NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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 11/28/23 (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 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 197,539
COMMITMENTS
30,690 43,653 7,540 159,296 146,346 197,526 197,539 13 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,687)
1,305 2,897 -4,803 1,811 219 -1,687 -1,687 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 22.1 3.8 80.6 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 7 8 24 18 37 29
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 33,219
COMMITMENTS
18,113 6,128 2,430 12,627 24,643 33,170 33,201 49 18
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,396)
1,347 1 -452 -2,321 -963 -1,426 -1,414 30 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 18.4 7.3 38.0 74.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
23 4 8 11 9 36 19
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 12,760
COMMITMENTS
5,460 4,429 561 6,656 7,667 12,677 12,657 83 103
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -446)
1,293 143 -176 -1,489 -457 -372 -490 -74 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 34.7 4.4 52.2 60.1 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 17 6 9 11 21 31
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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 11/28/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 30,900
COMMITMENTS
7,800 26,650 2,100 21,000 2,150 30,900 30,900 0 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 100)
0 400 -300 400 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 86.2 6.8 68.0 7.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 8 4 7 3 16 12
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 6,830
COMMITMENTS
2,020 1,432 177 4,621 5,125 6,818 6,734 12 96
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -889)
-48 -7 -105 -744 -814 -897 -926 8 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 21.0 2.6 67.7 75.0 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 6 4 7 5 19 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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 11/28/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 35.2 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 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,486
COMMITMENTS
10,798 3,466 4,021 18,667 25,999 33,486 33,486 0 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 25)
0 25 0 25 0 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 10.4 12.0 55.7 77.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 3 14 13 19 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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 11/28/23 (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 12/05/23 |
--------------------------------------------------------------| 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 11/28/23 (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 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 31,510
COMMITMENTS
11,173 3,974 1,436 18,901 26,100 31,510 31,510 0 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 425)
0 925 700 -275 -1,200 425 425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 12.6 4.6 60.0 82.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 2 11 11 21 17
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 119,978
COMMITMENTS
40,525 42,381 27,022 52,319 50,497 119,866 119,900 112 78
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -8,719)
-16,553 -6,020 3,292 5,327 -5,997 -7,934 -8,725 -785 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 35.3 22.5 43.6 42.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
46 29 37 35 26 94 80
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 200,974
COMMITMENTS
116,505 39,699 35,939 48,287 125,315 200,731 200,954 243 20
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 14,733)
10,212 3,569 2,445 2,045 8,759 14,702 14,773 31 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 19.8 17.9 24.0 62.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
68 15 28 26 29 99 67
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 61,348
COMMITMENTS
12,332 10,588 2,982 46,024 47,761 61,338 61,331 10 17
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 247)
752 -305 1,055 -1,540 -495 267 256 -20 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 17.3 4.9 75.0 77.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 14 6 17 18 31 35
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,389
COMMITMENTS
1,974 1,810 112 1,242 1,420 3,328 3,342 61 47
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 48)
31 10 0 35 48 66 58 -18 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.2 53.4 3.3 36.6 41.9 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 8 1 6 7 14 15
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 28,781
COMMITMENTS
16,592 13,955 0 12,086 14,791 28,678 28,746 103 35
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 4,344)
3,869 4,649 0 445 -311 4,314 4,338 30 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 48.5 0.0 42.0 51.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 4 0 8 7 26 11
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,008
COMMITMENTS
360 0 235 7,185 7,528 7,780 7,763 228 245
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -283)
-62 0 20 -226 -320 -268 -300 -15 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 2.9 89.7 94.0 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 15 18 17 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 27,379
COMMITMENTS
4,827 984 2,507 19,962 23,810 27,296 27,301 83 78
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -6,305)
-1,307 629 -1,250 -3,724 -5,624 -6,281 -6,245 -24 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.6 9.2 72.9 87.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 7 34 43 41 52
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,182
COMMITMENTS
1,972 1,417 1,281 9,794 10,442 13,047 13,140 135 42
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -3,218)
-1,498 151 -639 -1,169 -2,751 -3,306 -3,239 88 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.7 9.7 74.3 79.2 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 4 23 16 28 23
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,832
COMMITMENTS
875 2,138 357 4,555 3,255 5,787 5,750 45 82
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -2,101)
-430 -982 -84 -1,533 -1,023 -2,047 -2,089 -54 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 36.7 6.1 78.1 55.8 99.2 98.6 0.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 4 16 18 20 23
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,691,443
COMMITMENTS
610,217 350,053 1281834 4753394 5042259 6645445 6674146 45,998 17,297
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -209,286)
-60,149 -29,597 -4,942 -143,532 -171,009 -208,623 -205,548 -663 -3,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.2 19.2 71.0 75.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
33 36 52 165 125 226 185
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,360,400
COMMITMENTS
205,133 155,121 1446591 1705945 1757049 3357669 3358762 2,731 1,638
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 223,850)
19,134 21,778 97,293 107,717 104,948 224,144 224,018 -294 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.6 43.0 50.8 52.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
33 11 36 52 48 95 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 163,807
COMMITMENTS
889 1,210 655 146,930 152,443 148,474 154,308 15,333 9,499
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -8,501)
-226 -584 -44 -8,540 -8,626 -8,810 -9,254 309 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.7 0.4 89.7 93.1 90.6 94.2 9.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 23 21 26 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,395
COMMITMENTS
3,777 0 77 143,292 159,101 147,146 159,178 18,249 6,217
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -7,707)
-3 -1,069 -154 -8,101 -6,941 -8,258 -8,164 551 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 86.6 96.2 89.0 96.2 11.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 28 30 30 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 373,530
COMMITMENTS
8,751 7,205 2,593 348,434 354,817 359,778 364,615 13,752 8,915
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -7,854)
3,223 1,697 -1,512 -9,258 -10,657 -7,547 -10,472 -307 2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.9 0.7 93.3 95.0 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 6 35 29 42 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 911,665
COMMITMENTS
26,237 33,737 3,519 871,568 870,203 901,324 907,459 10,341 4,206
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -37,324)
-444 557 -678 -34,253 -37,067 -35,375 -37,188 -1,949 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.7 0.4 95.6 95.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 5 4 40 33 48 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 334,275
COMMITMENTS
18,187 9,020 1,033 306,938 315,139 326,158 325,192 8,117 9,083
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -15,295)
1,024 -1,214 -462 -14,896 -15,998 -14,334 -17,674 -961 2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.7 0.3 91.8 94.3 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 3 38 30 43 36
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 655,145
COMMITMENTS
3,751 44,640 5,251 640,727 596,643 649,729 646,534 5,416 8,611
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -47,720)
-1,876 -7,733 -1,389 -43,889 -38,735 -47,154 -47,857 -566 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.8 0.8 97.8 91.1 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
3 5 5 43 51 49 58
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,551
COMMITMENTS
2,158 8,407 3,070 369,281 358,998 374,509 370,475 10,042 14,076
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -31,260)
86 -3,016 1,846 -31,104 -30,717 -29,172 -31,887 -2,088 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 2.2 0.8 96.0 93.4 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 3 3 39 33 43 37
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,523
COMMITMENTS
0 3,301 0 70,979 70,177 70,979 73,478 10,544 8,045
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -6,052)
-1,617 -217 -428 -8,038 -5,199 -10,083 -5,844 4,031 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 87.1 86.1 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 13 15 13 18
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 60,185
COMMITMENTS
2,201 217 0 55,546 57,619 57,747 57,836 2,438 2,349
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -12,384)
-1,170 -323 0 -11,042 -11,850 -12,212 -12,173 -172 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.4 0.0 92.3 95.7 95.9 96.1 4.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 17 17 19 18
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 322,895
COMMITMENTS
9,744 14,414 3,129 299,266 296,293 312,139 313,836 10,756 9,059
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -14,465)
308 -3,279 -159 -16,133 -10,915 -15,984 -14,353 1,519 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 4.5 1.0 92.7 91.8 96.7 97.2 3.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 3 26 27 29 30
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,648
COMMITMENTS
0 0 0 163,505 166,401 163,505 166,401 8,143 5,247
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -13,738)
0 0 0 -14,242 -13,064 -14,242 -13,064 504 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 96.9 95.3 96.9 4.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 22 22 22 22
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,439
COMMITMENTS
4,755 780 0 212,323 210,274 217,078 211,054 4,361 10,385
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -15,755)
-1,228 0 0 -11,709 -17,975 -12,937 -17,975 -2,818 2,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 0.0 95.9 95.0 98.0 95.3 2.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 0 20 24 21 25
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,938
COMMITMENTS
8,780 0 0 59,585 68,927 68,365 68,927 1,573 1,011
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -5,568)
-5,160 -2,940 0 -326 -2,002 -5,486 -4,942 -82 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 0.0 0.0 85.2 98.6 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 0 18 20 22 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 721,300
COMMITMENTS
48,189 2,877 7,062 657,893 705,979 713,144 715,918 8,156 5,382
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -19,755)
-1,552 -294 -3,673 -13,603 -14,830 -18,828 -18,797 -927 -958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 1.0 91.2 97.9 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 4 6 50 39 61 47
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 193,006
COMMITMENTS
9,503 436 8 171,243 183,739 180,754 184,183 12,252 8,823
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -11,728)
-2,948 250 -430 -8,195 -11,542 -11,573 -11,722 -155 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.2 0.0 88.7 95.2 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 16 14 17 16
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,172
COMMITMENTS
10,428 3,590 0 74,278 80,429 84,706 84,019 1,466 2,153
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -45,712)
-4,098 -2,883 -2,666 -37,194 -40,765 -43,958 -46,314 -1,754 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.2 0.0 86.2 93.3 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 15 18 18 20
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,220
COMMITMENTS
15,636 6,330 3,150 116,419 126,241 135,205 135,721 2,015 1,499
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -48,475)
-5,282 -10,589 -4,602 -38,248 -33,598 -48,132 -48,789 -343 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 4.6 2.3 84.8 92.0 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 5 3 33 34 40 41
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 478,072
COMMITMENTS
728 62,947 31 474,740 413,598 475,499 476,576 2,573 1,496
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -29,451)
-156 104 -512 -28,787 -28,173 -29,455 -28,581 4 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.2 0.0 99.3 86.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 4 1 26 30 28 34
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 37,041
COMMITMENTS
1,302 806 0 34,728 36,235 36,030 37,041 1,011 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -11,529)
-960 0 -60 -9,913 -10,929 -10,933 -10,989 -596 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.2 0.0 93.8 97.8 97.3 100.0 2.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 16 11 18 12
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 245,123
COMMITMENTS
16,453 0 1,110 211,292 240,005 228,855 241,115 16,268 4,008
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -17,596)
-6,463 -2,073 341 -10,595 -15,466 -16,717 -17,198 -879 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.5 86.2 97.9 93.4 98.4 6.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 2 35 35 40 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,180
COMMITMENTS
0 5,748 0 135,617 128,402 135,617 134,150 1,563 3,030
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -10,438)
-1,579 -120 0 -8,373 -11,826 -9,952 -11,946 -486 1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 98.9 93.6 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 17 25 17 26
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,686
COMMITMENTS
5,257 3,069 1,537 238,271 243,023 245,065 247,629 8,621 6,057
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -21,848)
-462 -898 1,124 -21,338 -21,084 -20,676 -20,858 -1,172 -990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.2 0.6 93.9 95.8 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 2 2 36 35 40 38
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,862
COMMITMENTS
396 0 184 107,856 112,140 108,436 112,324 8,426 4,538
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -4,983)
0 -604 -493 -3,737 -3,177 -4,230 -4,274 -753 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 92.3 96.0 92.8 96.1 7.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 20 19 21
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,464
COMMITMENTS
779 755 62 127,330 125,364 128,171 126,181 7,293 9,283
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -6,613)
0 -287 0 -7,706 -7,410 -7,706 -7,697 1,093 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 0.0 94.0 92.5 94.6 93.1 5.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 15 17 17
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,559
COMMITMENTS
6,044 937 394 97,674 98,307 104,112 99,638 11,447 15,921
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -3,610)
-2,830 -496 0 -1,560 -5,412 -4,390 -5,908 780 2,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.8 0.3 84.5 85.1 90.1 86.2 9.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 24 22 26 24
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,465
COMMITMENTS
2,652 0 0 64,976 75,123 67,628 75,123 8,837 1,342
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -5,268)
-122 0 0 -4,793 -5,316 -4,915 -5,316 -353 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 85.0 98.2 88.4 98.2 11.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 17 15 18 15
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,201
COMMITMENTS
1,752 1,240 0 53,898 56,250 55,650 57,490 2,551 711
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,316)
-1,180 370 -370 -898 -899 -2,448 -899 1,132 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.1 0.0 92.6 96.6 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 0 16 16 18 19
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 165,752
COMMITMENTS
2,126 4,972 1,791 153,105 150,383 157,022 157,146 8,730 8,606
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -8,689)
-1,113 650 332 -6,561 -8,308 -7,342 -7,326 -1,347 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.0 1.1 92.4 90.7 94.7 94.8 5.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 4 23 27 29 32
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 165,029
COMMITMENTS
0 0 0 157,627 158,184 157,627 158,184 7,402 6,845
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -5,265)
0 0 0 -3,733 -5,110 -3,733 -5,110 -1,532 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 95.9 95.5 95.9 4.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 24 20 24 20
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,138
COMMITMENTS
0 0 0 26,425 26,952 26,425 26,952 713 186
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -14,670)
-900 0 0 -13,627 -13,830 -14,527 -13,830 -143 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.4 99.3 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 13 12 13 12
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 241,629
COMMITMENTS
12,786 3,000 3,805 214,193 229,855 230,784 236,660 10,845 4,969
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -12,086)
1,471 -1,307 162 -14,629 -11,448 -12,996 -12,593 910 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.2 1.6 88.6 95.1 95.5 97.9 4.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 3 29 30 33 33
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 65,999
COMMITMENTS
3,816 248 124 60,658 65,350 64,598 65,722 1,401 277
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -8,746)
-1,455 248 124 -6,181 -8,842 -7,512 -8,470 -1,234 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.4 0.2 91.9 99.0 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 18 16 22 18
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,635
COMMITMENTS
7,953 817 214 178,070 189,224 186,237 190,255 11,398 7,380
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -15,408)
-453 23 214 -13,382 -14,482 -13,621 -14,245 -1,787 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.4 0.1 90.1 95.7 94.2 96.3 5.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 1 1 32 35 35 37
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,644
COMMITMENTS
0 1,960 0 65,123 65,524 65,123 67,484 3,521 1,160
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -13,254)
0 -28 -2 -13,663 -13,142 -13,665 -13,172 411 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 94.9 95.5 94.9 98.3 5.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 22 16 22 19
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 343,074
COMMITMENTS
910 4,662 0 336,637 333,676 337,547 338,338 5,527 4,736
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -12,592)
-310 -160 -620 -7,284 -11,616 -8,214 -12,396 -4,378 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.4 0.0 98.1 97.3 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 0 27 18 28 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,119
COMMITMENTS
2,558 1,773 153 63,690 67,406 66,401 69,332 8,718 5,787
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -5,691)
-682 -884 -62 -3,887 -4,395 -4,631 -5,341 -1,060 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.4 0.2 84.8 89.7 88.4 92.3 11.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 18 19 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 212,575
COMMITMENTS
10,159 9,670 726 189,878 194,580 200,763 204,976 11,812 7,599
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -17,216)
2,446 -502 -610 -18,475 -14,296 -16,639 -15,408 -577 -1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.5 0.3 89.3 91.5 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 2 23 25 26 28
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 92,484
COMMITMENTS
2,155 825 459 80,675 85,995 83,289 87,279 9,195 5,205
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 869)
1,577 825 366 -288 2,631 1,655 3,822 -786 -2,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.9 0.5 87.2 93.0 90.1 94.4 9.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 17 19 19 20
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 26,571
COMMITMENTS
1,515 358 200 24,599 25,972 26,314 26,530 257 41
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,833)
-16 -26 -115 -1,633 -1,702 -1,764 -1,843 -69 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.3 0.8 92.6 97.7 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 3 7 22 26 32 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 18,950
COMMITMENTS
1,489 161 253 17,047 18,511 18,789 18,925 161 25
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,419)
8 6 -34 -1,376 -1,416 -1,402 -1,444 -17 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.8 1.3 90.0 97.7 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 5 23 23 31 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 179,716
COMMITMENTS
32,914 9,086 13,383 133,275 157,140 179,572 179,609 144 107
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -7,883)
350 -1,462 742 -8,912 -6,955 -7,820 -7,675 -63 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 5.1 7.4 74.2 87.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 22 19 40 42 67 74
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 88,301
COMMITMENTS
2,063 11,082 2,789 82,656 73,945 87,508 87,816 793 485
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 1,222)
-109 640 -41 678 555 528 1,154 694 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.6 3.2 93.6 83.7 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 15 10 28 28 42 45
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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: 71,648
COMMITMENTS
877 7,372 3,703 66,938 60,497 71,518 71,572 130 76
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 1,386)
-153 76 206 1,333 1,152 1,386 1,434 0 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 10.3 5.2 93.4 84.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 6 6 21 22 27 30
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 48,172
COMMITMENTS
1,149 9,963 1,080 45,330 37,065 47,559 48,108 613 64
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,125)
271 45 -84 -1,273 -1,080 -1,086 -1,119 -39 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.7 2.2 94.1 76.9 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 6 28 25 35 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,867
COMMITMENTS
1,155 15,011 488 56,738 43,122 58,381 58,621 486 246
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -582)
58 106 -116 -508 -546 -566 -556 -16 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 25.5 0.8 96.4 73.3 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 10 4 29 29 35 41
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,844
COMMITMENTS
2,058 8,529 421 53,101 46,873 55,580 55,823 264 21
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -2,744)
-503 -407 300 -2,347 -2,646 -2,550 -2,753 -194 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 15.3 0.8 95.1 83.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 3 30 26 34 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,460
COMMITMENTS
2,739 8,276 411 62,984 57,748 66,134 66,435 326 25
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -3,502)
-547 -409 300 -3,064 -3,356 -3,311 -3,465 -191 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.5 0.6 94.8 86.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 4 3 30 24 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,577
COMMITMENTS
110 1,685 0 33,318 31,768 33,428 33,453 149 124
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 512)
0 175 0 512 325 512 500 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.0 0.0 99.2 94.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 20 13 21 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 33,428
COMMITMENTS
0 877 0 33,096 32,470 33,096 33,347 332 81
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 223)
0 250 0 223 -27 223 223 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 0.0 99.0 97.1 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 17 17 17 19
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 28,356
COMMITMENTS
1,760 1,490 400 26,185 26,226 28,345 28,116 11 240
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -470)
-540 0 0 70 -500 -470 -500 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.3 1.4 92.3 92.5 100.0 99.2 0.0 0.8
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 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,845
COMMITMENTS
2,110 0 450 25,095 27,035 27,655 27,485 190 360
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -470)
-540 0 0 70 -500 -470 -500 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 1.6 90.1 97.1 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 2 17 13 20 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 177,563
COMMITMENTS
28,932 7,089 7,699 139,728 162,502 176,359 177,289 1,204 274
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 1,390)
1,814 -439 71 -559 1,777 1,326 1,409 64 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.0 4.3 78.7 91.5 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 13 18 38 38 63 60
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,864
COMMITMENTS
0 8,648 0 35,268 27,026 35,268 35,674 596 190
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 261)
0 300 0 501 201 501 501 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.1 0.0 98.3 75.4 98.3 99.5 1.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 15 15 15 18
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,496
COMMITMENTS
0 8,348 0 33,900 25,958 33,900 34,306 596 190
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 236)
0 300 0 476 176 476 476 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.2 0.0 98.3 75.2 98.3 99.4 1.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 15 15 15 18
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 33,028
COMMITMENTS
300 5,066 48 32,572 27,902 32,920 33,016 108 12
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 310)
300 -300 0 -50 610 250 310 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 15.3 0.1 98.6 84.5 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 1 20 17 22 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 29,302
COMMITMENTS
300 5,066 48 28,846 24,110 29,194 29,224 108 78
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 370)
300 -300 0 10 670 310 370 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 17.3 0.2 98.4 82.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 19 19 21 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 121,578
COMMITMENTS
20,882 3,307 798 98,837 116,169 120,517 120,274 1,061 1,304
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -108)
640 300 -125 -916 -645 -401 -470 293 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 2.7 0.7 81.3 95.6 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 4 23 26 30 34
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,470
COMMITMENTS
260 1,330 70 37,691 36,952 38,021 38,352 449 118
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 88)
0 150 -50 138 -12 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.5 0.2 98.0 96.1 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 21 14 23 16
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 39,213
COMMITMENTS
808 2,652 50 37,949 36,305 38,807 39,007 406 206
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 171)
8 376 0 163 -205 171 171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.8 0.1 96.8 92.6 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 1 17 19 19 24
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,149
COMMITMENTS
2,137 1,781 0 28,895 28,991 31,032 30,772 117 377
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -249)
66 1,706 0 -271 -1,938 -205 -232 -44 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.7 0.0 92.8 93.1 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 22 21 24 22
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,079
COMMITMENTS
2,389 30 0 28,503 30,670 30,892 30,700 187 379
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,844)
-165 30 0 -1,374 -1,857 -1,539 -1,827 -305 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.1 0.0 91.7 98.7 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 24 20 25 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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: 80,045
COMMITMENTS
0 6,744 1,883 76,612 70,136 78,495 78,763 1,550 1,282
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 3,581)
0 682 222 2,511 1,826 2,733 2,730 848 851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 2.4 95.7 87.6 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 10 4 27 32 31 42
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,131
COMMITMENTS
4,860 8,682 2,401 96,319 92,797 103,580 103,880 1,551 1,251
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 5,017)
119 2,122 76 3,823 2,073 4,018 4,271 999 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.3 2.3 91.6 88.3 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 18 10 32 34 46 57
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 44,085
COMMITMENTS
758 4,939 507 42,674 38,137 43,939 43,583 146 502
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 1,078)
241 284 -5 764 451 1,000 730 78 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.2 1.2 96.8 86.5 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 4 21 18 26 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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: 43,535
COMMITMENTS
99 5,157 105 42,851 37,830 43,055 43,092 480 443
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 208)
0 174 -2 -170 -402 -172 -230 380 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.8 0.2 98.4 86.9 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 16 11 18 15
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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: 49,742
COMMITMENTS
685 1,496 585 47,923 47,121 49,193 49,202 549 540
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 127)
-115 21 0 209 140 94 161 33 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.0 1.2 96.3 94.7 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 19 25 21 29
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 54,744
COMMITMENTS
30 5,329 1,016 52,942 48,233 53,988 54,578 756 166
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -678)
30 -14 -53 -631 -600 -654 -667 -24 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.7 1.9 96.7 88.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 7 2 21 25 24 32
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,116
COMMITMENTS
0 887 314 38,397 37,709 38,711 38,910 405 206
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,470)
0 259 -58 -1,385 -1,621 -1,443 -1,420 -27 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.8 98.2 96.4 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 5 3 22 22 25 27
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,007
COMMITMENTS
990 143 10 29,763 30,534 30,763 30,687 244 320
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,088)
60 -160 -5 -1,243 -968 -1,188 -1,133 100 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.5 0.0 96.0 98.5 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 22 16 24 18
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,100
COMMITMENTS
1,063 2,126 766 27,827 27,102 29,656 29,994 444 106
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 154)
52 -406 120 110 410 282 124 -128 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 7.1 2.5 92.4 90.0 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 5 4 25 28 30 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,455
COMMITMENTS
0 1,075 220 19,522 18,540 19,742 19,835 713 620
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 698)
-495 -12 -33 1,310 812 782 767 -84 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 1.1 95.4 90.6 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 2 19 19 21 23
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,264
COMMITMENTS
315 0 0 10,889 11,188 11,204 11,188 60 76
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -425)
48 -25 0 -473 -400 -425 -425 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 96.7 99.3 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 0 23 16 26 16
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,812
COMMITMENTS
146 139 0 8,656 8,673 8,802 8,812 10 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -406)
41 -78 -5 -442 -323 -406 -406 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.6 0.0 98.2 98.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 18 10 20 12
PJM BGE ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,001
COMMITMENTS
276 200 595 6,800 7,206 7,671 8,001 330 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -335)
-43 10 -10 -232 -335 -285 -335 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.5 7.4 85.0 90.1 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 13 12 15 15
PJM BGE ZONE DA, PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 8,101
COMMITMENTS
292 210 590 6,884 7,301 7,766 8,101 335 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -344)
-46 10 -10 -238 -344 -294 -344 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.6 7.3 85.0 90.1 95.9 100.0 4.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 13 12 15 15
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,320
COMMITMENTS
3,403 100 0 10,753 14,100 14,156 14,200 164 120
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,205)
-105 0 0 -1,065 -1,205 -1,170 -1,205 -35 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.7 0.0 75.1 98.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 12 11 17 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,315
COMMITMENTS
631 450 0 12,515 12,745 13,146 13,195 169 120
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -875)
-105 350 0 -730 -1,225 -835 -875 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.4 0.0 94.0 95.7 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 0 12 11 16 13
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,019
COMMITMENTS
570 0 0 31,011 32,009 31,581 32,009 438 10
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -412)
-120 0 0 -255 -377 -375 -377 -37 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 96.9 100.0 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 14 14 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,396
COMMITMENTS
565 0 0 32,111 33,386 32,676 33,386 720 10
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -987)
-115 0 0 -830 -952 -945 -952 -42 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 96.2 100.0 97.8 100.0 2.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 14 14 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,904
COMMITMENTS
12,414 7,851 1,955 67,064 71,810 81,433 81,616 471 288
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -4,732)
2,328 -1,998 -982 -5,931 -1,470 -4,585 -4,450 -147 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 9.6 2.4 81.9 87.7 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 12 8 40 36 56 52
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 89,379
COMMITMENTS
15,053 13,451 994 72,888 74,634 88,935 89,079 444 300
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -6,688)
2,949 -1,475 -2,778 -6,942 -2,380 -6,771 -6,633 83 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 15.0 1.1 81.5 83.5 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 18 9 41 40 56 62
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 385,035
COMMITMENTS
47,538 51,024 56,980 280,114 276,525 384,632 384,529 403 506
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -16,894)
1,708 2,559 -7,222 -11,260 -12,126 -16,774 -16,789 -120 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 13.3 14.8 72.8 71.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
29 29 31 52 45 93 93
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,057
COMMITMENTS
1,364 5,115 52 16,249 12,714 17,665 17,881 392 176
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -638)
-118 250 0 -500 -888 -618 -638 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 28.3 0.3 90.0 70.4 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 1 19 13 23 17
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,513
COMMITMENTS
1,055 3,915 52 15,188 12,522 16,295 16,489 218 24
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -829)
-107 250 0 -722 -1,079 -829 -829 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 23.7 0.3 92.0 75.8 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 1 20 15 24 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,880
COMMITMENTS
860 1,510 210 3,005 2,610 4,075 4,330 805 550
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 445)
-15 -295 -45 335 680 275 340 170 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 30.9 4.3 61.6 53.5 83.5 88.7 16.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 6 3 18 19 26 27
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,604
COMMITMENTS
2,276 5,996 4,863 52,143 48,387 59,282 59,246 322 358
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 1,880)
0 -799 920 960 1,809 1,880 1,930 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 10.1 8.2 87.5 81.2 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 6 5 33 24 42 31
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 61,201
COMMITMENTS
8,544 10,022 781 51,383 50,091 60,708 60,894 493 307
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 1,507)
-340 900 0 1,847 607 1,507 1,507 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 16.4 1.3 84.0 81.8 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 5 3 23 21 31 27
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| 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 11/28/23 (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 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 12,688
COMMITMENTS
2,250 192 264 9,988 12,188 12,502 12,644 186 44
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -646)
-2,349 192 264 1,484 -1,146 -601 -690 -45 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 1.5 2.1 78.7 96.1 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 14 11 18 13
PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064IBA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
368 MWh OPEN INTEREST: 15,955
COMMITMENTS
2,682 0 276 12,770 15,655 15,728 15,931 227 24
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 1.7 80.0 98.1 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 2 13 11 17 13
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 17,381
COMMITMENTS
1,730 2,760 480 15,131 14,101 17,341 17,341 40 40
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 15.9 2.8 87.1 81.1 99.8 99.8 0.2 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 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,609
COMMITMENTS
404 433 195 1,340 1,419 1,939 2,047 670 562
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -996)
-314 -718 -102 -650 -304 -1,066 -1,124 70 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 16.6 7.5 51.4 54.4 74.3 78.5 25.7 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 5 9 17 13 26 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 9,437
COMMITMENTS
309 648 1,103 6,931 6,684 8,343 8,435 1,094 1,002
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,168)
-86 -218 -196 -963 -740 -1,245 -1,154 77 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.9 11.7 73.4 70.8 88.4 89.4 11.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 7 11 35 37 46 49
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,310
COMMITMENTS
6,851 5,440 988 25,356 26,562 33,195 32,990 115 320
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,565)
-387 551 -307 -861 -1,779 -1,555 -1,535 -10 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 16.3 3.0 76.1 79.7 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 8 7 32 32 41 43
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,491
COMMITMENTS
103 1,678 1,473 13,796 11,962 15,372 15,113 119 378
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,875)
-140 -683 489 -2,241 -1,746 -1,892 -1,940 17 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.8 9.5 89.1 77.2 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 19 19 23 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,526
COMMITMENTS
6,373 2,983 2,139 17,124 21,146 25,636 26,268 890 258
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -4,859)
-585 -12 -750 -3,572 -4,154 -4,907 -4,916 48 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.2 8.1 64.6 79.7 96.6 99.0 3.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 6 10 45 46 58 57
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,727
COMMITMENTS
279 147 317 6,887 7,178 7,483 7,642 244 85
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,466)
9 -99 -45 -1,420 -1,317 -1,456 -1,461 -10 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.9 4.1 89.1 92.9 96.8 98.9 3.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 17 19 20
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,447
COMMITMENTS
46,390 315 561 10,464 56,195 57,415 57,071 32 376
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -5,328)
-4,257 -80 47 -1,112 -5,273 -5,322 -5,306 -6 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 0.5 1.0 18.2 97.8 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 3 3 22 35 28 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 112,019
COMMITMENTS
16,256 56,919 4,997 90,272 49,883 111,525 111,799 494 220
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -11,356)
-1,018 -4,053 -1,776 -8,515 -5,596 -11,309 -11,425 -47 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 50.8 4.5 80.6 44.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
12 16 16 78 71 101 93
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,045
COMMITMENTS
43 188 298 1,846 1,994 2,187 2,480 858 565
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -788)
-162 47 -99 -454 -760 -715 -812 -73 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.2 9.8 60.6 65.5 71.8 81.4 28.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 5 14 14 19 20
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 46,558
COMMITMENTS
270 35 165 46,093 46,358 46,528 46,558 30 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 3,860)
-95 0 90 3,835 3,770 3,830 3,860 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.4 99.0 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 26 29 28 32
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 57,504
COMMITMENTS
1,200 230 110 56,149 57,164 57,459 57,504 45 0
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -515)
0 -60 75 -425 -350 -350 -335 -165 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.4 0.2 97.6 99.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 2 2 27 34 30 37
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,450
COMMITMENTS
0 40 50 15,355 15,300 15,405 15,390 45 60
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -700)
0 15 -15 -685 -700 -700 -700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 99.4 99.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 16 21 17
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,441
COMMITMENTS
90 0 0 18,273 18,381 18,363 18,381 78 60
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 1,656)
0 0 0 1,641 1,656 1,641 1,656 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.1 99.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 15 23 15
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 4,263
COMMITMENTS
0 375 30 3,823 3,838 3,853 4,243 410 20
CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -2,226)
0 -263 -7 -2,262 -1,961 -2,269 -2,231 43 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 0.7 89.7 90.0 90.4 99.5 9.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 11 14 12 16
Updated December 8, 2023