NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 200,669
COMMITMENTS
32,245 44,269 7,623 160,788 148,777 200,656 200,669 13 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 3,129)
1,555 615 83 1,491 2,431 3,129 3,129 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 22.1 3.8 80.1 74.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 7 8 24 19 37 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 35,516
COMMITMENTS
19,546 6,818 2,751 13,159 25,929 35,456 35,498 60 18
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,297)
1,433 690 321 532 1,286 2,286 2,297 11 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 19.2 7.7 37.1 73.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
22 4 7 11 9 35 18
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 12,539
COMMITMENTS
5,399 4,335 513 6,521 7,612 12,433 12,460 106 79
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -221)
-61 -94 -48 -135 -55 -244 -197 23 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 34.6 4.1 52.0 60.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 17 7 7 10 20 30
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (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 12/12/23 |
--------------------------------------------------------------| 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 26,300 2,100 21,000 2,500 30,900 30,900 0 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 0)
0 -350 0 0 350 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 85.1 6.8 68.0 8.1 100.0 100.0 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 7,097
COMMITMENTS
1,797 1,450 251 5,045 5,307 7,093 7,008 4 89
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 267)
-223 18 74 424 182 275 274 -8 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 20.4 3.5 71.1 74.8 99.9 98.7 0.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 7 4 8 5 20 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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: 15,166
COMMITMENTS
100 7,050 525 14,541 7,591 15,166 15,166 0 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,650)
0 2,650 0 2,650 0 2,650 2,650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 46.5 3.5 95.9 50.1 100.0 100.0 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,936
COMMITMENTS
10,798 3,466 4,471 18,667 25,999 33,936 33,936 0 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 450)
0 0 450 0 0 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 10.2 13.2 55.0 76.6 100.0 100.0 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 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (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 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 30,066
COMMITMENTS
11,198 4,992 692 18,176 24,382 30,066 30,066 0 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,444)
25 1,018 -744 -725 -1,718 -1,444 -1,444 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 16.6 2.3 60.5 81.1 100.0 100.0 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 116,474
COMMITMENTS
34,339 36,262 30,724 51,363 49,334 116,425 116,320 49 154
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -3,503)
-6,186 -6,119 3,702 -956 -1,162 -3,440 -3,579 -63 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 31.1 26.4 44.1 42.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
40 30 34 34 27 89 77
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 206,817
COMMITMENTS
120,300 43,640 37,444 48,788 125,704 206,533 206,789 284 28
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 5,843)
3,795 3,941 1,505 501 389 5,802 5,835 41 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.2 21.1 18.1 23.6 60.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
76 14 29 29 29 111 66
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,126
COMMITMENTS
7,446 6,751 5,955 50,714 51,305 64,116 64,011 10 115
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,778)
-4,886 -3,838 2,974 4,690 3,545 2,778 2,680 0 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.5 9.3 79.1 80.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 10 7 16 15 29 30
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,241
COMMITMENTS
1,989 1,839 22 1,180 1,318 3,191 3,179 50 62
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -148)
15 29 -90 -62 -102 -137 -163 -11 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 56.7 0.7 36.4 40.7 98.5 98.1 1.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 1 7 7 15 16
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 34,422
COMMITMENTS
19,320 16,087 0 14,998 18,294 34,318 34,381 104 41
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 5,641)
2,728 2,132 0 2,912 3,503 5,640 5,635 1 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 46.7 0.0 43.6 53.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 4 0 10 8 31 12
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,118
COMMITMENTS
420 0 285 7,185 7,568 7,890 7,853 228 265
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 110)
60 0 50 0 40 110 90 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 3.5 88.5 93.2 97.2 96.7 2.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 17 18 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 29,438
COMMITMENTS
5,637 984 2,926 20,812 25,450 29,375 29,360 63 78
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,059)
810 0 419 850 1,640 2,079 2,059 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 3.3 9.9 70.7 86.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 7 35 42 42 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 13,696
COMMITMENTS
2,142 1,616 1,213 10,211 10,825 13,566 13,654 130 42
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 514)
170 199 -68 417 383 519 514 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 11.8 8.9 74.6 79.0 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 24 15 29 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,552
COMMITMENTS
1,164 2,508 329 4,960 3,633 6,453 6,470 99 82
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 720)
289 370 -28 405 378 666 720 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 38.3 5.0 75.7 55.4 98.5 98.7 1.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 4 18 20 22 25
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,865,529
COMMITMENTS
450,369 416,897 1435308 4932034 4997598 6817711 6849803 47,818 15,726
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 174,086)
-159,848 66,844 153,474 178,640 -44,661 172,266 175,657 1,820 -1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.1 20.9 71.8 72.8 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
29 39 52 168 129 230 189
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,921,203
COMMITMENTS
269,458 212,566 1781819 1867357 1925252 3918634 3919638 2,568 1,565
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 560,803)
64,326 57,445 335,228 161,412 168,204 560,965 560,876 -163 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.4 45.4 47.6 49.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 10 37 53 49 98 87
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,114
COMMITMENTS
1,034 2,109 443 154,379 156,576 155,856 159,128 10,258 6,986
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,307)
145 899 -212 7,449 4,133 7,382 4,820 -5,075 -2,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.3 0.3 92.9 94.3 93.8 95.8 6.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 2 27 25 30 29
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,777
COMMITMENTS
4,038 439 108 142,821 161,110 146,967 161,657 20,810 6,120
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,382)
261 439 31 -471 2,009 -179 2,479 2,561 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.3 0.1 85.1 96.0 87.6 96.4 12.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 1 27 30 29 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,590
COMMITMENTS
9,701 12,797 1,698 364,446 366,377 375,845 380,872 13,745 8,718
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 16,060)
950 5,592 -895 16,012 11,560 16,067 16,257 -7 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.3 0.4 93.5 94.0 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 3 5 37 31 43 38
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 931,484
COMMITMENTS
28,689 32,198 4,851 888,657 890,422 922,197 927,471 9,287 4,013
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 19,819)
2,452 -1,539 1,332 17,089 20,219 20,873 20,012 -1,054 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.5 0.5 95.4 95.6 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 2 5 40 32 49 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,251
COMMITMENTS
17,801 4,119 1,980 315,250 327,834 335,031 333,933 10,220 11,318
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 10,976)
-386 -4,901 947 8,312 12,695 8,873 8,741 2,103 2,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.2 0.6 91.3 95.0 97.0 96.7 3.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 4 3 40 31 45 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 707,216
COMMITMENTS
2,477 28,571 9,653 689,443 660,081 701,573 698,305 5,643 8,911
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 52,071)
-1,274 -16,069 4,402 48,716 63,438 51,844 51,771 227 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.0 1.4 97.5 93.3 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 5 5 45 51 50 58
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 401,898
COMMITMENTS
3,695 10,954 2,935 386,016 378,554 392,646 392,443 9,252 9,455
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 17,347)
1,537 2,547 -135 16,735 19,556 18,137 21,968 -790 -4,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.7 0.7 96.0 94.2 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 3 3 39 35 44 39
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 85,722
COMMITMENTS
0 3,604 0 76,553 73,112 76,553 76,716 9,169 9,006
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 4,199)
0 303 0 5,574 2,935 5,574 3,238 -1,375 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 89.3 85.3 89.3 89.5 10.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 14 15 14 18
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,599
COMMITMENTS
6,421 186 31 59,554 65,971 66,006 66,188 2,593 2,411
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 8,414)
4,220 -31 31 4,008 8,352 8,259 8,352 155 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.3 0.0 86.8 96.2 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 19 17 22 18
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 331,940
COMMITMENTS
13,068 15,345 2,622 302,838 302,509 318,528 320,476 13,412 11,464
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 9,045)
3,324 931 -507 3,572 6,216 6,389 6,640 2,656 2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.6 0.8 91.2 91.1 96.0 96.5 4.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 2 24 26 27 28
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 174,726
COMMITMENTS
0 0 0 163,532 169,178 163,532 169,178 11,194 5,548
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 3,078)
0 0 0 27 2,777 27 2,777 3,051 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.6 96.8 93.6 96.8 6.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 0 0 21 22 21 22
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 232,674
COMMITMENTS
0 1,909 997 227,262 219,945 228,259 222,851 4,415 9,823
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 11,235)
-4,755 1,129 997 14,939 9,671 11,181 11,797 54 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.4 97.7 94.5 98.1 95.8 1.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 1 21 26 22 28
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,167
COMMITMENTS
8,749 0 0 62,659 71,730 71,408 71,730 1,759 1,437
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 3,229)
-31 0 0 3,074 2,803 3,043 2,803 186 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 0.0 85.6 98.0 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 0 0 19 21 23 21
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 752,322
COMMITMENTS
52,317 834 8,329 680,191 738,668 740,837 747,831 11,485 4,491
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 31,022)
4,128 -2,043 1,267 22,298 32,689 27,693 31,913 3,329 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.1 1.1 90.4 98.2 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 2 7 52 40 64 48
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 192,986
COMMITMENTS
8,534 0 8 168,690 183,431 177,232 183,439 15,754 9,547
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -20)
-969 -436 0 -2,553 -308 -3,522 -744 3,502 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.0 87.4 95.0 91.8 95.1 8.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 15 17 16
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,289
COMMITMENTS
12,040 2,232 1,488 86,923 92,427 100,451 96,147 1,838 6,142
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 16,117)
1,612 -1,358 1,488 12,645 11,998 15,745 12,128 372 3,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.2 1.5 85.0 90.4 98.2 94.0 1.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 15 23 18 25
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,058
COMMITMENTS
16,876 7,694 5,413 132,537 141,929 154,826 155,036 2,232 2,022
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 19,838)
1,240 1,364 2,263 16,118 15,688 19,621 19,315 217 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.9 3.4 84.4 90.4 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
5 6 8 32 38 42 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 513,426
COMMITMENTS
1,702 64,406 310 508,854 447,121 510,866 511,837 2,560 1,589
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 35,354)
974 1,459 279 34,114 33,523 35,367 35,261 -13 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.5 0.1 99.1 87.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 2 27 30 31 34
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 38,579
COMMITMENTS
2,146 806 0 35,968 37,773 38,114 38,579 465 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,538)
844 0 0 1,240 1,538 2,084 1,538 -546 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.1 0.0 93.2 97.9 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 18 13 20 14
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 252,000
COMMITMENTS
15,138 0 1,269 218,702 245,963 235,109 247,232 16,891 4,768
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 6,877)
-1,315 0 159 7,410 5,958 6,254 6,117 623 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.5 86.8 97.6 93.3 98.1 6.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 0 3 35 35 40 38
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 149,131
COMMITMENTS
0 9,096 0 147,599 136,946 147,599 146,042 1,532 3,089
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 11,951)
0 3,348 0 11,982 8,544 11,982 11,892 -31 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 99.0 91.8 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 0 19 28 19 30
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,989
COMMITMENTS
6,240 6,113 3,874 259,590 261,543 269,704 271,530 8,285 6,459
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 24,303)
983 3,044 2,337 21,319 18,520 24,639 23,901 -336 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 2.2 1.4 93.4 94.1 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 3 40 38 45 42
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 119,306
COMMITMENTS
272 0 308 111,187 114,451 111,767 114,759 7,539 4,547
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,444)
-124 0 124 3,331 2,311 3,331 2,435 -887 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.3 93.2 95.9 93.7 96.2 6.3 3.8
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,020
COMMITMENTS
692 699 62 128,376 126,939 129,130 127,700 7,890 9,320
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,556)
-87 -56 0 1,046 1,575 959 1,519 597 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 93.7 92.6 94.2 93.2 5.8 6.8
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 121,198
COMMITMENTS
6,968 509 394 101,860 106,540 109,222 107,443 11,976 13,755
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 5,639)
924 -428 0 4,186 8,233 5,110 7,805 529 -2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.4 0.3 84.0 87.9 90.1 88.7 9.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 25 22 27 24
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,835
COMMITMENTS
2,621 0 0 65,559 75,704 68,180 75,704 8,655 1,131
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 370)
-31 0 0 583 581 552 581 -182 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 0.0 85.3 98.5 88.7 98.5 11.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 17 16 18 16
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,817
COMMITMENTS
1,752 1,240 0 57,634 59,866 59,386 61,106 2,431 711
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 3,616)
0 0 0 3,736 3,616 3,736 3,616 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.0 0.0 93.2 96.8 96.1 98.8 3.9 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 173,689
COMMITMENTS
2,113 7,092 898 159,746 156,536 162,757 164,526 10,932 9,163
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 7,937)
-13 2,120 -893 6,641 6,153 5,735 7,380 2,202 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.1 0.5 92.0 90.1 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 5 25 29 32 36
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 170,978
COMMITMENTS
0 0 0 163,362 161,749 163,362 161,749 7,616 9,229
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 5,949)
0 0 0 5,735 3,565 5,735 3,565 214 2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 94.6 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 19 25 19
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,262
COMMITMENTS
0 0 0 26,549 27,076 26,549 27,076 713 186
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 124 124 124 0 0
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 13 13 13
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 247,660
COMMITMENTS
14,359 3,235 4,296 216,289 235,136 234,944 242,667 12,716 4,993
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 6,031)
1,573 235 491 2,096 5,281 4,160 6,007 1,871 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 1.7 87.3 94.9 94.9 98.0 5.1 2.0
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 76,747
COMMITMENTS
3,981 248 124 70,895 75,858 75,000 76,230 1,747 517
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 10,748)
165 0 0 10,237 10,508 10,402 10,508 346 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.3 0.2 92.4 98.8 97.7 99.3 2.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 18 16 21 18
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 204,560
COMMITMENTS
8,470 1,673 214 184,480 195,473 193,164 197,360 11,396 7,200
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 6,925)
517 856 0 6,410 6,249 6,927 7,105 -2 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.8 0.1 90.2 95.6 94.4 96.5 5.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 1 34 36 37 38
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 70,794
COMMITMENTS
0 2,785 0 67,579 66,659 67,579 69,444 3,215 1,350
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,150)
0 825 0 2,456 1,135 2,456 1,960 -306 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 95.5 94.2 95.5 98.1 4.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 4 0 24 16 24 20
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 348,314
COMMITMENTS
910 4,020 0 338,431 338,978 339,341 342,998 8,973 5,316
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 5,240)
0 -642 0 1,794 5,302 1,794 4,660 3,446 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.2 0.0 97.2 97.3 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 0 26 18 27 19
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,012
COMMITMENTS
2,709 1,134 364 66,128 70,330 69,201 71,828 8,811 6,184
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 2,893)
151 -639 211 2,438 2,924 2,800 2,496 93 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.5 0.5 84.8 90.2 88.7 92.1 11.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 17 19 19 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 210,403
COMMITMENTS
6,494 10,791 2,436 191,049 189,990 199,979 203,217 10,424 7,186
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -2,172)
-3,665 1,121 1,710 1,171 -4,590 -784 -1,759 -1,388 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 5.1 1.2 90.8 90.3 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 2 25 28 27 32
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 22,958
COMMITMENTS
0 0 0 21,978 22,313 21,978 22,313 980 645
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 97.2 95.7 97.2 4.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 13 11 13
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 105,893
COMMITMENTS
2,186 1,560 366 92,876 98,669 95,428 100,595 10,465 5,298
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 13,409)
31 735 -93 12,201 12,674 12,139 13,316 1,270 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.5 0.3 87.7 93.2 90.1 95.0 9.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 19 20 21 21
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 26,961
COMMITMENTS
1,686 308 213 24,805 26,399 26,704 26,920 257 41
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 390)
171 -50 13 206 427 390 390 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.1 0.8 92.0 97.9 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 3 7 22 27 32 36
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,473
COMMITMENTS
1,901 226 358 17,141 18,889 19,400 19,473 73 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 523)
412 65 105 94 378 611 548 -88 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 1.2 1.8 88.0 97.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 4 23 24 32 29
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 181,512
COMMITMENTS
29,536 9,086 15,832 136,003 156,493 181,371 181,411 141 101
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,796)
-3,378 0 2,449 2,728 -647 1,799 1,802 -3 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.0 8.7 74.9 86.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 23 21 40 42 68 76
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 84,762
COMMITMENTS
1,957 10,683 2,721 79,967 71,236 84,645 84,640 117 122
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -3,539)
-106 -399 -68 -2,689 -2,709 -2,863 -3,176 -676 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.6 3.2 94.3 84.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 15 10 27 28 41 45
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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: 72,102
COMMITMENTS
1,835 8,606 3,374 66,774 60,059 71,983 72,039 119 63
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 454)
958 1,234 -329 -164 -438 465 467 -11 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.9 4.7 92.6 83.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 7 6 21 21 27 30
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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: 48,212
COMMITMENTS
1,171 10,016 1,088 45,344 37,042 47,603 48,146 609 66
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 40)
22 53 8 14 -23 44 38 -4 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.8 2.3 94.1 76.8 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 6 28 27 35 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,061
COMMITMENTS
1,383 15,490 959 57,223 43,301 59,565 59,750 496 311
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,194)
228 479 471 485 179 1,184 1,129 10 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 25.8 1.6 95.3 72.1 99.2 99.5 0.8 0.5
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,236
COMMITMENTS
2,008 9,859 471 54,073 46,885 56,552 57,215 684 21
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,392)
-50 1,330 50 972 12 972 1,392 420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 17.2 0.8 94.5 81.9 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 3 29 26 33 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,873
COMMITMENTS
2,673 9,616 461 63,993 57,771 67,127 67,848 746 25
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,413)
-66 1,340 50 1,009 23 993 1,413 420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 14.2 0.7 94.3 85.1 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 5 3 29 24 34 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,715
COMMITMENTS
70 1,945 75 32,435 30,586 32,580 32,606 135 109
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -862)
-40 260 75 -883 -1,182 -848 -847 -14 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.9 0.2 99.1 93.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 21 13 23 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 32,109
COMMITMENTS
0 783 0 31,740 31,096 31,740 31,879 369 230
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,319)
0 -94 0 -1,356 -1,374 -1,356 -1,468 37 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.9 96.8 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 27,872
COMMITMENTS
2,200 1,490 200 25,462 26,182 27,862 27,872 10 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -484)
440 0 -200 -723 -44 -483 -244 -1 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.3 0.7 91.4 93.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 18 13 20 16
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,458
COMMITMENTS
2,500 0 250 24,519 27,088 27,269 27,338 189 120
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -387)
390 0 -200 -576 53 -386 -147 -1 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 0.9 89.3 98.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 2 17 13 21 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 175,865
COMMITMENTS
26,090 8,704 8,075 140,371 158,793 174,536 175,572 1,329 293
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,698)
-2,842 1,615 376 643 -3,709 -1,823 -1,717 125 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.9 4.6 79.8 90.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 14 18 38 39 62 62
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,740
COMMITMENTS
0 8,464 0 35,212 27,081 35,212 35,545 528 195
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -124)
0 -184 0 -56 55 -56 -129 -68 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.7 0.0 98.5 75.8 98.5 99.5 1.5 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,063
COMMITMENTS
0 7,864 0 33,495 26,014 33,495 33,878 568 185
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -433)
0 -484 0 -405 56 -405 -428 -28 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.1 0.0 98.3 76.4 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 WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 32,737
COMMITMENTS
516 5,363 48 31,945 27,194 32,509 32,605 228 132
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -291)
216 297 0 -627 -708 -411 -411 120 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 16.4 0.1 97.6 83.1 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 21 18 23 22
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 29,308
COMMITMENTS
516 5,363 48 28,504 23,702 29,068 29,113 240 195
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 6)
216 297 0 -342 -408 -126 -111 132 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 18.3 0.2 97.3 80.9 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 21 19 23 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 121,510
COMMITMENTS
19,736 5,486 770 99,887 113,937 120,393 120,193 1,117 1,317
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -68)
-1,146 2,179 -28 1,050 -2,232 -124 -81 56 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.5 0.6 82.2 93.8 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 3 21 25 27 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,039
COMMITMENTS
185 1,755 70 36,347 35,117 36,602 36,942 437 97
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,431)
-75 425 0 -1,344 -1,835 -1,419 -1,410 -12 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 4.7 0.2 98.1 94.8 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 22 13 24 16
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 37,247
COMMITMENTS
848 2,404 80 35,923 34,559 36,851 37,043 396 204
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,966)
40 -248 30 -2,026 -1,746 -1,956 -1,964 -10 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.5 0.2 96.4 92.8 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 6 2 17 19 20 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,818
COMMITMENTS
2,305 2,301 0 29,396 29,140 31,701 31,441 117 377
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 669)
168 520 0 501 149 669 669 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.2 0.0 92.4 91.6 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,478
COMMITMENTS
2,623 30 0 28,642 31,069 31,265 31,099 213 379
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 399)
234 0 0 139 399 373 399 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.1 0.0 91.0 98.7 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 0 24 20 26 21
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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: 78,077
COMMITMENTS
322 5,281 2,411 74,869 69,847 77,602 77,539 475 538
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,968)
322 -1,463 528 -1,743 -289 -893 -1,224 -1,075 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 6.8 3.1 95.9 89.5 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 8 3 26 31 29 40
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 103,039
COMMITMENTS
5,734 7,828 2,252 94,466 92,408 102,452 102,488 587 551
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -2,092)
874 -854 -149 -1,853 -389 -1,128 -1,392 -964 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.6 2.2 91.7 89.7 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 18 9 30 34 45 55
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 42,423
COMMITMENTS
668 4,793 512 40,951 36,889 42,131 42,194 292 229
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,662)
-90 -146 5 -1,723 -1,248 -1,808 -1,389 146 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 11.3 1.2 96.5 87.0 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 4 19 16 23 23
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 42,188
COMMITMENTS
75 5,542 30 41,933 36,613 42,038 42,185 150 3
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,347)
-24 385 -75 -918 -1,217 -1,017 -907 -330 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 13.1 0.1 99.4 86.8 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 15 10 17 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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: 55,917
COMMITMENTS
0 2,228 1,045 54,322 52,100 55,367 55,373 550 544
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 6,175)
-685 732 460 6,399 4,979 6,174 6,171 1 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 1.9 97.1 93.2 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 2 19 25 21 30
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 58,893
COMMITMENTS
30 6,130 975 57,158 51,618 58,163 58,723 730 170
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 4,149)
0 801 -41 4,216 3,385 4,175 4,145 -26 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 10.4 1.7 97.1 87.6 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 7 2 22 26 25 33
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,871
COMMITMENTS
10 2,303 284 39,197 37,078 39,491 39,665 380 206
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 755)
10 1,416 -30 800 -631 780 755 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.7 98.3 93.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 3 24 23 27 28
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,654
COMMITMENTS
115 143 374 31,074 31,037 31,563 31,554 91 100
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 647)
-875 0 364 1,311 503 800 867 -153 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.5 1.2 98.2 98.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 24 20 26 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,887
COMMITMENTS
1,302 2,795 708 28,438 27,303 30,448 30,806 439 81
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 787)
239 669 -58 611 201 792 812 -5 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.0 2.3 92.1 88.4 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 4 24 26 30 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,720
COMMITMENTS
0 1,150 480 19,528 18,455 20,008 20,085 712 635
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 265)
0 75 260 6 -85 266 250 -1 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 2.3 94.2 89.1 96.6 96.9 3.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 5 2 20 21 22 26
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,472
COMMITMENTS
340 0 0 11,072 11,396 11,412 11,396 60 76
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 208)
25 0 0 183 208 208 208 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 96.5 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,967
COMMITMENTS
156 139 0 8,801 8,828 8,957 8,967 10 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 155)
10 0 0 145 155 155 155 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.6 0.0 98.1 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 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 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 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,415
COMMITMENTS
3,403 100 0 11,848 15,195 15,251 15,295 164 120
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,095)
0 0 0 1,095 1,095 1,095 1,095 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.6 0.0 76.9 98.6 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 1 0 12 10 17 11
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,815
COMMITMENTS
631 550 0 14,015 14,145 14,646 14,695 169 120
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,500)
0 100 0 1,500 1,400 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.7 0.0 94.6 95.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 0 12 10 16 12
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 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 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,469
COMMITMENTS
13,391 6,837 1,957 66,780 73,356 82,128 82,150 341 319
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 565)
977 -1,014 2 -284 1,546 695 534 -130 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.3 2.4 81.0 88.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 11 9 40 37 57 53
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 90,153
COMMITMENTS
15,377 12,156 1,147 73,151 76,527 89,675 89,830 478 323
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 774)
324 -1,295 153 263 1,893 740 751 34 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 13.5 1.3 81.1 84.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 18 11 42 41 59 64
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 410,234
COMMITMENTS
54,711 53,167 68,258 286,892 288,154 409,861 409,580 373 654
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 25,198)
7,172 2,143 11,278 6,778 11,629 25,229 25,051 -30 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 13.0 16.6 69.9 70.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 29 33 53 46 96 97
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,192
COMMITMENTS
1,364 5,295 52 16,379 12,664 17,795 18,011 397 181
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 135)
0 180 0 130 -50 130 130 5 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 29.1 0.3 90.0 69.6 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,643
COMMITMENTS
1,055 4,095 52 15,318 12,472 16,425 16,619 218 24
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 130)
0 180 0 130 -50 130 130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 24.6 0.3 92.0 74.9 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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 5,460
COMMITMENTS
1,345 1,270 240 3,210 3,025 4,795 4,535 665 925
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 580)
485 -240 30 205 415 720 205 -140 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 23.3 4.4 58.8 55.4 87.8 83.1 12.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 6 4 17 20 26 28
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 56,147
COMMITMENTS
1,881 5,962 4,223 49,703 45,626 55,807 55,811 340 336
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -3,457)
-395 -34 -640 -2,440 -2,761 -3,475 -3,435 18 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 10.6 7.5 88.5 81.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 4 33 24 42 30
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,039
COMMITMENTS
7,777 7,910 1,406 49,229 49,428 58,412 58,744 627 295
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -2,162)
-767 -2,112 625 -2,154 -663 -2,296 -2,150 134 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.4 2.4 83.4 83.7 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 5 23 20 32 27
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 24,040
COMMITMENTS
5,675 0 0 18,365 23,915 24,040 23,915 0 125
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,900)
325 0 0 -2,225 -1,895 -1,900 -1,895 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 0.0 0.0 76.4 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 13 11 17 11
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 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 12/12/23 |
--------------------------------------------------------------| 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 12/05/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,170
COMMITMENTS
1,680 2,110 480 13,980 13,540 16,140 16,130 30 40
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -1,211)
-50 -650 0 -1,151 -561 -1,201 -1,211 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.0 3.0 86.5 83.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 19 19 21 24
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,382
COMMITMENTS
457 498 230 1,955 2,197 2,642 2,925 740 457
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 773)
53 65 35 615 778 703 878 70 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 14.7 6.8 57.8 65.0 78.1 86.5 21.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 8 23 19 31 28
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,880
COMMITMENTS
0 302 243 1,949 1,797 2,192 2,342 688 538
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 8.4 67.7 62.4 76.1 81.3 23.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 16 16 19 19
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 9,668
COMMITMENTS
349 729 1,162 6,949 6,747 8,460 8,638 1,208 1,030
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 231)
40 81 59 18 63 117 203 114 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.5 12.0 71.9 69.8 87.5 89.3 12.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 7 11 34 37 46 49
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 34,534
COMMITMENTS
6,915 5,463 1,326 26,178 27,420 34,419 34,209 115 325
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,224)
64 23 338 822 858 1,224 1,219 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 15.8 3.8 75.8 79.4 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 8 7 34 32 43 43
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 16,202
COMMITMENTS
38 1,808 1,533 14,482 12,438 16,053 15,779 149 423
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 711)
-65 130 60 686 476 681 666 30 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.2 9.5 89.4 76.8 99.1 97.4 0.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 19 20 23 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,506
COMMITMENTS
6,500 3,072 1,941 17,368 21,243 25,809 26,256 697 250
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -20)
127 89 -198 244 97 173 -12 -193 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 11.6 7.3 65.5 80.1 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 5 9 46 48 59 58
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,413
COMMITMENTS
219 152 358 7,572 7,818 8,149 8,328 264 85
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 686)
-60 5 41 685 640 666 686 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.8 4.3 90.0 92.9 96.9 99.0 3.1 1.0
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 57,414
COMMITMENTS
46,351 315 668 10,383 56,060 57,402 57,043 12 371
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -33)
-39 0 107 -81 -135 -13 -28 -20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 0.5 1.2 18.1 97.6 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 3 3 23 37 30 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 111,458
COMMITMENTS
17,342 56,257 4,838 88,878 50,026 111,058 111,121 400 337
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: -561)
1,086 -662 -159 -1,394 143 -467 -678 -94 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 50.5 4.3 79.7 44.9 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
12 13 16 79 71 101 91
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,247
COMMITMENTS
148 115 301 1,911 2,225 2,360 2,641 887 606
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 202)
105 -73 3 65 231 173 161 29 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.5 9.3 58.9 68.5 72.7 81.3 27.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 5 14 14 20 20
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 51,678
COMMITMENTS
260 35 155 51,233 51,488 51,648 51,678 30 0
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 5,120)
-10 0 -10 5,140 5,130 5,120 5,120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.3 99.1 99.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 27 31 29 34
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 58,868
COMMITMENTS
1,380 330 80 57,328 58,443 58,788 58,853 80 15
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,364)
180 100 -30 1,179 1,279 1,329 1,349 35 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 0.1 97.4 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 1 28 34 30 36
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,125
COMMITMENTS
0 85 50 16,030 15,900 16,080 16,035 45 90
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 675)
0 45 0 675 600 675 645 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.3 99.4 98.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 15 20 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,969
COMMITMENTS
90 0 0 18,831 18,879 18,921 18,879 48 90
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 528)
0 0 0 558 498 558 498 -30 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 99.3 99.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 12/12/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,329
COMMITMENTS
67 622 60 4,792 4,627 4,919 5,309 410 20
CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST: 1,066)
67 247 30 969 789 1,066 1,066 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.7 1.1 89.9 86.8 92.3 99.6 7.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 15 13 18
Updated December 15, 2023