 57,160 54,047 57,160 6,805 3,692
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 5,237)
-4,290 0 0 4,481 3,653 191 3,653 5,046 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 0.0 0.0 54.8 93.9 88.8 93.9 11.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 0 0 14 21 23 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 683,952
COMMITMENTS
6,616 6,125 2,871 662,188 667,570 671,675 676,566 12,277 7,386
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 5,027)
-244 55 -244 4,898 5,653 4,410 5,464 617 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.9 0.4 96.8 97.6 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
4 8 5 49 38 55 49
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 159,732
COMMITMENTS
416 0 0 151,499 158,348 151,915 158,348 7,817 1,384
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -577)
93 0 0 -2,625 -555 -2,532 -555 1,955 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.0 94.8 99.1 95.1 99.1 4.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 18 19 18
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,663
COMMITMENTS
651 9,670 2,282 136,871 126,514 139,804 138,466 2,859 4,197
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 5,903)
403 -1,664 -196 5,355 5,010 5,562 3,150 341 2,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.8 1.6 95.9 88.7 98.0 97.1 2.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
2 9 1 39 37 42 46
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,533
COMMITMENTS
9,802 17,546 3,243 146,585 135,262 159,630 156,051 2,903 6,482
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 4,829)
62 -4,857 362 3,971 3,769 4,395 -726 434 5,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 10.8 2.0 90.2 83.2 98.2 96.0 1.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
7 10 3 48 48 56 60
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 256,434
COMMITMENTS
806 10,613 390 253,648 242,087 254,844 253,090 1,590 3,344
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 6,596)
0 4,205 58 6,412 2,987 6,470 7,250 126 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.1 0.2 98.9 94.4 99.4 98.7 0.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 4 2 31 29 34 33
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 33,463
COMMITMENTS
2,096 0 0 30,158 32,688 32,254 32,688 1,209 775
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
-434 0 0 93 124 -341 124 341 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 90.1 97.7 96.4 97.7 3.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 17 18 21 18
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 218,509
COMMITMENTS
4,210 1,350 479 205,051 211,931 209,740 213,760 8,769 4,749
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 55)
304 0 -304 358 68 358 -236 -303 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.6 0.2 93.8 97.0 96.0 97.8 4.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 1 2 34 31 38 34
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,232
COMMITMENTS
0 248 0 62,866 62,054 62,866 62,302 366 930
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -186)
0 0 0 0 -341 0 -341 -186 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 99.4 98.1 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 17 18 17 19
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,544
COMMITMENTS
930 397 245 70,634 73,055 71,809 73,697 5,735 3,847
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 427)
310 397 245 250 548 805 1,190 -378 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.5 0.3 91.1 94.2 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 19 17 23 18
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,569
COMMITMENTS
0 589 0 209,780 210,469 209,780 211,058 5,789 4,511
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 165)
0 0 0 31 29 31 29 134 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 97.3 97.6 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 0 28 30 28 31
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,738
COMMITMENTS
1,432 0 0 21,752 24,304 23,184 24,304 3,554 2,434
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 670)
679 0 0 -179 949 500 949 170 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 81.4 90.9 86.7 90.9 13.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 10 12 13 12
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,352
COMMITMENTS
0 589 0 147,435 147,291 147,435 147,880 4,917 4,472
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 183)
0 155 0 -176 -28 -176 127 359 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.8 96.7 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 24 21 24 22
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,434
COMMITMENTS
0 0 0 77,542 79,143 77,542 79,143 7,892 6,291
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 184)
0 0 0 -327 -201 -327 -201 511 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 92.6 90.8 92.6 9.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 19 21 19
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 188,131
COMMITMENTS
3,624 0 28 180,362 174,705 184,014 174,733 4,117 13,398
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -3)
-31 0 0 -762 -3 -793 -3 790 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.9 92.9 97.8 92.9 2.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 16 18 18 19
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 106,908
COMMITMENTS
3,508 0 0 96,168 98,138 99,676 98,138 7,232 8,770
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 569)
-28 0 0 -1,089 -174 -1,117 -174 1,686 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 90.0 91.8 93.2 91.8 6.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 0 0 27 31 28 31
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 20,248
COMMITMENTS
0 334 0 17,360 17,705 17,360 18,039 2,888 2,209
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 -434 0 -124 0 -124 -434 124 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 85.7 87.4 85.7 89.1 14.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 10 10 10 11
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,216
COMMITMENTS
943 4,520 0 37,256 35,065 38,199 39,585 3,017 1,631
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 807)
0 -341 0 -1,118 714 -1,118 373 1,925 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 11.0 0.0 90.4 85.1 92.7 96.0 7.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 15 15 17 18
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 208,780
COMMITMENTS
3,811 8,324 3,263 192,267 192,658 199,341 204,245 9,439 4,535
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -728)
-1,748 524 29 -955 -1,780 -2,674 -1,227 1,946 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.0 1.6 92.1 92.3 95.5 97.8 4.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 6 3 29 31 34 38
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 140,092
COMMITMENTS
0 510 560 133,581 136,619 134,141 137,689 5,951 2,403
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,637)
0 425 -425 1,272 1,051 847 1,051 790 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 95.4 97.5 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 1 30 26 31 27
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 45,675
COMMITMENTS
1,674 744 0 40,641 42,883 42,315 43,627 3,360 2,048
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 434)
-204 0 0 372 403 168 403 266 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.6 0.0 89.0 93.9 92.6 95.5 7.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 10 15 12 16
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,036
COMMITMENTS
1,382 294 0 81,780 85,716 83,162 86,010 6,874 4,026
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 280)
0 0 0 -86 224 -86 224 366 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.3 0.0 90.8 95.2 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 25 21 26 22
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 33,371
COMMITMENTS
0 2,154 6 30,840 29,207 30,846 31,367 2,525 2,004
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -28 0 -28 0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.0 92.4 87.5 92.4 94.0 7.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 14 12 15 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 331,138
COMMITMENTS
0 2,798 84 321,141 324,154 321,225 327,036 9,913 4,102
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 2,019)
0 205 -112 2,019 1,421 1,907 1,514 112 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 97.0 97.9 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 29 20 30 24
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 27,393
COMMITMENTS
1,309 0 0 23,908 25,561 25,217 25,561 2,176 1,832
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 837)
-644 0 0 341 713 -303 713 1,140 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 87.3 93.3 92.1 93.3 7.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 12 12 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 231,240
COMMITMENTS
2,727 0 0 225,222 225,358 227,949 225,358 3,291 5,882
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 3,229)
62 0 0 3,335 1,714 3,397 1,714 -168 1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.4 97.5 98.6 97.5 1.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 23 25 24 25
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 33,844
COMMITMENTS
1,865 891 935 30,993 32,018 33,793 33,844 51 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -1,185)
334 219 -59 -1,463 -1,339 -1,188 -1,179 3 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.6 2.8 91.6 94.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 2 5 21 23 28 28
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 26,320
COMMITMENTS
817 765 855 24,268 24,580 25,940 26,200 380 120
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -979)
-124 150 64 -1,174 -1,251 -1,234 -1,037 255 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.9 3.2 92.2 93.4 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 4 18 20 22 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 207,487
COMMITMENTS
49,134 960 3,242 153,330 203,014 205,706 207,216 1,781 271
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 6,899)
1,821 268 -29 4,429 6,594 6,221 6,833 678 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 0.5 1.6 73.9 97.8 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 5 14 38 39 60 54
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,363
COMMITMENTS
0 12,394 1,138 64,931 52,780 66,069 66,312 294 51
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,680)
-75 1,977 -38 1,860 -202 1,747 1,737 -67 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.7 1.7 97.8 79.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 8 4 25 24 29 32
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 42,385
COMMITMENTS
0 4,573 713 41,442 36,895 42,155 42,181 230 204
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 747)
-200 230 258 689 259 747 747 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.8 1.7 97.8 87.0 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 6 3 17 22 20 28
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 45,311
COMMITMENTS
10,215 6,469 100 34,458 38,430 44,773 44,999 538 312
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -91)
0 57 -57 -105 -91 -162 -91 71 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 14.3 0.2 76.0 84.8 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 1 23 30 26 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 52,912
COMMITMENTS
5,513 5,336 892 46,006 46,586 52,411 52,814 501 98
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -454)
-51 197 -190 -212 -486 -453 -479 -1 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 10.1 1.7 86.9 88.0 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 4 24 27 32 33
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,285
COMMITMENTS
423 5,468 1,179 66,218 61,168 67,820 67,815 465 470
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 203)
0 -57 57 -37 -167 20 -167 183 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.0 1.7 97.0 89.6 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 25 26 27 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,296
COMMITMENTS
1,037 6,385 1,075 84,513 79,294 86,625 86,754 671 542
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 609)
180 -38 68 66 62 314 92 295 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.3 1.2 96.8 90.8 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 2 27 27 29 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,555
COMMITMENTS
13 75 20 29,472 29,106 29,505 29,201 50 354
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 84)
0 0 0 64 84 64 84 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.1 99.7 98.5 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 20 22 22
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 38,540
COMMITMENTS
150 1,500 0 38,268 37,040 38,418 38,540 122 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.9 0.0 99.3 96.1 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 18 17 20 18
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 33,432
COMMITMENTS
500 2,895 15 32,672 30,522 33,187 33,432 245 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.7 0.0 97.7 91.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 18 14 20 18
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,578
COMMITMENTS
500 650 0 29,807 29,708 30,307 30,358 271 220
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 0.0 97.5 97.2 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 16 11 17 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 132,522
COMMITMENTS
6,670 11,432 6,297 118,905 114,636 131,873 132,365 649 157
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -106)
-489 195 -20 414 -288 -94 -113 -12 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.6 4.8 89.7 86.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 6 13 44 37 63 51
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 42,671
COMMITMENTS
0 5,812 539 41,936 36,320 42,475 42,671 196 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -15)
0 0 0 -15 -15 -15 -15 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 1.3 98.3 85.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 17 16 18 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 37,749
COMMITMENTS
1,125 4,007 307 36,121 33,435 37,553 37,749 196 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 10.6 0.8 95.7 88.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 16 17 17 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 76,793
COMMITMENTS
4,545 1,775 1,133 70,738 73,042 76,416 75,950 377 843
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 845)
0 0 0 1,025 845 1,025 845 -180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.3 1.5 92.1 95.1 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 2 5 26 25 35 31
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,425
COMMITMENTS
50 199 0 36,043 35,852 36,093 36,051 332 374
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 5)
0 0 0 -5 5 -5 5 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.5 0.0 99.0 98.4 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 23 20 24 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,796
COMMITMENTS
462 470 20 46,017 46,296 46,499 46,786 297 10
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 105)
0 0 20 85 76 105 96 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.0 0.0 98.3 98.9 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 20 19 22 22
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,733
COMMITMENTS
2,948 0 25 44,185 47,523 47,158 47,548 575 185
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 604)
192 0 0 412 604 604 604 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.1 92.6 99.6 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 18 20 23 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 52,960
COMMITMENTS
3,064 404 167 49,319 52,209 52,550 52,780 410 180
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 480)
12 20 0 473 460 485 480 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.8 0.3 93.1 98.6 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 1 24 21 27 24
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 80,003
COMMITMENTS
733 590 599 78,308 78,809 79,640 79,998 363 5
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 522)
-1 364 -100 637 285 536 549 -14 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.7 0.7 97.9 98.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 27 29 32 35
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 104,042
COMMITMENTS
2,082 1,373 1,036 100,273 101,227 103,391 103,636 651 406
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -2,830)
190 -8 -117 -2,843 -2,832 -2,769 -2,957 -61 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.3 1.0 96.4 97.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 5 29 30 36 37
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 55,651
COMMITMENTS
910 1,175 707 53,626 53,750 55,243 55,632 408 19
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 175 0 0 -175 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.1 1.3 96.4 96.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 21 19 25 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 45,673
COMMITMENTS
315 870 300 44,917 44,503 45,532 45,673 141 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -90)
-15 0 15 -90 -105 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.9 0.7 98.3 97.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 16 15 17 19
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 40,312
COMMITMENTS
0 1,242 0 39,580 38,990 39,580 40,232 732 80
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 940)
0 432 0 840 498 840 930 100 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 98.2 96.7 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 4 0 22 22 22 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 43,318
COMMITMENTS
868 3,104 50 42,171 39,960 43,089 43,114 229 204
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -254)
-15 88 10 -259 -352 -264 -254 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.2 0.1 97.4 92.2 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 1 25 24 28 29
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 14,159
COMMITMENTS
0 975 0 13,146 12,862 13,146 13,837 1,013 322
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 16)
0 0 0 -72 -17 -72 -17 88 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 92.8 90.8 92.8 97.7 7.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 17 16 17 19
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 13,443
COMMITMENTS
0 2,905 0 12,471 10,416 12,471 13,321 972 122
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 2)
0 0 0 -65 -58 -65 -58 67 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.6 0.0 92.8 77.5 92.8 99.1 7.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 17 15 17 18
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 24,865
COMMITMENTS
329 994 131 23,409 23,628 23,869 24,753 996 112
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 157)
55 0 5 -66 152 -6 157 163 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.0 0.5 94.1 95.0 96.0 99.5 4.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 5 2 17 19 20 25
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 15,045
COMMITMENTS
125 0 35 14,352 14,896 14,512 14,931 533 114
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -35)
-15 0 15 -47 -50 -47 -35 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.2 95.4 99.0 96.5 99.2 3.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 15 18 16
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,015
COMMITMENTS
1,494 2,623 158 29,551 28,766 31,203 31,547 812 468
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 67)
-884 -17 0 541 21 -343 4 410 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.2 0.5 92.3 89.9 97.5 98.5 2.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 6 2 28 24 34 31
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 23,375
COMMITMENTS
3,117 2,044 191 19,831 20,733 23,139 22,968 236 407
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 169)
-325 55 5 469 64 149 124 20 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 8.7 0.8 84.8 88.7 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 5 25 21 31 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,181
COMMITMENTS
966 0 159 12,964 13,990 14,089 14,149 92 32
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -746)
-134 0 0 -605 -744 -739 -744 -7 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 1.1 91.4 98.7 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 3 19 13 23 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 16,690
COMMITMENTS
631 0 47 15,988 16,643 16,666 16,690 24 0
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -845)
-130 0 0 -703 -845 -833 -845 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.3 95.8 99.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 11 9 13 10
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,781
COMMITMENTS
140 0 100 15,330 15,276 15,570 15,376 211 405
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -37 -405 -37 -405 37 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.6 97.1 96.8 98.7 97.4 1.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 17 18 20 19
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,792
COMMITMENTS
90 160 45 8,457 8,182 8,592 8,387 200 405
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -34 -405 -34 -405 34 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.8 0.5 96.2 93.1 97.7 95.4 2.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 1 15 18 18 19
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,505
COMMITMENTS
3,035 130 125 44,162 47,095 47,322 47,350 183 155
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -300)
-600 0 0 300 -455 -300 -455 0 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.3 0.3 93.0 99.1 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 23 20 24 23
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 50,725
COMMITMENTS
2,920 25 120 47,502 50,420 50,542 50,565 183 160
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -205 -50 -205 0 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.2 93.6 99.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 23 17 24 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 95,994
COMMITMENTS
1,968 1,321 1,240 91,203 91,155 94,411 93,716 1,583 2,278
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 283)
455 59 -385 -993 -1,589 -923 -1,915 1,206 2,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.4 1.3 95.0 95.0 98.4 97.6 1.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 3 6 34 31 42 38
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 111,813
COMMITMENTS
3,297 1,192 1,724 105,730 106,387 110,751 109,303 1,062 2,510
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 575)
131 -194 187 -652 -1,815 -334 -1,822 909 2,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.1 1.5 94.6 95.1 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 7 36 33 47 41
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 591,204
COMMITMENTS
53,334 5,182 66,280 468,968 515,718 588,582 587,180 2,622 4,024
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 1,233)
640 -184 -997 1,806 1,138 1,449 -43 -216 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.9 11.2 79.3 87.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 13 29 53 51 90 86
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 12,180
COMMITMENTS
1,485 0 0 9,430 12,000 10,915 12,000 1,265 180
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -185 -90 -185 -90 185 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.0 77.4 98.5 89.6 98.5 10.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 13 12 16 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,597
COMMITMENTS
835 0 0 8,722 10,417 9,557 10,417 1,040 180
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 -600 0 -225 510 -225 -90 225 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 82.3 98.3 90.2 98.3 9.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 13 12 16 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 38,498
COMMITMENTS
2,500 7,725 1,510 34,350 29,243 38,360 38,478 138 20
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 755)
0 -200 200 555 755 755 755 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 20.1 3.9 89.2 76.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 3 23 22 28 26
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 38,233
COMMITMENTS
2,845 5,180 235 35,150 32,638 38,230 38,053 3 180
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 13.5 0.6 91.9 85.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 2 25 20 29 25
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 1,660
COMMITMENTS
325 206 49 1,031 1,135 1,405 1,390 255 270
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -448)
-95 -317 -58 -280 -113 -433 -488 -15 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 12.4 3.0 62.1 68.4 84.6 83.7 15.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 3 9 11 14 16
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,214
COMMITMENTS
278 599 547 4,664 4,322 5,489 5,468 725 746
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -1,127)
-218 -9 11 -928 -957 -1,135 -955 8 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.6 8.8 75.1 69.6 88.3 88.0 11.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 8 6 31 28 38 39
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,121
COMMITMENTS
6,559 30 50 19,222 25,834 25,831 25,914 290 207
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -4,470)
1,765 20 -1,845 -4,358 -2,614 -4,438 -4,439 -32 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.1 0.2 73.6 98.9 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 1 38 35 42 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,634
COMMITMENTS
85 540 0 9,431 8,677 9,516 9,217 118 417
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -2,783)
-130 15 -15 -2,603 -2,781 -2,748 -2,781 -35 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.6 0.0 97.9 90.1 98.8 95.7 1.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 20 21 21 22
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,569
COMMITMENTS
1,784 0 302 7,015 8,504 9,101 8,806 468 763
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -3,091)
-1,525 -203 -26 -1,661 -2,992 -3,212 -3,221 121 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.0 3.2 73.3 88.9 95.1 92.0 4.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 0 3 18 26 23 29
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,604
COMMITMENTS
0 631 53 10,980 10,667 11,033 11,351 571 253
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -1,316)
0 3 -3 -1,339 -1,418 -1,342 -1,418 26 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.5 94.6 91.9 95.1 97.8 4.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 21 17 23
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 25,884
COMMITMENTS
13,052 717 319 11,701 24,711 25,072 25,747 812 137
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -7,508)
-4,185 -117 -224 -3,089 -7,207 -7,498 -7,548 -10 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 2.8 1.2 45.2 95.5 96.9 99.5 3.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 3 19 29 25 33
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 53,858
COMMITMENTS
5,143 12,483 1,927 45,942 39,041 53,012 53,451 846 407
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -12,167)
-3,490 -5,349 107 -9,114 -7,026 -12,497 -12,268 330 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 23.2 3.6 85.3 72.5 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 11 13 59 61 76 79
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,850
COMMITMENTS
107 14 134 1,885 2,074 2,126 2,222 724 628
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: 104)
5 1 9 -39 -185 -25 -175 129 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 4.7 66.1 72.8 74.6 78.0 25.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 15 19 18
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 20,581
COMMITMENTS
480 0 0 17,806 18,286 18,286 18,286 2,295 2,295
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -70)
0 0 0 -70 -70 -70 -70 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 86.5 88.8 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 15 18 16 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 48,523
COMMITMENTS
0 244 0 47,529 46,771 47,529 47,015 994 1,508
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -678)
0 60 0 -624 -759 -624 -699 -54 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 98.0 96.4 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 26 23 26 24
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 12,128
COMMITMENTS
0 0 0 11,993 12,089 11,993 12,089 135 39
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: -30)
0 0 0 -30 -30 -30 -30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.9 99.7 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 17 16 17 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 103,485
COMMITMENTS
0 0 0 91,845 83,508 91,845 83,508 11,640 19,977
CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 80.7 88.8 80.7 11.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 12 13 12
Updated January 07, 2022