NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 84,283
COMMITMENTS
19,910 4,406 2,840 61,533 77,037 84,283 84,283 0 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -4,000)
-3,500 0 0 -500 -4,000 -4,000 -4,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.2 3.4 73.0 91.4 100.0 100.0 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 200,928
COMMITMENTS
29,070 38,270 13,697 158,148 148,961 200,915 200,928 13 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 7,504)
6,271 4,985 1,900 -667 619 7,504 7,504 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 19.0 6.8 78.7 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 6 8 23 19 34 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 31,939
COMMITMENTS
14,255 4,082 2,687 14,967 25,170 31,909 31,939 30 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,095)
61 160 525 530 420 1,116 1,105 -21 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 12.8 8.4 46.9 78.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
19 4 8 13 10 35 19
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 14,124
COMMITMENTS
4,252 4,860 451 9,341 8,692 14,044 14,003 80 121
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -4)
505 -330 -15 -502 340 -12 -5 8 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 34.4 3.2 66.1 61.5 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 18 6 9 9 21 29
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 23,177
COMMITMENTS
6,275 3,550 1,097 15,805 18,530 23,177 23,177 0 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 15.3 4.7 68.2 79.9 100.0 100.0 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 43,882
COMMITMENTS
13,100 31,050 6,007 24,775 6,825 43,882 43,882 0 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 4,475)
2,800 175 1,250 425 3,050 4,475 4,475 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 70.8 13.7 56.5 15.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 10 8 10 4 26 16
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 8,246
COMMITMENTS
2,110 1,565 147 5,964 6,494 8,221 8,206 25 40
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -92)
-186 -27 -68 140 3 -114 -92 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 19.0 1.8 72.3 78.8 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 6 5 9 6 22 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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 10/24/23 (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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,670
COMMITMENTS
10,844 3,384 3,971 18,855 26,315 33,670 33,670 0 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 10.1 11.8 56.0 78.2 100.0 100.0 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,230
COMMITMENTS
8,023 9,329 0 21,207 19,901 29,230 29,230 0 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -250)
-500 0 0 250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 31.9 0.0 72.6 68.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 0 13 6 16 9
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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: 21,977
COMMITMENTS
620 4,230 1,070 20,287 16,677 21,977 21,977 0 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 19.2 4.9 92.3 75.9 100.0 100.0 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 29,598
COMMITMENTS
10,047 2,950 381 19,170 26,267 29,598 29,598 0 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 385)
-62 -49 6 441 428 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 10.0 1.3 64.8 88.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 4 2 10 11 19 16
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 151,261
COMMITMENTS
69,465 55,596 26,157 55,415 69,423 151,037 151,176 224 85
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -8,820)
-5,086 -6,141 4,854 -8,518 -7,574 -8,750 -8,862 -70 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 36.8 17.3 36.6 45.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
65 28 40 31 26 111 79
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 136,888
COMMITMENTS
83,577 24,934 19,988 33,183 91,961 136,748 136,882 140 6
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 13,650)
4,559 3,013 4,537 4,626 6,152 13,722 13,701 -72 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 18.2 14.6 24.2 67.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
49 17 21 22 22 75 56
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 65,005
COMMITMENTS
13,912 13,607 3,577 47,470 47,804 64,959 64,988 46 17
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -1,000)
-1,050 119 17 33 -1,118 -1,000 -981 0 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 20.9 5.5 73.0 73.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 12 8 19 18 45 34
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 2,833
COMMITMENTS
2,129 809 64 584 1,895 2,777 2,768 56 65
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -641)
100 255 -355 -386 -523 -641 -623 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.2 28.6 2.3 20.6 66.9 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 7 1 4 8 11 15
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 19,280
COMMITMENTS
7,566 4,953 0 11,678 14,304 19,244 19,257 36 23
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 122)
114 -1,485 0 0 1,599 114 114 8 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 25.7 0.0 60.6 74.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 0 7 5 15 8
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,157
COMMITMENTS
812 0 138 6,172 7,014 7,122 7,152 35 5
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 881)
0 0 50 831 831 881 881 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 1.9 86.2 98.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 18 19 21 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,528
COMMITMENTS
6,202 309 3,906 17,273 23,100 27,381 27,315 147 213
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,144)
771 -12 385 -66 736 1,090 1,109 54 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 1.1 14.2 62.7 83.9 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 7 30 39 39 47
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,290
COMMITMENTS
4,954 1,050 1,326 12,978 16,914 19,258 19,290 32 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 248)
399 -28 -31 0 307 368 248 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 5.4 6.9 67.3 87.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 2 5 26 20 33 26
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,602
COMMITMENTS
990 3,662 317 6,158 3,547 7,465 7,526 137 76
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,418)
520 857 -153 1,021 714 1,388 1,418 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 48.2 4.2 81.0 46.7 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 2 19 17 22 23
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,353,988
COMMITMENTS
673,657 136,058 1225975 4410480 4970968 6310112 6333001 43,876 20,987
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -353,583)
125,191 -47,680 -194,976 -280,333 -108,441 -350,118 -351,097 -3,465 -2,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.1 19.3 69.4 78.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
38 28 50 164 129 225 184
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,888,904
COMMITMENTS
133,893 102,910 1152959 1598693 1631463 2885545 2887332 3,359 1,572
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -162,442)
-9,955 -16,731 -102,229 -50,508 -43,341 -162,692 -162,301 250 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.6 39.9 55.3 56.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 20 35 49 47 89 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,444
COMMITMENTS
1,339 1,428 74 157,897 162,735 159,310 164,237 14,134 9,207
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,619)
0 1,428 74 1,067 182 1,141 1,684 478 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.8 0.0 91.0 93.8 91.9 94.7 8.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 26 25 28 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,664
COMMITMENTS
3,028 0 214 152,289 170,212 155,531 170,426 21,133 6,238
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,997)
-197 0 -114 1,681 2,013 1,370 1,899 627 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.1 86.2 96.3 88.0 96.5 12.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 31 31 32 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,201
COMMITMENTS
546 6,894 5,442 354,745 353,275 360,733 365,611 12,468 7,590
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 4,308)
-6,959 2,420 -317 11,382 1,945 4,106 4,048 202 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.8 1.5 95.1 94.7 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 4 4 39 35 43 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 921,431
COMMITMENTS
23,032 30,384 3,420 881,493 882,530 907,945 916,334 13,486 5,097
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 11,907)
1,758 6,483 -916 10,853 10,048 11,695 15,615 212 -3,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.3 0.4 95.7 95.8 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 4 4 40 33 45 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 335,625
COMMITMENTS
13,238 10,810 4,759 308,339 312,202 326,336 327,771 9,289 7,854
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 12,142)
-3,939 -3,173 2,895 12,706 10,388 11,662 10,110 480 2,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.2 1.4 91.9 93.0 97.2 97.7 2.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 3 4 42 36 47 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,641
COMMITMENTS
9,701 57,188 8,230 655,397 605,312 673,328 670,730 5,313 7,911
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 20,894)
685 4,071 774 19,893 15,306 21,352 20,151 -458 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.4 1.2 96.6 89.2 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 7 8 45 51 57 62
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 424,785
COMMITMENTS
2,157 22,497 609 412,393 388,061 415,159 411,167 9,626 13,618
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 4,473)
-210 1,787 22 3,618 3,585 3,430 5,394 1,043 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.3 0.1 97.1 91.4 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 6 3 40 32 45 39
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,635
COMMITMENTS
2,310 3,162 332 82,381 82,726 85,023 86,220 6,612 5,415
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,076)
152 -1,651 -316 2,498 2,486 2,334 519 742 2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.5 0.4 89.9 90.3 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 3 16 15 20 20
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus OPEN INTEREST: 39,313
COMMITMENTS
0 0 0 38,761 38,724 38,761 38,724 552 589
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.6 98.5 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 12 12 12 12
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,532
COMMITMENTS
3,534 1,594 627 71,110 72,568 75,271 74,789 2,261 2,743
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,876)
30 401 19 1,642 1,639 1,691 2,059 185 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.1 0.8 91.7 93.6 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 2 25 24 29 28
CIG ROCKIES FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2,500 MMBtu OPEN INTEREST: 17,097
COMMITMENTS
343 272 780 14,753 15,016 15,876 16,068 1,221 1,029
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 68)
-60 150 -90 68 -52 -82 8 150 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.6 4.6 86.3 87.8 92.9 94.0 7.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 16 18 18
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 346,906
COMMITMENTS
7,205 24,161 1,778 328,815 311,885 337,798 337,824 9,108 9,082
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 8,787)
7,205 -920 32 2,372 6,871 9,609 5,983 -822 2,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.0 0.5 94.8 89.9 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 30 30 32 31
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,665
COMMITMENTS
0 231 10 188,995 193,501 189,005 193,742 8,660 3,923
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,596)
0 231 10 3,292 3,627 3,302 3,868 294 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 95.6 97.9 95.6 98.0 4.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 1 1 26 29 27 30
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,129
COMMITMENTS
434 780 1,308 243,128 240,631 244,870 242,719 7,259 9,410
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,528)
-62 720 -268 3,430 4,088 3,100 4,540 428 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.3 0.5 96.4 95.4 97.1 96.3 2.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 19 26 20 28
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,184
COMMITMENTS
10,709 4,827 1,208 67,647 74,198 79,564 80,233 1,620 951
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,580)
1,029 813 681 783 1,230 2,493 2,724 87 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 5.9 1.5 83.3 91.4 98.0 98.8 2.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 3 27 21 32 26
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 739,470
COMMITMENTS
36,002 7,678 12,520 680,284 710,564 728,806 730,762 10,664 8,708
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 4,097)
-1,557 509 1,262 5,739 425 5,444 2,196 -1,347 1,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.0 1.7 92.0 96.1 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 8 8 51 41 61 53
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 213,196
COMMITMENTS
6,997 0 463 194,723 204,887 202,183 205,350 11,013 7,846
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,160)
174 0 -83 484 996 575 913 585 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.2 91.3 96.1 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 22 19 25 21
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,173
COMMITMENTS
11,190 15,733 4,190 118,372 112,536 133,752 132,459 1,421 2,714
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 23,840)
3,840 5,251 0 20,984 20,792 24,824 26,043 -984 -2,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 11.6 3.1 87.6 83.3 98.9 98.0 1.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 8 2 32 41 41 49
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,045
COMMITMENTS
16,976 43,192 9,510 173,805 148,273 200,291 200,975 1,754 1,070
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 22,790)
6,020 5,958 -2,029 19,636 21,436 23,627 25,365 -837 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 21.4 4.7 86.0 73.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 8 6 45 55 58 66
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 522,484
COMMITMENTS
387 61,711 217 518,404 457,941 519,008 519,869 3,476 2,615
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 16,747)
177 259 93 16,539 16,647 16,809 16,999 -62 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.8 0.0 99.2 87.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 2 37 33 40 38
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 43,676
COMMITMENTS
3,841 2,844 0 38,998 40,255 42,839 43,099 837 577
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,054)
886 240 0 1,820 2,634 2,706 2,874 348 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.5 0.0 89.3 92.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 0 17 16 20 18
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 270,777
COMMITMENTS
27,889 3,622 1,152 225,205 262,664 254,246 267,438 16,531 3,339
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 39)
327 1,288 237 -540 -743 24 782 15 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.3 0.4 83.2 97.0 93.9 98.8 6.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 3 37 36 43 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 164,427
COMMITMENTS
1,429 7,728 88 160,981 155,146 162,498 162,962 1,929 1,465
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 5,371)
1,429 120 88 3,631 5,527 5,148 5,735 223 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.7 0.1 97.9 94.4 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 2 25 31 27 34
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,815
COMMITMENTS
2,860 0 537 74,032 70,158 77,429 70,695 4,386 11,120
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 364)
484 0 0 -183 214 301 214 63 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.7 90.5 85.8 94.6 86.4 5.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 15 17 17 18
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 282,150
COMMITMENTS
6,182 19,829 1,370 265,675 256,371 273,227 277,570 8,923 4,580
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 5,587)
425 2,676 1,021 6,223 3,096 7,669 6,793 -2,082 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 7.0 0.5 94.2 90.9 96.8 98.4 3.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 7 2 40 34 44 41
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,367
COMMITMENTS
0 0 0 113,252 115,860 113,252 115,860 10,115 7,507
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,605)
0 0 0 2,416 2,646 2,416 2,646 189 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 93.9 91.8 93.9 8.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 21 19 21 19
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 24,414
COMMITMENTS
310 2,746 0 22,241 19,712 22,551 22,458 1,863 1,956
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,156)
0 270 0 1,186 706 1,186 976 -30 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.2 0.0 91.1 80.7 92.4 92.0 7.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 5 0 14 18 15 23
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 144,908
COMMITMENTS
0 856 62 137,224 135,232 137,286 136,150 7,622 8,758
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 779)
0 366 0 748 825 748 1,191 31 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 94.7 93.3 94.7 94.0 5.3 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,251
COMMITMENTS
12,965 1,240 0 104,449 110,084 117,414 111,324 8,837 14,927
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -154)
-3,633 150 0 3,389 -65 -244 85 90 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.0 0.0 82.7 87.2 93.0 88.2 7.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 0 26 30 29 32
PANHANDLE INDEX - ICE FUTURES ENERGY DIV Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,037
COMMITMENTS
1,426 444 526 13,308 14,740 15,260 15,710 777 327
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.8 3.3 83.0 91.9 95.2 98.0 4.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 13 19 14
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,053
COMMITMENTS
0 0 0 78,081 83,530 78,081 83,530 6,972 1,523
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,041)
0 0 0 4,509 2,649 4,509 2,649 -2,468 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.8 98.2 91.8 98.2 8.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 17 16 17 16
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,720
COMMITMENTS
2,897 383 330 52,596 56,094 55,823 56,807 1,897 913
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,140)
55 -150 150 780 870 985 870 155 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 0.6 91.1 97.2 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 19 19 24 20
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,798
COMMITMENTS
5,451 4,760 1,335 159,203 157,178 165,989 163,273 7,809 10,525
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,172)
384 -362 0 2,007 2,760 2,391 2,398 -219 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.7 0.8 91.6 90.4 95.5 93.9 4.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 6 2 26 29 31 36
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 160,031
COMMITMENTS
0 0 0 152,722 153,797 152,722 153,797 7,309 6,234
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,546)
0 0 0 2,368 1,546 2,368 1,546 -822 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.4 96.1 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 26 20 26 20
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 32,725
COMMITMENTS
900 324 0 31,217 30,958 32,117 31,282 608 1,443
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 5,071)
300 0 0 4,591 4,320 4,891 4,320 180 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.0 0.0 95.4 94.6 98.1 95.6 1.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 18 13 20 14
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 244,434
COMMITMENTS
11,789 6,280 2,936 221,629 230,014 236,354 239,230 8,080 5,204
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,358)
654 1,561 -180 2,663 1,618 3,137 2,999 221 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.6 1.2 90.7 94.1 96.7 97.9 3.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 2 32 30 36 33
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 73,640
COMMITMENTS
3,997 0 0 66,699 72,241 70,696 72,241 2,944 1,399
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,414)
2,357 0 0 2,316 3,264 4,673 3,264 -1,259 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 90.6 98.1 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 16 16 19 16
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,907
COMMITMENTS
3,716 0 0 198,093 203,916 201,809 203,916 12,098 9,991
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 4,217)
518 0 -214 1,263 2,231 1,567 2,017 2,650 2,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 92.6 95.3 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 0 0 36 34 37 34
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,735
COMMITMENTS
893 2,022 30 78,519 78,851 79,442 80,903 2,293 832
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,412)
-28 0 30 1,410 1,412 1,412 1,442 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.5 0.0 96.1 96.5 97.2 99.0 2.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 1 30 24 32 26
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 358,442
COMMITMENTS
2,090 2,768 864 344,298 350,249 347,252 353,881 11,190 4,561
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 4,832)
0 922 864 3,934 4,142 4,798 5,928 34 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.2 96.1 97.7 96.9 98.7 3.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 1 26 21 29 25
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 86,895
COMMITMENTS
4,284 2,362 1,155 73,561 78,811 79,000 82,328 7,895 4,567
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,335)
62 -246 553 1,673 2,519 2,288 2,826 47 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.7 1.3 84.7 90.7 90.9 94.7 9.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 17 21 20 23
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 23,172
COMMITMENTS
434 620 0 21,389 21,946 21,823 22,566 1,349 606
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 990)
-120 0 0 870 630 750 630 240 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.7 0.0 92.3 94.7 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 13 14 14 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 229,321
COMMITMENTS
5,044 8,170 7,532 204,727 207,392 217,303 223,094 12,018 6,227
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 5,076)
-2,324 0 338 7,612 5,929 5,626 6,267 -550 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.6 3.3 89.3 90.4 94.8 97.3 5.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 23 25 26 30
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 30,044
COMMITMENTS
0 4,905 0 28,432 24,497 28,432 29,402 1,612 642
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 750)
0 484 0 720 300 720 784 30 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.3 0.0 94.6 81.5 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 17 12 17 15
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 89,140
COMMITMENTS
363 198 1,117 77,457 80,416 78,937 81,731 10,203 7,409
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,649)
363 0 31 1,380 1,588 1,774 1,619 -125 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.2 1.3 86.9 90.2 88.6 91.7 11.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 20 18 22 20
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 28,774
COMMITMENTS
1,421 543 207 26,709 27,901 28,337 28,651 437 123
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 62)
73 -9 -39 -272 99 -239 51 301 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.9 0.7 92.8 97.0 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 4 5 21 22 30 30
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,988
COMMITMENTS
1,989 120 125 17,761 19,583 19,875 19,828 113 160
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 29)
-400 -40 13 375 -104 -12 -131 41 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 0.6 0.6 88.9 98.0 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 3 22 21 30 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 187,847
COMMITMENTS
22,291 8,180 16,901 148,468 162,619 187,660 187,700 187 147
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -793)
-1,203 -218 43 526 -437 -634 -612 -159 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.4 9.0 79.0 86.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 19 20 42 42 68 69
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 83,113
COMMITMENTS
2,540 6,891 3,189 76,853 72,617 82,582 82,697 531 416
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,282)
110 663 95 1,978 1,414 2,183 2,172 99 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.3 3.8 92.5 87.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 15 9 30 31 42 47
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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: 65,417
COMMITMENTS
475 6,050 1,223 63,325 57,874 65,023 65,147 394 270
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,535)
-150 -4 325 1,285 1,170 1,460 1,491 75 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 9.2 1.9 96.8 88.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 7 5 21 22 26 30
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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: 49,919
COMMITMENTS
781 9,982 1,090 47,564 38,777 49,435 49,849 484 70
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 118)
-10 32 32 96 54 118 118 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 20.0 2.2 95.3 77.7 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 5 28 26 34 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 57,879
COMMITMENTS
919 13,472 623 55,770 43,523 57,312 57,618 567 261
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -255)
-471 0 -91 -95 -247 -657 -338 402 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 23.3 1.1 96.4 75.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 7 4 29 28 36 37
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 60,867
COMMITMENTS
2,440 8,821 121 57,709 51,913 60,270 60,855 597 12
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 77)
-6 0 0 76 77 70 77 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.5 0.2 94.8 85.3 99.0 100.0 1.0 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 73,206
COMMITMENTS
3,039 9,104 173 69,470 63,822 72,682 73,099 524 107
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 233)
123 -50 0 129 283 252 233 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.4 0.2 94.9 87.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 4 29 25 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,281
COMMITMENTS
200 1,495 0 33,941 32,679 34,141 34,174 140 107
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 82)
0 0 0 105 80 105 80 -23 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.4 0.0 99.0 95.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 19 15 20 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 34,714
COMMITMENTS
0 400 0 34,376 34,224 34,376 34,624 338 90
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 112)
0 0 0 112 112 112 112 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 99.0 98.6 99.0 99.7 1.0 0.3
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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 29,467
COMMITMENTS
1,350 1,740 750 27,176 26,977 29,276 29,467 191 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,657
COMMITMENTS
1,500 0 750 26,036 27,907 28,286 28,657 371 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 168,745
COMMITMENTS
28,694 5,011 6,698 132,271 156,724 167,663 168,433 1,083 312
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -397)
213 132 -72 -574 -541 -432 -480 35 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 3.0 4.0 78.4 92.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 6 13 37 38 62 52
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 36,145
COMMITMENTS
0 8,282 0 35,461 27,668 35,461 35,950 684 195
CHANGES FROM 10/24/23 (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 22.9 0.0 98.1 76.5 98.1 99.5 1.9 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,107
COMMITMENTS
0 8,232 0 34,423 26,680 34,423 34,912 684 195
CHANGES FROM 10/24/23 (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 23.4 0.0 98.1 76.0 98.1 99.4 1.9 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 10/31/23 |
--------------------------------------------------------------| 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 10/24/23 (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 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 10/31/23 |
--------------------------------------------------------------| 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 10/24/23 (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 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 121,011
COMMITMENTS
22,566 834 931 96,695 118,307 120,192 120,072 819 939
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -583)
0 0 0 -592 -583 -592 -583 9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.7 0.8 79.9 97.8 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 4 23 26 30 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,054
COMMITMENTS
350 1,450 70 39,194 38,425 39,614 39,945 440 109
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 74)
0 50 0 74 34 74 84 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 0.2 97.9 95.9 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 1 20 18 22 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,064
COMMITMENTS
665 1,616 0 38,990 38,354 39,655 39,970 409 94
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -115)
65 70 -50 -70 -135 -55 -115 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.0 0.0 97.3 95.7 99.0 99.8 1.0 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,646
COMMITMENTS
2,154 0 0 31,289 33,235 33,443 33,235 203 411
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 137)
0 0 0 136 137 136 137 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 93.0 98.8 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 21 24 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,335
COMMITMENTS
2,539 0 0 31,237 33,917 33,776 33,917 559 418
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 67)
6 0 0 46 68 52 68 15 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 91.0 98.8 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 21 23 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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: 72,038
COMMITMENTS
487 1,971 1,167 69,689 68,447 71,343 71,585 695 453
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 204)
1 -103 509 -359 -190 151 216 53 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.7 1.6 96.7 95.0 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 8 5 26 30 32 39
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 95,849
COMMITMENTS
3,600 2,419 2,215 89,417 90,613 95,232 95,246 617 603
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 761)
209 200 271 267 359 747 830 14 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.5 2.3 93.3 94.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 14 11 31 34 44 56
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 40,838
COMMITMENTS
60 3,030 600 40,093 37,137 40,753 40,767 85 71
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 441)
25 -50 50 356 441 431 441 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.4 1.5 98.2 90.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 7 5 17 17 24 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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: 43,121
COMMITMENTS
124 4,470 75 42,907 38,566 43,106 43,111 15 10
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 90)
-1 -35 50 41 75 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.4 0.2 99.5 89.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 12 18 15
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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: 47,608
COMMITMENTS
915 97 585 45,612 46,293 47,112 46,975 496 633
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 189)
0 60 0 189 129 189 189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.2 1.2 95.8 97.2 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 19 26 21 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 51,705
COMMITMENTS
170 1,906 1,085 49,546 48,280 50,801 51,271 904 434
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 458)
55 258 0 410 200 465 458 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.7 2.1 95.8 93.4 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 22 25 26 29
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,157
COMMITMENTS
82 642 154 38,333 38,109 38,569 38,905 588 252
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 59)
-12 -15 0 119 118 107 103 -48 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.6 0.4 97.9 97.3 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 22 22 25 25
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 30,788
COMMITMENTS
441 158 2 29,866 30,228 30,309 30,388 479 400
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 390)
0 10 0 487 545 487 555 -97 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.5 0.0 97.0 98.2 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 25 20 26 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,037
COMMITMENTS
821 3,050 180 27,399 25,435 28,400 28,665 637 372
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 744)
7 -111 10 701 803 718 702 26 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 10.5 0.6 94.4 87.6 97.8 98.7 2.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 6 5 25 28 32 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 19,218
COMMITMENTS
25 963 132 18,150 17,694 18,307 18,789 911 429
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 251)
0 -31 0 307 283 307 252 -56 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.0 0.7 94.4 92.1 95.3 97.8 4.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 4 22 22 26 27
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,434
COMMITMENTS
297 25 0 12,010 12,229 12,307 12,254 127 180
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 450)
-62 0 0 420 310 358 310 92 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.2 0.0 96.6 98.4 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 0 22 18 24 19
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,753
COMMITMENTS
100 313 0 9,555 9,355 9,655 9,668 98 85
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 260)
50 0 0 130 175 180 175 80 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 3.2 0.0 98.0 95.9 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 17 11 19 13
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,330
COMMITMENTS
3,163 0 0 11,828 15,210 14,991 15,210 339 120
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 65)
20 0 0 45 65 65 65 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.0 0.0 77.2 99.2 97.8 99.2 2.2 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,463
COMMITMENTS
785 0 0 32,166 33,408 32,951 33,408 512 55
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 96.1 99.8 98.5 99.8 1.5 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,595
COMMITMENTS
770 0 0 34,201 35,540 34,971 35,540 624 55
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 96.1 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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 86,303
COMMITMENTS
9,482 11,910 2,345 74,000 71,489 85,827 85,744 476 559
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -437)
80 923 102 -600 -1,549 -418 -524 -19 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.8 2.7 85.7 82.8 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 12 6 39 37 48 50
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 97,372
COMMITMENTS
10,916 18,271 3,622 82,575 75,136 97,113 97,029 259 343
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -589)
12 -832 145 -703 80 -546 -607 -43 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.8 3.7 84.8 77.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 12 11 41 41 57 58
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 372,140
COMMITMENTS
37,076 23,012 64,732 269,049 283,528 370,857 371,272 1,283 868
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,034)
-1,693 -2,365 2,378 1,036 1,536 1,721 1,549 313 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.2 17.4 72.3 76.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 24 39 52 46 94 94
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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 10/24/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 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 10/31/23 |
--------------------------------------------------------------| 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 10/24/23 (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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 5,010
COMMITMENTS
1,550 327 305 2,540 3,900 4,395 4,532 615 478
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -35)
435 -118 135 -665 -65 -95 -48 60 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 6.5 6.1 50.7 77.8 87.7 90.5 12.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 5 19 24 29 29
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,048
COMMITMENTS
2,414 7,859 3,835 52,460 46,724 58,709 58,418 339 630
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,389)
0 25 -25 1,414 1,399 1,389 1,399 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 13.3 6.5 88.8 79.1 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 8 32 22 42 30
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 53,755
COMMITMENTS
8,979 9,497 853 43,545 43,165 53,377 53,515 378 240
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 84)
0 50 0 220 59 220 109 -136 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.7 1.6 81.0 80.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 4 4 21 23 29 29
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| 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 10/24/23 (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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,266
COMMITMENTS
1,830 2,860 480 13,656 12,906 15,966 16,246 300 20
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 90)
0 0 0 90 90 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 17.6 3.0 84.0 79.3 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 18 18 20 23
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 4,056
COMMITMENTS
869 1,130 391 2,300 2,104 3,560 3,625 496 431
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 194)
89 122 15 105 27 209 164 -15 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 27.9 9.6 56.7 51.9 87.8 89.4 12.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 9 9 23 14 37 27
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,378
COMMITMENTS
0 356 436 2,401 2,130 2,837 2,922 541 456
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -1)
0 -21 -13 -45 -50 -58 -84 57 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 12.9 71.1 63.1 84.0 86.5 16.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 17 19 20 22
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,935
COMMITMENTS
787 1,040 1,423 7,789 7,220 9,999 9,683 936 1,252
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 256)
162 -8 -201 210 366 171 157 85 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.5 13.0 71.2 66.0 91.4 88.6 8.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 6 12 36 37 50 51
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,344
COMMITMENTS
5,753 4,011 1,998 23,458 25,043 31,209 31,052 135 292
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,545)
95 305 422 1,983 1,811 2,500 2,538 45 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 12.8 6.4 74.8 79.9 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 7 38 32 48 39
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,916
COMMITMENTS
0 1,441 1,263 16,521 14,870 17,784 17,574 132 342
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,082)
0 -57 -12 1,089 1,161 1,077 1,092 5 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 7.0 92.2 83.0 99.3 98.1 0.7 1.9
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 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,249
COMMITMENTS
7,251 4,185 2,678 25,418 29,059 35,347 35,922 902 327
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 950)
115 386 164 666 405 945 955 5 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 11.5 7.4 70.1 80.2 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 8 12 48 47 65 61
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,487
COMMITMENTS
325 288 253 8,643 8,836 9,221 9,377 266 110
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 363)
0 0 0 417 396 417 396 -54 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.0 2.7 91.1 93.1 97.2 98.8 2.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 16 16 19 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 65,442
COMMITMENTS
52,565 508 810 12,048 63,768 65,423 65,086 19 356
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 2,212)
635 -363 145 1,432 2,430 2,212 2,212 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 0.8 1.2 18.4 97.4 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 4 5 27 42 37 49
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 131,952
COMMITMENTS
20,326 63,604 6,718 104,180 61,379 131,224 131,701 728 251
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,371)
131 1,072 208 2,965 2,178 3,304 3,458 67 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 48.2 5.1 79.0 46.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
13 19 19 82 73 106 100
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 4,157
COMMITMENTS
261 309 555 2,485 2,797 3,301 3,661 856 496
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 268)
50 61 24 132 124 206 209 62 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 7.4 13.4 59.8 67.3 79.4 88.1 20.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 5 7 21 25 29 32
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 46,054
COMMITMENTS
589 0 10 45,440 46,044 46,039 46,054 15 0
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: -12,471)
4 0 0 -12,115 -12,126 -12,111 -12,126 -360 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 1 21 25 24 26
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 67,181
COMMITMENTS
1,200 160 0 65,941 66,973 67,141 67,133 40 48
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 3,296)
-27 125 -55 3,368 3,211 3,286 3,281 10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.2 0.0 98.2 99.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 0 28 33 29 34
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,713
COMMITMENTS
0 60 75 16,593 16,462 16,668 16,597 45 116
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,000)
0 0 0 1,020 990 1,020 990 -20 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.4 99.3 98.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 17 16 18 17
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 19,064
COMMITMENTS
0 0 0 19,009 19,004 19,009 19,004 55 60
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 115)
0 0 0 115 115 115 115 0 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: 28)
0 0 0 22 13 22 13
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 18,846
COMMITMENTS
10,723 1,478 1,672 5,504 12,751 17,899 15,901 947 2,945
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 1,691)
585 368 278 828 1,595 1,691 2,241 0 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 7.8 8.9 29.2 67.7 95.0 84.4 5.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 4 10 13 15 17
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,651
COMMITMENTS
0 1,439 39 6,202 5,158 6,241 6,636 410 15
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 491)
0 -40 0 485 531 485 491 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.6 0.6 93.2 77.6 93.8 99.8 6.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 6 2 17 18 19 24
Updated November 3, 2023