NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 185,942
COMMITMENTS
72,420 13,480 9,425 104,097 163,037 185,942 185,942 0 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 2,350)
2,150 1,900 -1,850 2,050 2,300 2,350 2,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 7.2 5.1 56.0 87.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 4 5 15 14 27 21
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 233,855
COMMITMENTS
35,425 64,122 15,157 183,252 154,576 233,834 233,855 21 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 1,727)
50 -357 1,234 443 850 1,727 1,727 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 27.4 6.5 78.4 66.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 5 11 21 12 35 26
CALIF CARBON 21 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 2,210
COMMITMENTS
616 575 122 1,402 1,453 2,140 2,150 70 60
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 73)
-12 -14 14 58 60 60 60 13 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 26.0 5.5 63.4 65.7 96.8 97.3 3.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 1 9 8 17 12
CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 221,749
COMMITMENTS
117,425 64,068 47,778 55,314 109,076 220,517 220,922 1,232 827
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 1,947)
-2,213 568 2,262 2,896 -1,395 2,945 1,435 -998 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 28.9 21.5 24.9 49.2 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
75 22 39 31 25 117 76
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 25,125
COMMITMENTS
10,220 11,061 2,351 12,554 11,713 25,125 25,125 0 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 44.0 9.4 50.0 46.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 2 12 6 20 9
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| 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: 14,885
COMMITMENTS
2,101 1,541 179 12,605 13,165 14,885 14,885 0 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.4 1.2 84.7 88.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 2 10 12 12 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| 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: 16,069
COMMITMENTS
1,060 5,356 240 14,769 10,473 16,069 16,069 0 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 33.3 1.5 91.9 65.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 1 11 12 14 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 36,358
COMMITMENTS
11,639 12,707 1,605 23,114 22,046 36,358 36,358 0 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 1,000)
500 1,700 0 500 -700 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 34.9 4.4 63.6 60.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 2 16 7 23 11
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 37,508
COMMITMENTS
15,194 3,064 0 22,240 34,433 37,434 37,497 74 11
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 2,695)
1,036 0 0 1,649 2,695 2,685 2,695 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 8.2 0.0 59.3 91.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 3 0 13 12 32 15
RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,555
COMMITMENTS
11,154 11,512 1,006 48,137 47,774 60,297 60,292 258 263
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 593)
-937 1,608 -133 1,608 -239 537 1,236 56 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 19.0 1.7 79.5 78.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 12 7 17 11 38 26
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,508
COMMITMENTS
85 150 211 4,011 4,035 4,307 4,396 201 112
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -603)
0 -3 -87 -608 -611 -695 -701 92 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.3 4.7 89.0 89.5 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 18 20 21 23
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 20,016
COMMITMENTS
4,371 452 905 14,429 18,337 19,705 19,694 311 322
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -3,834)
703 -45 -520 -3,933 -3,051 -3,750 -3,616 -84 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.3 4.5 72.1 91.6 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 1 5 34 41 40 46
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,238
COMMITMENTS
1,009 6,194 732 14,241 9,022 15,982 15,948 256 290
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -3,665)
-69 650 -1,094 -2,139 -3,101 -3,302 -3,545 -363 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 38.1 4.5 87.7 55.6 98.4 98.2 1.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 4 25 18 29 23
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 2,956
COMMITMENTS
30 1,096 80 2,846 1,690 2,956 2,866 0 90
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 159)
-51 261 -72 282 -17 159 172 0 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 37.1 2.7 96.3 57.2 100.0 97.0 0.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 13 10 16 14
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,486,094
COMMITMENTS
973,837 114,389 630,178 4837484 5730572 6441499 6475139 44,595 10,955
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 68,572)
-41,613 49,447 2,826 113,925 16,434 75,138 68,707 -6,566 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 1.8 9.7 74.6 88.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
50 18 49 151 124 214 178
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,753,186
COMMITMENTS
248,433 51,342 1069439 1431213 1629284 2749085 2750065 4,100 3,121
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 128,373)
6,268 677 69,778 51,320 57,727 127,365 128,181 1,008 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 1.9 38.8 52.0 59.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 9 33 48 53 83 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,272
COMMITMENTS
0 443 862 173,751 185,314 174,613 186,619 19,659 7,653
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -8,336)
0 -35 0 -11,258 -8,494 -11,258 -8,529 2,922 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 89.4 95.4 89.9 96.1 10.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 19 26 21
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 134,776
COMMITMENTS
0 0 0 118,498 124,611 118,498 124,611 16,278 10,165
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -11,474)
-252 0 -151 -11,407 -11,717 -11,810 -11,868 336 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.9 92.5 87.9 92.5 12.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 18 17 18
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,489
COMMITMENTS
3,978 0 0 242,439 262,775 246,417 262,775 24,072 7,714
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -4,740)
-102 0 0 -5,508 -5,288 -5,610 -5,288 870 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 89.6 97.1 91.1 97.1 8.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 0 25 30 26 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 761,178
COMMITMENTS
5,476 1,131 2,040 746,014 754,502 753,530 757,673 7,648 3,505
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -29,702)
-2,074 748 269 -25,044 -27,574 -26,849 -26,557 -2,853 -3,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.3 98.0 99.1 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 2 3 40 30 45 33
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,258
COMMITMENTS
5,533 5,550 87 290,021 295,402 295,641 301,039 14,617 9,219
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -14,747)
-1,239 -420 -101 -16,580 -16,133 -17,920 -16,654 3,173 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.8 0.0 93.5 95.2 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 1 31 30 32 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 625,547
COMMITMENTS
2,409 17,762 215 615,850 599,354 618,474 617,331 7,073 8,216
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -26,357)
-497 2,850 -30 -26,554 -29,787 -27,081 -26,967 724 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.8 0.0 98.4 95.8 98.9 98.7 1.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 4 2 37 36 40 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 542,994
COMMITMENTS
2,686 17,641 364 527,860 506,727 530,910 524,732 12,084 18,262
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 2,419)
-730 -1,259 -359 4,654 1,702 3,565 84 -1,146 2,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.2 0.1 97.2 93.3 97.8 96.6 2.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 1 39 30 41 34
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 28,004
COMMITMENTS
0 0 0 26,187 27,105 26,187 27,105 1,817 899
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -9,712)
-463 0 0 -8,563 -8,277 -9,026 -8,277 -686 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.5 96.8 93.5 96.8 6.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 11 14 11
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 336,327
COMMITMENTS
19,943 0 410 302,925 322,255 323,278 322,665 13,049 13,662
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -10,257)
1,242 0 -140 -11,683 -11,856 -10,581 -11,996 324 1,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.1 90.1 95.8 96.1 95.9 3.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 19 21 20 22
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,742
COMMITMENTS
0 3,036 244 207,176 207,525 207,420 210,805 6,322 2,937
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -5,270)
0 -2,606 232 -5,946 -3,363 -5,714 -5,737 444 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.1 96.9 97.1 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 21 18 22 19
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 262,900
COMMITMENTS
0 14,377 366 260,240 240,688 260,606 255,431 2,294 7,469
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -11,268)
0 -997 0 -12,295 -10,443 -12,295 -11,440 1,027 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 0.1 99.0 91.6 99.1 97.2 0.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 1 15 24 16 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,552
COMMITMENTS
4,526 1,762 806 38,525 42,302 43,857 44,870 1,695 682
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -11,256)
-2,262 118 -118 -9,135 -10,668 -11,515 -10,668 259 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.9 1.8 84.6 92.9 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 12 15 18 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 735,451
COMMITMENTS
17,623 302 5,587 697,697 722,017 720,907 727,906 14,544 7,545
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -11,014)
-4,735 -3,406 823 -8,449 -8,369 -12,361 -10,952 1,347 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.8 94.9 98.2 98.0 99.0 2.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 3 4 50 38 56 43
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,227
COMMITMENTS
0 9,378 4,532 193,222 187,167 197,754 201,077 7,473 4,150
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 3,738)
-2,709 -2,190 815 5,635 3,426 3,741 2,051 -3 1,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 2.2 94.2 91.2 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 17 21 18 22
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,274
COMMITMENTS
0 3,960 604 122,965 123,250 123,569 127,814 5,705 1,460
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -47,357)
-13,381 -2,806 -5,526 -31,852 -39,445 -50,759 -47,777 3,402 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.5 95.1 95.3 95.6 98.9 4.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 15 19 16 21
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 161,951
COMMITMENTS
17,116 6,156 3,410 139,763 151,621 160,289 161,187 1,662 764
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -50,304)
10,231 -13,658 -10,927 -48,899 -25,586 -49,595 -50,171 -709 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.8 2.1 86.3 93.6 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 5 2 30 40 35 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 224,881
COMMITMENTS
248 9,635 78 222,288 213,277 222,614 222,990 2,267 1,891
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -39,679)
-308 -375 -809 -39,050 -38,367 -40,167 -39,551 488 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.3 0.0 98.8 94.8 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 2 24 27 27 30
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 22,023
COMMITMENTS
310 0 0 18,745 20,675 19,055 20,675 2,968 1,348
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -5,395)
0 -280 0 -6,478 -4,768 -6,478 -5,048 1,083 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 85.1 93.9 86.5 93.9 13.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 10 14 11 14
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 220,523
COMMITMENTS
2,295 0 182 197,646 212,089 200,123 212,271 20,400 8,252
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -10,544)
-1,601 -1,023 -686 -12,696 -8,901 -14,983 -10,610 4,439 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.1 89.6 96.2 90.7 96.3 9.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 0 2 28 30 30 32
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,514
COMMITMENTS
0 0 0 46,348 47,111 46,348 47,111 1,166 403
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -9,982)
0 0 0 -10,202 -9,618 -10,202 -9,618 220 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.5 99.2 97.5 99.2 2.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 15 15 15
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,002
COMMITMENTS
0 0 0 94,556 94,521 94,556 94,521 8,446 8,481
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 87)
0 -248 0 -1,105 50 -1,105 -198 1,192 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 91.8 91.8 91.8 8.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 13 18 13 18
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,533
COMMITMENTS
1,482 0 77 211,494 212,987 213,053 213,064 8,480 8,469
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -12,579)
-1,041 -2,786 -62 -14,035 -12,788 -15,138 -15,636 2,559 3,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 0.0 95.5 96.1 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 1 20 21 21 22
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,703
COMMITMENTS
0 0 0 121,552 123,701 121,552 123,701 10,151 8,002
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -9,243)
0 0 0 -13,850 -7,561 -13,850 -7,561 4,607 -1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 93.9 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 17 16 17
NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,588
COMMITMENTS
0 0 0 68,539 70,254 68,539 70,254 9,049 7,334
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,953)
0 0 0 -5,600 -1,956 -5,600 -1,956 2,647 -997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 90.5 88.3 90.5 11.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 16 16 16
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,523
COMMITMENTS
2,353 0 0 166,269 162,218 168,622 162,218 6,901 13,305
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -6,636)
-403 0 0 -6,020 -6,242 -6,423 -6,242 -213 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 94.7 92.4 96.1 92.4 3.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 17 14 17
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,912
COMMITMENTS
9,149 0 302 92,520 96,297 101,971 96,599 8,941 14,313
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -5,285)
1,135 0 0 -4,778 -9,876 -3,643 -9,876 -1,642 4,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.3 83.4 86.8 91.9 87.1 8.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 20 21 23 22
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,274
COMMITMENTS
1,178 1,860 0 54,712 54,949 55,890 56,809 1,384 465
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,224)
-342 -504 -280 -1,688 -1,461 -2,310 -2,245 86 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.2 0.0 95.5 95.9 97.6 99.2 2.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 13 17 14 20
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 208,825
COMMITMENTS
4,910 3,955 2,637 193,870 194,432 201,417 201,024 7,408 7,801
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -3,750)
-3 -499 64 -2,406 -4,018 -2,345 -4,453 -1,405 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.9 1.3 92.8 93.1 96.5 96.3 3.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 2 28 26 32 29
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 58,782
COMMITMENTS
1,712 0 0 56,109 54,160 57,821 54,160 961 4,622
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 3,906)
1,712 0 0 1,693 5,036 3,405 5,036 501 -1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 95.5 92.1 98.4 92.1 1.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 16 18 16
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 162,162
COMMITMENTS
0 1,584 0 157,799 154,873 157,799 156,457 4,363 5,705
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -10,755)
-58 19 -328 -10,224 -13,603 -10,610 -13,912 -145 3,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 97.3 95.5 97.3 96.5 2.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 27 22 27 23
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 42,932
COMMITMENTS
279 0 0 41,401 41,545 41,680 41,545 1,252 1,387
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -896)
0 0 0 -467 -1,158 -467 -1,158 -429 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.4 96.8 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 7 14 8 14
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,771
COMMITMENTS
1,208 0 0 85,594 91,143 86,802 91,143 6,969 2,628
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -738)
-248 0 0 -1,442 -1,927 -1,690 -1,927 952 1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 91.3 97.2 92.6 97.2 7.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 21 19 22 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 316,672
COMMITMENTS
0 0 0 306,128 310,857 306,128 310,857 10,544 5,815
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -14,247)
0 -3,216 0 -14,844 -13,172 -14,844 -16,388 597 2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 98.2 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 24 16 24 16
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 83,051
COMMITMENTS
0 2,568 0 75,923 71,464 75,923 74,032 7,128 9,019
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -4,660)
-648 856 0 -556 -248 -1,204 608 -3,456 -5,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 91.4 86.0 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 12 16 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 246,332
COMMITMENTS
0 3,779 0 240,397 238,132 240,397 241,911 5,935 4,421
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -8,585)
-462 1,661 -428 -11,005 -11,564 -11,895 -10,331 3,310 1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 97.6 96.7 97.6 98.2 2.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 18 19 18 20
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 35,118
COMMITMENTS
2,318 1,646 1,356 31,444 32,112 35,118 35,114 0 4
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 130)
206 277 -69 -7 -80 130 128 0 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.7 3.9 89.5 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 5 25 27 33 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 24,567
COMMITMENTS
1,000 513 727 22,720 23,302 24,447 24,542 120 25
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 478)
280 150 0 198 328 478 478 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.1 3.0 92.5 94.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 20 22 24 27
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 191,975
COMMITMENTS
62,783 2,979 3,352 125,176 184,794 191,311 191,125 664 850
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -8,506)
1,057 15 -1,160 -8,558 -7,672 -8,661 -8,817 155 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 1.6 1.7 65.2 96.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 8 13 29 38 45 55
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,756
COMMITMENTS
1,689 17,456 1,813 70,967 55,396 74,469 74,665 287 91
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,848)
-247 -2,357 216 -2,801 -737 -2,832 -2,878 -16 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 23.4 2.4 94.9 74.1 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 7 6 28 22 39 31
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| 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: 52,900
COMMITMENTS
357 5,107 1,611 50,719 46,062 52,687 52,780 213 120
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 1,272)
317 12 -8 942 1,268 1,251 1,272 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.7 3.0 95.9 87.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 5 20 18 25 24
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| 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: 41,500
COMMITMENTS
10,655 6,541 320 30,229 34,549 41,204 41,410 296 90
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,666)
25 -306 149 -1,577 -1,260 -1,403 -1,417 -263 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 15.8 0.8 72.8 83.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 3 23 22 27 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 51,595
COMMITMENTS
6,357 5,375 982 43,896 44,979 51,235 51,336 360 259
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,550)
-174 302 -386 -914 -1,493 -1,474 -1,577 -76 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.4 1.9 85.1 87.2 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 4 27 24 34 31
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,425
COMMITMENTS
484 9,331 239 65,147 56,166 65,870 65,736 555 689
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,526)
-3 134 -134 -2,443 -2,631 -2,580 -2,631 54 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 14.0 0.4 98.1 84.6 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 20 22 22 25
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,586
COMMITMENTS
1,295 11,105 120 81,678 71,941 83,093 83,166 493 420
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -3,523)
25 162 -162 -3,337 -3,943 -3,474 -3,943 -49 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.3 0.1 97.7 86.1 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 3 1 24 26 28 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 23,985
COMMITMENTS
0 275 0 23,949 23,425 23,949 23,700 36 285
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,102)
0 0 0 -2,097 -2,083 -2,097 -2,083 -5 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.8 97.7 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 14 16 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 38,177
COMMITMENTS
1,472 0 0 36,625 38,167 38,097 38,167 80 10
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -152)
-50 0 0 -90 -152 -140 -152 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.0 95.9 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 15 14 17 14
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 33,297
COMMITMENTS
500 5,910 60 32,537 27,327 33,097 33,297 200 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,122)
-250 290 0 -852 -1,412 -1,102 -1,122 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 17.7 0.2 97.7 82.1 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 18 15 21 18
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,625
COMMITMENTS
550 3,600 0 30,865 27,825 31,415 31,425 210 200
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,251)
-200 300 0 -1,031 -1,551 -1,231 -1,251 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.4 0.0 97.6 88.0 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 15 12 17 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 134,681
COMMITMENTS
9,996 6,686 8,163 115,814 119,620 133,973 134,469 708 212
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 667)
1,810 -325 -992 -192 2,059 626 742 41 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.0 6.1 86.0 88.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 6 11 36 38 55 51
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 36,634
COMMITMENTS
0 1,000 0 35,892 35,318 35,892 36,318 742 316
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 289)
0 -100 0 302 339 302 239 -13 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 98.0 96.4 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 15 14 16
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,053
COMMITMENTS
0 1,000 0 33,311 32,737 33,311 33,737 742 316
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 309)
0 -100 0 322 359 322 259 -13 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 97.8 96.1 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 15 14 16
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 36,762
COMMITMENTS
0 5,252 253 36,295 31,257 36,548 36,762 214 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,501)
0 212 -85 -1,398 -1,628 -1,483 -1,501 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.3 0.7 98.7 85.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 1 16 15 17 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 32,018
COMMITMENTS
675 3,057 51 31,078 28,910 31,804 32,018 214 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,683)
-517 -75 15 -1,163 -1,623 -1,665 -1,683 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.5 0.2 97.1 90.3 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 16 15 17 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 78,282
COMMITMENTS
5,882 1,765 673 70,882 75,218 77,437 77,656 845 626
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 2,348)
-51 -827 -10 1,991 3,211 1,930 2,374 418 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.3 0.9 90.5 96.1 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 3 4 20 22 27 28
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,836
COMMITMENTS
50 350 0 31,604 31,143 31,654 31,493 182 343
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,954)
-125 55 -5 -1,609 -1,971 -1,739 -1,921 -215 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.1 0.0 99.3 97.8 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 21 18 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 45,160
COMMITMENTS
2,612 50 0 42,228 45,062 44,840 45,112 320 48
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,955)
272 -100 0 -2,214 -1,860 -1,942 -1,960 -13 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.1 0.0 93.5 99.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 18 18 21 19
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,717
COMMITMENTS
2,832 0 6 36,406 39,531 39,244 39,537 473 180
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -3,799)
-203 0 0 -3,578 -3,799 -3,781 -3,799 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 91.7 99.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 1 21 20 25 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,853
COMMITMENTS
3,205 50 12 39,308 42,611 42,525 42,673 328 180
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -4,062)
54 -38 -160 -3,942 -3,864 -4,048 -4,062 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.1 0.0 91.7 99.4 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 1 21 18 26 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| 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: 69,782
COMMITMENTS
216 678 720 68,410 68,229 69,346 69,627 436 155
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -4,894)
-68 -111 -13 -4,847 -4,840 -4,928 -4,964 34 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 1.0 98.0 97.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 28 28 30 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 93,947
COMMITMENTS
1,671 750 1,862 89,866 91,166 93,399 93,778 548 169
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -4,464)
79 -673 562 -5,095 -4,320 -4,454 -4,431 -10 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.8 2.0 95.7 97.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 5 28 31 35 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,614
COMMITMENTS
1,271 520 738 49,230 50,356 51,239 51,614 375 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -3,120)
-264 -100 -100 -2,737 -2,920 -3,101 -3,120 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.0 1.4 95.4 97.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 4 23 19 29 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| 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: 43,526
COMMITMENTS
0 1,940 0 43,395 41,586 43,395 43,526 131 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,035)
0 320 -40 -990 -1,315 -1,030 -1,035 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 99.7 95.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 14 15 14 18
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| 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: 38,338
COMMITMENTS
0 910 0 38,091 37,167 38,091 38,077 247 261
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 127)
0 -81 0 117 8 117 -73 10 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 99.4 96.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 22 21 22 24
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 39,851
COMMITMENTS
50 2,276 12 38,776 37,281 38,838 39,569 1,013 282
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,966)
-118 -317 0 -2,736 -2,635 -2,854 -2,952 -112 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.7 0.0 97.3 93.6 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 1 21 19 23 23
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,070
COMMITMENTS
244 250 0 19,450 19,095 19,694 19,345 376 725
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,030)
-26 -525 -45 -1,936 -1,875 -2,007 -2,445 -23 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.2 0.0 96.9 95.1 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 15 16 17 17
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,195
COMMITMENTS
1,143 1,020 82 24,463 24,789 25,688 25,891 507 304
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,316)
-114 -244 15 -2,187 -2,041 -2,286 -2,270 -30 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.9 0.3 93.4 94.6 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 26 21 32 24
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 21,327
COMMITMENTS
3,030 1,677 10 17,376 19,300 20,416 20,987 911 340
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,509)
-160 -259 0 -2,083 -1,232 -2,243 -1,491 734 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.9 0.0 81.5 90.5 95.7 98.4 4.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 1 24 21 27 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,878
COMMITMENTS
1,409 0 51 13,398 14,805 14,858 14,856 20 22
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 150)
50 0 0 100 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.3 90.1 99.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 3 19 14 23 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 16,078
COMMITMENTS
682 0 10 15,366 16,068 16,058 16,078 20 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 100)
25 0 -25 100 125 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.1 95.6 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 14 8 16 9
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,396
COMMITMENTS
0 0 0 14,884 15,371 14,884 15,371 512 25
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,245)
-30 -50 0 -1,347 -1,195 -1,377 -1,245 132 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.7 99.8 96.7 99.8 3.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,465
COMMITMENTS
0 0 0 9,977 10,345 9,977 10,345 488 120
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -725)
-30 0 0 -843 -720 -873 -720 148 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 98.9 95.3 98.9 4.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 13 15 13
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,863
COMMITMENTS
2,880 0 0 41,833 44,863 44,713 44,863 150 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,551)
-90 -50 0 -1,430 -1,501 -1,520 -1,551 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 93.2 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 17 22 17
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,003
COMMITMENTS
2,820 0 0 45,033 48,003 47,853 48,003 150 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,566)
-85 0 0 -1,450 -1,566 -1,535 -1,566 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 93.8 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 21 17 23 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 91,114
COMMITMENTS
7,528 608 274 82,910 89,982 90,712 90,864 402 250
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -5,872)
-270 -192 -534 -4,965 -5,297 -5,769 -6,023 -103 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.7 0.3 91.0 98.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 2 35 30 41 34
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 108,807
COMMITMENTS
10,156 1,100 686 97,738 106,944 108,580 108,730 227 77
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -7,484)
-419 -121 -482 -6,536 -6,865 -7,437 -7,468 -47 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.0 0.6 89.8 98.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 4 3 38 33 47 38
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 624,771
COMMITMENTS
84,232 8,958 77,598 462,227 538,034 624,058 624,591 713 180
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 260)
408 370 4,975 -5,476 -5,080 -94 264 354 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 1.4 12.4 74.0 86.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 17 26 42 47 76 79
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,258
COMMITMENTS
3,532 0 0 14,641 19,213 18,173 19,213 1,085 45
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,370)
-150 0 0 -1,400 -1,385 -1,550 -1,385 180 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.0 0.0 76.0 99.8 94.4 99.8 5.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 14 16 14
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,421
COMMITMENTS
2,246 0 0 13,240 16,376 15,486 16,376 935 45
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,262)
-190 0 0 -1,347 -1,277 -1,537 -1,277 275 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 80.6 99.7 94.3 99.7 5.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 14 15 14
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 36,090
COMMITMENTS
3,615 80 250 31,930 35,410 35,795 35,740 295 350
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -630)
140 -700 -120 -680 195 -660 -625 30 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.2 0.7 88.5 98.1 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 3 23 28 28 33
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 42,126
COMMITMENTS
2,490 7,085 3,035 36,531 31,956 42,056 42,076 70 50
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 1,594)
230 310 -250 1,647 1,534 1,627 1,594 -33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 16.8 7.2 86.7 75.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 3 24 22 30 25
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 31,275
COMMITMENTS
2,450 4,165 0 28,825 26,930 31,275 31,095 0 180
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,062)
-330 -120 0 -1,713 -1,941 -2,043 -2,061 -19 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.3 0.0 92.2 86.1 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 19 20 22 22
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,129
COMMITMENTS
199 250 219 1,481 1,227 1,899 1,696 230 433
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -293)
-156 35 -95 23 -111 -228 -171 -65 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.7 10.3 69.6 57.6 89.2 79.7 10.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 3 6 16 13 24 21
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV Code-06639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 1,116
COMMITMENTS
0 155 40 1,061 906 1,101 1,101 15 15
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,845)
-182 -744 -614 -758 -467 -1,554 -1,825 -291 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.9 3.6 95.1 81.2 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 1 11 11 12 15
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,567
COMMITMENTS
460 581 712 4,866 4,443 6,038 5,736 529 831
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -868)
22 -136 -53 -416 -261 -447 -450 -421 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.8 10.8 74.1 67.7 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 9 12 26 30 39 45
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,167
COMMITMENTS
9,763 25 1,284 16,005 25,629 27,053 26,938 114 229
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -3,776)
-2,333 15 5 -1,359 -3,512 -3,688 -3,492 -88 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 0.1 4.7 58.9 94.3 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 4 32 33 39 37
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,210
COMMITMENTS
1,263 1,665 486 9,291 8,282 11,040 10,433 170 777
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,525)
-422 975 -841 -1,160 -2,846 -2,423 -2,712 -102 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 14.9 4.3 82.9 73.9 98.5 93.1 1.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 2 16 21 21 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,585
COMMITMENTS
4,504 1,768 589 7,233 9,343 12,326 11,700 259 885
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -1,777)
-1,105 -42 -33 -727 -1,768 -1,865 -1,843 88 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 14.0 4.7 57.5 74.2 97.9 93.0 2.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 3 8 24 30 34 39
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,459
COMMITMENTS
0 1,685 61 11,103 9,444 11,164 11,190 295 269
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -863)
0 -164 9 -846 -767 -837 -922 -26 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 0.5 96.9 82.4 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 16 20 17 23
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 32,000
COMMITMENTS
20,171 1,439 631 10,552 29,700 31,354 31,770 646 230
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -5,827)
-3,276 -493 -54 -1,783 -4,888 -5,113 -5,435 -714 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 4.5 2.0 33.0 92.8 98.0 99.3 2.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 3 15 26 20 31
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 66,480
COMMITMENTS
11,888 21,840 2,388 51,526 41,788 65,802 66,016 678 464
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -5,658)
-23 -2,153 -941 -3,892 -2,200 -4,856 -5,294 -802 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 32.9 3.6 77.5 62.9 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 11 14 68 58 89 76
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,568
COMMITMENTS
58 41 226 1,771 1,951 2,055 2,218 513 350
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -658)
-127 -149 -51 -227 -226 -405 -426 -253 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.6 8.8 69.0 76.0 80.0 86.4 20.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 4 14 15 18 19
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 17,508
COMMITMENTS
180 551 509 16,819 16,403 17,508 17,463 0 45
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.1 2.9 96.1 93.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 15 17 17 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 56,768
COMMITMENTS
0 0 0 56,765 55,956 56,765 55,956 3 812
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 2,218)
0 -79 0 2,218 2,238 2,218 2,159 0 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 98.6 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 25 23 25 23
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,594
COMMITMENTS
0 0 0 19,459 19,517 19,459 19,517 135 77
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 3,639)
0 0 0 3,639 3,639 3,639 3,639 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 17 18 17
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 117,635
COMMITMENTS
0 7,477 26 108,284 91,367 108,310 98,870 9,325 18,765
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: 1,465)
0 -535 10 1,935 1,210 1,945 685 -480 780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 0.0 92.1 77.7 92.1 84.0 7.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 17 16 18
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,489
COMMITMENTS
802 335 24 4,443 5,130 5,269 5,489 220 0
CHANGES FROM 03/01/22 (CHANGE IN OPEN INTEREST: -2,341)
-87 -65 -105 -2,031 -2,071 -2,223 -2,241 -118 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 6.1 0.4 80.9 93.5 96.0 100.0 4.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 1 12 13 15 17
Updated March 11, 2022