NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 130,354
COMMITMENTS
38,014 8,776 5,170 87,170 116,408 130,354 130,354 0 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,350)
-700 -100 550 1,500 900 1,350 1,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 6.7 4.0 66.9 89.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 5 4 17 8 24 15
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 272,211
COMMITMENTS
74,539 27,810 18,021 179,652 226,380 272,211 272,211 0 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 953)
3,927 -117 -783 -2,191 1,853 953 953 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.2 6.6 66.0 83.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 6 8 27 24 43 34
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 30,236
COMMITMENTS
9,713 2,146 5,836 14,672 22,253 30,221 30,235 15 1
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,379)
-124 10 633 880 736 1,389 1,379 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 7.1 19.3 48.5 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 3 4 8 7 26 13
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 13,669
COMMITMENTS
2,265 5,579 767 10,628 7,266 13,660 13,612 9 57
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 962)
313 -132 252 401 839 966 959 -4 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 40.8 5.6 77.8 53.2 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 17 4 6 7 14 28
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 30,408
COMMITMENTS
5,921 6,181 3,327 21,159 20,900 30,407 30,408 1 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 20.3 10.9 69.6 68.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 13 10 18 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,475
COMMITMENTS
6,800 28,150 5,225 23,450 2,100 35,475 35,475 0 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 775)
200 375 400 175 0 775 775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 79.4 14.7 66.1 5.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 10 5 7 3 17 16
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 6,426
COMMITMENTS
2,177 1,732 6 4,243 4,680 6,426 6,418 0 8
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,390)
200 405 0 1,190 985 1,390 1,390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 27.0 0.1 66.0 72.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 1 5 6 14 11
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 7,642
COMMITMENTS
950 1,300 0 6,692 6,342 7,642 7,642 0 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 17.0 0.0 87.6 83.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 0 7 12 9 15
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 38,324
COMMITMENTS
18,255 6,151 2,627 17,442 29,546 38,324 38,324 0 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -853)
-342 -1,512 0 -511 659 -853 -853 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 16.0 6.9 45.5 77.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 2 2 12 11 18 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,280
COMMITMENTS
10,522 8,817 0 18,758 20,451 29,280 29,268 0 12
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 30.1 0.0 64.1 69.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 0 12 6 16 8
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 25,737
COMMITMENTS
3,505 300 2,395 19,837 23,042 25,737 25,737 0 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -50)
-94 0 -156 200 106 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 1.2 9.3 77.1 89.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 1 2 12 13 20 16
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 209,325
COMMITMENTS
130,553 67,863 29,914 48,566 111,506 209,034 209,283 291 42
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -3,155)
-1,583 -469 -196 -1,380 -2,481 -3,158 -3,145 3 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 32.4 14.3 23.2 53.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
77 19 41 32 27 121 77
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,959
COMMITMENTS
9,565 7,052 1,727 27,617 30,171 38,909 38,950 50 9
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,648)
863 498 749 2,051 2,401 3,664 3,649 -16 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 18.1 4.4 70.9 77.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 8 8 12 13 31 26
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 57,152
COMMITMENTS
17,848 9,793 5,551 33,691 41,804 57,090 57,148 62 4
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,267)
926 31 881 533 1,364 2,340 2,276 -73 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 17.1 9.7 58.9 73.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 8 11 23 16 52 31
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 6,804
COMMITMENTS
1,569 0 55 5,071 6,749 6,695 6,804 109 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,385)
630 0 40 715 1,345 1,385 1,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.0 0.8 74.5 99.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 14 17 17 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,564
COMMITMENTS
11,161 895 3,292 14,923 25,296 29,376 29,483 188 81
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,026)
652 343 619 756 1,096 2,027 2,058 -1 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 3.0 11.1 50.5 85.6 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 5 7 30 42 38 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,175
COMMITMENTS
1,149 7,560 2,598 17,428 11,011 21,175 21,169 0 6
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,009)
85 524 -81 1,005 573 1,009 1,016 0 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 35.7 12.3 82.3 52.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 6 6 27 16 35 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 9,236
COMMITMENTS
2,079 3,778 609 6,454 4,797 9,142 9,184 94 52
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,227)
532 301 48 647 878 1,227 1,227 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 40.9 6.6 69.9 51.9 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 3 16 17 21 22
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,736,123
COMMITMENTS
595,410 281,323 1217245 4886971 5222289 6699626 6720857 36,497 15,266
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 79,402)
-36,360 -19,767 46,052 71,624 57,865 81,316 84,150 -1,914 -4,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.2 18.1 72.5 77.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
34 33 51 167 136 228 195
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,320,605
COMMITMENTS
234,439 211,858 1254886 1826528 1848535 3315853 3315279 4,751 5,326
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -304,483)
-11,438 5,298 -156,962 -136,166 -155,089 -304,566 -306,753 83 2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.4 37.8 55.0 55.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 15 35 51 46 89 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,529
COMMITMENTS
556 8,960 1,490 152,057 145,679 154,103 156,129 11,426 9,400
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,870)
210 370 242 2,312 -2,446 2,764 -1,834 -894 3,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.4 0.9 91.9 88.0 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 29 24 32 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 192,799
COMMITMENTS
6,232 1,993 89 170,530 181,157 176,851 183,239 15,948 9,560
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -4,317)
1,136 120 -30 -3,681 -4,135 -2,575 -4,045 -1,742 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 0.0 88.4 94.0 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 28 28 32 30
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,812
COMMITMENTS
17,839 11,979 4,059 328,587 339,788 350,485 355,826 13,327 7,986
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 4,603)
-3,735 348 1,520 8,542 1,620 6,327 3,488 -1,724 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.3 1.1 90.3 93.4 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 5 5 35 35 41 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 875,188
COMMITMENTS
11,323 15,583 3,390 849,260 851,834 863,973 870,807 11,215 4,381
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 5,768)
2,164 -1,558 255 3,935 6,119 6,354 4,816 -586 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 0.4 97.0 97.3 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 6 5 43 32 50 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 350,222
COMMITMENTS
14,510 9,709 918 327,462 334,815 342,890 345,442 7,332 4,780
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -1,037)
-2,485 3,528 -121 2,235 -4,679 -371 -1,272 -666 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.8 0.3 93.5 95.6 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 4 4 40 35 46 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 579,646
COMMITMENTS
4,581 22,705 4,029 565,727 541,916 574,337 568,650 5,309 10,996
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 5,438)
-309 -1,613 561 5,622 7,256 5,874 6,204 -436 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.9 0.7 97.6 93.5 99.1 98.1 0.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 9 6 47 51 54 62
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 482,412
COMMITMENTS
1,581 19,641 1,968 470,867 451,656 474,416 473,265 7,996 9,147
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,987)
1,237 642 361 2,371 3,974 3,969 4,977 18 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.1 0.4 97.6 93.6 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 6 5 44 37 51 46
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,851
COMMITMENTS
1,079 1,597 248 98,476 101,238 99,803 103,083 8,048 4,768
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -277)
-1,132 62 189 -221 -805 -1,164 -554 887 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.5 0.2 91.3 93.9 92.5 95.6 7.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 21 18 23 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,584
COMMITMENTS
638 1,087 0 79,967 78,537 80,605 79,624 1,979 2,960
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 4,433)
0 1,087 0 4,588 3,161 4,588 4,248 -155 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.3 0.0 96.8 95.1 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 2 0 26 18 27 20
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtu OPEN INTEREST: 28,791
COMMITMENTS
310 1,768 0 27,539 25,958 27,849 27,726 942 1,065
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.1 0.0 95.7 90.2 96.7 96.3 3.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 12 10 13 11
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 376,708
COMMITMENTS
2,730 19,043 2,308 364,868 349,600 369,906 370,951 6,802 5,757
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,748)
951 5,418 -615 5,832 2,338 6,168 7,141 -2,420 -3,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 5.1 0.6 96.9 92.8 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 4 30 33 36 37
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,301
COMMITMENTS
0 496 0 204,224 206,286 204,224 206,782 9,077 6,519
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 480)
0 496 0 2,231 274 2,231 770 -1,751 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 95.7 96.7 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 25 21 25 22
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,163
COMMITMENTS
5,062 3,928 401 267,445 266,563 272,908 270,892 6,255 8,271
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,197)
2,666 957 217 1,750 1,510 4,633 2,684 -1,436 513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.4 0.1 95.8 95.5 97.8 97.0 2.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 3 24 29 28 34
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,466
COMMITMENTS
7,872 507 93 52,647 60,593 60,612 61,193 854 273
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 9,269)
5,608 0 0 4,459 9,665 10,067 9,665 -798 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.8 0.2 85.7 98.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 1 1 25 21 30 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 784,409
COMMITMENTS
42,804 2,790 5,250 724,837 769,540 772,891 777,580 11,518 6,829
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 12,310)
10,408 1,067 -1,578 3,009 12,198 11,839 11,687 471 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.4 0.7 92.4 98.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
7 4 8 50 44 60 53
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 217,969
COMMITMENTS
3,703 0 2,914 202,002 212,842 208,619 215,756 9,350 2,213
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,852)
2,564 0 0 1,425 3,517 3,989 3,517 -137 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 1.3 92.7 97.6 95.7 99.0 4.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 19 19 20 20
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,387
COMMITMENTS
5,022 30,163 521 137,753 108,881 143,296 139,565 2,091 5,822
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 39,615)
5,022 11,385 155 33,849 27,652 39,026 39,192 589 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 20.7 0.4 94.7 74.9 98.6 96.0 1.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 8 3 33 31 40 40
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,119
COMMITMENTS
14,422 37,532 3,228 175,522 150,077 193,172 190,837 1,947 4,282
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 41,440)
3,236 13,862 2,592 35,486 25,070 41,314 41,524 126 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 19.2 1.7 90.0 76.9 99.0 97.8 1.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 10 8 42 41 56 56
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 376,892
COMMITMENTS
0 23,111 1,359 373,602 351,095 374,961 375,565 1,931 1,327
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 9,923)
0 1,280 0 9,765 8,703 9,765 9,983 158 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.4 99.1 93.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 3 2 30 38 32 41
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 47,881
COMMITMENTS
4,829 930 0 41,401 46,489 46,230 47,419 1,651 462
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,782)
1,027 713 0 2,542 2,883 3,569 3,596 213 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.9 0.0 86.5 97.1 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 20 13 22 14
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 287,462
COMMITMENTS
17,628 7,108 9,595 246,137 266,084 273,360 282,787 14,102 4,675
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 14,186)
1,402 4,108 1,061 10,973 9,090 13,436 14,259 750 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.5 3.3 85.6 92.6 95.1 98.4 4.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 3 4 35 35 42 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,977
COMMITMENTS
620 0 0 111,710 111,912 112,330 111,912 647 1,065
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 5,204)
620 0 0 4,057 5,172 4,677 5,172 527 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 98.9 99.1 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 19 24 21 24
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,643
COMMITMENTS
4,961 9,113 1,433 248,209 241,023 254,603 251,569 5,040 8,074
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 4,080)
-840 4,423 296 4,824 -222 4,280 4,497 -200 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 3.5 0.6 95.6 92.8 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 4 2 32 30 37 34
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,792
COMMITMENTS
0 433 54 117,404 118,386 117,458 118,873 7,334 5,919
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,110)
0 433 54 1,571 1,311 1,625 1,798 485 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 94.1 94.9 94.1 95.3 5.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 17 19 18
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,297
COMMITMENTS
3,224 3,140 0 43,810 44,238 47,034 47,378 1,263 919
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,767)
747 2,480 0 1,048 -656 1,795 1,824 -28 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.5 0.0 90.7 91.6 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 0 17 18 19 21
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 43,924
COMMITMENTS
0 0 0 40,819 42,324 40,819 42,324 3,105 1,600
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 132)
0 0 0 70 -54 70 -54 62 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.9 96.4 92.9 96.4 7.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,194
COMMITMENTS
3,977 0 0 137,925 141,368 141,902 141,368 8,292 8,826
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,739)
307 0 0 2,640 1,979 2,947 1,979 -208 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 91.8 94.1 94.5 94.1 5.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 21 17 23 17
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,529
COMMITMENTS
20,569 8,970 1,079 102,864 114,396 124,512 124,445 13,017 13,084
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 5,595)
2,459 3,018 306 3,384 3,077 6,149 6,401 -554 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.5 0.8 74.8 83.2 90.5 90.5 9.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 4 24 25 29 31
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,102
COMMITMENTS
1,892 0 0 29,263 31,313 31,155 31,313 947 789
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,306)
31 0 0 1,399 1,486 1,430 1,486 -124 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 91.2 97.5 97.1 97.5 2.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 16 12 19 12
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,682
COMMITMENTS
8,457 0 130 60,581 73,360 69,168 73,490 6,514 2,192
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 23)
-496 0 0 640 208 144 208 -121 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.2 80.0 96.9 91.4 97.1 8.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 18 19 19
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,538
COMMITMENTS
1,385 0 0 62,180 65,236 63,565 65,236 1,973 302
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,169)
367 0 0 2,761 3,231 3,128 3,231 41 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 94.9 99.5 97.0 99.5 3.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 19 18 21 18
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,248
COMMITMENTS
1,360 4,127 2,607 164,422 167,685 168,389 174,419 11,859 5,829
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,968)
1,246 559 1,598 2,420 1,573 5,264 3,730 -3,296 -1,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 2.3 1.4 91.2 93.0 93.4 96.8 6.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 2 29 32 31 37
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 136,071
COMMITMENTS
0 4,228 0 130,120 128,979 130,120 133,207 5,951 2,864
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 4,537)
0 856 0 4,586 3,077 4,586 3,933 -49 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.0 95.6 94.8 95.6 97.9 4.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 24 24 24 25
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,941
COMMITMENTS
3,932 471 0 17,770 22,323 21,702 22,794 2,239 1,147
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.0 0.0 74.2 93.2 90.6 95.2 9.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 13 14 14 16
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 236,805
COMMITMENTS
12,161 6,789 2,242 217,149 224,941 231,552 233,972 5,253 2,833
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,879)
900 3,824 -353 2,295 306 2,842 3,777 -963 -1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.9 0.9 91.7 95.0 97.8 98.8 2.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 31 30 34 34
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 56,361
COMMITMENTS
3,192 0 62 51,803 56,055 55,057 56,117 1,304 244
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 7,008)
930 0 62 7,118 7,070 8,110 7,132 -1,102 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.1 91.9 99.5 97.7 99.6 2.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 1 14 16 17 17
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 175,718
COMMITMENTS
7,919 1,939 2,099 155,093 166,749 165,111 170,787 10,607 4,931
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,845)
542 -333 -328 3,244 3,670 3,458 3,009 -613 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.1 1.2 88.3 94.9 94.0 97.2 6.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 3 3 35 33 38 37
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 52,867
COMMITMENTS
0 4,045 0 51,949 46,840 51,949 50,885 918 1,982
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 4,802)
0 1,485 0 4,769 3,831 4,769 5,316 33 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 0.0 98.3 88.6 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 0 24 18 24 22
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 385,632
COMMITMENTS
0 1,127 31 373,295 376,405 373,326 377,563 12,306 8,069
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,854)
0 1,127 31 2,988 1,632 3,019 2,790 -165 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 96.8 97.6 96.8 97.9 3.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 32 20 33 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 93,486
COMMITMENTS
0 4,094 186 85,091 84,061 85,277 88,341 8,209 5,145
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -605)
0 -124 124 32 -605 156 -605 -761 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.2 91.0 89.9 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 18 23 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 238,065
COMMITMENTS
18,469 12,438 1,997 208,532 219,246 228,998 233,681 9,067 4,384
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 4,910)
2,352 -804 337 4,249 5,805 6,938 5,338 -2,028 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.2 0.8 87.6 92.1 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 3 26 26 30 30
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 42,091
COMMITMENTS
0 0 0 41,968 41,235 41,968 41,235 123 856
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 5,952)
0 0 0 6,560 5,828 6,560 5,828 -608 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 98.0 99.7 98.0 0.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 9 14 9 14
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 88,413
COMMITMENTS
4,224 2,755 214 79,928 79,353 84,366 82,322 4,047 6,091
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,777)
343 1,442 29 2,290 2,930 2,662 4,401 -885 -2,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.1 0.2 90.4 89.8 95.4 93.1 4.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 2 19 20 23 23
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 30,347
COMMITMENTS
1,955 0 170 28,155 30,131 30,280 30,301 67 46
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 202)
17 -25 -26 210 248 202 197 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.6 92.8 99.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 0 2 24 27 35 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 22,502
COMMITMENTS
4,140 0 50 18,282 22,437 22,472 22,487 30 15
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 18)
223 0 0 -205 13 18 13 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 0.2 81.2 99.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 0 1 22 20 29 21
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 230,984
COMMITMENTS
23,757 31,699 29,346 177,106 169,494 230,209 230,539 775 445
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,475)
742 614 -818 1,555 1,671 1,479 1,467 -4 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.7 12.7 76.7 73.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 18 16 43 44 67 70
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 87,107
COMMITMENTS
1,930 8,574 2,663 82,021 75,695 86,614 86,932 493 175
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 600)
-224 23 95 713 360 584 478 16 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.8 3.1 94.2 86.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 7 8 27 21 38 30
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 66,115
COMMITMENTS
1,091 9,694 1,672 63,026 54,592 65,789 65,958 326 157
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 639)
50 934 103 486 -398 639 639 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 14.7 2.5 95.3 82.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 6 5 20 18 25 27
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 54,370
COMMITMENTS
649 9,248 1,197 52,193 43,761 54,039 54,206 331 164
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 53)
0 601 -600 643 52 43 53 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 17.0 2.2 96.0 80.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 4 28 26 32 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 63,040
COMMITMENTS
938 13,768 623 60,997 47,982 62,558 62,373 482 667
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -793)
32 540 -767 -356 -772 -1,091 -999 298 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 21.8 1.0 96.8 76.1 99.2 98.9 0.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 11 3 29 26 34 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,775
COMMITMENTS
1,724 10,540 0 62,323 54,235 64,047 64,775 728 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 135)
0 50 0 135 85 135 135 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 16.3 0.0 96.2 83.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 0 28 26 29 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,524
COMMITMENTS
2,399 11,151 0 76,190 68,198 78,589 79,349 935 175
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 181)
1 50 0 180 131 181 181 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.0 0.0 95.8 85.8 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 0 30 25 31 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,122
COMMITMENTS
235 895 25 36,855 36,037 37,115 36,957 7 165
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.4 0.1 99.3 97.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 21 15 22 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 36,031
COMMITMENTS
0 805 5 35,796 35,176 35,801 35,986 230 45
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 998)
0 0 0 998 998 998 998 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 0.0 99.3 97.6 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 18 18 19 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 34,759
COMMITMENTS
100 8,115 0 34,468 26,644 34,568 34,759 191 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 23.3 0.0 99.2 76.7 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 19 13 20 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,286
COMMITMENTS
450 6,125 0 31,476 26,161 31,926 32,286 360 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 19.0 0.0 97.5 81.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 18 11 20 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 185,858
COMMITMENTS
23,562 15,998 11,519 149,912 158,061 184,993 185,578 865 280
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 3,617)
678 34 475 2,286 3,017 3,439 3,525 178 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.6 6.2 80.7 85.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 10 20 42 45 68 67
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 34,368
COMMITMENTS
420 2,313 0 33,432 31,840 33,852 34,153 516 215
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,100)
0 0 0 2,100 2,100 2,100 2,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 6.7 0.0 97.3 92.6 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,549
COMMITMENTS
420 2,313 0 31,633 30,021 32,053 32,334 496 215
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,100)
0 0 0 2,100 2,100 2,100 2,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.1 0.0 97.2 92.2 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 38,543
COMMITMENTS
0 8,429 0 38,008 30,006 38,008 38,435 535 108
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.9 0.0 98.6 77.9 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 0 20 18 20 22
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 34,165
COMMITMENTS
0 8,529 0 33,612 25,454 33,612 33,983 553 182
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.0 0.0 98.4 74.5 98.4 99.5 1.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 5 0 20 18 20 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 125,688
COMMITMENTS
17,431 852 1,421 105,824 122,432 124,676 124,705 1,012 983
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,798)
0 0 0 1,798 1,798 1,798 1,798 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.7 1.1 84.2 97.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 4 24 30 31 35
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 45,940
COMMITMENTS
385 642 145 45,055 44,960 45,585 45,747 355 193
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 20)
0 0 0 15 12 15 12 5 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.4 0.3 98.1 97.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 21 18 24 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 42,654
COMMITMENTS
2,048 1,290 110 40,235 41,059 42,393 42,459 261 195
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,492)
645 0 10 906 1,527 1,561 1,537 -69 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.0 0.3 94.3 96.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 21 22 24 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,230
COMMITMENTS
2,326 0 0 34,515 36,955 36,841 36,955 389 275
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 949)
3 0 0 930 973 933 973 16 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 92.7 99.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 25 21 26 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,766
COMMITMENTS
2,722 0 0 37,490 40,501 40,212 40,501 554 265
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 875)
5 0 0 839 904 844 904 31 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 92.0 99.3 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 22 23 23 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 75,983
COMMITMENTS
721 3,831 497 74,188 71,246 75,406 75,574 577 409
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,260)
113 -80 72 1,067 1,258 1,252 1,250 8 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.0 0.7 97.6 93.8 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 7 3 27 30 31 38
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 100,316
COMMITMENTS
1,490 9,133 1,445 96,532 89,026 99,467 99,604 849 712
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 823)
258 -734 13 438 1,501 709 780 114 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 9.1 1.4 96.2 88.7 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 15 11 30 33 43 53
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 50,102
COMMITMENTS
100 2,177 695 48,996 47,221 49,791 50,093 311 9
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 201)
50 -12 -50 215 269 215 207 -14 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.3 1.4 97.8 94.2 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 19 18 21 21
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 48,682
COMMITMENTS
0 5,122 0 48,597 43,535 48,597 48,657 85 25
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.0 99.8 89.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 0 17 14 17 17
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 49,590
COMMITMENTS
651 0 1,714 46,503 47,235 48,868 48,949 722 641
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 228)
0 0 0 228 237 228 237 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 3.5 93.8 95.3 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 21 28 24 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 49,832
COMMITMENTS
270 2,611 1,242 47,474 45,538 48,986 49,391 846 441
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -459)
0 -40 0 -453 -428 -453 -468 -6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.2 2.5 95.3 91.4 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 4 1 22 28 26 32
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,101
COMMITMENTS
0 160 0 12,568 12,679 12,568 12,839 533 262
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 204)
0 0 0 144 204 144 204 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 95.9 96.8 95.9 98.0 4.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 18 18 18 19
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 40,601
COMMITMENTS
928 959 108 39,097 39,389 40,133 40,456 468 145
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -46)
11 -11 -4 118 117 125 102 -171 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.4 0.3 96.3 97.0 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 22 19 25 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,665
COMMITMENTS
875 412 50 32,426 32,890 33,351 33,352 314 313
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 127)
0 0 0 105 150 105 150 22 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.2 0.1 96.3 97.7 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 24 19 25 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,960
COMMITMENTS
0 4,667 77 29,072 24,912 29,149 29,656 811 304
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 541)
0 -19 10 385 564 395 555 146 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.6 0.3 97.0 83.2 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 6 2 28 26 30 32
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,714
COMMITMENTS
0 893 690 18,984 18,468 19,674 20,051 1,040 663
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 612)
-15 8 15 532 560 532 583 80 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 3.3 91.6 89.2 95.0 96.8 5.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 4 23 21 27 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,397
COMMITMENTS
250 200 70 11,990 12,097 12,310 12,367 87 30
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 55)
-15 -10 0 62 65 47 55 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.6 0.6 96.7 97.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 20 16 24 18
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,572
COMMITMENTS
125 288 25 9,386 9,259 9,536 9,572 36 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.0 0.3 98.1 96.7 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 9 15 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,340
COMMITMENTS
3,267 130 50 14,783 18,160 18,100 18,340 240 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.7 0.3 80.6 99.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 11 13 15 15
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,975
COMMITMENTS
495 95 85 15,165 15,795 15,745 15,975 230 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.6 0.5 94.9 98.9 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 11 13 14 15
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,700
COMMITMENTS
1,140 0 0 38,961 40,624 40,101 40,624 599 76
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 51)
150 0 0 -99 51 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 95.7 99.8 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 15 14 18 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,003
COMMITMENTS
1,105 0 0 41,336 43,003 42,441 43,003 562 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 51)
150 0 0 -99 51 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 96.1 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 16 14 19 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 96,385
COMMITMENTS
10,526 18,378 776 84,432 76,587 95,734 95,741 651 644
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,912)
83 600 111 2,711 2,163 2,905 2,874 7 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 19.1 0.8 87.6 79.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 12 4 40 37 49 50
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 116,079
COMMITMENTS
12,355 31,512 1,175 102,026 82,777 115,556 115,464 523 615
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 2,552)
-66 1,078 27 2,592 1,439 2,553 2,544 -1 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 27.1 1.0 87.9 71.3 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
8 18 10 40 37 55 58
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 396,099
COMMITMENTS
44,324 76,739 70,331 280,447 248,226 395,101 395,295 998 804
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,642)
3,079 269 -2,897 2,056 4,658 2,238 2,030 -596 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 19.4 17.8 70.8 62.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
36 21 33 54 46 96 94
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,587
COMMITMENTS
1,958 2,390 25 19,306 19,172 21,289 21,587 298 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 11)
0 -75 0 11 86 11 11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 11.1 0.1 89.4 88.8 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 5 1 21 14 24 20
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 19,867
COMMITMENTS
1,417 275 0 18,342 19,592 19,759 19,867 108 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 11)
0 -25 0 11 36 11 11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.4 0.0 92.3 98.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 19 15 22 17
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 19,873
COMMITMENTS
2,625 6,951 2,593 14,345 10,020 19,563 19,564 310 309
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 448)
-35 1,688 48 570 -1,080 583 656 -135 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 35.0 13.0 72.2 50.4 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 17 24 34 29 59 57
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 62,379
COMMITMENTS
1,051 14,522 4,071 56,755 43,570 61,877 62,163 502 216
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 452)
0 155 -165 589 487 424 477 28 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 23.3 6.5 91.0 69.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 7 6 30 26 39 34
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 51,107
COMMITMENTS
7,854 8,330 650 42,430 42,127 50,934 51,107 173 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 25)
150 0 0 -125 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 16.3 1.3 83.0 82.4 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 2 2 24 22 32 26
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 14,856
COMMITMENTS
1,350 3,445 125 13,331 11,276 14,806 14,846 50 10
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 23.2 0.8 89.7 75.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 21 18 22 22
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,831
COMMITMENTS
1,477 1,297 392 1,544 1,420 3,413 3,109 418 722
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 377)
60 100 187 210 55 457 342 -80 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 33.9 10.2 40.3 37.1 89.1 81.2 10.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 9 12 15 9 33 23
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,976
COMMITMENTS
0 120 575 1,828 1,853 2,403 2,548 573 428
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 19.3 61.4 62.3 80.7 85.6 19.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 17 18 19 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,198
COMMITMENTS
402 822 2,010 6,915 6,420 9,327 9,252 871 946
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 93)
-68 6 170 257 144 359 320 -266 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.1 19.7 67.8 63.0 91.5 90.7 8.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 12 19 37 37 57 57
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,983
COMMITMENTS
2,043 570 4,963 17,657 21,348 24,663 26,881 2,320 102
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 303)
272 -168 -28 544 924 788 728 -485 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.1 18.4 65.4 79.1 91.4 99.6 8.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 4 6 36 33 44 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 10,056
COMMITMENTS
2,242 177 1,637 6,091 7,991 9,970 9,805 86 251
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 530)
-55 0 325 250 200 520 525 10 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.8 16.3 60.6 79.5 99.1 97.5 0.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 4 17 21 22 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 23,271
COMMITMENTS
3,756 466 3,507 15,672 19,040 22,935 23,013 336 258
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,895)
110 16 329 1,456 1,475 1,895 1,820 0 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.0 15.1 67.3 81.8 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 4 8 45 41 57 50
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,307
COMMITMENTS
0 508 387 8,424 8,176 8,811 9,071 496 236
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 732)
0 -25 83 680 665 763 723 -31 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 4.2 90.5 87.8 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 3 17 18 20 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 80,068
COMMITMENTS
65,377 877 1,158 13,214 77,653 79,749 79,688 319 380
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,877)
1,210 -164 147 515 1,864 1,872 1,847 5 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.7 1.1 1.4 16.5 97.0 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 2 4 29 32 37 36
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 128,444
COMMITMENTS
15,719 69,326 6,124 105,983 52,527 127,826 127,977 618 467
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,945)
1,522 -405 455 71 2,105 2,048 2,155 -103 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 54.0 4.8 82.5 40.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
14 13 18 73 67 98 90
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,595
COMMITMENTS
149 229 376 1,262 1,398 1,787 2,003 808 592
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 288)
17 -1 116 192 256 325 371 -37 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 8.8 14.5 48.6 53.9 68.9 77.2 31.1 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 7 14 16 21 24
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 23,760
COMMITMENTS
310 0 80 23,370 23,680 23,760 23,760 0 0
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -3,805)
30 0 0 -3,835 -3,790 -3,805 -3,790 0 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.3 98.4 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 1 20 24 22 25
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 47,856
COMMITMENTS
1,441 0 0 46,145 47,811 47,586 47,811 270 45
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 1,011)
120 0 -30 936 1,041 1,026 1,011 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 96.4 99.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 0 22 31 25 31
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 13,677
COMMITMENTS
0 0 0 13,541 13,557 13,541 13,557 136 120
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 705)
0 0 0 705 705 705 705 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 99.1 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 20 9 20 9
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,069
COMMITMENTS
50 1,921 40 4,461 3,098 4,551 5,059 518 10
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: 676)
0 527 -32 720 222 688 717 -12 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 37.9 0.8 88.0 61.1 89.8 99.8 10.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 2 17 14 20 19
Updated June 30, 2023