NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 85,088
COMMITMENTS
19,910 4,406 2,840 62,338 77,842 85,088 85,088 0 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 5.2 3.3 73.3 91.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 4 17 10 22 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 201,442
COMMITMENTS
33,747 44,915 7,712 159,970 148,815 201,429 201,442 13 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 388)
697 517 29 -338 -158 388 388 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 22.3 3.8 79.4 73.9 100.0 100.0 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 33,306
COMMITMENTS
15,553 9,691 3,246 14,504 20,369 33,304 33,306 2 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 942)
493 1,494 228 247 -762 969 960 -27 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 29.1 9.7 43.5 61.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 5 7 12 10 35 20
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 12,637
COMMITMENTS
5,443 4,107 549 6,578 7,824 12,570 12,480 67 157
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 166)
118 121 -16 51 56 153 161 13 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 32.5 4.3 52.1 61.9 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 17 8 7 11 20 32
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 22,217
COMMITMENTS
5,025 4,837 50 17,142 17,330 22,217 22,217 0 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 21.8 0.2 77.2 78.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 15 10 19 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 31,525
COMMITMENTS
7,800 26,875 2,100 21,625 2,550 31,525 31,525 0 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 85.2 6.7 68.6 8.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 8 4 8 4 17 13
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 7,377
COMMITMENTS
1,820 1,510 378 5,175 5,370 7,373 7,258 4 119
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 15)
0 21 0 15 -66 15 -45 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 20.5 5.1 70.2 72.8 99.9 98.4 0.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 7 4 8 6 20 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 31,235
COMMITMENTS
8,788 5,415 2,831 19,616 22,989 31,235 31,235 0 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -701)
250 1,199 -900 -51 -1,000 -701 -701 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 17.3 9.1 62.8 73.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 4 3 14 13 20 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,230
COMMITMENTS
6,723 9,329 0 22,507 19,901 29,230 29,230 0 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 31.9 0.0 77.0 68.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 0 14 6 17 9
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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 12/19/23 (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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 30,352
COMMITMENTS
11,748 4,982 652 17,952 24,718 30,352 30,352 0 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 275)
550 0 -50 -225 325 275 275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 16.4 2.1 59.1 81.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 2 11 11 21 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 221,543
COMMITMENTS
124,077 48,502 41,780 55,425 131,232 221,282 221,513 261 30
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,931)
2,287 2,457 271 2,394 2,227 4,952 4,954 -21 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 21.9 18.9 25.0 59.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
78 14 30 30 29 114 67
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 48,190
COMMITMENTS
27,670 16,698 620 19,779 30,848 48,069 48,167 121 23
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 11,177)
7,215 -2 -13 3,967 11,193 11,168 11,178 9 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 34.7 1.3 41.0 64.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
24 5 4 12 9 38 16
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 9,002
COMMITMENTS
407 0 285 8,082 8,461 8,774 8,746 228 256
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 290)
0 0 0 290 290 290 290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 3.2 89.8 94.0 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 17 18 19 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 33,878
COMMITMENTS
5,329 974 3,811 24,735 29,032 33,875 33,817 3 61
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,104)
-393 -10 411 2,086 1,696 2,104 2,097 0 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.9 11.2 73.0 85.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 7 35 45 42 54
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 15,619
COMMITMENTS
3,162 1,790 1,402 10,968 12,385 15,532 15,577 87 42
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 802)
22 -128 238 542 692 802 802 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 11.5 9.0 70.2 79.3 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 5 26 17 32 24
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,928
COMMITMENTS
1,254 2,553 307 5,268 4,006 6,829 6,866 99 62
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 64)
106 0 -78 36 142 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 36.9 4.4 76.0 57.8 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 4 18 21 22 26
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,967,520
COMMITMENTS
496,771 384,388 1470875 4958458 5099676 6926104 6954939 41,416 12,581
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -8,336)
28,102 -28,872 -16,577 -18,610 38,482 -7,085 -6,967 -1,251 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.5 21.1 71.2 73.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
32 40 56 171 135 237 198
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,736,498
COMMITMENTS
263,815 222,081 1677884 1790369 1832871 3732069 3732837 4,429 3,661
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -252,476)
690 -9,622 -155,905 -99,228 -89,011 -254,444 -254,538 1,968 2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.9 44.9 47.9 49.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 13 34 51 47 93 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 176,144
COMMITMENTS
1,723 3,405 706 163,974 164,132 166,403 168,243 9,741 7,901
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 3,130)
272 843 -2 2,679 2,136 2,949 2,977 181 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.9 0.4 93.1 93.2 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 5 2 28 25 31 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,367
COMMITMENTS
3,969 1,092 131 146,092 164,145 150,192 165,368 21,175 5,999
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 795)
3 -62 23 316 895 342 856 453 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.6 0.1 85.3 95.8 87.6 96.5 12.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 2 28 31 31 35
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 400,933
COMMITMENTS
9,332 18,105 2,883 379,462 373,049 391,677 394,037 9,256 6,896
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,206)
2,022 3,142 -713 7,155 2,293 8,464 4,722 -4,258 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.5 0.7 94.6 93.0 97.7 98.3 2.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 3 4 42 34 48 40
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 934,335
COMMITMENTS
27,363 28,768 5,263 892,208 896,689 924,834 930,720 9,501 3,615
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,409)
-212 -943 -13 4,512 5,543 4,287 4,587 122 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 3.1 0.6 95.5 96.0 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 4 5 39 32 48 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 349,700
COMMITMENTS
20,398 3,810 1,738 319,446 334,983 341,582 340,531 8,118 9,169
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,009)
1,373 1,894 0 2,369 4,426 3,742 6,320 267 -2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.1 0.5 91.3 95.8 97.7 97.4 2.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 4 2 43 33 49 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 753,191
COMMITMENTS
3,215 29,571 11,134 730,989 702,044 745,338 742,749 7,853 10,442
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 21,272)
580 -3,835 1,137 17,186 22,009 18,903 19,311 2,369 1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.9 1.5 97.1 93.2 99.0 98.6 1.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
5 7 8 47 51 56 62
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 408,690
COMMITMENTS
2,332 16,169 3,553 393,625 380,146 399,510 399,868 9,180 8,822
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 3,239)
-351 3,158 594 2,286 -520 2,529 3,232 710 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.0 0.9 96.3 93.0 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 6 4 38 34 44 40
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 87,621
COMMITMENTS
0 3,939 0 77,684 73,048 77,684 76,987 9,937 10,634
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 608)
0 0 0 608 608 608 608 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.0 88.7 83.4 88.7 87.9 11.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 13 14 13 17
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus OPEN INTEREST: 39,954
COMMITMENTS
319 0 1,820 37,257 37,824 39,396 39,644 558 310
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,705)
248 0 -248 1,519 1,953 1,519 1,705 186 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 4.6 93.2 94.7 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 12 12 13 13
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,666
COMMITMENTS
9,968 1,488 31 69,768 78,486 79,767 80,005 2,899 2,661
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,014)
775 0 0 5,569 4,130 6,344 4,130 -2,330 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.8 0.0 84.4 94.9 96.5 96.8 3.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 1 23 22 27 24
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 344,382
COMMITMENTS
17,124 16,924 1,730 312,351 315,085 331,205 333,739 13,177 10,643
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 9,554)
1,717 2,050 160 8,502 6,122 10,379 8,332 -825 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.9 0.5 90.7 91.5 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 4 26 28 30 32
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,128
COMMITMENTS
0 365 0 168,885 177,627 168,885 177,992 11,243 2,136
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 560)
0 365 0 52 2,664 52 3,029 508 -2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 93.8 98.6 93.8 98.8 6.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 0 24 26 24 27
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 248,880
COMMITMENTS
1,926 1,602 969 243,450 235,222 246,345 237,793 2,535 11,087
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,692)
1,926 -248 0 2,631 5,205 4,557 4,957 135 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.6 0.4 97.8 94.5 99.0 95.5 1.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 23 27 25 29
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,180
COMMITMENTS
10,764 1,332 62 68,409 79,351 79,235 80,745 1,945 435
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 5,366)
589 1,332 62 4,870 4,238 5,521 5,632 -155 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.6 0.1 84.3 97.7 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 1 24 26 30 28
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 773,576
COMMITMENTS
50,367 1,092 13,474 701,519 754,492 765,360 769,058 8,216 4,518
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 6,941)
-496 -28 2,982 8,486 4,539 10,972 7,493 -4,031 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.1 1.7 90.7 97.5 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 3 10 56 45 70 55
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 195,050
COMMITMENTS
7,766 0 590 171,528 184,568 179,884 185,158 15,166 9,892
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,204)
-92 -337 340 -860 -2,073 -612 -2,070 -592 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.3 87.9 94.6 92.2 94.9 7.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 19 17 21 18
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,483
COMMITMENTS
8,678 22,270 5,425 136,201 121,220 150,304 148,915 2,179 3,568
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 30,868)
-3,145 16,969 2,945 30,789 13,991 30,589 33,905 279 -3,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 14.6 3.6 89.3 79.5 98.6 97.7 1.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 10 2 28 34 31 46
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 211,642
COMMITMENTS
9,593 21,492 12,589 187,350 175,509 209,532 209,590 2,110 2,052
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 33,842)
-5,671 11,847 4,975 34,691 17,083 33,995 33,905 -153 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 10.2 5.9 88.5 82.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
5 10 9 43 46 53 60
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 531,842
COMMITMENTS
2,160 64,279 461 524,465 465,079 527,086 529,819 4,756 2,023
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 10,795)
1,432 -293 -35 7,432 10,782 8,829 10,454 1,966 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 12.1 0.1 98.6 87.4 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 4 1 29 30 32 34
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 43,570
COMMITMENTS
3,262 806 0 39,440 42,640 42,702 43,446 868 124
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,271)
341 0 0 744 1,209 1,085 1,209 186 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.8 0.0 90.5 97.9 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 20 15 22 16
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,541
COMMITMENTS
15,585 1,307 2,151 228,806 253,014 246,542 256,472 14,999 5,069
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,049)
2,941 1,307 884 3,030 2,127 6,855 4,318 -2,806 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.5 0.8 87.5 96.7 94.3 98.1 5.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 2 3 37 35 43 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 146,887
COMMITMENTS
0 9,000 0 144,828 135,198 144,828 144,198 2,059 2,689
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -199)
0 -96 0 -602 514 -602 418 403 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.0 98.6 92.0 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 22 29 22 32
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,981
COMMITMENTS
1,147 2,849 1,895 70,484 63,631 73,526 68,375 5,455 10,606
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 3.6 2.4 89.2 80.6 93.1 86.6 6.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 13 14 16 15
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 303,282
COMMITMENTS
10,015 12,613 572 283,202 282,860 293,789 296,045 9,493 7,237
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 3,626)
3,394 -201 0 293 2,191 3,687 1,990 -61 1,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.2 0.2 93.4 93.3 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 3 2 40 39 45 42
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 123,861
COMMITMENTS
286 631 433 115,109 118,973 115,828 120,037 8,033 3,824
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,760)
126 631 13 2,504 1,973 2,643 2,617 117 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.3 92.9 96.1 93.5 96.9 6.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 20 21 22 24
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 50,432
COMMITMENTS
1,926 0 0 42,415 44,656 44,341 44,656 6,091 5,776
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 345)
0 0 0 216 620 216 620 129 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 0.0 84.1 88.5 87.9 88.5 12.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 14 14 14
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,924
COMMITMENTS
692 649 62 128,966 127,679 129,720 128,390 8,204 9,534
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -91)
0 0 0 -276 0 -276 0 185 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.0 93.5 92.6 94.1 93.1 5.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 15 17 17
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 124,376
COMMITMENTS
5,139 1,155 394 104,966 106,953 110,499 108,502 13,877 15,874
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,986)
-124 797 0 1,770 13 1,646 810 1,340 2,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.9 0.3 84.4 86.0 88.8 87.2 11.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 1 25 21 27 24
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 58,412
COMMITMENTS
456 0 0 56,562 57,486 57,018 57,486 1,394 926
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 96.8 98.4 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 9 13 10 13
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,524
COMMITMENTS
2,621 0 0 67,641 77,457 70,262 77,457 8,262 1,067
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 616)
0 0 0 585 616 585 616 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 86.1 98.6 89.5 98.6 10.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 19 18 20 18
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,737
COMMITMENTS
2,465 2,263 0 63,748 64,926 66,213 67,189 2,524 1,548
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,395)
620 527 0 961 496 1,581 1,023 -186 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.3 0.0 92.7 94.5 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 0 21 18 24 21
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 184,148
COMMITMENTS
3,342 8,991 761 169,086 168,045 173,189 177,797 10,959 6,351
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,154)
-91 164 18 610 679 537 861 617 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.9 0.4 91.8 91.3 94.0 96.6 6.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 6 27 33 35 41
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 187,928
COMMITMENTS
0 0 0 179,981 181,983 179,981 181,983 7,947 5,945
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 7,675)
0 0 0 7,493 7,551 7,493 7,551 182 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 96.8 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 0 0 26 25 26 25
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 31,365
COMMITMENTS
0 0 0 30,435 30,869 30,435 30,869 930 496
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,953)
0 0 0 1,736 1,767 1,736 1,767 217 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 98.4 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 18 16 18 16
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 258,091
COMMITMENTS
12,763 5,811 6,952 228,523 240,627 248,238 253,390 9,853 4,701
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,008)
-3,584 2,427 667 2,403 -3,868 -514 -774 -494 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.3 2.7 88.5 93.2 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 4 31 31 36 35
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 83,567
COMMITMENTS
4,874 308 124 76,698 82,219 81,696 82,651 1,871 916
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,162)
713 0 0 1,387 1,887 2,100 1,887 62 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.4 0.1 91.8 98.4 97.8 98.9 2.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 19 19 22 21
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 213,724
COMMITMENTS
9,248 2,894 266 192,283 206,617 201,797 209,777 11,927 3,947
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,880)
468 151 -37 3,980 7,198 4,411 7,312 469 -2,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.4 0.1 90.0 96.7 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 2 35 38 39 41
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,492
COMMITMENTS
0 3,743 589 71,507 70,031 72,096 74,363 3,396 1,129
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -93)
0 -527 589 -102 -155 487 -93 -580 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.8 94.7 92.8 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 4 2 26 17 28 21
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 360,242
COMMITMENTS
910 2,766 0 349,864 352,580 350,774 355,346 9,468 4,896
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,604)
0 358 0 1,476 2,802 1,476 3,160 128 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.8 0.0 97.1 97.9 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 0 28 21 29 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 79,143
COMMITMENTS
2,769 0 428 67,220 72,442 70,417 72,870 8,726 6,273
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 341)
60 -889 33 546 1,197 639 341 -298 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.5 84.9 91.5 89.0 92.1 11.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 19 20 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 220,726
COMMITMENTS
12,963 10,005 1,526 192,695 201,253 207,184 212,784 13,542 7,942
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,233)
-467 -786 -553 -2,318 685 -3,338 -654 2,105 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.5 0.7 87.3 91.2 93.9 96.4 6.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 3 28 30 32 35
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 25,643
COMMITMENTS
0 0 0 24,326 24,626 24,326 24,626 1,317 1,017
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 96.0 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 12 12 12
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 115,276
COMMITMENTS
4,343 2,323 490 99,456 107,281 104,289 110,094 10,987 5,182
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,254)
1,912 0 31 -844 1,223 1,099 1,254 155 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.0 0.4 86.3 93.1 90.5 95.5 9.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 2 20 22 24 24
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,925
COMMITMENTS
2,238 368 275 25,144 27,240 27,657 27,883 268 42
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 290)
61 0 -34 257 333 284 299 6 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.3 1.0 90.0 97.5 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 3 5 22 27 32 34
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 20,023
COMMITMENTS
2,403 586 351 17,229 19,086 19,983 20,023 40 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 350)
216 155 22 112 173 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.9 1.8 86.0 95.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 5 23 25 32 31
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 185,571
COMMITMENTS
29,517 10,630 15,491 139,386 159,314 184,394 185,435 1,177 136
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 4,104)
-240 1,663 -366 3,732 2,848 3,126 4,145 978 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.7 8.3 75.1 85.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 21 23 42 44 70 78
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 88,162
COMMITMENTS
1,932 11,763 3,079 82,954 72,900 87,965 87,742 197 420
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 734)
92 353 -31 674 435 735 757 -1 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 13.3 3.5 94.1 82.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 15 10 25 28 39 45
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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: 73,298
COMMITMENTS
975 8,321 3,949 68,262 60,965 73,186 73,235 112 63
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 222)
-180 -90 225 177 87 222 222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 11.4 5.4 93.1 83.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 7 6 20 21 26 30
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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: 48,650
COMMITMENTS
1,148 10,054 1,117 45,846 37,413 48,111 48,584 539 66
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 131)
-159 36 5 285 120 131 161 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.7 2.3 94.2 76.9 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 6 27 28 35 35
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,232
COMMITMENTS
1,249 16,088 1,072 59,409 44,848 61,730 62,008 502 224
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 161)
-54 167 -87 306 81 165 161 -4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 25.9 1.7 95.5 72.1 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 11 6 30 29 38 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,348
COMMITMENTS
2,820 10,599 491 57,233 50,237 60,544 61,327 804 21
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 455)
150 -16 0 305 471 455 455 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 17.3 0.8 93.3 81.9 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 6 3 29 27 33 34
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 71,400
COMMITMENTS
3,389 10,360 507 66,638 60,508 70,534 71,375 866 25
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 307)
104 -66 46 157 327 307 307 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 14.5 0.7 93.3 84.7 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 3 29 25 34 33
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,304
COMMITMENTS
130 2,395 75 32,964 30,725 33,169 33,195 135 109
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -41)
0 50 0 -41 -91 -41 -41 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 7.2 0.2 99.0 92.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 22 13 24 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 31,774
COMMITMENTS
0 1,106 0 31,409 30,478 31,409 31,584 365 190
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -300)
0 0 0 -286 -311 -286 -311 -14 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 98.9 95.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 17 17 17 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 27,902
COMMITMENTS
2,260 1,490 200 25,432 26,212 27,892 27,902 10 0
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 50)
60 0 0 -10 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.3 0.7 91.1 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,448
COMMITMENTS
2,560 0 250 24,449 27,078 27,259 27,328 189 120
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 60)
60 0 0 0 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.0 0.9 89.1 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 179,277
COMMITMENTS
27,275 9,690 9,042 141,775 160,259 178,093 178,992 1,184 285
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 57)
-165 575 -81 359 -431 113 63 -56 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 5.4 5.0 79.1 89.4 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 14 18 38 39 60 62
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,890
COMMITMENTS
0 8,614 0 35,362 27,081 35,362 35,695 528 195
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.0 0.0 98.5 75.5 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 12/26/23 |
--------------------------------------------------------------| 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 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.1 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 34,053
COMMITMENTS
696 5,963 120 32,989 27,829 33,805 33,912 248 141
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -71)
300 -600 0 -179 529 121 -71 -192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 17.5 0.4 96.9 81.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 20 18 22 23
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,804
COMMITMENTS
696 5,963 120 29,712 24,526 30,528 30,609 276 195
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 72)
300 -600 0 -36 672 264 72 -192 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 19.4 0.4 96.5 79.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 20 19 22 24
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 123,251
COMMITMENTS
20,696 6,118 1,190 100,068 114,662 121,954 121,970 1,297 1,281
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 530)
0 752 -300 650 210 350 662 180 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.0 1.0 81.2 93.0 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 4 22 25 29 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,833
COMMITMENTS
315 2,628 70 36,001 34,038 36,386 36,736 447 97
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -382)
0 193 0 -392 -575 -392 -382 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.1 0.2 97.7 92.4 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 36,659
COMMITMENTS
850 1,976 50 35,363 34,429 36,263 36,455 396 204
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -260)
10 -143 0 -270 -117 -260 -260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 5.4 0.1 96.5 93.9 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 6 1 18 19 20 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,374
COMMITMENTS
2,325 3,660 0 30,930 29,337 33,255 32,997 119 377
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 555)
0 745 0 554 -190 554 555 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 11.0 0.0 92.7 87.9 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 22 21 24 24
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,654
COMMITMENTS
2,621 630 0 29,789 31,645 32,410 32,275 244 379
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 663)
0 550 0 632 113 632 663 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.9 0.0 91.2 96.9 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 0 24 20 26 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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: 78,693
COMMITMENTS
504 5,206 2,044 75,655 70,990 78,203 78,240 490 453
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 277)
0 -327 148 142 510 290 331 -13 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.6 2.6 96.1 90.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 9 4 27 32 31 42
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 105,280
COMMITMENTS
4,578 8,117 2,219 97,937 94,380 104,734 104,716 546 564
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 957)
10 4 3 954 942 967 949 -10 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.7 2.1 93.0 89.6 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 20 11 31 33 48 57
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 44,061
COMMITMENTS
741 5,258 497 42,725 38,180 43,963 43,935 98 126
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 272)
8 0 35 229 222 272 257 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.9 1.1 97.0 86.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 6 4 20 18 24 25
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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: 42,478
COMMITMENTS
125 5,402 15 42,183 37,058 42,323 42,475 155 3
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 -300 0 0 300 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.7 0.0 99.3 87.2 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 12/26/23 |
--------------------------------------------------------------| 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: 58,794
COMMITMENTS
0 3,421 1,045 57,207 53,784 58,252 58,250 542 544
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,504)
0 574 -17 2,511 1,947 2,494 2,504 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 1.8 97.3 91.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 6 2 19 24 21 30
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 65,346
COMMITMENTS
30 6,833 974 63,636 57,379 64,640 65,186 706 160
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,042)
0 -206 -16 2,072 2,264 2,056 2,042 -14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 1.5 97.4 87.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 8 3 23 26 27 34
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,923
COMMITMENTS
45 2,368 273 39,207 37,018 39,525 39,659 398 264
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 16)
25 23 0 -39 -7 -14 16 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 5.9 0.7 98.2 92.7 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 5 3 23 25 26 31
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,556
COMMITMENTS
180 193 314 30,971 30,949 31,465 31,456 91 100
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -40)
50 0 -50 -40 10 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.6 1.0 98.1 98.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 24 20 26 23
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,182
COMMITMENTS
1,226 3,534 620 28,897 26,897 30,743 31,051 439 131
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 353)
32 234 -69 390 192 353 357 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 11.3 2.0 92.7 86.3 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 9 3 25 26 30 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 21,400
COMMITMENTS
0 1,905 480 20,223 18,418 20,703 20,803 697 597
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 344)
0 90 0 379 307 379 397 -35 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 2.2 94.5 86.1 96.7 97.2 3.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 9 2 22 22 24 31
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,912
COMMITMENTS
350 0 0 11,522 11,791 11,872 11,791 40 121
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -95)
0 0 0 -105 -95 -105 -95 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.0 96.7 99.0 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 23 17 25 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,997
COMMITMENTS
166 139 0 8,821 8,838 8,987 8,977 10 20
CHANGES FROM 12/19/23 (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 1.5 0.0 98.0 98.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 17 10 19 12
PJM BGE ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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 12/19/23 (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 12/26/23 |
--------------------------------------------------------------| 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 12/19/23 (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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,615
COMMITMENTS
3,503 0 0 11,948 15,465 15,451 15,465 164 150
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 30)
0 -100 0 30 100 30 0 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.0 0.0 76.5 99.0 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 0 12 11 17 11
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,015
COMMITMENTS
731 450 0 14,115 14,415 14,846 14,865 169 150
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 30)
0 -100 0 30 100 30 0 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.0 0.0 94.0 96.0 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 0 12 11 16 12
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,613
COMMITMENTS
470 0 0 31,705 32,603 32,175 32,603 438 10
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 97.2 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 15 15 15
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,728
COMMITMENTS
465 0 0 32,543 33,718 33,008 33,718 720 10
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 96.5 100.0 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,889
COMMITMENTS
14,796 6,990 1,802 66,864 74,914 83,462 83,706 427 183
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,529)
1,203 113 -28 229 1,459 1,404 1,544 125 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 8.3 2.1 79.7 89.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 10 9 40 37 57 54
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 93,262
COMMITMENTS
16,940 14,154 1,210 74,504 77,630 92,654 92,994 608 268
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,820)
1,160 435 78 457 1,312 1,695 1,825 125 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 15.2 1.3 79.9 83.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 15 11 42 40 59 62
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 363,212
COMMITMENTS
50,069 54,630 50,879 258,943 257,043 359,891 362,552 3,320 660
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -39,267)
-3,886 -1,463 -9,820 -28,557 -28,128 -42,264 -39,411 2,997 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 15.0 14.0 71.3 70.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 28 32 54 49 96 98
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,152
COMMITMENTS
1,364 5,345 52 16,309 12,574 17,725 17,971 427 181
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -70 -40 -70 -40 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 29.4 0.3 89.8 69.3 97.6 99.0 2.4 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,603
COMMITMENTS
1,055 4,145 52 15,278 12,382 16,385 16,579 218 24
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 25.0 0.3 92.0 74.6 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 1 21 15 25 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 3,875
COMMITMENTS
655 865 290 2,295 2,175 3,240 3,330 635 545
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -1,150)
-300 -475 125 -935 -775 -1,110 -1,125 -40 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 22.3 7.5 59.2 56.1 83.6 85.9 16.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 7 5 16 12 22 21
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,323
COMMITMENTS
3,021 6,080 4,328 51,616 48,564 58,965 58,972 358 351
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 378)
-180 65 130 410 183 360 378 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.2 7.3 87.0 81.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 6 5 33 25 43 32
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,438
COMMITMENTS
7,057 7,645 1,581 50,109 49,927 58,747 59,153 691 285
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 34)
-720 175 275 519 -411 74 39 -40 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 12.9 2.7 84.3 84.0 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 4 5 26 23 35 30
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| 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 12/19/23 (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 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 12,688
COMMITMENTS
2,250 456 0 10,288 12,188 12,538 12,644 150 44
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 264 -264 300 0 36 0 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.6 0.0 81.1 96.1 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 14 11 16 13
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,085
COMMITMENTS
1,620 2,110 540 13,835 13,395 15,995 16,045 90 40
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -120 -120 -120 -120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.1 3.4 86.0 83.3 99.4 99.8 0.6 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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,932
COMMITMENTS
467 588 280 2,385 2,577 3,132 3,445 800 487
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 235)
40 70 -10 155 115 185 175 50 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.0 7.1 60.7 65.5 79.7 87.6 20.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 9 25 19 34 28
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,999
COMMITMENTS
0 304 257 2,040 1,869 2,297 2,430 702 569
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 8.6 68.0 62.3 76.6 81.0 23.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 4 3 16 17 19 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,437
COMMITMENTS
477 604 1,231 7,643 7,482 9,351 9,317 1,086 1,120
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 203)
27 -74 65 133 229 225 220 -22 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.8 11.8 73.2 71.7 89.6 89.3 10.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 6 11 37 40 49 52
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,558
COMMITMENTS
7,555 4,644 3,584 29,259 31,833 40,398 40,061 160 497
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,655)
275 -50 849 1,466 1,926 2,590 2,725 65 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 11.5 8.8 72.1 78.5 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 8 7 36 34 47 44
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,251
COMMITMENTS
88 1,863 2,477 15,567 13,613 18,132 17,953 119 298
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -74)
50 5 39 -163 -118 -74 -74 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.2 13.6 85.3 74.6 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 5 20 20 25 25
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 29,671
COMMITMENTS
7,339 3,003 2,442 19,339 23,987 29,120 29,432 551 239
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 1,868)
272 156 327 1,291 1,384 1,890 1,867 -22 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 10.1 8.2 65.2 80.8 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 5 11 46 52 61 64
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,983
COMMITMENTS
236 175 343 8,134 8,380 8,713 8,898 270 85
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 523)
18 5 -12 517 530 523 523 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 3.8 90.5 93.3 97.0 99.1 3.0 0.9
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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 58,229
COMMITMENTS
46,840 665 633 10,744 56,615 58,217 57,913 12 316
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 161)
-339 100 3 497 113 161 216 0 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 1.1 1.1 18.5 97.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 3 3 23 40 30 46
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 116,183
COMMITMENTS
17,894 57,441 5,603 92,311 52,647 115,808 115,691 375 492
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 2,411)
269 -548 579 1,563 2,380 2,411 2,411 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 49.4 4.8 79.5 45.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
13 13 17 84 73 107 94
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,637
COMMITMENTS
286 114 337 2,262 2,530 2,885 2,981 752 656
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 181)
130 37 -19 277 150 388 168 -207 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.1 9.3 62.2 69.6 79.3 82.0 20.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 5 16 18 23 24
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 53,393
COMMITMENTS
250 35 150 51,693 52,490 52,093 52,675 1,300 718
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 695)
0 0 0 -605 -23 -605 -23 1,300 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.3 96.8 98.3 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
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 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 48,188
COMMITMENTS
975 130 40 47,098 48,003 48,113 48,173 75 15
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.3 0.1 97.7 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 1 1 27 35 29 37
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,815
COMMITMENTS
0 130 35 15,750 15,565 15,785 15,730 30 85
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.2 99.6 98.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 17 15 18 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,999
COMMITMENTS
0 0 0 16,946 16,934 16,946 16,934 53 65
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: -75)
0 0 0 -75 -75 -75 -75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 22 15 22 15
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,475
COMMITMENTS
63 1,235 129 5,913 5,091 6,105 6,455 370 20
CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST: 347)
0 257 0 387 90 387 347 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 19.1 2.0 91.3 78.6 94.3 99.7 5.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 2 14 17 17 22
Updated December 29, 2023