NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 185,679
COMMITMENTS
72,420 13,305 9,425 103,834 162,949 185,679 185,679 0 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 7.2 5.1 55.9 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 3 5 15 14 27 20
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 235,843
COMMITMENTS
41,445 64,986 13,270 181,107 157,587 235,822 235,843 21 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 380)
2,180 -150 -1,192 -608 1,722 380 380 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 27.6 5.6 76.8 66.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 6 11 21 12 35 26
CALIF CARBON 21 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 2,371
COMMITMENTS
649 813 9 1,635 1,489 2,293 2,311 78 60
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 36)
33 5 -5 0 36 28 36 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 34.3 0.4 69.0 62.8 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 1 10 9 18 14
CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 226,685
COMMITMENTS
115,682 62,128 50,469 59,125 113,096 225,275 225,693 1,410 992
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 8,283)
1,302 -1,214 3,790 3,244 5,745 8,336 8,321 -53 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 27.4 22.3 26.1 49.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
76 17 41 33 26 121 73
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 25,375
COMMITMENTS
10,245 11,061 2,576 12,554 11,738 25,375 25,375 0 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 43.6 10.2 49.5 46.3 100.0 100.0 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 03/22/22 |
--------------------------------------------------------------| 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: 14,935
COMMITMENTS
2,101 1,641 179 12,655 13,115 14,935 14,935 0 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 50)
0 100 0 50 -50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 11.0 1.2 84.7 87.8 100.0 100.0 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 03/22/22 |
--------------------------------------------------------------| 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: 16,119
COMMITMENTS
1,060 5,356 240 14,819 10,523 16,119 16,119 0 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 33.2 1.5 91.9 65.3 100.0 100.0 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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 36,458
COMMITMENTS
11,739 12,707 1,605 23,114 22,146 36,458 36,458 0 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 34.9 4.4 63.4 60.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 2 16 7 23 11
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 10,947
COMMITMENTS
2,711 50 300 7,936 10,597 10,947 10,947 0 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 0.5 2.7 72.5 96.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 10 9 14 10
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 41,017
COMMITMENTS
13,900 5,994 1,075 25,970 33,937 40,945 41,006 72 11
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 3,986)
-769 2,930 1,075 3,700 -19 4,006 3,986 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 14.6 2.6 63.3 82.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 6 2 15 12 36 19
RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 60,969
COMMITMENTS
11,866 11,656 324 48,526 48,943 60,716 60,923 253 46
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -1,838)
295 -200 -16 -2,095 -1,624 -1,816 -1,839 -22 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 19.1 0.5 79.6 80.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 9 5 20 11 42 22
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,710
COMMITMENTS
85 233 193 4,236 4,191 4,514 4,617 196 93
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 128)
0 8 6 104 110 110 124 18 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.9 4.1 89.9 89.0 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 17 21 20
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,917
COMMITMENTS
4,273 555 1,745 15,499 19,342 21,517 21,642 400 275
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,275)
-30 21 420 730 684 1,120 1,125 155 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 2.5 8.0 70.7 88.3 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 6 34 41 41 47
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 16,985
COMMITMENTS
1,014 5,378 851 14,984 10,746 16,849 16,975 136 10
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 235)
0 185 -15 250 65 235 235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 31.7 5.0 88.2 63.3 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 5 26 20 31 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 4,288
COMMITMENTS
0 1,453 205 4,063 2,630 4,268 4,288 20 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 282)
0 -23 120 162 185 282 282 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 33.9 4.8 94.8 61.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 4 15 14 19 19
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,546,763
COMMITMENTS
977,340 68,436 679,288 4845307 5789285 6501935 6537009 44,828 9,754
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 63,979)
57,037 -30,607 28,282 -19,279 66,752 66,040 64,427 -2,061 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 1.0 10.4 74.0 88.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
57 17 54 152 128 222 186
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,095,894
COMMITMENTS
266,907 75,508 1241689 1584204 1775977 3092800 3093174 3,095 2,721
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 299,109)
-8,240 14,343 176,496 130,780 108,015 299,036 298,854 72 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.4 40.1 51.2 57.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 11 35 50 56 87 91
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 194,624
COMMITMENTS
740 84 552 171,115 185,673 172,407 186,309 22,217 8,315
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 642)
702 -338 -272 -1,277 556 -847 -54 1,489 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.3 87.9 95.4 88.6 95.7 11.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 24 20 26 22
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 136,352
COMMITMENTS
0 0 0 121,226 125,885 121,226 125,885 15,126 10,467
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 422)
0 0 0 294 394 294 394 128 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.9 92.3 88.9 92.3 11.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 18 18 18
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,958
COMMITMENTS
4,038 0 0 250,151 266,703 254,189 266,703 21,769 9,255
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 4,216)
-548 0 0 6,522 2,519 5,974 2,519 -1,758 1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 90.6 96.6 92.1 96.6 7.9 3.4
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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 780,664
COMMITMENTS
5,529 1,010 1,839 766,373 775,379 773,741 778,228 6,923 2,436
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 13,912)
-243 -197 -294 15,296 15,868 14,759 15,377 -847 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.1 0.2 98.2 99.3 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 1 42 33 45 34
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 314,779
COMMITMENTS
6,626 3,648 0 295,027 301,874 301,653 305,522 13,126 9,257
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,381)
1,127 -750 -271 4,382 2,373 5,238 1,352 -2,857 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.2 0.0 93.7 95.9 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 2 0 36 30 37 32
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 659,451
COMMITMENTS
2,286 21,868 270 650,070 630,268 652,626 652,406 6,825 7,045
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 17,265)
-184 4,863 177 17,319 12,499 17,312 17,539 -47 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.0 98.6 95.6 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
1 6 1 41 40 43 46
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 551,248
COMMITMENTS
2,771 21,565 717 536,973 511,911 540,461 534,193 10,787 17,055
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -1,854)
85 56 353 -2,009 -2,081 -1,571 -1,672 -283 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.9 0.1 97.4 92.9 98.0 96.9 2.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 3 41 30 45 36
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 39,358
COMMITMENTS
0 0 0 37,577 38,438 37,577 38,438 1,781 920
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,994)
0 0 0 3,700 3,093 3,700 3,093 -706 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 97.7 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 18 15 18 15
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 346,099
COMMITMENTS
21,311 0 1,600 312,163 330,966 335,074 332,566 11,025 13,533
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 4,295)
-295 0 458 5,133 2,584 5,296 3,042 -1,001 1,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.5 90.2 95.6 96.8 96.1 3.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 2 21 22 23 24
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 229,804
COMMITMENTS
0 4,459 244 223,977 220,150 224,221 224,853 5,583 4,951
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 7,339)
0 1,423 0 6,905 5,605 6,905 7,028 434 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.1 97.5 95.8 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 22 20 23 21
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 273,465
COMMITMENTS
0 14,377 366 269,949 249,793 270,315 264,536 3,150 8,929
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 4,166)
0 0 0 3,524 5,060 3,524 5,060 642 -894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.1 98.7 91.3 98.8 96.7 1.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 16 25 17 28
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,060
COMMITMENTS
4,588 1,104 1,104 51,943 57,050 57,635 59,258 2,425 802
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 11,828)
62 -658 298 10,552 12,068 10,912 11,708 916 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.8 1.8 86.5 95.0 96.0 98.7 4.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 2 14 16 20 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 760,001
COMMITMENTS
19,491 1,895 6,384 720,440 744,606 746,315 752,885 13,686 7,116
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 6,754)
1,905 -224 1,790 4,390 4,415 8,085 5,981 -1,331 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.2 0.8 94.8 98.0 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 5 5 51 39 57 47
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,341
COMMITMENTS
0 5,569 5,773 193,715 189,979 199,488 201,321 7,853 6,020
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 611)
0 -1,707 637 551 1,186 1,188 116 -577 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 2.8 93.4 91.6 96.2 97.1 3.8 2.9
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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,999
COMMITMENTS
990 4,480 3,314 132,042 134,905 136,346 142,699 7,653 1,300
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 11,874)
990 1,054 1,200 8,834 10,232 11,024 12,486 850 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 2.3 91.7 93.7 94.7 99.1 5.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 20 23 22 27
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 176,826
COMMITMENTS
17,546 8,306 4,610 150,698 163,026 172,854 175,942 3,972 884
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 12,024)
-1,080 1,174 1,200 9,594 9,560 9,714 11,934 2,310 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.7 2.6 85.2 92.2 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
5 6 2 32 41 37 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,185
COMMITMENTS
248 8,231 17 240,427 231,381 240,692 239,629 1,493 2,556
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 17,658)
0 -1,254 -61 17,513 18,308 17,452 16,993 206 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.4 0.0 99.3 95.5 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 1 28 29 30 32
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 27,627
COMMITMENTS
582 54 186 24,149 26,531 24,917 26,771 2,710 856
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,972)
272 0 0 2,797 2,852 3,069 2,852 -97 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 0.7 87.4 96.0 90.2 96.9 9.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 15 16 18 17
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 226,874
COMMITMENTS
6,976 513 791 205,689 217,239 213,456 218,543 13,418 8,331
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 7,344)
2,639 -26 -103 7,607 6,655 10,143 6,526 -2,799 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.2 0.3 90.7 95.8 94.1 96.3 5.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 3 31 32 37 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,264
COMMITMENTS
0 0 0 56,104 56,249 56,104 56,249 1,160 1,015
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 9,510)
0 0 0 9,696 8,898 9,696 8,898 -186 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 98.2 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 15 19 15 19
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,251
COMMITMENTS
0 0 0 98,980 98,483 98,980 98,483 8,271 8,768
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 4,123)
0 0 0 4,394 3,748 4,394 3,748 -271 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 91.8 92.3 91.8 7.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 18 13 18
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 251,717
COMMITMENTS
0 1,712 0 246,597 241,485 246,597 243,197 5,120 8,520
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 20,373)
-1,154 0 -77 23,272 19,212 22,041 19,135 -1,668 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.0 98.0 95.9 98.0 96.6 2.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 25 24 25 25
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,785
COMMITMENTS
0 0 0 130,645 133,900 130,645 133,900 11,140 7,885
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 677)
0 0 0 289 533 289 533 388 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 94.4 92.1 94.4 7.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 18 19 18
NWP SUMAS BASIS - ICE FUTURES ENERGY DIV Code-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,258
COMMITMENTS
0 0 0 70,209 71,561 70,209 71,561 9,049 7,697
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 394)
0 0 0 364 335 364 335 30 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.6 90.3 88.6 90.3 11.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 16 17 16
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 175,771
COMMITMENTS
2,567 0 0 169,222 163,560 171,789 163,560 3,982 12,211
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 425)
92 0 0 3,284 1,398 3,376 1,398 -2,951 -973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 96.3 93.1 97.7 93.1 2.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 17 15 17
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,876
COMMITMENTS
10,135 0 302 96,954 106,886 107,391 107,188 11,485 11,688
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5,486)
835 0 0 3,509 6,087 4,344 6,087 1,142 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.3 81.6 89.9 90.3 90.2 9.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 1 21 24 24 25
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,524
COMMITMENTS
1,178 1,860 0 62,962 63,199 64,140 65,059 1,384 465
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 8,250)
0 0 0 8,250 8,250 8,250 8,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.8 0.0 96.1 96.5 97.9 99.3 2.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 15 17 16 20
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 215,636
COMMITMENTS
4,910 4,008 2,233 198,785 201,847 205,928 208,088 9,708 7,548
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 4,140)
0 53 -404 2,425 5,348 2,021 4,997 2,119 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 1.0 92.2 93.6 95.5 96.5 4.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 2 28 29 32 32
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 72,798
COMMITMENTS
1,712 0 0 69,483 65,638 71,195 65,638 1,603 7,160
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 7,475)
0 0 0 6,833 6,221 6,833 6,221 642 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 95.4 90.2 97.8 90.2 2.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 17 17 18 17
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 170,629
COMMITMENTS
0 2,012 0 162,798 162,730 162,798 164,742 7,831 5,887
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5,660)
0 428 0 2,799 5,112 2,799 5,540 2,861 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.4 95.4 95.4 96.5 4.6 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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 49,218
COMMITMENTS
279 0 0 47,824 48,660 48,103 48,660 1,115 558
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5,644)
0 0 0 5,781 6,473 5,781 6,473 -137 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 97.2 98.9 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 9 15 10 15
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 104,686
COMMITMENTS
1,208 0 0 93,940 101,332 95,148 101,332 9,538 3,354
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5,274)
0 0 0 2,674 5,676 2,674 5,676 2,600 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 89.7 96.8 90.9 96.8 9.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 20 20 21 20
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 44,345
COMMITMENTS
0 86 184 39,560 43,318 39,744 43,588 4,601 757
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 7,680)
0 86 184 6,888 6,929 7,072 7,199 608 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 89.2 97.7 89.6 98.3 10.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 14 16 15
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 327,749
COMMITMENTS
0 4,609 0 316,959 317,752 316,959 322,361 10,790 5,388
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 6,039)
0 4,609 0 7,440 1,825 7,440 6,434 -1,401 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 96.7 96.9 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 25 18 25 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 84,721
COMMITMENTS
0 2,996 0 78,021 72,920 78,021 75,916 6,700 8,805
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,073)
0 428 0 859 859 859 1,287 214 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 92.1 86.1 92.1 89.6 7.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 12 17 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 257,845
COMMITMENTS
0 3,930 0 249,656 248,187 249,656 252,117 8,189 5,728
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,151)
0 -216 -856 1,007 1,869 151 797 2,000 1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 96.8 96.3 96.8 97.8 3.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 19 19 19 20
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 36,211
COMMITMENTS
2,423 1,554 1,453 32,330 33,200 36,206 36,207 5 4
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 436)
24 -217 108 299 545 431 436 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.3 4.0 89.3 91.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 5 26 29 33 36
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 25,611
COMMITMENTS
1,010 738 802 23,679 24,046 25,491 25,586 120 25
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 490)
-75 75 10 555 405 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.9 3.1 92.5 93.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 20 21 24 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 196,432
COMMITMENTS
67,789 2,200 4,258 123,688 189,193 195,735 195,651 697 781
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 3,767)
4,030 -447 886 -1,169 2,960 3,747 3,399 20 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 1.1 2.2 63.0 96.3 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 9 16 33 40 52 59
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 80,959
COMMITMENTS
3,171 17,554 2,314 75,186 61,001 80,671 80,869 288 90
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5,791)
1,349 358 395 4,047 5,038 5,791 5,791 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 21.7 2.9 92.9 75.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 7 6 28 23 39 32
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| 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: 53,802
COMMITMENTS
350 5,679 1,066 52,167 47,057 53,583 53,802 219 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 537)
158 567 -540 919 630 537 657 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.6 2.0 97.0 87.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 5 19 18 24 24
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 42,682
COMMITMENTS
10,546 6,591 344 31,657 35,622 42,547 42,557 135 125
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 754)
-20 50 20 754 689 754 759 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 15.4 0.8 74.2 83.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 3 24 23 28 28
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 53,847
COMMITMENTS
6,516 5,413 1,003 45,665 47,138 53,184 53,554 663 293
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,352)
240 25 9 1,083 1,329 1,332 1,363 20 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 10.1 1.9 84.8 87.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 5 5 27 24 36 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,461
COMMITMENTS
442 9,331 288 66,102 57,282 66,832 66,901 629 560
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,121)
-2 0 24 1,047 1,097 1,069 1,121 52 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.8 0.4 98.0 84.9 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 21 22 24 25
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,850
COMMITMENTS
1,253 11,105 139 83,830 74,136 85,222 85,380 628 470
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,976)
-2 0 14 1,919 1,962 1,931 1,976 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 12.9 0.2 97.6 86.4 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 2 26 26 31 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 25,466
COMMITMENTS
0 375 0 25,430 24,806 25,430 25,181 36 285
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 988)
0 100 0 988 888 988 988 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 99.9 97.4 99.9 98.9 0.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 17 17 17 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 38,447
COMMITMENTS
1,572 0 0 36,795 38,447 38,367 38,447 80 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 300)
100 0 0 200 310 300 310 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 95.7 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 17 17 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 33,896
COMMITMENTS
500 5,910 60 33,136 27,926 33,696 33,896 200 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 599)
0 0 0 599 599 599 599 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 17.4 0.2 97.8 82.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 18 16 21 19
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,475
COMMITMENTS
550 3,600 0 30,715 27,675 31,265 31,275 210 200
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -150)
0 0 0 -150 -150 -150 -150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.4 0.0 97.6 87.9 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 15 13 17 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 139,794
COMMITMENTS
11,528 6,851 8,424 119,335 124,163 139,287 139,438 507 356
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,921)
1,015 -95 204 940 1,727 2,159 1,836 -238 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.9 6.0 85.4 88.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 5 12 35 38 55 52
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 36,534
COMMITMENTS
0 1,000 0 35,792 35,218 35,792 36,218 742 316
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,953
COMMITMENTS
0 1,000 0 33,211 32,637 33,211 33,637 742 316
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 37,204
COMMITMENTS
0 5,480 213 36,772 31,511 36,985 37,204 219 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 161)
0 48 -40 196 153 156 161 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 0.6 98.8 84.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 1 17 15 18 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 32,376
COMMITMENTS
447 3,057 140 31,570 29,179 32,157 32,376 219 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 111)
-48 0 0 154 111 106 111 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.4 0.4 97.5 90.1 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 17 15 18 18
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 82,852
COMMITMENTS
6,276 1,487 1,162 74,289 79,572 81,727 82,221 1,125 631
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 312)
444 -398 350 -487 360 307 312 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.8 1.4 89.7 96.0 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 3 5 21 23 30 29
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,667
COMMITMENTS
0 410 50 32,425 31,875 32,475 32,335 192 332
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 442)
-50 60 50 432 343 432 453 10 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.2 99.3 97.6 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 4 1 22 21 23 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 46,790
COMMITMENTS
4,997 0 50 41,413 46,686 46,460 46,736 330 54
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -141)
945 -50 50 -1,136 -142 -141 -142 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.1 88.5 99.8 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 18 20 22 21
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,479
COMMITMENTS
2,932 0 6 38,068 41,293 41,006 41,299 473 180
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 0.0 91.8 99.6 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 1 21 21 25 22
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,068
COMMITMENTS
3,141 50 12 40,587 43,826 43,740 43,888 328 180
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 500)
-63 0 0 563 500 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.1 0.0 92.1 99.5 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 1 23 18 28 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| 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: 73,303
COMMITMENTS
117 225 892 71,847 72,034 72,856 73,151 447 152
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 824)
26 -179 106 692 897 824 824 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 1.2 98.0 98.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 29 28 32 30
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 96,928
COMMITMENTS
1,970 806 2,359 91,971 93,609 96,300 96,774 628 154
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 765)
-35 -494 439 308 785 712 730 53 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.8 2.4 94.9 96.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 5 30 31 37 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 54,483
COMMITMENTS
971 445 728 52,409 53,310 54,108 54,483 375 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,524)
-50 0 -25 2,599 2,549 2,524 2,524 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.8 1.3 96.2 97.8 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 4 22 18 28 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| 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: 48,256
COMMITMENTS
0 1,090 30 48,035 47,136 48,065 48,256 191 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 4,620)
0 -550 30 4,590 5,140 4,620 4,620 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.1 99.5 97.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 14 14 15 17
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| 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: 38,752
COMMITMENTS
0 1,026 0 38,468 37,466 38,468 38,492 284 260
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 511)
0 16 0 475 495 475 511 36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 99.3 96.7 99.3 99.3 0.7 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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 40,877
COMMITMENTS
175 2,895 415 39,392 37,276 39,982 40,586 895 291
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 371)
0 168 125 205 97 330 390 41 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.1 1.0 96.4 91.2 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 21 18 24 22
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 22,817
COMMITMENTS
244 250 0 22,116 21,952 22,360 22,202 457 615
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5)
0 0 0 5 5 5 5 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 1.1 0.0 96.9 96.2 98.0 97.3 2.0 2.7
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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 26,846
COMMITMENTS
1,150 1,170 112 25,320 25,295 26,582 26,577 264 269
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 287)
0 120 40 245 127 285 287 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.4 0.4 94.3 94.2 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 3 27 22 33 25
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 21,591
COMMITMENTS
3,030 1,742 10 18,005 19,469 21,045 21,221 546 370
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 114)
0 75 0 113 9 113 84 1 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.1 0.0 83.4 90.2 97.5 98.3 2.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 1 25 20 28 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,751
COMMITMENTS
1,284 0 51 13,396 14,678 14,731 14,729 20 22
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -25)
-25 0 0 0 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 0.3 90.8 99.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 3 19 13 23 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 16,022
COMMITMENTS
682 0 4 15,316 16,018 16,002 16,022 20 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.0 95.6 100.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 14 9 16 10
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,571
COMMITMENTS
0 0 0 14,999 15,546 14,999 15,546 572 25
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 75)
0 0 0 15 75 15 75 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 99.8 96.3 99.8 3.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 13 18 13
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 10,790
COMMITMENTS
0 0 0 10,242 10,670 10,242 10,670 548 120
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 225)
0 0 0 165 225 165 225 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 98.9 94.9 98.9 5.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 16 14 16 14
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,368
COMMITMENTS
2,880 0 0 41,338 44,368 44,218 44,368 150 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 320)
0 0 0 320 320 320 320 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 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 16 22 16
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 47,638
COMMITMENTS
2,820 0 0 44,668 47,638 47,488 47,638 150 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 405)
0 0 0 405 405 405 405 0 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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 87,807
COMMITMENTS
8,038 851 366 79,006 86,395 87,410 87,612 397 195
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -4,611)
85 135 15 -4,705 -4,814 -4,605 -4,664 -6 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.0 0.4 90.0 98.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 5 4 36 31 43 37
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 101,958
COMMITMENTS
11,260 1,185 686 89,772 99,975 101,718 101,846 240 112
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -8,842)
730 -15 -11 -9,570 -8,862 -8,851 -8,888 9 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 1.2 0.7 88.0 98.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 4 3 38 35 47 40
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 637,292
COMMITMENTS
92,770 9,745 80,353 462,052 546,921 635,175 637,019 2,117 273
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 6,799)
4,697 1,109 2,448 -1,916 3,153 5,229 6,710 1,570 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 1.5 12.6 72.5 85.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
25 15 25 46 50 79 82
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,238
COMMITMENTS
3,507 0 0 14,656 19,178 18,163 19,178 1,075 60
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 70)
-25 0 0 105 55 80 55 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.0 0.0 76.2 99.7 94.4 99.7 5.6 0.3
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 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,386
COMMITMENTS
2,246 0 0 13,220 16,306 15,466 16,306 920 80
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 55)
0 0 0 70 20 70 20 -15 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 80.7 99.5 94.4 99.5 5.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 15 14 16 14
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 33,595
COMMITMENTS
3,440 30 5 29,895 33,060 33,340 33,095 255 500
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -1,600)
-180 -140 -110 -1,125 -1,375 -1,415 -1,625 -185 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.1 0.0 89.0 98.4 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 11 11 14 12
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 44,026
COMMITMENTS
2,450 7,085 3,035 38,451 33,906 43,936 44,026 90 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 376)
-40 0 0 416 376 376 376 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 16.1 6.9 87.3 77.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 3 26 24 32 27
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 33,015
COMMITMENTS
2,630 4,165 0 30,375 28,625 33,005 32,790 10 225
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,630)
180 0 0 1,450 1,585 1,630 1,585 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 12.6 0.0 92.0 86.7 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 0 19 21 23 23
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,487
COMMITMENTS
230 402 238 1,689 1,328 2,157 1,968 330 519
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 168)
-20 41 20 88 66 88 127 80 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 16.2 9.6 67.9 53.4 86.7 79.1 13.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 6 6 18 13 27 22
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV Code-06639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 1,301
COMMITMENTS
0 282 25 1,256 986 1,281 1,293 20 8
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.7 1.9 96.5 75.8 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 1 12 11 13 15
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,180
COMMITMENTS
400 698 892 5,306 4,676 6,598 6,266 582 914
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 347)
22 4 111 244 137 377 252 -30 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.7 12.4 73.9 65.1 91.9 87.3 8.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 9 12 29 32 42 47
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,223
COMMITMENTS
10,253 55 1,253 18,574 28,686 30,079 29,994 144 229
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,647)
372 20 -156 1,446 1,783 1,662 1,647 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 0.2 4.1 61.5 94.9 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 1 4 32 34 39 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,115
COMMITMENTS
1,694 1,320 660 10,394 10,152 12,748 12,132 367 983
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -106)
145 -425 63 -532 65 -324 -297 218 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.1 5.0 79.3 77.4 97.2 92.5 2.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 3 16 21 23 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 14,159
COMMITMENTS
5,205 1,861 549 8,094 10,779 13,848 13,189 311 970
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 345)
226 5 -140 206 411 292 276 53 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 13.1 3.9 57.2 76.1 97.8 93.1 2.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 7 26 31 35 40
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,897
COMMITMENTS
1 1,752 81 11,509 9,795 11,591 11,628 306 269
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 149)
1 37 21 121 91 143 149 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 0.7 96.7 82.3 97.4 97.7 2.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 16 20 17 23
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 38,582
COMMITMENTS
25,965 1,165 1,012 10,959 36,319 37,936 38,496 646 86
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,480)
2,100 0 0 380 2,624 2,480 2,624 0 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 3.0 2.6 28.4 94.1 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 3 17 28 23 33
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 72,235
COMMITMENTS
12,508 26,751 3,205 55,742 41,757 71,455 71,713 780 522
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,393)
1,000 1,586 246 1,312 776 2,558 2,608 -165 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 37.0 4.4 77.2 57.8 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
17 9 14 69 60 91 78
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,086
COMMITMENTS
209 82 292 1,887 2,175 2,388 2,549 698 537
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 282)
23 3 41 23 82 87 126 195 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.7 9.5 61.1 70.5 77.4 82.6 22.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 5 13 14 19 19
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 16,954
COMMITMENTS
180 551 509 16,265 15,894 16,954 16,954 0 0
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 339)
0 0 0 339 339 339 339 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.2 3.0 95.9 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 16 18 18 19
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 50,064
COMMITMENTS
0 139 0 50,005 49,238 50,005 49,377 59 687
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -6,628)
0 139 0 -6,672 -6,572 -6,672 -6,433 44 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 99.9 98.4 99.9 98.6 0.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 0 25 21 25 22
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,296
COMMITMENTS
0 0 0 19,296 19,232 19,296 19,232 0 64
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -1,374)
0 0 0 -1,269 -1,331 -1,269 -1,331 -105 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 17 19 17 19
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 119,989
COMMITMENTS
0 7,522 26 108,756 93,016 108,782 100,564 11,207 19,425
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 949)
0 45 0 -673 244 -673 289 1,622 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.0 90.6 77.5 90.7 83.8 9.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 16 16 17
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,818
COMMITMENTS
817 260 107 4,671 5,429 5,595 5,796 223 22
CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 13)
15 -50 58 -42 -17 31 -9 -18 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 4.5 1.8 80.3 93.3 96.2 99.6 3.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 3 12 12 17 16
Updated March 25, 2022