NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 85,113
COMMITMENTS
19,935 4,406 2,840 62,338 77,867 85,113 85,113 0 0
CHANGES FROM 01/02/24 (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 73.2 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 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 206,807
COMMITMENTS
34,623 47,356 10,258 161,913 149,193 206,794 206,807 13 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 891)
-859 197 2,496 -746 -1,802 891 891 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 22.9 5.0 78.3 72.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 7 9 25 20 38 32
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 29,363
COMMITMENTS
16,350 10,957 1,125 11,886 17,280 29,361 29,363 2 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -140)
-348 150 7 202 -297 -140 -140 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 37.3 3.8 40.5 58.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 5 5 12 8 32 18
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 9,161
COMMITMENTS
4,757 3,851 610 3,756 4,551 9,123 9,012 38 149
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -3,880)
-881 -438 -146 -2,822 -2,917 -3,849 -3,501 -31 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 42.0 6.7 41.0 49.7 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 15 8 7 10 19 28
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| 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 01/02/24 (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 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,975
COMMITMENTS
8,950 28,625 2,050 21,975 2,300 32,975 32,975 0 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 1,300)
1,150 1,600 -50 200 -250 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 86.8 6.2 66.6 7.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 9 3 8 4 17 14
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 5,879
COMMITMENTS
1,492 1,122 241 4,143 4,367 5,876 5,730 3 149
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,514)
-356 -465 -112 -668 -957 -1,136 -1,534 -378 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 19.1 4.1 70.5 74.3 99.9 97.5 0.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 6 3 8 5 18 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| 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: 15,191
COMMITMENTS
100 7,050 525 14,566 7,616 15,191 15,191 0 0
CHANGES FROM 01/02/24 (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 46.4 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 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 31,246
COMMITMENTS
8,888 5,644 2,772 19,586 22,830 31,246 31,246 0 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 11)
100 229 -59 -30 -159 11 11 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 18.1 8.9 62.7 73.1 100.0 100.0 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 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,580
COMMITMENTS
3,745 9,679 0 25,835 19,901 29,580 29,580 0 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 250)
-2,978 250 0 3,228 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 32.7 0.0 87.3 67.3 100.0 100.0 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 01/09/24 |
--------------------------------------------------------------| 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 01/02/24 (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 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 31,545
COMMITMENTS
11,863 5,897 579 19,103 25,069 31,545 31,545 0 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 908)
80 915 -73 901 66 908 908 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 18.7 1.8 60.6 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 11 11 20 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 242,032
COMMITMENTS
128,155 50,466 45,930 67,681 145,519 241,766 241,915 266 117
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 18,887)
4,009 1,860 3,019 11,763 14,002 18,791 18,881 96 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 20.9 19.0 28.0 60.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
85 16 36 32 30 126 73
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 50,994
COMMITMENTS
27,937 16,661 822 22,166 33,493 50,926 50,976 68 18
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 1,974)
-429 -624 208 2,194 2,390 1,974 1,975 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 32.7 1.6 43.5 65.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
29 8 4 15 16 45 27
FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV Code-021391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 2,201
COMMITMENTS
284 0 161 1,756 2,040 2,201 2,201 0 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.0 7.3 79.8 92.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 1 13 12 17 13
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,418
COMMITMENTS
160 0 285 6,613 6,885 7,058 7,170 360 248
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,187)
-247 0 0 -2,072 -2,179 -2,319 -2,179 132 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 3.8 89.1 92.8 95.1 96.7 4.9 3.3
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 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 31,255
COMMITMENTS
3,630 1,009 3,615 23,990 26,574 31,235 31,198 20 57
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -4,748)
-1,981 -132 -701 -2,083 -3,911 -4,765 -4,744 17 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.2 11.6 76.8 85.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 6 34 42 41 48
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 14,180
COMMITMENTS
3,305 1,542 990 9,612 11,596 13,907 14,128 273 52
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,134)
-573 -615 -156 -1,591 -1,373 -2,320 -2,144 186 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 10.9 7.0 67.8 81.8 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 3 4 21 17 27 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,553
COMMITMENTS
1,654 1,343 357 3,470 3,768 5,481 5,468 72 85
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,565)
392 -1,207 -30 -1,900 -351 -1,538 -1,588 -27 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 24.2 6.4 62.5 67.9 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 4 17 17 21 22
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,725,827
COMMITMENTS
553,223 363,369 1414796 4717957 4935792 6685976 6713957 39,851 11,870
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 65,899)
44,919 1,820 -7,284 31,362 78,003 68,997 72,539 -3,098 -6,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.4 21.0 70.1 73.4 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
28 41 53 160 128 222 188
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,724,160
COMMITMENTS
206,567 221,243 1702196 1811692 1798531 3720455 3721970 3,705 2,190
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 86,157)
-13,194 30,018 72,095 27,518 -16,160 86,419 85,954 -262 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.9 45.7 48.6 48.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 16 32 52 48 92 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,264
COMMITMENTS
783 1,933 85 154,762 154,276 155,630 156,294 9,634 8,970
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -12,075)
-1,056 -1,248 -685 -10,108 -11,029 -11,849 -12,962 -226 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.2 0.1 93.6 93.4 94.2 94.6 5.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 1 27 24 29 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,193
COMMITMENTS
3,914 884 29 138,581 154,956 142,524 155,869 19,669 6,324
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -11,010)
-97 -268 -71 -9,377 -11,202 -9,545 -11,541 -1,465 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.5 0.0 85.4 95.5 87.9 96.1 12.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 1 30 29 32 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,088
COMMITMENTS
7,494 21,760 3,528 360,116 352,997 371,138 378,285 12,950 5,803
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -22,049)
-2,589 3,137 1,533 -23,961 -25,689 -25,017 -21,019 2,968 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.7 0.9 93.8 91.9 96.6 98.5 3.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 3 5 39 34 45 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 903,862
COMMITMENTS
23,136 35,105 4,344 866,260 860,066 893,740 899,515 10,122 4,347
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -33,987)
-3,141 5,984 -1,046 -27,700 -39,260 -31,887 -34,322 -2,100 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.9 0.5 95.8 95.2 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 4 39 30 47 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,356
COMMITMENTS
11,945 6,597 4,261 292,133 296,752 308,339 307,610 9,017 9,746
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -30,566)
-6,186 2,787 1,453 -26,263 -35,438 -30,996 -31,198 430 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.1 1.3 92.1 93.5 97.2 96.9 2.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 2 39 33 44 37
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 719,114
COMMITMENTS
1,496 49,352 6,844 701,791 655,935 710,131 712,131 8,983 6,983
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -47,123)
-1,052 13,624 -4,397 -40,122 -52,571 -45,571 -43,344 -1,552 -3,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.9 1.0 97.6 91.2 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
4 6 7 45 49 52 59
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,240
COMMITMENTS
1,490 8,407 4,101 378,687 362,862 384,278 375,370 7,962 16,870
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -20,853)
-1,404 -7,798 334 -20,531 -21,360 -21,601 -28,824 748 7,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 1.0 96.5 92.5 98.0 95.7 2.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 6 3 38 34 42 41
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,190
COMMITMENTS
0 4,304 0 75,212 73,593 75,212 77,897 10,978 8,293
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,918)
0 334 0 -2,928 94 -2,928 428 1,010 -2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 87.3 85.4 87.3 90.4 12.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 12 15 12 18
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,259
COMMITMENTS
8,086 1,302 0 59,485 66,765 67,571 68,067 2,688 2,192
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -12,420)
-1,045 -217 0 -9,182 -11,827 -10,227 -12,044 -2,193 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.9 0.0 84.7 95.0 96.2 96.9 3.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 0 22 18 24 19
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 335,484
COMMITMENTS
14,806 22,610 352 309,282 303,099 324,440 326,061 11,044 9,423
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -11,569)
-3,820 3,082 -1,012 -4,544 -12,643 -9,376 -10,573 -2,193 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.7 0.1 92.2 90.3 96.7 97.2 3.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 28 27 30 29
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,193
COMMITMENTS
0 0 0 159,856 168,131 159,856 168,131 11,337 3,062
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -9,521)
0 -497 0 -9,401 -10,074 -9,401 -10,571 -120 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.4 98.2 93.4 98.2 6.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 0 0 22 26 22 26
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 231,192
COMMITMENTS
3,638 1,355 940 224,796 218,984 229,374 221,279 1,818 9,913
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -17,739)
1,712 -247 -29 -18,736 -16,289 -17,053 -16,565 -686 -1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.6 0.4 97.2 94.7 99.2 95.7 0.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 1 23 25 25 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 66,611
COMMITMENTS
5,866 1,487 0 59,463 64,584 65,329 66,071 1,282 540
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -14,259)
-4,805 62 -62 -6,187 -14,209 -11,054 -14,209 -3,205 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.2 0.0 89.3 97.0 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 0 21 22 24 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 742,047
COMMITMENTS
45,131 501 13,858 672,612 722,695 731,601 737,054 10,446 4,993
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -34,762)
-7,706 -491 297 -29,269 -34,800 -36,678 -34,994 1,916 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.1 1.9 90.6 97.4 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 2 9 52 40 64 49
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,167
COMMITMENTS
5,419 0 122 165,028 175,963 170,569 176,085 13,598 8,082
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -10,503)
-2,606 0 -178 -6,985 -10,032 -9,769 -10,210 -734 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.1 89.6 95.5 92.6 95.6 7.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 20 16 21 17
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 100,218
COMMITMENTS
4,922 3,446 1,008 93,330 89,156 99,260 93,610 958 6,608
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -69,681)
-4,611 -27,915 -6,020 -58,231 -39,079 -68,862 -73,014 -819 3,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.4 1.0 93.1 89.0 99.0 93.4 1.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 1 17 20 19 24
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 180,506
COMMITMENTS
7,812 32,880 9,167 160,660 135,618 177,639 177,665 2,867 2,841
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -43,282)
-2,622 3,799 -4,929 -34,868 -41,900 -42,419 -43,030 -863 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 18.2 5.1 89.0 75.1 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
2 13 6 37 38 44 52
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 500,287
COMMITMENTS
2,018 63,825 259 493,825 433,820 496,102 497,904 4,185 2,383
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -32,704)
-372 3,575 -213 -28,426 -36,302 -29,011 -32,940 -3,693 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 12.8 0.1 98.7 86.7 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 4 2 31 28 35 32
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 31,294
COMMITMENTS
1,989 0 0 28,871 31,170 30,860 31,170 434 124
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -12,831)
-1,302 -806 0 -11,064 -12,025 -12,366 -12,831 -465 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 92.3 99.6 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 14 19 14
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,562
COMMITMENTS
12,150 819 2,777 218,120 239,962 233,047 243,558 14,515 4,004
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -15,230)
-3,308 -736 655 -12,061 -13,662 -14,714 -13,743 -516 -1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.3 1.1 88.1 96.9 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 3 36 34 41 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,053
COMMITMENTS
0 9,029 0 133,975 125,990 133,975 135,019 2,078 1,034
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -11,653)
0 0 0 -11,550 -9,903 -11,550 -9,903 -103 -1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.0 98.5 92.6 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 0 19 26 19 29
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,285
COMMITMENTS
0 3,482 1,262 68,463 59,845 69,725 64,589 4,560 9,696
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -5,119)
-1,147 633 -633 -2,620 -4,484 -4,400 -4,484 -719 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 1.7 92.2 80.6 93.9 86.9 6.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 15 15 16
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 295,155
COMMITMENTS
9,662 14,985 3,555 271,719 270,115 284,936 288,655 10,219 6,500
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -19,578)
-353 -2,974 836 -20,816 -16,639 -20,333 -18,777 755 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.1 1.2 92.1 91.5 96.5 97.8 3.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 4 4 39 37 46 41
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,752
COMMITMENTS
279 0 244 106,803 111,813 107,326 112,057 8,426 3,695
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -8,835)
-121 -631 -73 -8,852 -7,824 -9,046 -8,528 211 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.2 92.3 96.6 92.7 96.8 7.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 19 18 20
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,049
COMMITMENTS
1,926 0 0 38,690 40,054 40,616 40,054 5,433 5,995
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -5,294)
0 0 0 -6,259 -5,482 -6,259 -5,482 965 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 0.0 84.0 87.0 88.2 87.0 11.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 14 14 14
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 130,374
COMMITMENTS
899 488 0 120,407 121,715 121,306 122,203 9,068 8,171
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -8,433)
145 -223 0 -11,603 -6,818 -11,458 -7,041 3,025 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.4 0.0 92.4 93.4 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 13 15 14
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,952
COMMITMENTS
5,068 0 456 95,517 99,405 101,041 99,861 13,911 15,091
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -9,139)
-98 -518 62 -8,808 -8,157 -8,844 -8,613 -295 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 0.4 83.1 86.5 87.9 86.9 12.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 26 25 28 26
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,031
COMMITMENTS
2,590 0 0 61,016 70,547 63,606 70,547 8,425 1,484
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -6,846)
-31 0 0 -6,949 -7,139 -6,980 -7,139 134 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 84.7 97.9 88.3 97.9 11.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 16 21 16
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,007
COMMITMENTS
1,504 837 0 56,712 58,572 58,216 59,409 2,791 1,598
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -7,782)
-961 -1,426 0 -7,026 -6,220 -7,987 -7,646 205 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.4 0.0 93.0 96.0 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 18 14 20 16
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,336
COMMITMENTS
3,659 7,056 699 166,591 166,430 170,949 174,185 10,387 7,151
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -3,988)
379 -2,355 -110 -3,598 -2,311 -3,329 -4,776 -659 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.9 0.4 91.9 91.8 94.3 96.1 5.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 6 7 27 33 35 41
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 181,546
COMMITMENTS
0 0 0 175,379 176,345 175,379 176,345 6,167 5,201
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -8,308)
0 0 0 -6,528 -7,564 -6,528 -7,564 -1,780 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.1 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 24 26 24
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,524
COMMITMENTS
0 0 0 14,935 15,121 14,935 15,121 589 403
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -17,236)
0 0 0 -16,957 -17,050 -16,957 -17,050 -279 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 97.4 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 13 15 13 15
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 238,074
COMMITMENTS
5,477 3,593 7,116 215,477 222,795 228,070 233,504 10,004 4,570
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -27,324)
-7,651 -4,148 -545 -19,685 -24,533 -27,881 -29,226 557 1,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.5 3.0 90.5 93.6 95.8 98.1 4.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 2 2 31 31 34 34
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 77,127
COMMITMENTS
3,789 0 0 72,242 76,465 76,031 76,465 1,096 662
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -15,460)
-1,209 -308 -124 -13,352 -14,871 -14,685 -15,303 -775 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 93.7 99.1 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 13 20 16 20
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 196,987
COMMITMENTS
6,226 2,646 0 176,833 189,245 183,059 191,891 13,928 5,096
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -18,164)
-758 -248 -266 -17,213 -18,799 -18,237 -19,313 73 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.3 0.0 89.8 96.1 92.9 97.4 7.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 1 0 35 33 36 34
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 65,791
COMMITMENTS
434 4,076 0 61,316 60,410 61,750 64,486 4,041 1,305
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -10,429)
434 -395 -589 -10,919 -9,621 -11,074 -10,605 645 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.2 0.0 93.2 91.8 93.9 98.0 6.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 0 23 14 24 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 347,504
COMMITMENTS
600 1,708 0 338,460 340,733 339,060 342,441 8,444 5,063
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -15,922)
-310 -1,058 0 -14,588 -15,031 -14,898 -16,089 -1,024 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 97.4 98.1 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 0 27 20 28 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,541
COMMITMENTS
2,275 56 372 63,371 67,460 66,018 67,888 7,523 5,653
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -5,726)
-494 56 -56 -3,880 -5,075 -4,430 -5,075 -1,296 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.1 0.5 86.2 91.7 89.8 92.3 10.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 19 18 21 19
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 212,179
COMMITMENTS
9,343 9,738 353 190,430 192,540 200,126 202,631 12,053 9,548
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -10,697)
-6,844 -267 -596 -3,690 -11,657 -11,130 -12,520 433 1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.6 0.2 89.7 90.7 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 24 28 27 31
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 110,424
COMMITMENTS
728 2,633 149 96,258 103,449 97,135 106,231 13,289 4,193
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -6,732)
-3,825 310 -341 -5,885 -6,228 -10,051 -6,259 3,319 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.4 0.1 87.2 93.7 88.0 96.2 12.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 19 22 21 23
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 26,521
COMMITMENTS
2,348 491 251 23,618 25,579 26,217 26,321 304 200
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 580)
353 70 -10 190 361 533 421 47 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.9 0.9 89.1 96.4 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 3 5 24 29 34 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,152
COMMITMENTS
2,888 861 303 15,930 17,978 19,121 19,142 31 10
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 483)
277 -40 -15 218 528 480 473 3 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 4.5 1.6 83.2 93.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 2 5 22 26 31 31
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 185,058
COMMITMENTS
31,131 13,125 15,084 138,758 156,756 184,973 184,965 85 93
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,995)
182 -28 731 -3,825 -3,664 -2,912 -2,961 -83 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 7.1 8.2 75.0 84.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 18 22 41 41 67 73
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 85,078
COMMITMENTS
2,108 11,099 2,766 80,019 70,917 84,893 84,782 185 296
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -3,912)
273 -1,323 -402 -3,778 -2,268 -3,907 -3,993 -5 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 13.0 3.3 94.1 83.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 11 7 28 29 37 42
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 71,859
COMMITMENTS
1,350 6,452 4,583 65,820 60,778 71,753 71,813 106 46
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,621)
375 -1,847 624 -2,614 -381 -1,615 -1,604 -6 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.0 6.4 91.6 84.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 6 17 17 23 25
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,050
COMMITMENTS
874 10,908 895 44,780 35,174 46,549 46,977 501 73
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,863)
-74 184 -220 -1,531 -1,834 -1,825 -1,870 -38 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 23.2 1.9 95.2 74.8 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 5 23 27 32 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 58,150
COMMITMENTS
890 15,513 1,064 55,653 41,382 57,607 57,959 543 191
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -3,862)
-226 -688 -58 -3,619 -3,085 -3,903 -3,831 41 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 26.7 1.8 95.7 71.2 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 10 5 26 29 33 41
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,132
COMMITMENTS
3,114 10,493 361 53,589 47,208 57,064 58,062 1,068 70
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -3,623)
-47 -149 -130 -3,705 -3,393 -3,882 -3,672 259 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 18.1 0.6 92.2 81.2 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 5 2 28 23 31 29
AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 10,577
COMMITMENTS
600 350 150 9,743 10,035 10,493 10,535 84 42
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.3 1.4 92.1 94.9 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 10 13 13 16
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,557
COMMITMENTS
3,686 10,920 457 62,550 56,140 66,693 67,517 864 40
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -4,186)
79 542 -50 -4,213 -4,693 -4,184 -4,201 -2 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 16.2 0.7 92.6 83.1 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 3 28 24 33 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,140
COMMITMENTS
95 2,880 75 31,830 29,140 32,000 32,095 140 45
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,544)
-35 205 0 -1,514 -1,685 -1,549 -1,480 5 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 9.0 0.2 99.0 90.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 18 13 20 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 30,459
COMMITMENTS
142 288 200 29,607 29,473 29,949 29,961 510 498
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,144)
142 -348 144 -1,575 -1,248 -1,289 -1,452 145 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.7 97.2 96.8 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 15 14 16 18
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 27,481
COMMITMENTS
2,460 1,490 0 24,892 25,811 27,352 27,301 129 180
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -421)
200 0 -200 -540 -401 -540 -601 119 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.4 0.0 90.6 93.9 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 17 10 19 12
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,977
COMMITMENTS
2,760 50 0 23,909 26,687 26,669 26,737 308 240
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -471)
200 50 -250 -540 -391 -590 -591 119 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.2 0.0 88.6 98.9 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 15 11 18 12
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 172,995
COMMITMENTS
27,505 7,434 8,892 135,499 156,459 171,896 172,784 1,099 211
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -6,766)
-189 -784 -579 -6,001 -5,362 -6,769 -6,724 3 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 4.3 5.1 78.3 90.4 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 13 20 38 38 62 62
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,236
COMMITMENTS
0 8,430 0 34,556 26,616 34,556 35,046 680 190
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -654)
0 -184 0 -806 -465 -806 -649 152 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.9 0.0 98.1 75.5 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 13 12 13 15
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,282
COMMITMENTS
0 7,680 0 32,562 25,422 32,562 33,102 720 180
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -781)
0 -184 0 -933 -592 -933 -776 152 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.1 0.0 97.8 76.4 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 14 12 14 15
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 32,135
COMMITMENTS
721 5,214 120 31,016 26,262 31,857 31,596 278 539
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,912)
0 -724 0 -1,918 -1,586 -1,918 -2,310 6 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 16.2 0.4 96.5 81.7 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 16 15 19 19
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 29,178
COMMITMENTS
721 5,214 120 28,039 23,280 28,880 28,614 298 564
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,620)
0 -724 0 -1,618 -1,265 -1,618 -1,989 -2 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 17.9 0.4 96.1 79.8 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 16 15 19 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 120,068
COMMITMENTS
18,965 4,122 1,416 98,809 113,783 119,190 119,321 878 747
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,799)
-1,706 -245 238 -1,116 -2,199 -2,584 -2,206 -215 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 3.4 1.2 82.3 94.8 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 6 4 20 25 27 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,060
COMMITMENTS
250 3,062 70 34,537 31,847 34,857 34,979 203 81
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,933)
-65 234 0 -1,859 -2,151 -1,924 -1,917 -9 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.7 0.2 98.5 90.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 21 13 23 16
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 35,035
COMMITMENTS
1,111 1,331 244 33,268 33,200 34,623 34,775 412 260
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,682)
231 -190 5 -1,939 -1,553 -1,703 -1,738 21 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.8 0.7 95.0 94.8 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 1 17 15 19 20
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,783
COMMITMENTS
2,144 4,198 0 29,560 27,225 31,704 31,423 79 360
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,955)
-181 210 0 -1,732 -2,148 -1,913 -1,938 -42 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 13.2 0.0 93.0 85.7 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 21 18 23 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,755
COMMITMENTS
2,399 685 4 28,154 29,706 30,557 30,395 198 360
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,113)
-223 -130 0 -1,841 -1,966 -2,064 -2,096 -49 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 2.2 0.0 91.5 96.6 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 23 19 26 22
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| 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: 76,747
COMMITMENTS
1,350 5,013 1,900 73,144 69,521 76,394 76,434 353 313
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,190)
1,213 -147 -192 -3,127 -1,826 -2,106 -2,165 -84 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.5 2.5 95.3 90.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 10 5 28 30 34 42
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 102,881
COMMITMENTS
5,558 7,448 1,935 94,980 92,952 102,474 102,335 407 546
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,676)
1,382 -303 -466 -3,532 -1,900 -2,616 -2,669 -60 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.2 1.9 92.3 90.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 12 12 30 32 46 54
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 42,334
COMMITMENTS
626 4,985 502 41,103 36,725 42,231 42,212 103 122
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,882)
-147 -336 0 -1,740 -1,537 -1,887 -1,873 5 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 11.8 1.2 97.1 86.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 4 17 17 22 22
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| 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: 40,315
COMMITMENTS
25 5,185 68 39,998 35,062 40,091 40,315 224 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,331)
-25 -292 50 -2,425 -2,086 -2,400 -2,328 69 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.9 0.2 99.2 87.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 10 14 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| 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: 56,188
COMMITMENTS
368 3,348 1,011 54,257 51,328 55,636 55,687 552 501
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,612)
368 2 -54 -2,888 -2,517 -2,574 -2,569 -38 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.0 1.8 96.6 91.4 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 7 4 19 24 24 31
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 62,546
COMMITMENTS
450 6,539 1,099 60,313 54,762 61,862 62,401 684 145
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,555)
420 -329 129 -3,082 -2,334 -2,534 -2,535 -21 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 10.5 1.8 96.4 87.6 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 9 4 22 26 27 35
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,168
COMMITMENTS
40 2,504 133 37,349 35,038 37,522 37,675 646 493
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,866)
-25 89 -140 -1,964 -1,923 -2,129 -1,974 263 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 6.6 0.3 97.9 91.8 98.3 98.7 1.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 5 3 21 21 24 27
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 31,473
COMMITMENTS
218 90 275 30,586 30,718 31,079 31,083 394 390
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -175)
23 -103 -29 -462 -273 -468 -405 293 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.9 97.2 97.6 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 21 19 23 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,623
COMMITMENTS
383 2,437 966 27,706 25,840 29,055 29,243 568 380
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,399)
-872 -1,107 336 -1,993 -1,900 -2,529 -2,671 130 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.2 3.3 93.5 87.2 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 9 3 24 24 27 34
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 21,213
COMMITMENTS
0 1,913 480 19,986 18,113 20,466 20,506 747 707
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -886)
0 -111 0 -919 -880 -919 -991 33 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 2.3 94.2 85.4 96.5 96.7 3.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 10 2 21 19 23 29
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 10,993
COMMITMENTS
385 0 0 10,558 10,873 10,943 10,873 50 120
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 300)
50 0 0 255 275 305 275 -5 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 96.0 98.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 20 15 21 15
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 7,995
COMMITMENTS
130 25 0 7,625 7,950 7,755 7,975 240 20
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 95)
0 0 0 95 95 95 95 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.3 0.0 95.4 99.4 97.0 99.7 3.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 7 15 8
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,430
COMMITMENTS
3,118 0 100 11,033 14,180 14,251 14,280 179 150
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,185)
-385 0 100 -915 -1,285 -1,200 -1,185 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.0 0.7 76.5 98.3 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 10 11 14 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,765
COMMITMENTS
346 450 100 13,140 13,065 13,586 13,615 179 150
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,250)
-385 0 100 -975 -1,350 -1,260 -1,250 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.3 0.7 95.5 94.9 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 11 14 13
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,554
COMMITMENTS
275 0 0 30,593 31,374 30,868 31,374 686 180
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,059)
-195 0 0 -1,112 -1,229 -1,307 -1,229 248 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.0 99.4 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 14 13 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 79,584
COMMITMENTS
14,788 7,074 1,475 62,935 70,899 79,198 79,448 386 136
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -5,083)
-429 -579 -261 -4,475 -4,204 -5,165 -5,044 82 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 8.9 1.9 79.1 89.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 7 9 36 36 51 50
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 88,796
COMMITMENTS
16,330 14,626 1,147 70,977 72,663 88,454 88,436 342 360
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -6,519)
-942 -1,042 -63 -5,367 -5,506 -6,372 -6,611 -147 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.5 1.3 79.9 81.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 15 9 39 37 54 57
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 354,787
COMMITMENTS
53,449 42,885 48,523 252,220 262,881 354,192 354,289 595 498
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -2,711)
4,105 -9,524 -563 -6,452 7,395 -2,910 -2,692 199 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.1 13.7 71.1 74.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 24 30 53 46 91 91
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,468
COMMITMENTS
1,235 5,610 66 15,829 11,768 17,130 17,444 338 24
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -804)
-129 40 14 -674 -858 -789 -804 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 32.1 0.4 90.6 67.4 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 1 19 12 22 16
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,797
COMMITMENTS
941 4,410 66 14,577 11,297 15,584 15,773 213 24
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -995)
-114 40 14 -890 -1,049 -990 -995 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 27.9 0.4 92.3 71.5 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 1 19 12 22 16
PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV Code-0643IA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,630
COMMITMENTS
810 1,230 145 2,505 2,555 3,460 3,930 1,170 700
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 26.6 3.1 54.1 55.2 74.7 84.9 25.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 5 4 14 8 19 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 21,028
COMMITMENTS
3,355 7,090 1,698 14,870 10,890 19,923 19,678 1,105 1,350
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 14,268)
2,069 5,790 989 10,775 6,515 13,833 13,294 435 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 33.7 8.1 70.7 51.8 94.7 93.6 5.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 8 10 26 28 41 43
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 58,263
COMMITMENTS
2,959 5,612 4,240 50,699 48,051 57,898 57,903 365 360
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,051)
-77 -468 -73 -908 -519 -1,058 -1,060 7 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.6 7.3 87.0 82.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 6 6 31 23 39 31
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 56,044
COMMITMENTS
6,877 5,967 1,935 46,789 47,710 55,601 55,612 443 432
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -3,407)
-165 -2,128 459 -3,425 -1,890 -3,131 -3,559 -276 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.6 3.5 83.5 85.1 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 5 5 26 23 36 31
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 23,200
COMMITMENTS
5,400 0 0 17,800 23,080 23,200 23,080 0 120
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -840)
-275 0 0 -565 -835 -840 -835 0 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.0 0.0 76.7 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 13 11 16 11
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 11,928
COMMITMENTS
2,240 456 0 9,538 11,428 11,778 11,884 150 44
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -760)
0 0 0 -760 -760 -760 -760 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 3.8 0.0 80.0 95.8 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 11 11 13 13
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,215
COMMITMENTS
1,570 1,935 540 12,945 12,700 15,055 15,175 160 40
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -770)
-50 -175 0 -790 -595 -840 -770 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 12.7 3.5 85.1 83.5 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 19 17 21 20
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,678
COMMITMENTS
513 645 310 2,185 2,293 3,008 3,248 670 430
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -489)
98 -185 47 -220 -339 -75 -477 -414 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.5 8.4 59.4 62.3 81.8 88.3 18.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 6 9 18 16 31 25
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 2,677
COMMITMENTS
0 190 321 1,717 1,610 2,038 2,121 639 556
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 12.0 64.1 60.1 76.1 79.2 23.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 3 14 16 17 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 9,445
COMMITMENTS
403 688 1,003 6,982 6,807 8,388 8,498 1,057 947
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,134)
-98 -23 -168 -597 -785 -863 -976 -271 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.3 10.6 73.9 72.1 88.8 90.0 11.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 7 12 33 37 47 49
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 35,550
COMMITMENTS
6,845 3,811 3,658 24,912 27,624 35,415 35,093 135 457
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -5,459)
-625 -668 -291 -4,518 -4,373 -5,434 -5,332 -25 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 10.7 10.3 70.1 77.7 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 8 7 34 34 45 44
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,117
COMMITMENTS
75 2,147 2,151 14,820 12,573 17,046 16,871 71 246
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,663)
-63 174 -500 -1,057 -1,280 -1,620 -1,606 -43 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 12.5 12.6 86.6 73.5 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 4 20 21 24 26
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,193
COMMITMENTS
7,022 2,296 2,243 16,362 21,389 25,627 25,928 566 265
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -4,250)
-582 -847 -243 -3,391 -3,054 -4,216 -4,144 -34 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.8 8.6 62.5 81.7 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
8 7 10 43 48 57 59
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,241
COMMITMENTS
130 111 269 6,413 6,752 6,812 7,132 429 109
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -1,707)
-106 -69 -74 -1,686 -1,588 -1,866 -1,731 159 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.5 3.7 88.6 93.2 94.1 98.5 5.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 14 15 16
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 50,172
COMMITMENTS
43,033 818 319 6,818 48,498 50,170 49,635 2 537
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -8,208)
-3,824 153 -379 -3,770 -8,203 -7,973 -8,429 -235 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.8 1.6 0.6 13.6 96.7 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 2 17 34 22 39
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 106,078
COMMITMENTS
17,503 51,482 3,462 84,483 50,406 105,448 105,350 630 728
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -12,792)
-944 -5,299 -1,503 -10,453 -3,893 -12,900 -10,695 108 -2,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 48.5 3.3 79.6 47.5 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 11 17 75 66 96 87
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,030
COMMITMENTS
316 76 272 1,710 2,046 2,298 2,394 732 636
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -709)
18 -46 -116 -534 -383 -632 -545 -77 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.5 9.0 56.4 67.5 75.8 79.0 24.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 1 5 16 18 24 23
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 47,120
COMMITMENTS
0 100 210 46,910 46,810 47,120 47,120 0 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 50)
-250 85 90 350 15 190 190 -140 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.4 99.6 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 29 29 31 31
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 51,085
COMMITMENTS
1,060 130 30 49,935 50,925 51,025 51,085 60 0
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 2,622)
115 0 -10 2,532 2,632 2,637 2,622 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.3 0.1 97.7 99.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 1 1 28 35 31 37
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,545
COMMITMENTS
0 100 95 16,420 16,265 16,515 16,460 30 85
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 730)
0 -90 60 670 760 730 730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.6 99.2 98.3 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 15 21 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 17,835
COMMITMENTS
0 0 0 17,782 17,755 17,782 17,755 53 80
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: 880)
0 0 0 880 865 880 865 0 15
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: 26)
0 0 0 23 15 23 15
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,297
COMMITMENTS
183 1,958 114 5,684 4,185 5,981 6,257 316 40
CHANGES FROM 01/02/24 (CHANGE IN OPEN INTEREST: -78)
120 698 -15 -155 -781 -50 -98 -28 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 31.1 1.8 90.3 66.5 95.0 99.4 5.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 2 14 17 17 22
Updated January 12, 2024