NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 88,283
COMMITMENTS
23,410 4,406 2,840 62,033 81,037 88,283 88,283 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -300)
-500 0 500 -300 -800 -300 -300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 5.0 3.2 70.3 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 4 17 9 22 15
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 191,844
COMMITMENTS
22,626 30,789 12,004 157,201 149,051 191,831 191,844 13 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 277)
-921 2,710 -748 1,946 -1,685 277 277 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 16.0 6.3 81.9 77.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 5 8 22 20 33 31
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 30,515
COMMITMENTS
14,124 3,872 2,073 14,288 24,560 30,485 30,505 30 10
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 649)
238 50 233 197 367 668 650 -19 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 12.7 6.8 46.8 80.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
19 3 7 13 10 34 18
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 14,202
COMMITMENTS
2,387 4,833 417 11,362 8,827 14,166 14,077 36 125
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,174)
599 210 -98 698 1,048 1,199 1,160 -25 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 34.0 2.9 80.0 62.2 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 20 7 8 9 23 31
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 23,557
COMMITMENTS
6,275 3,550 1,477 15,805 18,530 23,557 23,557 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 15.1 6.3 67.1 78.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 12 10 17 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 38,207
COMMITMENTS
10,000 30,725 4,157 24,050 3,325 38,207 38,207 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 775)
250 250 500 25 25 775 775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 80.4 10.9 62.9 8.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 9 7 8 3 22 14
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 8,453
COMMITMENTS
2,360 1,657 235 5,854 6,536 8,449 8,428 4 25
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 205)
42 -47 63 100 189 205 205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 19.6 2.8 69.3 77.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 6 5 9 8 24 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| 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: 12,567
COMMITMENTS
100 4,400 525 11,942 7,642 12,567 12,567 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 35.0 4.2 95.0 60.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 6 13 8 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,545
COMMITMENTS
10,819 3,384 3,971 18,755 26,190 33,545 33,545 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 95)
-325 -200 125 295 170 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 10.1 11.8 55.9 78.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 3 13 12 18 17
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,480
COMMITMENTS
9,323 9,329 0 20,157 20,151 29,480 29,480 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 31.6 0.0 68.4 68.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 0 12 6 15 9
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| 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: 21,727
COMMITMENTS
620 3,980 1,070 20,037 16,677 21,727 21,727 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 18.3 4.9 92.2 76.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 9 11 11 16
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 28,988
COMMITMENTS
9,984 2,924 375 18,629 25,689 28,988 28,988 0 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 360)
210 150 0 150 210 360 360 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 10.1 1.3 64.3 88.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 4 1 10 11 18 16
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 160,011
COMMITMENTS
79,707 61,704 21,146 58,865 77,109 159,718 159,959 293 52
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -2,960)
-5,710 -844 -517 3,288 -1,585 -2,939 -2,946 -21 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 38.6 13.2 36.8 48.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
71 27 39 32 24 115 78
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 112,878
COMMITMENTS
69,224 18,515 13,909 29,548 80,434 112,680 112,858 198 20
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 5,931)
5,835 942 625 -561 4,363 5,899 5,931 32 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 16.4 12.3 26.2 71.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
43 16 21 19 21 66 54
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 65,441
COMMITMENTS
16,203 12,957 5,988 43,183 46,470 65,374 65,415 67 26
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,770)
-820 113 242 2,388 1,416 1,809 1,771 -39 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 19.8 9.1 66.0 71.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
24 10 7 19 18 46 32
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,489
COMMITMENTS
2,059 529 419 955 2,451 3,433 3,399 56 90
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 246)
115 -25 -25 156 257 246 207 0 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 15.2 12.0 27.4 70.2 98.4 97.4 1.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 6 4 4 9 14 16
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 17,312
COMMITMENTS
6,279 7,334 0 11,010 9,963 17,289 17,297 23 15
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 42.4 0.0 63.6 57.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 9 4 15 7
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 5,730
COMMITMENTS
812 0 13 4,870 5,712 5,695 5,725 35 5
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 256)
0 0 0 256 256 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.0 0.2 85.0 99.7 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 1 17 17 20 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 22,909
COMMITMENTS
4,707 448 3,244 14,861 19,077 22,812 22,769 97 140
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,743)
570 -18 267 920 1,539 1,757 1,788 -14 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 2.0 14.2 64.9 83.3 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 7 27 36 35 43
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 17,158
COMMITMENTS
4,087 861 1,282 11,709 15,015 17,078 17,158 80 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 439)
690 265 -94 -170 268 426 439 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 5.0 7.5 68.2 87.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 2 6 25 20 32 27
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,856
COMMITMENTS
420 2,734 413 4,916 2,633 5,749 5,780 107 76
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 462)
300 338 50 112 64 462 452 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 46.7 7.1 83.9 45.0 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 2 17 15 20 20
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,598,886
COMMITMENTS
541,293 151,949 1405752 4605352 5022318 6552397 6580019 46,489 18,867
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 87,555)
-9,463 21,245 19,536 78,578 49,318 88,651 90,099 -1,096 -2,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 2.3 21.3 69.8 76.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
31 36 53 165 131 225 192
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,946,375
COMMITMENTS
132,412 120,455 1190588 1620402 1633900 2943401 2944943 2,974 1,432
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 32,738)
16,138 5,212 19,371 -2,756 8,094 32,753 32,677 -15 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.1 40.4 55.0 55.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 18 38 52 49 94 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,614
COMMITMENTS
2,110 141 809 155,280 160,670 158,199 161,620 12,415 8,994
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 8,940)
215 -30 -147 9,151 7,778 9,219 7,601 -279 1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.5 91.0 94.2 92.7 94.7 7.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 26 23 29 25
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,357
COMMITMENTS
2,582 0 328 144,200 163,084 147,110 163,412 22,247 5,945
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 130)
-1,676 0 -36 411 1,607 -1,301 1,571 1,431 -1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.2 85.1 96.3 86.9 96.5 13.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 2 28 29 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 359,804
COMMITMENTS
13,199 4,597 4,263 331,826 344,410 349,288 353,270 10,516 6,534
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 9,869)
1,682 1,057 -114 11,848 9,836 13,416 10,779 -3,547 -910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.3 1.2 92.2 95.7 97.1 98.2 2.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 4 4 40 37 44 43
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 911,043
COMMITMENTS
21,274 26,039 5,153 872,175 870,446 898,602 901,638 12,441 9,405
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 14,522)
428 647 285 12,867 7,574 13,580 8,506 942 6,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.9 0.6 95.7 95.5 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 6 4 40 30 45 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,238
COMMITMENTS
18,302 13,201 444 286,839 294,347 305,585 307,992 9,653 7,246
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 9,057)
-1,227 6,163 22 11,314 2,713 10,109 8,898 -1,052 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.2 0.1 91.0 93.4 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 3 4 39 34 44 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 646,482
COMMITMENTS
7,630 52,399 6,050 626,993 580,617 640,673 639,066 5,809 7,416
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 21,610)
-114 -2,655 2,095 19,359 21,487 21,340 20,927 270 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 8.1 0.9 97.0 89.8 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 6 7 43 49 51 58
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 415,423
COMMITMENTS
2,367 17,040 355 404,667 382,999 407,389 400,394 8,034 15,029
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,126)
-210 1,917 -11 2,444 595 2,223 2,501 -1,097 -1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 0.1 97.4 92.2 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 4 3 41 35 46 40
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,184
COMMITMENTS
1,683 5,483 589 77,447 78,410 79,719 84,482 7,465 2,702
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 2,487)
151 100 0 1,558 1,920 1,709 2,020 778 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.3 0.7 88.8 89.9 91.4 96.9 8.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 2 16 16 19 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,560
COMMITMENTS
2,484 1,193 608 61,962 61,579 65,054 63,380 2,506 4,180
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,606)
0 0 0 1,301 1,851 1,301 1,851 305 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.8 0.9 91.7 91.1 96.3 93.8 3.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 1 19 19 22 22
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtu OPEN INTEREST: 15,371
COMMITMENTS
403 992 0 13,862 13,374 14,265 14,366 1,106 1,005
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 570)
0 0 0 361 390 361 390 209 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.5 0.0 90.2 87.0 92.8 93.5 7.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 13 12 14 13
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 333,037
COMMITMENTS
0 21,944 3,059 320,273 299,965 323,332 324,968 9,705 8,069
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 305)
0 -1,523 307 -686 1,643 -379 427 684 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.9 96.2 90.1 97.1 97.6 2.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 30 30 31 31
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 192,215
COMMITMENTS
0 0 0 184,730 188,000 184,730 188,000 7,485 4,215
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,190)
0 -270 0 1,403 975 1,403 705 -213 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.1 97.8 96.1 97.8 3.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 0 0 25 28 25 28
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 243,480
COMMITMENTS
522 60 1,550 234,667 231,930 236,739 233,540 6,741 9,940
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 4,776)
522 -1,071 732 3,796 5,757 5,050 5,418 -274 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.6 96.4 95.3 97.2 95.9 2.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 20 26 22 28
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,118
COMMITMENTS
5,887 2,686 0 59,962 64,342 65,849 67,028 2,269 1,090
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 8,876)
1,216 0 0 7,233 8,756 8,449 8,756 427 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.9 0.0 88.0 94.5 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 0 23 18 25 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 728,680
COMMITMENTS
44,608 6,435 8,819 663,049 707,982 716,476 723,236 12,204 5,444
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 7,375)
-1,344 3,331 1,503 6,188 3,811 6,347 8,645 1,028 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.9 1.2 91.0 97.2 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 8 8 49 44 60 56
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 209,920
COMMITMENTS
7,519 0 488 192,172 202,321 200,179 202,809 9,741 7,111
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -136)
-1 0 0 -653 -167 -654 -167 518 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.2 91.5 96.4 95.4 96.6 4.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 22 20 24 21
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 97,713
COMMITMENTS
2,880 4,514 4,190 88,298 83,734 95,368 92,438 2,345 5,275
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 10,500)
316 4,514 2,626 7,830 3,180 10,772 10,320 -272 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.6 4.3 90.4 85.7 97.6 94.6 2.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 15 20 18 22
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 165,455
COMMITMENTS
7,689 34,601 10,244 144,869 118,527 162,802 163,372 2,653 2,083
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 10,500)
-3,390 900 6,240 7,650 3,300 10,500 10,440 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 20.9 6.2 87.6 71.6 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
6 9 3 35 43 43 53
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 490,003
COMMITMENTS
0 60,566 124 485,544 427,170 485,668 487,860 4,335 2,143
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 7,386)
0 4,280 0 6,402 3,137 6,402 7,417 984 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 0.0 99.1 87.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 3 1 33 30 34 33
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 32,238
COMMITMENTS
2,625 2,604 0 29,061 29,417 31,686 32,021 552 217
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 3,310)
0 0 0 3,460 3,417 3,460 3,417 -150 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.1 0.0 90.1 91.2 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 16 15 18 17
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 265,873
COMMITMENTS
26,229 1,725 581 222,841 258,545 249,651 260,851 16,222 5,022
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,328)
-4,153 -62 62 5,055 449 964 449 364 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.6 0.2 83.8 97.2 93.9 98.1 6.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 1 36 35 39 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,934
COMMITMENTS
0 7,608 0 150,258 142,797 150,258 150,405 1,676 1,529
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 5,406)
0 0 0 4,924 6,600 4,924 6,600 482 -1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 98.9 94.0 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 20 27 20 28
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 80,546
COMMITMENTS
1,531 0 439 73,942 68,611 75,912 69,050 4,634 11,496
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 750)
1,531 0 439 -425 545 1,545 984 -795 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.5 91.8 85.2 94.2 85.7 5.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 15 16 16
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 267,240
COMMITMENTS
4,635 11,655 776 247,488 249,816 252,899 262,247 14,341 4,993
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 6,951)
120 4,708 0 3,751 3,307 3,871 8,015 3,080 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.4 0.3 92.6 93.5 94.6 98.1 5.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 1 35 31 37 33
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,120
COMMITMENTS
0 0 0 108,542 112,288 108,542 112,288 10,578 6,832
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -1,094)
0 0 0 -300 -1,034 -300 -1,034 -794 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 94.3 91.1 94.3 8.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 19 18 19
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,718
COMMITMENTS
580 1,186 0 17,425 16,996 18,005 18,182 1,713 1,536
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 3,218)
270 690 0 2,798 2,383 3,068 3,073 150 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.0 0.0 88.4 86.2 91.3 92.2 8.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 0 10 14 12 18
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,366
COMMITMENTS
0 554 62 136,015 134,098 136,077 134,714 7,289 8,652
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -31)
0 -206 0 189 82 189 -124 -220 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 94.9 93.5 94.9 94.0 5.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 17 17 18
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,635
COMMITMENTS
17,588 788 0 99,755 110,018 117,343 110,806 9,292 15,829
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -125)
859 -62 0 -1,166 -528 -307 -590 182 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.6 0.0 78.8 86.9 92.7 87.5 7.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 0 23 28 26 29
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,141
COMMITMENTS
0 0 0 68,216 76,738 68,216 76,738 9,925 1,403
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 4,051)
0 0 0 2,861 5,456 2,861 5,456 1,190 -1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.3 98.2 87.3 98.2 12.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 14 14 14
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 53,629
COMMITMENTS
1,822 713 0 50,358 52,513 52,180 53,226 1,449 403
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 510)
210 0 0 300 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.3 0.0 93.9 97.9 97.3 99.2 2.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 0 14 17 17 18
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,855
COMMITMENTS
1,402 6,609 480 153,424 146,144 155,306 153,233 9,549 11,622
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 975)
-245 303 -614 680 1,539 -179 1,228 1,154 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.0 0.3 93.1 88.7 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 1 27 28 30 34
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 152,185
COMMITMENTS
0 0 0 140,934 145,468 140,934 145,468 11,251 6,717
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,615)
0 0 0 1,675 1,525 1,675 1,525 -60 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 95.6 92.6 95.6 7.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 0 0 23 19 23 19
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 20,036
COMMITMENTS
600 324 0 19,188 19,230 19,788 19,554 248 482
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.6 0.0 95.8 96.0 98.8 97.6 1.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 11 12 12 13
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 230,275
COMMITMENTS
11,230 386 1,812 209,343 219,802 222,385 222,000 7,890 8,275
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 7,125)
671 386 0 7,960 7,032 8,631 7,418 -1,506 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 0.8 90.9 95.5 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 1 33 29 36 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 65,073
COMMITMENTS
1,216 0 0 58,970 64,614 60,186 64,614 4,887 459
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 6,132)
0 0 0 5,798 6,744 5,798 6,744 334 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 90.6 99.3 92.5 99.3 7.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 13 12 14 12
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 195,166
COMMITMENTS
0 0 0 182,824 186,643 182,824 186,643 12,342 8,523
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 12,059)
0 0 0 10,053 11,422 10,053 11,422 2,006 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 95.6 93.7 95.6 6.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 0 0 33 32 33 32
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 74,946
COMMITMENTS
921 2,022 0 71,702 72,122 72,623 74,144 2,323 802
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 6,188)
0 -124 0 7,252 7,448 7,252 7,324 -1,064 -1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.7 0.0 95.7 96.2 96.9 98.9 3.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 29 23 31 24
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 346,168
COMMITMENTS
2,090 360 0 332,492 339,386 334,582 339,746 11,586 6,422
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 532)
570 -402 -364 -552 726 -346 -40 878 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.0 96.0 98.0 96.7 98.1 3.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 1 0 25 19 27 20
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,782
COMMITMENTS
1,914 2,394 816 66,248 70,390 68,978 73,600 8,804 4,182
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 3,070)
300 -60 60 5,317 5,114 5,677 5,114 -2,607 -2,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.1 1.0 85.2 90.5 88.7 94.6 11.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 18 17 19
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 21,372
COMMITMENTS
434 620 0 19,979 20,380 20,413 21,000 959 372
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 2,124)
0 0 0 2,064 2,124 2,064 2,124 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.9 0.0 93.5 95.4 95.5 98.3 4.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 11 12 12 13
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 218,080
COMMITMENTS
9,667 7,649 4,812 191,619 198,915 206,098 211,376 11,982 6,704
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 8,710)
4,643 559 2 2,689 9,134 7,334 9,695 1,376 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 3.5 2.2 87.9 91.2 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 2 22 23 24 26
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 27,094
COMMITMENTS
0 2,321 0 25,784 24,127 25,784 26,448 1,310 646
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,722)
0 120 0 1,662 1,542 1,662 1,662 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 0.0 95.2 89.0 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 15 11 15 13
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 80,535
COMMITMENTS
2,495 740 544 71,737 72,785 74,776 74,069 5,759 6,466
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,615)
-484 0 0 2,099 1,495 1,615 1,495 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.9 0.7 89.1 90.4 92.8 92.0 7.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 19 18 21 19
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 28,283
COMMITMENTS
1,467 446 223 26,457 27,505 28,148 28,174 135 109
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 498)
27 5 -4 477 487 500 488 -2 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.6 0.8 93.5 97.2 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 5 22 22 30 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,844
COMMITMENTS
2,376 160 110 17,311 19,574 19,797 19,844 47 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 545)
302 0 -30 272 575 544 545 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.8 0.6 87.2 98.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 2 21 21 29 23
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 188,798
COMMITMENTS
23,108 8,251 17,226 148,105 162,961 188,439 188,438 359 360
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 4,774)
-674 -2,020 2,470 3,000 4,291 4,796 4,741 -22 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.4 9.1 78.4 86.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 19 19 41 42 66 68
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 79,226
COMMITMENTS
2,428 6,691 3,467 72,927 68,969 78,822 79,127 404 99
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 47)
-318 113 -38 445 -3 89 72 -42 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.4 4.4 92.0 87.1 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 14 9 31 31 42 47
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| 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: 62,369
COMMITMENTS
590 6,247 858 60,675 55,203 62,123 62,308 246 61
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -100)
150 53 95 -369 -229 -124 -81 24 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.0 1.4 97.3 88.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 8 5 22 20 27 29
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| 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: 49,996
COMMITMENTS
761 9,943 1,036 47,673 38,940 49,470 49,919 526 77
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -222)
-14 -13 64 -223 -278 -173 -227 -49 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 19.9 2.1 95.4 77.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 5 27 25 32 31
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,528
COMMITMENTS
1,429 13,589 728 56,219 44,042 58,376 58,359 152 169
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -347)
-122 -250 2 -289 -144 -409 -392 62 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 23.2 1.2 96.1 75.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 5 27 28 34 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,184
COMMITMENTS
2,464 8,836 75 57,090 51,256 59,629 60,167 555 17
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 768)
87 0 0 801 756 888 756 -120 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 14.7 0.1 94.9 85.2 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 2 28 27 31 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 72,255
COMMITMENTS
3,005 9,174 127 68,630 62,847 71,762 72,148 493 107
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 667)
77 0 0 710 655 787 655 -120 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.7 0.2 95.0 87.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 4 29 25 36 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,234
COMMITMENTS
200 1,445 0 33,871 32,684 34,071 34,129 163 105
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -235)
0 0 0 -235 -235 -235 -235 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.2 0.0 98.9 95.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 18 16 19 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 34,657
COMMITMENTS
0 400 0 34,319 34,177 34,319 34,577 338 80
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 93)
0 0 0 93 93 93 93 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.0 98.6 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 18 16 18 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 29,435
COMMITMENTS
1,350 1,740 750 27,144 26,945 29,244 29,435 191 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.9 2.5 92.2 91.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 13 18 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,725
COMMITMENTS
1,500 0 750 26,104 27,975 28,354 28,725 371 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 80 80 80 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 2.6 90.9 97.4 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 14 18 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 167,929
COMMITMENTS
27,754 4,640 6,781 132,399 155,936 166,934 167,356 995 573
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 276)
1,408 179 -236 -936 173 236 116 40 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 2.8 4.0 78.8 92.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 8 15 37 37 62 54
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,870
COMMITMENTS
0 8,282 0 35,486 27,393 35,486 35,675 384 195
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.1 0.0 98.9 76.4 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,952
COMMITMENTS
0 8,232 0 34,568 26,525 34,568 34,757 384 195
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.6 0.0 98.9 75.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 35,032
COMMITMENTS
0 6,679 0 35,027 28,305 35,027 34,984 5 48
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.1 0.0 100.0 80.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 0 20 16 20 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,761
COMMITMENTS
0 6,679 0 30,761 23,965 30,761 30,644 0 117
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.7 0.0 100.0 77.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 0 20 18 20 22
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 121,449
COMMITMENTS
22,666 809 929 97,046 118,772 120,641 120,510 808 939
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,771)
1,800 0 0 -29 1,771 1,771 1,771 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.7 0.8 79.9 97.8 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 2 4 22 26 29 31
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,900
COMMITMENTS
350 1,400 70 39,040 38,321 39,460 39,791 440 109
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -299)
100 5 0 -400 -304 -300 -299 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.5 0.2 97.8 96.0 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 1 20 17 22 21
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,140
COMMITMENTS
600 1,545 0 39,072 38,496 39,672 40,041 468 99
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -70)
0 -100 0 -130 30 -130 -70 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.8 0.0 97.3 95.9 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 0 17 18 18 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,001
COMMITMENTS
2,154 0 0 31,648 33,590 33,802 33,590 199 411
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -36)
85 0 0 -125 -216 -40 -216 4 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 93.1 98.8 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 19 24 19
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,332
COMMITMENTS
2,480 0 0 31,312 33,914 33,792 33,914 540 418
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -223)
91 0 0 -314 -403 -223 -403 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 91.2 98.8 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 20 23 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| 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: 71,610
COMMITMENTS
666 1,930 535 69,778 68,676 70,979 71,141 631 469
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,733)
-71 85 295 1,508 1,377 1,732 1,757 1 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.7 0.7 97.4 95.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 9 4 26 28 31 38
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 94,333
COMMITMENTS
3,814 2,083 1,791 88,243 89,775 93,848 93,648 485 685
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 2,691)
265 -360 110 2,301 2,822 2,676 2,572 15 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.2 1.9 93.5 95.2 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 13 11 30 31 42 51
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 40,259
COMMITMENTS
50 2,645 601 39,519 36,909 40,170 40,155 89 104
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 440)
0 0 135 305 305 440 440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.6 1.5 98.2 91.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 16 17 21 23
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| 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: 42,492
COMMITMENTS
125 4,405 25 42,327 38,052 42,477 42,482 15 10
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 885)
0 325 -50 935 610 885 885 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.4 0.1 99.6 89.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 15 14 17 17
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| 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: 47,814
COMMITMENTS
918 0 582 45,825 46,603 47,325 47,185 489 629
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -323)
0 0 0 -325 -319 -325 -319 2 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 1.2 95.8 97.5 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 26 22 28
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 50,125
COMMITMENTS
165 1,260 1,035 48,036 47,384 49,236 49,679 889 446
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 259)
165 197 -45 131 85 251 237 8 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.5 2.1 95.8 94.5 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 22 25 25 29
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,808
COMMITMENTS
49 601 164 37,843 37,727 38,056 38,492 752 316
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 689)
-10 -10 55 602 665 647 710 42 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 0.4 97.5 97.2 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 3 20 20 23 23
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 30,200
COMMITMENTS
441 158 2 29,318 29,518 29,761 29,678 439 522
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 357)
0 0 0 331 293 331 293 26 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.5 0.0 97.1 97.7 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 23 19 24 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 28,207
COMMITMENTS
766 3,190 175 26,601 24,556 27,542 27,921 665 286
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,414)
115 345 -5 1,278 1,056 1,388 1,396 26 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 11.3 0.6 94.3 87.1 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 7 6 25 27 33 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,751
COMMITMENTS
50 990 132 17,627 17,189 17,809 18,311 942 440
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 138)
-30 17 0 123 121 93 138 45 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.3 0.7 94.0 91.7 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 4 22 21 27 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,857
COMMITMENTS
284 25 0 11,538 11,792 11,822 11,817 35 40
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 245)
5 25 0 235 180 240 205 5 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.0 97.3 99.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 22 19 25 20
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,323
COMMITMENTS
50 313 0 9,255 9,010 9,305 9,323 18 0
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.4 0.0 99.3 96.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 17 14 18 16
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,505
COMMITMENTS
3,143 0 0 11,023 14,385 14,166 14,385 339 120
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 0.0 0.0 76.0 99.2 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 12 10 15 10
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,923
COMMITMENTS
785 0 0 31,626 32,868 32,411 32,868 512 55
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 96.1 99.8 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 15 15 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,055
COMMITMENTS
770 0 0 33,661 35,000 34,431 35,000 624 55
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.0 99.8 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,581
COMMITMENTS
9,447 10,291 2,270 74,287 73,557 86,004 86,118 577 463
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 2,256)
465 115 20 1,754 2,143 2,239 2,278 17 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.9 2.6 85.8 85.0 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 12 5 39 34 45 48
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 98,514
COMMITMENTS
10,647 19,632 3,190 84,391 75,362 98,228 98,184 286 330
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,690)
380 154 64 1,305 1,446 1,749 1,664 -59 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 19.9 3.2 85.7 76.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
7 16 9 41 38 55 56
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 355,855
COMMITMENTS
31,430 25,526 64,374 259,437 265,713 355,241 355,613 614 243
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 5,509)
1,215 -250 2,452 3,343 5,189 7,010 7,391 -1,501 -1,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 7.2 18.1 72.9 74.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 25 37 53 48 96 95
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,919
COMMITMENTS
1,783 4,000 55 16,633 14,814 18,471 18,869 448 50
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 9)
0 0 0 -1 9 -1 9 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 21.1 0.3 87.9 78.3 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 2 20 14 25 18
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,534
COMMITMENTS
1,204 2,850 0 16,032 14,634 17,236 17,484 298 50
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 16.3 0.0 91.4 83.5 98.3 99.7 1.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 0 20 16 23 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,205
COMMITMENTS
1,030 325 165 2,510 3,105 3,705 3,595 500 610
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: -2,595)
50 -175 -120 -2,595 -2,315 -2,665 -2,610 70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 7.7 3.9 59.7 73.8 88.1 85.5 11.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 2 3 19 14 25 19
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 56,529
COMMITMENTS
2,414 7,874 3,760 50,016 44,555 56,190 56,189 339 340
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,561)
1,150 21 25 386 1,470 1,561 1,516 0 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 13.9 6.7 88.5 78.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 8 32 23 42 31
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 53,306
COMMITMENTS
8,879 9,453 847 43,066 42,741 52,792 53,041 514 265
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 5,661)
3,100 1,980 97 2,584 3,344 5,781 5,421 -120 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.7 1.6 80.8 80.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 3 20 23 27 29
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 22,145
COMMITMENTS
5,525 0 0 16,620 22,010 22,145 22,010 0 135
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 0.0 0.0 75.1 99.4 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 14 10 17 10
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,566
COMMITMENTS
1,410 2,760 480 13,376 12,306 15,266 15,546 300 20
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 240)
-240 -240 480 0 0 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 17.7 3.1 85.9 79.1 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 18 18 20 22
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,190
COMMITMENTS
678 1,013 286 1,710 1,415 2,674 2,714 516 476
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 343)
143 248 20 -140 -140 23 128 320 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 31.8 9.0 53.6 44.4 83.8 85.1 16.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 10 8 19 10 31 24
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,255
COMMITMENTS
0 361 453 2,338 2,083 2,791 2,897 464 358
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 30)
0 26 -57 100 67 43 36 -13 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 13.9 71.8 64.0 85.7 89.0 14.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 20 21 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,361
COMMITMENTS
554 967 1,594 7,418 6,819 9,566 9,380 795 981
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 430)
103 117 -81 -47 -265 -25 -229 455 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 9.3 15.4 71.6 65.8 92.3 90.5 7.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 7 14 38 37 54 53
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 27,632
COMMITMENTS
5,778 3,886 1,364 20,375 22,067 27,517 27,317 115 315
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,921)
300 490 97 1,574 1,369 1,971 1,956 -50 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 14.1 4.9 73.7 79.9 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 6 38 32 49 38
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,023
COMMITMENTS
0 1,660 1,061 13,835 11,947 14,896 14,668 127 355
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 772)
0 465 -186 958 493 772 772 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 7.1 92.1 79.5 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 4 19 20 23 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,878
COMMITMENTS
5,887 3,525 2,627 24,452 27,356 32,966 33,508 912 370
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 2,913)
748 59 3 2,127 2,783 2,878 2,845 35 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 10.4 7.8 72.2 80.7 97.3 98.9 2.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 9 9 47 46 62 59
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,923
COMMITMENTS
328 301 250 8,046 8,229 8,624 8,780 299 143
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 107)
-40 0 -13 120 120 67 107 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.4 2.8 90.2 92.2 96.6 98.4 3.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 14 15 17 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,001
COMMITMENTS
51,979 449 703 9,290 60,500 61,972 61,652 29 349
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,424)
658 145 65 691 1,204 1,414 1,414 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.8 0.7 1.1 15.0 97.6 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 3 3 26 39 33 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 126,967
COMMITMENTS
19,116 61,619 7,836 99,460 57,213 126,412 126,668 555 299
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 4,208)
338 798 1,052 2,642 2,256 4,032 4,106 176 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 48.5 6.2 78.3 45.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
17 16 22 77 68 104 97
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,561
COMMITMENTS
161 138 521 2,024 2,419 2,706 3,078 855 483
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 139)
41 -79 81 -126 55 -4 57 143 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.9 14.6 56.8 67.9 76.0 86.4 24.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 6 17 21 24 28
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 53,685
COMMITMENTS
570 0 30 52,995 53,610 53,595 53,640 90 45
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 615)
0 0 0 720 660 720 660 -105 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.1 98.7 99.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 23 23 25 24
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 68,424
COMMITMENTS
1,273 55 100 67,051 68,106 68,424 68,261 0 163
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 3,394)
-121 5 85 3,430 3,181 3,394 3,271 0 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.1 0.1 98.0 99.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 2 31 30 35 33
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,817
COMMITMENTS
85 0 20 15,667 15,645 15,772 15,665 45 152
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 1,365)
0 0 0 1,380 1,425 1,380 1,425 -15 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.1 99.1 98.9 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 17 20 18
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 21,903
COMMITMENTS
0 0 0 21,841 21,828 21,841 21,828 62 75
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 748)
0 0 0 745 748 745 748 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 24 14 24 14
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 15,441
COMMITMENTS
10,190 870 733 3,321 10,466 14,244 12,069 1,197 3,372
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 5.6 4.7 21.5 67.8 92.2 78.2 7.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 4 7 12 12 16
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,227
COMMITMENTS
0 1,344 39 4,784 3,769 4,823 5,152 404 75
CHANGES FROM 10/10/23 (CHANGE IN OPEN INTEREST: 255)
0 0 0 255 255 255 255 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.7 0.7 91.5 72.1 92.3 98.6 7.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 16 17 18 21
Updated October 20, 2023