NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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 11/14/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 199,445
COMMITMENTS
29,297 40,606 12,643 157,492 146,196 199,432 199,445 13 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -2,077)
-1,855 444 545 -767 -3,066 -2,077 -2,077 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 20.4 6.3 79.0 73.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 7 8 24 19 36 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 33,662
COMMITMENTS
16,406 6,137 2,575 14,637 24,950 33,618 33,662 44 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 712)
562 1,020 -10 140 -298 692 712 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 18.2 7.6 43.5 74.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 5 7 12 10 37 19
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 13,155
COMMITMENTS
4,203 4,373 650 8,153 8,024 13,006 13,047 149 108
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -351)
-16 -396 -71 -336 176 -423 -291 72 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 33.2 4.9 62.0 61.0 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 16 8 8 10 22 31
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 23,417
COMMITMENTS
5,178 3,790 1,097 17,142 18,530 23,417 23,417 0 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 0)
-547 0 0 547 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 16.2 4.7 73.2 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 15 10 20 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 47,408
COMMITMENTS
18,354 34,241 3,192 25,807 9,925 47,353 47,358 55 50
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,995)
1,590 825 -125 480 1,245 1,945 1,945 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 72.2 6.7 54.4 20.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 12 7 12 5 28 19
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 7,876
COMMITMENTS
2,032 1,466 340 5,497 6,024 7,869 7,830 7 46
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 357)
68 115 123 166 120 357 358 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 18.6 4.3 69.8 76.5 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 7 7 8 6 21 18
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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: 12,516
COMMITMENTS
100 4,400 525 11,891 7,591 12,516 12,516 0 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -51)
0 0 0 -51 -51 -51 -51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 35.2 4.2 95.0 60.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 7 13 9 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,731
COMMITMENTS
10,798 3,334 4,021 18,912 26,369 33,731 33,724 0 7
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 57)
-50 0 50 57 0 57 50 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 9.9 11.9 56.1 78.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 3 13 13 18 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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 11/14/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 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 11/21/23 |
--------------------------------------------------------------| 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: 22,097
COMMITMENTS
620 4,230 1,070 20,407 16,797 22,097 22,097 0 0
CHANGES FROM 11/14/23 (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 19.1 4.8 92.4 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 10 11 12 16
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 31,035
COMMITMENTS
11,173 3,099 686 19,176 27,250 31,035 31,035 0 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 51)
0 -87 51 0 87 51 51 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 10.0 2.2 61.8 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 4 2 11 11 21 16
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 152,730
COMMITMENTS
58,714 56,046 34,969 56,662 59,399 150,345 150,414 2,385 2,316
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -6,234)
-8,978 -2,663 3,392 -2,788 -9,187 -8,374 -8,457 2,140 2,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 36.7 22.9 37.1 38.9 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
55 27 44 35 28 107 84
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 171,938
COMMITMENTS
101,151 31,335 32,387 38,079 107,992 171,616 171,714 322 224
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 14,788)
10,383 4,602 984 3,283 8,992 14,651 14,579 137 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 18.2 18.8 22.1 62.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
57 16 24 27 24 89 59
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,652
COMMITMENTS
12,163 12,337 3,111 49,297 49,172 64,571 64,620 81 32
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 552)
29 -185 -429 934 1,156 535 542 17 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 19.1 4.8 76.3 76.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 14 8 20 18 42 36
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,454
COMMITMENTS
1,943 1,775 112 1,324 1,388 3,379 3,275 75 179
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 305)
0 80 22 272 104 294 206 11 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 51.4 3.2 38.3 40.2 97.8 94.8 2.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 1 8 7 15 14
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 22,088
COMMITMENTS
10,406 7,454 0 11,609 14,605 22,015 22,059 73 29
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 380)
603 859 0 -250 -479 353 380 27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 33.7 0.0 52.6 66.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 3 0 7 5 18 8
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,487
COMMITMENTS
422 0 215 6,612 7,044 7,249 7,259 238 228
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,442)
47 0 0 2,190 2,215 2,237 2,215 205 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 2.9 88.3 94.1 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 17 17 20 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 32,748
COMMITMENTS
6,330 306 3,747 22,514 28,517 32,591 32,570 157 178
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,358)
846 51 92 1,415 2,240 2,353 2,383 5 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.9 11.4 68.7 87.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 3 10 31 42 41 52
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 15,824
COMMITMENTS
3,775 1,091 1,665 10,337 13,047 15,777 15,803 47 21
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 523)
39 277 43 429 182 511 502 12 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 6.9 10.5 65.3 82.5 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 4 24 21 31 28
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,806
COMMITMENTS
1,305 3,049 441 5,961 4,222 7,707 7,712 99 94
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 491)
437 348 -53 127 176 511 471 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 39.1 5.6 76.4 54.1 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 4 19 20 24 26
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,805,547
COMMITMENTS
761,620 307,046 1230522 4771154 5252243 6763296 6789811 42,251 15,736
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 95,521)
115,922 132,285 -105,087 90,303 69,937 101,138 97,135 -5,617 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 4.5 18.1 70.1 77.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
34 41 56 168 131 234 197
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,441,308
COMMITMENTS
222,969 158,319 1510214 1705003 1771284 3438186 3439817 3,122 1,492
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 282,774)
55,033 42,124 202,992 24,694 37,712 282,719 282,828 55 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.6 43.9 49.5 51.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 11 37 52 49 95 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,709
COMMITMENTS
2,613 1,353 861 155,212 160,787 158,686 163,001 12,023 7,708
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 926)
-181 137 -153 1,030 1,988 696 1,972 230 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.8 0.5 90.9 94.2 93.0 95.5 7.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 3 24 25 28 30
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,903
COMMITMENTS
3,057 1,492 214 152,449 164,927 155,720 166,633 18,183 7,270
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 3,854)
29 122 -31 4,414 3,777 4,412 3,868 -558 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.9 0.1 87.7 94.8 89.5 95.8 10.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 1 29 30 30 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 383,519
COMMITMENTS
9,852 7,321 3,061 360,726 365,273 373,639 375,655 9,880 7,864
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 7,008)
-1,438 146 -463 11,925 5,679 10,024 5,362 -3,016 1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 0.8 94.1 95.2 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 3 5 38 32 43 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 940,191
COMMITMENTS
24,204 33,298 3,735 898,815 899,493 926,754 936,526 13,437 3,665
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 17,609)
-477 4,064 -63 16,098 14,897 15,558 18,898 2,051 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.5 0.4 95.6 95.7 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 5 2 40 32 44 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 342,435
COMMITMENTS
12,934 10,188 3,727 317,090 322,437 333,751 336,352 8,684 6,083
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,361)
-804 -1,156 349 2,625 3,009 2,170 2,202 -809 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.0 1.1 92.6 94.2 97.5 98.2 2.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 5 6 39 32 46 40
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 691,500
COMMITMENTS
5,888 51,611 7,370 671,504 624,903 684,762 683,884 6,738 7,616
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 33,986)
-328 3,542 1,487 33,132 28,782 34,291 33,811 -305 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.5 1.1 97.1 90.4 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
3 9 6 46 52 53 63
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 416,032
COMMITMENTS
1,734 14,290 1,297 401,740 387,769 404,771 403,356 11,261 12,676
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 15,833)
1,622 -2,581 -213 15,178 17,575 16,587 14,781 -754 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.4 0.3 96.6 93.2 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 6 5 42 34 48 42
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,079
COMMITMENTS
1,648 3,580 428 78,862 75,029 80,938 79,037 6,141 8,042
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,935)
-428 736 428 2,961 1,168 2,961 2,332 -1,026 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.1 0.5 90.6 86.2 92.9 90.8 7.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 12 15 13 19
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,833
COMMITMENTS
2,007 540 0 66,433 67,981 68,440 68,521 2,393 2,312
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 3,875)
0 0 0 4,183 3,906 4,183 3,906 -308 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.8 0.0 93.8 96.0 96.6 96.7 3.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 22 20 23 21
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 336,939
COMMITMENTS
9,690 15,701 4,249 313,192 307,744 327,131 327,694 9,808 9,245
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -2,731)
0 -1,393 -60 -1,976 1,534 -2,036 81 -695 -2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 4.7 1.3 93.0 91.3 97.1 97.3 2.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 2 30 30 33 33
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,544
COMMITMENTS
0 0 0 177,874 179,685 177,874 179,685 7,670 5,859
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,114)
0 0 0 1,990 925 1,990 925 124 1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 96.8 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 24 26 24 26
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 232,799
COMMITMENTS
2,141 780 0 223,479 223,978 225,620 224,758 7,179 8,041
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,975)
462 0 -93 1,482 2,406 1,851 2,313 124 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.0 96.0 96.2 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 20 26 21 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,187
COMMITMENTS
12,855 2,940 0 54,565 64,424 67,420 67,364 1,767 1,823
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,108)
868 0 0 1,054 2,108 1,922 2,108 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.2 0.0 78.9 93.1 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 19 21 23 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 732,602
COMMITMENTS
48,157 4,176 8,872 665,754 713,640 722,783 726,688 9,819 5,914
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 8,424)
-3,006 -1,456 2,187 7,562 6,718 6,743 7,449 1,681 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.6 1.2 90.9 97.4 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 4 7 50 43 61 53
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 205,787
COMMITMENTS
12,394 103 340 180,589 196,320 193,323 196,763 12,464 9,024
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,982)
4,525 103 332 -1,566 2,614 3,291 3,049 -309 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.2 87.8 95.4 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 19 18 22 20
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 107,456
COMMITMENTS
10,186 279 124 93,690 99,754 104,000 100,157 3,456 7,299
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 24,551)
5,128 279 0 18,992 22,291 24,120 22,570 431 1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.3 0.1 87.2 92.8 96.8 93.2 3.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 1 19 25 23 27
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,678
COMMITMENTS
16,063 15,106 5,551 137,276 136,916 158,890 157,573 1,788 3,105
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 26,194)
3,581 -442 1,423 21,252 24,574 26,256 25,555 -62 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.4 3.5 85.4 85.2 98.9 98.1 1.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 6 5 36 45 47 54
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 502,172
COMMITMENTS
875 61,674 248 498,270 437,546 499,393 499,468 2,779 2,704
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,651)
364 -62 217 921 1,062 1,502 1,217 149 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 12.3 0.0 99.2 87.1 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 3 2 32 31 36 35
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 45,098
COMMITMENTS
2,012 0 0 41,820 44,405 43,832 44,405 1,266 693
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 7,805)
403 0 0 9,598 7,832 10,001 7,832 -2,196 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 92.7 98.5 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 15 20 15
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,598
COMMITMENTS
22,471 1,674 769 221,042 254,943 244,282 257,386 17,316 4,212
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,286)
-610 -341 0 1,754 1,556 1,144 1,215 142 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.6 0.3 84.5 97.5 93.4 98.4 6.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 1 37 35 41 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,048
COMMITMENTS
1,517 5,775 93 141,296 137,658 142,906 143,526 2,142 1,522
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,418)
0 496 -496 2,787 2,170 2,291 2,170 127 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 4.0 0.1 97.4 94.9 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 21 27 24 28
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 271,340
COMMITMENTS
5,719 4,854 1,137 254,280 259,482 261,136 265,473 10,204 5,867
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 427)
-2,869 1,848 -530 3,675 -1,015 276 303 151 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.8 0.4 93.7 95.6 96.2 97.8 3.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 3 1 37 36 40 39
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,936
COMMITMENTS
396 0 184 107,689 112,429 108,269 112,613 11,667 7,323
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,548)
0 0 0 2,094 2,394 2,094 2,394 454 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 89.8 93.7 90.3 93.9 9.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 19 19 20 20
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 17,896
COMMITMENTS
0 2,220 0 15,621 14,065 15,621 16,285 2,275 1,611
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,488)
0 0 0 1,147 1,271 1,147 1,271 341 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 0.0 87.3 78.6 87.3 91.0 12.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 11 14 11 17
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,320
COMMITMENTS
0 0 0 40,558 42,550 40,558 42,550 5,762 3,770
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 91.9 87.6 91.9 12.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,364
COMMITMENTS
779 1,042 62 133,449 131,461 134,290 132,565 6,074 7,799
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 93)
29 180 -62 864 -18 831 100 -738 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.7 0.0 95.1 93.7 95.7 94.4 4.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 18 18 20
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,562
COMMITMENTS
8,723 1,185 394 98,938 101,839 108,055 103,418 10,507 15,144
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 412)
-804 277 180 1,025 -1,038 401 -581 11 993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.0 0.3 83.4 85.9 91.1 87.2 8.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 22 23 25 25
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 48,730
COMMITMENTS
0 0 0 47,393 48,237 47,393 48,237 1,337 493
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.3 99.0 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 10 16 10 16
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,333
COMMITMENTS
2,774 0 0 70,278 81,161 73,052 81,161 9,281 1,172
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,902)
2,774 0 0 1,560 1,964 4,334 1,964 -2,432 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 85.4 98.6 88.7 98.6 11.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 17 17 18 17
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 57,412
COMMITMENTS
2,953 372 0 53,122 56,315 56,075 56,687 1,337 725
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 5,270)
878 372 0 4,764 5,878 5,642 6,250 -372 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.6 0.0 92.5 98.1 97.7 98.7 2.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 1 0 17 18 21 19
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,894
COMMITMENTS
3,453 3,456 1,489 157,936 157,091 162,878 162,036 9,016 9,858
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 5,400)
2,099 735 1,458 4,366 4,142 7,923 6,335 -2,523 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.0 0.9 91.9 91.4 94.8 94.3 5.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 3 24 28 29 33
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 165,813
COMMITMENTS
0 0 0 156,879 158,875 156,879 158,875 8,934 6,938
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 9,892)
0 0 0 10,016 9,861 10,016 9,861 -124 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.6 95.8 94.6 95.8 5.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 19 25 19
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 36,848
COMMITMENTS
900 0 0 35,588 35,918 36,488 35,918 360 930
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 9,362)
0 0 0 9,362 9,393 9,362 9,393 0 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 0.0 96.6 97.5 99.0 97.5 1.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 17 12 19 12
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 250,950
COMMITMENTS
11,315 3,165 3,388 225,911 238,488 240,614 245,041 10,336 5,909
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 10,974)
-1,403 -286 -619 13,041 12,552 11,019 11,647 -45 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.3 1.4 90.0 95.0 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 2 31 29 35 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 72,668
COMMITMENTS
4,743 0 0 65,289 72,487 70,032 72,487 2,636 181
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,666)
1,326 0 0 1,513 2,879 2,839 2,879 -173 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.0 89.8 99.8 96.4 99.8 3.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 0 16 19 19 19
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 212,325
COMMITMENTS
8,344 794 0 190,858 203,019 199,202 203,813 13,123 8,512
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 5,300)
246 794 0 3,864 5,127 4,110 5,921 1,190 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 0.0 89.9 95.6 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 0 31 34 33 35
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,411
COMMITMENTS
0 1,898 0 76,605 76,334 76,605 78,232 2,806 1,179
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 5,253)
-372 -124 0 6,051 4,832 5,679 4,708 -426 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 96.5 96.1 96.5 98.5 3.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 0 24 22 24 23
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 353,752
COMMITMENTS
1,220 3,396 806 342,255 344,773 344,281 348,975 9,471 4,777
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 122)
0 396 0 122 -32 122 364 0 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.0 0.2 96.7 97.5 97.3 98.6 2.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 26 19 28 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 80,626
COMMITMENTS
3,240 2,657 215 67,608 71,437 71,063 74,309 9,563 6,317
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,191)
0 -31 -93 0 1,740 -93 1,616 1,284 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.3 0.3 83.9 88.6 88.1 92.2 11.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 19 19 21 21
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 230,495
COMMITMENTS
7,450 10,290 1,599 208,992 209,385 218,041 221,274 12,454 9,221
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 4,610)
-4,080 543 689 7,588 2,550 4,197 3,782 413 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.5 0.7 90.7 90.8 94.6 96.0 5.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 24 24 28 27
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 25,262
COMMITMENTS
0 2,396 124 23,681 21,978 23,805 24,498 1,457 764
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 0.5 93.7 87.0 94.2 97.0 5.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 13 14 14 16
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 90,543
COMMITMENTS
2,724 0 0 79,798 82,509 82,522 82,509 8,021 8,034
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 3,312)
350 0 0 3,456 3,438 3,806 3,438 -494 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 88.1 91.1 91.1 91.1 8.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 19 19 21 19
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 28,122
COMMITMENTS
1,518 363 235 26,042 27,498 27,796 28,096 326 26
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 504)
122 31 23 372 474 516 528 -12 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.3 0.8 92.6 97.8 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 4 7 22 26 32 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,939
COMMITMENTS
1,617 155 253 17,968 19,530 19,838 19,938 101 1
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,040)
365 90 107 699 883 1,171 1,080 -131 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.8 1.3 90.1 97.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 1 5 22 23 31 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 187,565
COMMITMENTS
33,633 8,901 13,566 139,948 164,909 187,147 187,376 418 189
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,111)
-1,265 -2,463 775 2,425 3,821 1,935 2,133 176 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.7 7.2 74.6 87.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 21 20 37 42 64 72
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 85,696
COMMITMENTS
2,651 10,059 2,473 80,449 72,737 85,573 85,269 123 427
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,697)
-543 853 399 2,864 1,278 2,720 2,530 -23 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 11.7 2.9 93.9 84.9 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 14 10 29 29 42 46
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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: 69,674
COMMITMENTS
629 7,338 3,397 65,492 58,796 69,518 69,531 156 143
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,326)
-31 330 576 996 549 1,541 1,455 -215 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 10.5 4.9 94.0 84.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 6 20 21 26 29
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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: 49,404
COMMITMENTS
942 10,071 990 46,820 38,273 48,752 49,334 652 70
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 336)
15 110 -9 317 223 323 324 13 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 20.4 2.0 94.8 77.5 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 5 27 24 33 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,713
COMMITMENTS
1,077 14,766 582 56,552 43,093 58,211 58,441 502 272
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 603)
-77 2 41 640 530 604 573 -1 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 25.1 1.0 96.3 73.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 10 4 30 29 36 41
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,371
COMMITMENTS
2,560 8,544 121 55,232 49,694 57,913 58,359 458 12
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 575)
-33 195 0 735 380 702 575 -127 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.6 0.2 94.6 85.1 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 2 29 27 33 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 69,673
COMMITMENTS
3,286 8,585 111 65,759 60,915 69,156 69,611 517 62
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 492)
-34 -11 0 526 503 492 492 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.3 0.2 94.4 87.4 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 29 25 34 29
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,052
COMMITMENTS
110 1,510 0 32,793 31,430 32,903 32,940 149 112
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 396)
0 0 0 516 386 516 386 -120 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.6 0.0 99.2 95.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 19 13 20 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 33,294
COMMITMENTS
0 625 0 32,962 32,589 32,962 33,214 332 80
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -99)
0 35 0 -99 -134 -99 -99 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 99.0 97.9 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 17 16 17 18
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 28,805
COMMITMENTS
2,300 1,790 400 26,095 26,465 28,795 28,655 10 150
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 120)
0 50 0 300 -50 300 0 -180 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.2 1.4 90.6 91.9 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 18 13 19 16
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,995
COMMITMENTS
2,350 0 450 25,005 27,275 27,805 27,725 190 270
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 1.6 89.3 97.4 99.3 99.0 0.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 17 13 19 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 175,180
COMMITMENTS
26,912 6,784 7,848 139,346 160,262 174,105 174,894 1,075 286
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 5,618)
-161 512 985 4,736 4,102 5,560 5,598 58 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.9 4.5 79.5 91.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 12 17 38 38 63 57
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,353
COMMITMENTS
0 8,098 0 34,517 26,825 34,517 34,923 836 430
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -240 -300 -240 -300 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.9 0.0 97.6 75.9 97.6 98.8 2.4 1.2
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 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,260
COMMITMENTS
0 8,048 0 33,424 25,782 33,424 33,830 836 430
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -240 -300 -240 -300 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.5 0.0 97.6 75.3 97.6 98.7 2.4 1.3
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 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 32,718
COMMITMENTS
0 5,366 48 32,622 27,292 32,670 32,706 48 12
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.4 0.1 99.7 83.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 1 20 17 21 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 28,932
COMMITMENTS
0 5,366 48 28,836 23,440 28,884 28,854 48 78
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 72)
0 0 0 72 72 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.5 0.2 99.7 81.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 1 20 19 21 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 120,571
COMMITMENTS
20,342 2,702 903 98,528 115,974 119,773 119,579 798 992
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,133)
150 240 0 961 831 1,111 1,071 22 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 2.2 0.7 81.7 96.2 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 3 24 26 30 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,282
COMMITMENTS
260 1,180 120 37,448 36,864 37,828 38,164 454 118
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 480)
0 0 0 590 460 590 460 -110 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.1 0.3 97.8 96.3 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 20 14 22 16
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,723
COMMITMENTS
690 2,031 50 37,577 36,430 38,317 38,511 406 212
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 92)
5 60 0 87 26 92 86 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.2 0.1 97.0 94.1 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 1 17 18 19 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,312
COMMITMENTS
2,071 75 0 29,080 30,843 31,151 30,918 161 394
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -6)
1 0 0 -7 -6 -6 -6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.2 0.0 92.9 98.5 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 22 20 23 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,847
COMMITMENTS
2,554 0 0 29,802 32,451 32,356 32,451 491 396
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 169)
88 0 0 77 169 165 169 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 90.7 98.8 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 20 24 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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: 74,365
COMMITMENTS
0 6,285 1,286 72,355 66,364 73,641 73,935 724 430
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,199)
0 660 -518 1,683 1,061 1,165 1,203 34 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 1.7 97.3 89.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 10 4 26 30 30 40
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 97,712
COMMITMENTS
4,040 5,725 2,793 90,362 88,688 97,196 97,206 516 506
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,028)
-76 -384 313 847 1,133 1,085 1,063 -57 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.9 2.9 92.5 90.8 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 15 10 31 34 44 55
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 42,629
COMMITMENTS
175 4,341 727 41,664 37,402 42,566 42,470 63 159
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,265)
50 625 -30 1,245 657 1,265 1,252 0 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.2 1.7 97.7 87.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 4 18 18 23 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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: 43,095
COMMITMENTS
99 4,968 75 42,821 38,042 42,995 43,085 100 10
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 130)
0 123 0 130 7 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.5 0.2 99.4 88.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 11 18 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| 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: 49,328
COMMITMENTS
800 1,375 585 47,415 46,794 48,800 48,754 528 574
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,073)
0 115 0 1,033 974 1,033 1,089 40 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.8 1.2 96.1 94.9 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 18 25 20 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 54,997
COMMITMENTS
0 5,095 1,074 52,960 48,651 54,033 54,820 964 177
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,183)
0 624 -50 1,174 604 1,124 1,178 59 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 2.0 96.3 88.5 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 8 3 21 25 24 33
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,743
COMMITMENTS
104 463 243 38,882 38,711 39,229 39,417 514 326
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 101)
5 30 0 73 18 78 48 23 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.6 97.8 97.4 98.7 99.2 1.3 0.8
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 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,522
COMMITMENTS
810 273 15 30,553 30,921 31,378 31,209 144 313
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 392)
100 130 0 525 267 625 397 -233 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.9 0.0 96.9 98.1 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 1 24 18 25 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,375
COMMITMENTS
829 2,610 562 27,404 26,123 28,795 29,295 580 80
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 498)
76 151 5 374 344 455 500 43 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.9 1.9 93.3 88.9 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 3 24 29 29 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 19,439
COMMITMENTS
395 922 253 17,995 17,575 18,643 18,750 796 689
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 443)
310 175 0 148 288 458 463 -15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 4.7 1.3 92.6 90.4 95.9 96.5 4.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 22 21 25 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,639
COMMITMENTS
267 25 0 11,312 11,538 11,579 11,563 60 76
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 98)
30 0 0 68 92 98 92 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 0.0 97.2 99.1 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 17 23 18
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 9,098
COMMITMENTS
180 217 5 8,903 8,816 9,088 9,038 10 60
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 86)
90 0 -5 13 81 98 76 -12 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 2.4 0.1 97.9 96.9 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 18 11 20 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,325
COMMITMENTS
3,238 0 0 11,768 15,205 15,006 15,205 319 120
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 0.0 0.0 76.8 99.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 12 11 16 11
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,990
COMMITMENTS
466 0 0 13,195 13,870 13,661 13,870 329 120
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 100)
100 0 0 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 94.3 99.1 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 12 11 15 11
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,431
COMMITMENTS
665 0 0 31,291 32,386 31,956 32,386 475 45
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 96.5 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,383
COMMITMENTS
655 0 0 32,966 34,338 33,621 34,338 762 45
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.9 99.9 97.8 99.9 2.2 0.1
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 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,549
COMMITMENTS
10,107 10,805 2,288 71,719 70,872 84,114 83,965 435 584
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,692)
303 108 162 2,225 2,429 2,690 2,699 2 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.8 2.7 84.8 83.8 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 13 6 39 35 48 51
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 94,976
COMMITMENTS
11,077 15,015 3,538 80,132 76,075 94,747 94,628 229 348
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 4,358)
617 -570 0 3,871 4,932 4,488 4,362 -130 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 15.8 3.7 84.4 80.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 18 11 41 39 55 62
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 397,114
COMMITMENTS
45,377 42,766 65,223 285,854 288,486 396,454 396,475 660 639
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 7,767)
-2,429 4,657 1,887 8,373 1,310 7,832 7,854 -64 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 10.8 16.4 72.0 72.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 28 34 51 46 93 95
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,954
COMMITMENTS
1,482 4,000 0 15,945 13,752 17,427 17,752 527 202
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 22.3 0.0 88.8 76.6 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 18 13 21 15
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,601
COMMITMENTS
1,162 2,800 0 15,106 13,751 16,268 16,551 333 50
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -5 0 -5 0 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 16.9 0.0 91.0 82.8 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 19 16 22 18
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 5,995
COMMITMENTS
645 2,185 405 4,615 3,145 5,665 5,735 330 260
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -765)
340 180 -95 -995 -685 -750 -600 -15 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 36.4 6.8 77.0 52.5 94.5 95.7 5.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 7 6 20 19 28 27
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 57,519
COMMITMENTS
2,276 6,663 3,993 50,928 46,465 57,197 57,121 322 398
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 358)
-185 0 0 548 347 363 347 -5 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.6 6.9 88.5 80.8 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 5 32 23 41 29
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,316
COMMITMENTS
8,884 9,022 803 49,136 49,184 58,823 59,009 493 307
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,908)
0 0 0 2,898 2,882 2,898 2,882 10 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.2 1.4 82.8 82.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 3 23 21 31 26
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 25,940
COMMITMENTS
5,350 0 0 20,590 25,810 25,940 25,810 0 130
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.0 0.0 79.4 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 14 11 17 11
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 13,234
COMMITMENTS
4,299 0 0 8,704 13,234 13,003 13,234 231 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 200)
200 0 0 0 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 0.0 0.0 65.8 100.0 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 12 12 16 12
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 17,421
COMMITMENTS
1,780 2,760 480 15,061 14,141 17,321 17,381 100 40
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,060)
0 0 0 1,300 1,040 1,300 1,040 -240 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 15.8 2.8 86.5 81.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 20 19 22 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,470
COMMITMENTS
708 1,161 287 1,915 1,628 2,910 3,076 560 394
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 332)
100 130 -23 255 185 332 292 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 33.5 8.3 55.2 46.9 83.9 88.6 16.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 7 9 17 13 30 24
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,136
COMMITMENTS
0 157 332 2,017 1,968 2,349 2,457 787 679
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 10.6 64.3 62.8 74.9 78.3 25.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 17 18 19 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,221
COMMITMENTS
470 852 1,338 7,439 6,981 9,247 9,171 974 1,050
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 410)
69 -67 -54 384 527 399 406 11 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.3 13.1 72.8 68.3 90.5 89.7 9.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 8 13 36 39 50 54
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,868
COMMITMENTS
6,768 5,099 1,230 25,755 27,189 33,753 33,518 115 350
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,792)
460 680 -218 2,525 2,255 2,767 2,717 25 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 15.1 3.6 76.0 80.3 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 7 7 36 35 45 44
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,896
COMMITMENTS
238 2,406 1,091 15,445 13,086 16,774 16,583 122 313
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 814)
50 21 -49 813 837 814 809 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 14.2 6.5 91.4 77.5 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 4 18 20 22 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 31,203
COMMITMENTS
7,190 3,122 2,766 20,353 25,089 30,309 30,977 894 226
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 203)
140 -224 269 -172 198 237 243 -34 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 10.0 8.9 65.2 80.4 97.1 99.3 2.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 7 12 51 51 68 64
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 9,057
COMMITMENTS
270 246 362 8,171 8,359 8,803 8,967 254 90
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 243)
0 5 -4 247 237 243 238 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.7 4.0 90.2 92.3 97.2 99.0 2.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 16 17 19 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 62,538
COMMITMENTS
50,485 395 514 11,501 61,231 62,500 62,140 38 398
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 1,745)
-84 0 84 1,745 1,646 1,745 1,730 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 0.6 0.8 18.4 97.9 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 3 4 25 38 34 44
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 121,719
COMMITMENTS
16,962 60,857 6,580 97,664 54,120 121,206 121,557 513 162
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 3,588)
704 -237 238 2,681 3,638 3,623 3,639 -35 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 50.0 5.4 80.2 44.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
14 19 17 84 76 110 101
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,625
COMMITMENTS
233 149 402 2,161 2,514 2,796 3,065 829 560
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 178)
68 66 14 107 176 189 256 -11 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.1 11.1 59.6 69.4 77.1 84.6 22.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 8 16 20 24 28
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 53,309
COMMITMENTS
494 150 80 52,720 53,079 53,294 53,309 15 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 2,930)
-180 150 80 3,030 2,700 2,930 2,930 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.3 0.2 98.9 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 2 27 33 30 36
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 57,989
COMMITMENTS
1,245 375 20 56,679 57,594 57,944 57,989 45 0
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -7,580)
45 95 0 -7,615 -7,662 -7,570 -7,567 -10 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.0 97.7 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 2 2 27 33 30 36
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,060
COMMITMENTS
0 25 65 15,950 15,910 16,015 16,000 45 60
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -1,113)
0 -65 25 -1,138 -1,027 -1,113 -1,067 0 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 99.3 99.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 14 20 15
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,445
COMMITMENTS
90 0 0 16,292 16,385 16,382 16,385 63 60
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -2,396)
90 0 0 -2,461 -2,381 -2,371 -2,381 -25 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.1 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 13 23 13
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,336
COMMITMENTS
0 688 37 5,932 5,596 5,969 6,321 367 15
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: 409)
0 22 0 465 387 465 409 -56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 0.6 93.6 88.3 94.2 99.8 5.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 5 2 16 14 18 19
Updated November 27, 2023