NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 85,313
COMMITMENTS
19,405 4,576 3,070 62,838 77,667 85,313 85,313 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 100)
0 100 0 100 0 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 5.4 3.6 73.7 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 4 18 10 23 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 216,406
COMMITMENTS
35,098 48,585 18,650 162,644 149,171 216,392 216,406 14 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,327)
865 869 440 1,022 1,018 2,327 2,327 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 22.5 8.6 75.2 68.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 7 8 26 19 38 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 29,793
COMMITMENTS
14,990 12,856 1,481 12,820 15,456 29,291 29,793 502 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 362)
-292 125 69 85 169 -138 362 500 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 43.2 5.0 43.0 51.9 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 5 5 12 9 31 19
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 10,690
COMMITMENTS
6,147 4,684 704 3,779 5,195 10,630 10,583 60 107
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 613)
631 671 5 -40 -40 596 636 17 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 43.8 6.6 35.4 48.6 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 19 6 9 10 20 31
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 25,267
COMMITMENTS
4,025 4,837 550 20,692 19,880 25,267 25,267 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,700)
0 0 0 3,700 3,700 3,700 3,700 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 19.1 2.2 81.9 78.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 16 10 20 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,000
COMMITMENTS
8,850 25,500 2,675 20,475 3,825 32,000 32,000 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -25)
0 -2,175 925 -950 1,225 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 79.7 8.4 64.0 12.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 9 5 10 4 20 15
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 6,927
COMMITMENTS
1,608 1,010 414 4,902 5,382 6,924 6,806 3 121
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 532)
180 48 56 296 446 532 550 0 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.6 6.0 70.8 77.7 100.0 98.3 0.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 6 10 7 23 16
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| 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 7,601 15,191 15,176 0 15
CHANGES FROM 01/23/24 (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 50.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 7 12 9 17
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 28,790
COMMITMENTS
8,913 6,052 1,922 17,955 20,816 28,790 28,790 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -2,248)
25 150 -608 -1,665 -1,790 -2,248 -2,248 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 21.0 6.7 62.4 72.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 3 14 13 20 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 28,480
COMMITMENTS
3,745 9,679 0 24,735 18,801 28,480 28,480 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -1,100)
0 0 0 -1,100 -1,100 -1,100 -1,100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 34.0 0.0 86.9 66.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 0 14 5 17 8
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| 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: 22,897
COMMITMENTS
620 4,730 1,070 21,207 17,097 22,897 22,897 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 500)
0 500 0 500 0 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 20.7 4.7 92.6 74.7 100.0 100.0 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 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 32,555
COMMITMENTS
12,363 7,142 579 19,613 24,834 32,555 32,555 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 21.9 1.8 60.2 76.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 12 11 21 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 237,932
COMMITMENTS
128,325 48,136 49,224 60,137 140,500 237,685 237,860 247 72
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -16,522)
-263 -3,082 -2,482 -13,819 -10,956 -16,564 -16,520 42 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 20.2 20.7 25.3 59.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
85 15 41 32 30 126 77
CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 16,433
COMMITMENTS
3,035 13,121 0 13,301 3,290 16,336 16,411 97 22
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 563)
249 667 0 280 -69 529 598 34 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 79.8 0.0 80.9 20.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 0 6 6 13 12
WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 2,011
COMMITMENTS
1,373 597 39 550 1,304 1,962 1,939 49 72
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -220)
-246 -391 39 14 147 -193 -206 -27 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 29.7 1.9 27.4 64.8 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 7 1 5 7 11 14
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 54,145
COMMITMENTS
28,159 13,103 4,594 21,307 36,413 54,060 54,110 85 35
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 103)
497 -1,741 1,150 -1,539 677 108 86 -5 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 24.2 8.5 39.4 67.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
30 6 9 14 18 46 31
FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV Code-021391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 3,287
COMMITMENTS
332 0 164 2,791 3,123 3,287 3,287 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 5.0 84.9 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 2 15 12 19 14
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,810
COMMITMENTS
75 61 291 7,043 7,168 7,409 7,520 401 290
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 575)
0 0 0 552 575 552 575 23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 3.7 90.2 91.8 94.9 96.3 5.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 18 20 20 23
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 44,218
COMMITMENTS
5,682 662 6,576 31,940 36,908 44,198 44,146 20 72
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,759)
1,032 -28 236 1,491 2,551 2,759 2,759 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.5 14.9 72.2 83.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 3 7 36 44 43 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,596
COMMITMENTS
3,959 1,694 1,601 12,882 15,249 18,442 18,544 154 52
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 868)
12 -6 415 510 459 937 868 -69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 9.1 8.6 69.3 82.0 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 5 26 16 32 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 12,209
COMMITMENTS
501 3,794 2,641 8,965 5,704 12,107 12,139 102 70
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,490)
-813 1,681 1,041 2,232 -217 2,460 2,505 30 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 31.1 21.6 73.4 46.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 5 4 25 19 29 25
USGC HSFO PLATTS vs WTI 1st - ICE FUTURES ENERGY DIV Code-02141X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 2,609
COMMITMENTS
285 357 428 1,796 1,754 2,509 2,539 100 70
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 129)
-95 65 95 129 -31 129 129 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 13.7 16.4 68.8 67.2 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 11 12 14 15
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,639,100
COMMITMENTS
517,294 442,717 1395115 4690053 4789067 6602462 6626899 36,638 12,201
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -215,827)
5,158 26,392 -66,481 -154,966 -170,473 -216,289 -210,562 462 -5,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.7 21.0 70.6 72.1 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
34 41 55 165 129 230 194
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,758,951
COMMITMENTS
273,543 201,239 1739983 1741091 1815597 3754617 3756819 4,334 2,133
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -290,376)
-13,022 -14,918 -169,246 -109,278 -106,380 -291,546 -290,545 1,170 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.4 46.3 46.3 48.3 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 8 33 52 46 90 80
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 174,222
COMMITMENTS
783 2,993 693 163,666 161,936 165,142 165,622 9,080 8,600
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,422)
0 45 342 2,725 3,500 3,067 3,887 355 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.7 0.4 93.9 92.9 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 29 24 32 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 173,933
COMMITMENTS
5,357 1,899 322 149,015 164,942 154,694 167,163 19,239 6,770
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 4,268)
887 18 293 5,727 3,496 6,907 3,807 -2,639 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.1 0.2 85.7 94.8 88.9 96.1 11.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 29 29 33 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,774
COMMITMENTS
6,995 26,775 7,006 377,343 363,852 391,344 397,633 14,430 8,141
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 7,825)
-1,224 -2,810 2,665 2,886 3,251 4,327 3,106 3,498 4,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.6 1.7 93.0 89.7 96.4 98.0 3.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 4 5 38 32 44 39
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 918,552
COMMITMENTS
18,845 38,338 4,516 883,476 872,144 906,837 914,998 11,715 3,554
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 4,709)
157 4,358 -26 4,185 222 4,316 4,554 393 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.2 0.5 96.2 94.9 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 5 40 33 47 39
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 329,397
COMMITMENTS
15,343 21,125 6,630 302,476 293,877 324,449 321,632 4,948 7,765
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 7,290)
1,316 3,668 560 7,454 2,803 9,330 7,031 -2,040 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.4 2.0 91.8 89.2 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 7 4 43 35 51 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 764,047
COMMITMENTS
1,327 75,159 7,808 747,611 673,333 756,746 756,300 7,301 7,747
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 17,193)
648 9,306 1,051 15,919 7,092 17,618 17,449 -425 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 9.8 1.0 97.8 88.1 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
2 15 10 45 52 55 70
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,637
COMMITMENTS
290 9,695 3,985 378,930 361,061 383,205 374,741 8,432 16,896
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -211)
-330 2,109 -194 -1,011 -749 -1,535 1,166 1,324 -1,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.5 1.0 96.8 92.2 97.8 95.7 2.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 8 3 39 34 43 42
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 92,857
COMMITMENTS
0 9,580 59 83,679 78,666 83,738 88,305 9,119 4,552
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,219)
0 2,149 59 2,042 1,299 2,101 3,507 118 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 0.1 90.1 84.7 90.2 95.1 9.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 6 2 14 17 16 23
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,013
COMMITMENTS
9,693 7,266 325 70,267 73,066 80,285 80,657 2,728 2,356
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,259)
-203 493 232 3,317 2,128 3,346 2,853 -87 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 8.8 0.4 84.6 88.0 96.7 97.2 3.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 2 22 21 27 25
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 342,561
COMMITMENTS
17,146 32,093 188 313,064 297,399 330,398 329,680 12,163 12,881
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,467)
-1,586 2,274 -80 2,160 -2,060 494 134 1,973 2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.4 0.1 91.4 86.8 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 2 28 27 31 33
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 189,778
COMMITMENTS
0 0 0 180,589 186,580 180,589 186,580 9,189 3,198
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 7,510)
0 0 0 7,576 5,876 7,576 5,876 -66 1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.2 98.3 95.2 98.3 4.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 0 0 26 31 26 31
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 244,595
COMMITMENTS
4,105 0 1,812 236,657 233,994 242,574 235,806 2,021 8,789
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,059)
0 0 0 3,342 3,113 3,342 3,113 -283 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.7 96.8 95.7 99.2 96.4 0.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 23 27 26 29
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 74,529
COMMITMENTS
6,520 1,400 87 66,321 72,191 72,928 73,678 1,601 851
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,161)
493 -87 87 2,320 2,850 2,900 2,850 261 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.9 0.1 89.0 96.9 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 1 25 25 29 27
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 778,709
COMMITMENTS
44,321 798 15,437 707,781 756,914 767,539 773,149 11,170 5,560
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 16,892)
-7,251 -637 1,834 22,946 14,453 17,529 15,650 -637 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.1 2.0 90.9 97.2 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 4 10 53 45 65 56
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,277
COMMITMENTS
3,607 0 122 171,419 178,071 175,148 178,193 11,129 8,084
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,053)
-1,057 0 0 6,857 2,142 5,800 2,142 -3,747 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.1 92.0 95.6 94.0 95.7 6.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 14 20 15
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 157,198
COMMITMENTS
9,607 47,891 3,876 142,917 102,331 156,400 154,098 798 3,100
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 52,688)
3,770 37,127 1,290 47,178 17,029 52,238 55,446 450 -2,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 30.5 2.5 90.9 65.1 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
5 14 4 37 40 45 55
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,333
COMMITMENTS
16,377 78,137 8,378 213,523 151,467 238,278 237,982 3,055 3,351
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 54,617)
6,274 36,952 -1,032 47,856 18,062 53,098 53,982 1,519 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 32.4 3.5 88.5 62.8 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
5 18 6 46 47 56 66
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 525,042
COMMITMENTS
537 83,735 1,260 518,114 436,412 519,911 521,407 5,131 3,635
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -1,549)
537 7,212 -537 -2,133 -9,202 -2,133 -2,527 584 978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 15.9 0.2 98.7 83.1 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 7 3 31 33 34 41
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 35,394
COMMITMENTS
2,250 0 0 32,447 34,901 34,697 34,901 697 493
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,933)
261 0 0 1,471 1,680 1,732 1,680 201 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 91.7 98.6 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 17 17 20 17
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 254,902
COMMITMENTS
6,076 2,712 5,574 228,580 240,964 240,230 249,250 14,672 5,652
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 4,530)
-653 860 328 5,212 2,693 4,887 3,881 -357 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.1 2.2 89.7 94.5 94.2 97.8 5.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 4 36 34 42 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,343
COMMITMENTS
348 8,038 53 141,624 134,282 142,025 142,373 1,318 970
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 5,433)
348 -1,430 53 5,238 6,564 5,639 5,187 -206 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.6 0.0 98.8 93.7 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 1 20 28 22 31
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 76,719
COMMITMENTS
957 4,024 1,316 69,172 61,634 71,445 66,974 5,274 9,745
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,581)
957 991 486 282 1,763 1,725 3,240 -144 -1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.2 1.7 90.2 80.3 93.1 87.3 6.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 16 17 20 18
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 309,336
COMMITMENTS
11,764 15,210 3,903 283,266 285,695 298,933 304,808 10,403 4,528
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,316)
1,420 1,721 -1,421 2,314 4,705 2,313 5,005 3 -2,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.9 1.3 91.6 92.4 96.6 98.5 3.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 3 3 41 40 48 43
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,496
COMMITMENTS
370 0 184 107,014 111,741 107,568 111,925 7,928 3,571
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -1,307)
29 0 -29 -1,328 -1,252 -1,328 -1,281 21 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 92.7 96.7 93.1 96.9 6.9 3.1
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 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 47,030
COMMITMENTS
1,926 0 0 41,236 40,978 43,162 40,978 3,868 6,052
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 509)
0 0 0 567 509 567 509 -58 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 87.7 87.1 91.8 87.1 8.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 15 13 15
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 132,780
COMMITMENTS
580 0 0 125,877 124,639 126,457 124,639 6,323 8,141
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,489)
-174 -601 0 1,581 1,795 1,407 1,194 82 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 94.8 93.9 95.2 93.9 4.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 16 15 17 15
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 114,305
COMMITMENTS
7,875 0 62 87,482 99,072 95,419 99,134 18,886 15,171
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,895)
-214 0 0 1,754 1,927 1,540 1,927 355 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.1 76.5 86.7 83.5 86.7 16.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 1 22 20 25 21
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,962
COMMITMENTS
2,590 0 0 61,732 71,580 64,322 71,580 8,640 1,382
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -135)
0 0 0 232 147 232 147 -367 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 84.6 98.1 88.2 98.1 11.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 16 20 16
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,995
COMMITMENTS
3,832 1,744 0 59,009 62,555 62,841 64,299 3,154 1,696
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,856)
965 617 0 963 1,131 1,928 1,748 -72 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.6 0.0 89.4 94.8 95.2 97.4 4.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 0 19 15 23 18
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 191,417
COMMITMENTS
5,141 6,450 2,179 175,680 176,180 183,000 184,809 8,417 6,608
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 5,425)
992 -839 1,537 4,634 5,457 7,163 6,155 -1,738 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.4 1.1 91.8 92.0 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 6 5 30 33 37 42
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 184,134
COMMITMENTS
0 0 0 177,822 178,933 177,822 178,933 6,312 5,201
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,206)
0 0 0 1,148 1,264 1,148 1,264 58 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.2 96.6 97.2 3.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 25 26 25
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 17,351
COMMITMENTS
0 0 0 16,617 16,774 16,617 16,774 734 577
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 928)
0 0 0 812 986 812 986 116 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.8 96.7 95.8 96.7 4.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 14 18 14 18
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 251,509
COMMITMENTS
6,057 3,224 10,080 227,005 234,328 243,142 247,632 8,367 3,877
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 6,355)
1,643 -2,597 4,397 1,931 6,063 7,971 7,863 -1,616 -1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.3 4.0 90.3 93.2 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 5 32 33 39 38
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 89,580
COMMITMENTS
7,298 0 0 80,225 88,475 87,523 88,475 2,057 1,105
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 8,068)
3,132 0 0 4,352 7,712 7,484 7,712 584 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.0 0.0 89.6 98.8 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 14 20 17 20
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 198,779
COMMITMENTS
6,458 2,646 0 179,018 193,562 185,476 196,208 13,303 2,571
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,036)
232 0 0 894 1,193 1,126 1,193 -90 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.3 0.0 90.1 97.4 93.3 98.7 6.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 0 34 35 36 36
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,616
COMMITMENTS
237 4,939 352 74,128 72,649 74,717 77,940 3,899 676
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 8,748)
-203 863 352 8,944 8,191 9,093 9,406 -345 -658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.3 0.4 94.3 92.4 95.0 99.1 5.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 2 25 19 27 24
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 368,707
COMMITMENTS
658 2,632 87 359,224 361,625 359,969 364,344 8,738 4,363
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 11,714)
58 924 87 11,779 11,244 11,924 12,255 -210 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.7 0.0 97.4 98.1 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 1 32 23 34 26
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,903
COMMITMENTS
2,275 114 372 67,605 71,851 70,252 72,337 7,651 5,566
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 29)
0 0 0 29 29 29 29 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 0.5 86.8 92.2 90.2 92.9 9.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 20 22 21
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 26,967
COMMITMENTS
855 0 205 24,716 26,365 25,776 26,570 1,191 397
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.8 91.7 97.8 95.6 98.5 4.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 10 14 13 16
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 219,819
COMMITMENTS
13,930 6,940 1,537 193,612 202,541 209,079 211,018 10,740 8,801
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,147)
6,034 419 370 -1,518 3,063 4,886 3,852 -1,739 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.2 0.7 88.1 92.1 95.1 96.0 4.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 25 28 30 31
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 23,217
COMMITMENTS
0 290 0 22,040 22,234 22,040 22,524 1,177 693
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 696)
0 0 0 812 857 812 857 -116 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 94.9 95.8 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 15 14 16
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 114,153
COMMITMENTS
3,884 2,661 973 100,339 105,816 105,196 109,450 8,957 4,703
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,862)
196 -120 330 2,310 1,692 2,836 1,902 -974 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.3 0.9 87.9 92.7 92.2 95.9 7.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 2 20 23 24 25
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,627
COMMITMENTS
2,173 634 234 24,853 26,404 27,260 27,272 367 355
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 163)
107 -30 -94 111 142 124 18 39 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.3 0.8 90.0 95.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 5 6 26 27 35 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,460
COMMITMENTS
2,170 1,784 415 16,828 17,241 19,413 19,440 47 20
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 27)
-340 195 -106 478 -72 32 17 -5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.2 2.1 86.5 88.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 2 7 24 25 34 32
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 212,915
COMMITMENTS
38,800 15,201 20,244 153,630 177,156 212,674 212,601 241 314
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 6,824)
-2,933 -383 5,566 4,144 1,564 6,777 6,747 47 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.1 9.5 72.2 83.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 22 24 39 39 66 73
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 85,616
COMMITMENTS
2,314 12,686 2,820 80,285 69,918 85,419 85,424 197 192
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,002)
268 889 203 515 -39 986 1,053 16 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 14.8 3.3 93.8 81.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 9 7 24 30 34 41
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| 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: 70,381
COMMITMENTS
1,266 6,361 5,249 63,829 58,732 70,344 70,342 37 39
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -1,157)
-1,252 43 659 -529 -1,857 -1,122 -1,155 -35 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 9.0 7.5 90.7 83.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 6 20 18 26 26
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| 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: 47,474
COMMITMENTS
386 10,419 1,120 45,467 35,827 46,973 47,366 501 108
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -302)
-30 -425 25 -297 68 -302 -332 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 21.9 2.4 95.8 75.5 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 4 6 23 26 32 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,533
COMMITMENTS
693 16,900 1,201 58,130 42,251 60,024 60,352 509 181
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -267)
-59 -401 88 -268 65 -239 -248 -28 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 27.9 2.0 96.0 69.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 10 4 27 30 35 43
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,617
COMMITMENTS
2,934 10,971 361 54,674 47,215 57,969 58,547 648 70
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 312)
-56 480 0 368 -168 312 312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 18.7 0.6 93.3 80.5 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 2 30 23 33 29
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,947
COMMITMENTS
3,465 11,325 457 63,581 56,143 67,503 67,925 444 22
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 267)
-67 510 0 334 -213 267 297 0 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 16.7 0.7 93.6 82.6 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 3 30 23 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,607
COMMITMENTS
35 1,514 105 32,227 30,933 32,367 32,552 240 55
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 29)
0 70 -61 90 10 29 19 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.6 0.3 98.8 94.9 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 19 14 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 34,011
COMMITMENTS
2,490 2,440 695 30,367 30,256 33,552 33,391 459 620
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,624)
1,954 2,010 470 252 247 2,676 2,727 -52 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.2 2.0 89.3 89.0 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 2 16 16 21 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 27,819
COMMITMENTS
2,340 1,490 0 25,350 26,269 27,690 27,759 129 60
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -372)
-420 0 0 48 -372 -372 -372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.4 0.0 91.1 94.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 18 11 22 13
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,577
COMMITMENTS
2,640 50 0 24,509 27,407 27,149 27,457 428 120
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 40)
-420 0 0 340 40 -80 40 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.2 0.0 88.9 99.4 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 16 12 21 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 190,847
COMMITMENTS
30,441 11,327 11,802 147,661 167,490 189,903 190,618 944 229
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,415)
1,386 -1,078 1,174 1,041 3,467 3,601 3,563 -186 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.9 6.2 77.4 87.8 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 17 21 38 38 62 65
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 37,474
COMMITMENTS
0 10,110 0 36,794 27,174 36,794 37,284 680 190
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,638)
0 1,080 0 1,638 558 1,638 1,638 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.0 0.0 98.2 72.5 98.2 99.5 1.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 0 13 12 13 16
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,388
COMMITMENTS
0 9,360 0 34,668 25,848 34,668 35,208 720 180
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,506)
0 1,080 0 1,506 426 1,506 1,506 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.4 0.0 98.0 73.0 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 0 14 12 14 16
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 33,170
COMMITMENTS
516 5,964 543 31,485 26,161 32,544 32,668 626 502
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 25)
-325 900 -265 623 -569 33 66 -8 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.0 1.6 94.9 78.9 98.1 98.5 1.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 3 16 16 20 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,451
COMMITMENTS
516 5,964 543 28,750 23,391 29,809 29,898 642 553
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 184)
-325 900 -265 786 -436 196 199 -12 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 19.6 1.8 94.4 76.8 97.9 98.2 2.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 3 16 16 20 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 126,529
COMMITMENTS
19,105 2,994 3,961 102,872 118,772 125,938 125,727 591 802
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 904)
700 -2,014 920 -705 2,069 915 975 -11 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 2.4 3.1 81.3 93.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 8 8 22 28 31 40
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,035
COMMITMENTS
150 1,388 70 34,607 33,475 34,827 34,933 208 102
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -202)
0 42 0 -202 -244 -202 -202 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.0 0.2 98.8 95.5 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 21 15 23 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 38,246
COMMITMENTS
3,313 3,396 617 33,461 33,862 37,391 37,875 855 371
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,585)
1,931 2,128 373 -15 -12 2,289 2,489 296 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.9 1.6 87.5 88.5 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 5 1 16 14 21 19
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,475
COMMITMENTS
1,944 3,408 95 30,349 28,612 32,388 32,115 87 360
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 196)
-176 -333 95 270 434 189 196 7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 10.5 0.3 93.5 88.1 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 21 20 23 24
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,224
COMMITMENTS
2,399 1,045 0 29,614 30,817 32,013 31,862 211 362
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 438)
0 300 0 426 136 426 436 12 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 3.2 0.0 91.9 95.6 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 23 20 25 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| 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: 78,980
COMMITMENTS
851 5,483 1,907 75,874 71,250 78,632 78,640 348 340
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 197)
-244 172 -2 425 -13 179 157 18 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 6.9 2.4 96.1 90.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 11 6 29 30 35 42
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,810
COMMITMENTS
4,594 7,873 2,604 100,146 96,646 107,344 107,123 466 687
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 659)
-184 -64 279 516 387 611 602 48 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.3 2.4 92.9 89.6 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 16 12 30 32 45 55
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 44,995
COMMITMENTS
734 4,973 675 43,425 39,240 44,834 44,888 161 107
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 652)
48 -174 40 503 835 591 701 61 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 11.1 1.5 96.5 87.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 3 19 17 22 22
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| 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: 41,551
COMMITMENTS
145 5,375 43 41,204 36,133 41,392 41,551 159 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 227)
120 215 0 197 12 317 227 -90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.9 0.1 99.2 87.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 2 13 10 16 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| 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: 59,038
COMMITMENTS
456 2,666 1,542 56,462 54,321 58,460 58,529 578 509
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 982)
183 -707 502 282 1,185 967 980 15 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 4.5 2.6 95.6 92.0 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 6 4 19 24 24 31
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 64,633
COMMITMENTS
611 5,951 1,482 61,854 57,057 63,947 64,490 686 143
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 924)
286 -500 471 167 955 924 926 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.2 2.3 95.7 88.3 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 8 5 23 26 29 35
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,904
COMMITMENTS
59 2,484 87 37,836 35,777 37,982 38,348 922 556
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -241)
-5 -10 22 -426 -459 -409 -447 168 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 0.2 97.3 92.0 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 5 3 23 19 27 24
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 32,876
COMMITMENTS
174 320 422 31,636 31,720 32,232 32,462 644 414
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -158)
83 213 -3 -228 -368 -148 -158 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 1.3 96.2 96.5 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 2 23 18 26 22
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,702
COMMITMENTS
88 2,669 1,224 29,773 27,431 31,085 31,324 617 378
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 434)
-107 188 20 506 225 419 433 15 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 8.4 3.9 93.9 86.5 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 10 3 26 26 29 37
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 24,191
COMMITMENTS
27 2,265 595 22,789 20,620 23,411 23,480 780 711
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 615)
27 48 115 463 462 605 625 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.4 2.5 94.2 85.2 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 10 3 23 21 26 32
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 12,169
COMMITMENTS
585 0 0 11,512 12,142 12,097 12,142 72 27
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 260)
0 0 0 273 273 273 273 -13 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 94.6 99.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 15 23 15
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,800
COMMITMENTS
210 25 0 8,580 8,755 8,790 8,780 10 20
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 270)
50 0 0 235 270 285 270 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.3 0.0 97.5 99.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 17 7 19 8
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,430
COMMITMENTS
3,098 30 120 11,033 14,130 14,251 14,280 179 150
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.2 0.8 76.5 97.9 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 10 11 14 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,815
COMMITMENTS
326 530 120 13,190 13,015 13,636 13,665 179 150
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 50)
0 50 0 50 0 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.8 0.9 95.5 94.2 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 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 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,679
COMMITMENTS
275 0 0 30,718 31,499 30,993 31,499 686 180
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 125)
0 0 0 125 125 125 125 0 0
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: 21)
1 0 0 13 14 14 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,753
COMMITMENTS
365 0 0 31,425 32,573 31,790 32,573 963 180
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 95.9 99.5 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 13 14 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 83,407
COMMITMENTS
14,562 7,256 1,639 66,840 74,333 83,041 83,228 366 179
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 3,024)
513 591 -90 2,621 2,579 3,044 3,080 -20 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 8.7 2.0 80.1 89.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 10 9 37 38 52 52
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 95,942
COMMITMENTS
16,588 15,194 1,263 77,720 79,115 95,571 95,572 371 370
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 5,267)
857 -16 -34 4,446 5,359 5,269 5,309 -2 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.8 1.3 81.0 82.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 15 11 41 41 58 61
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 364,470
COMMITMENTS
49,686 31,774 65,753 248,558 266,407 363,997 363,934 473 536
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -9,760)
-5,831 933 -936 -3,103 -9,695 -9,870 -9,698 110 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 8.7 18.0 68.2 73.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 26 32 52 49 92 97
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,443
COMMITMENTS
1,235 4,995 66 15,804 12,358 17,105 17,419 338 24
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 28.6 0.4 90.6 70.8 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 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,822
COMMITMENTS
941 4,095 66 14,602 11,637 15,609 15,798 213 24
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 25)
0 50 0 25 -25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 25.9 0.4 92.3 73.5 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 5 1 19 12 22 17
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 14,860
COMMITMENTS
3,270 3,120 1,165 9,080 9,785 13,515 14,070 1,345 790
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -8,945)
-280 -5,991 -635 -8,380 -2,170 -9,295 -8,796 350 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 21.0 7.8 61.1 65.8 90.9 94.7 9.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 6 7 29 24 38 36
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 60,461
COMMITMENTS
3,180 5,816 4,505 52,301 49,764 59,986 60,085 475 376
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 353)
100 205 75 168 73 343 353 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 9.6 7.5 86.5 82.3 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 5 30 24 39 31
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 63,282
COMMITMENTS
12,650 6,500 2,136 48,000 54,254 62,786 62,890 496 392
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 4,041)
4,767 -17 283 -994 3,785 4,056 4,051 -15 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 10.3 3.4 75.9 85.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 6 6 27 23 37 32
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 24,950
COMMITMENTS
5,600 0 0 19,350 24,710 24,950 24,710 0 240
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -250)
0 0 0 -250 -250 -250 -250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.0 0.0 77.6 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 14 12 18 12
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 11,728
COMMITMENTS
1,840 456 0 9,738 11,228 11,578 11,684 150 44
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 3.9 0.0 83.0 95.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 11 11 14 13
PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064IBA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
368 MWh OPEN INTEREST: 14,883
COMMITMENTS
1,850 0 5 12,398 14,578 14,253 14,583 630 300
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 83.3 98.0 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 10 11 13 12
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,925
COMMITMENTS
1,770 2,135 540 13,595 13,210 15,905 15,885 20 40
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 260)
200 200 0 60 60 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 13.4 3.4 85.4 83.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 19 17 22 21
PROPANE ARGUS CIF ARA MINI - ICE FUTURES ENERGY DIV Code-066391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,806
COMMITMENTS
978 516 115 1,674 2,685 2,767 3,316 1,039 490
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 13.6 3.0 44.0 70.5 72.7 87.1 27.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 2 5 8 12 11
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 5,186
COMMITMENTS
1,043 1,020 360 2,873 3,226 4,276 4,606 910 580
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 373)
150 -45 -15 163 328 298 268 75 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 19.7 6.9 55.4 62.2 82.5 88.8 17.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 5 9 25 19 40 29
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,226
COMMITMENTS
118 206 406 2,128 2,094 2,652 2,706 574 520
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 187)
118 15 32 141 209 291 256 -104 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.4 12.6 66.0 64.9 82.2 83.9 17.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 4 18 19 22 24
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,761
COMMITMENTS
813 765 1,034 7,972 8,112 9,819 9,911 942 850
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 574)
65 27 195 370 399 630 621 -56 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.1 9.6 74.1 75.4 91.2 92.1 8.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 7 14 45 47 60 61
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,241
COMMITMENTS
7,539 1,820 5,220 24,347 29,749 37,106 36,789 135 452
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 847)
602 -60 -8 253 915 847 847 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.9 14.0 65.4 79.9 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 6 8 37 35 48 46
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,291
COMMITMENTS
100 1,533 2,352 15,770 14,024 18,222 17,909 69 382
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 130)
49 -585 152 -81 559 120 126 10 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.4 12.9 86.2 76.7 99.6 97.9 0.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 4 23 22 27 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,722
COMMITMENTS
7,385 3,607 2,506 20,465 24,338 30,356 30,451 366 271
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,603)
570 95 247 1,996 2,246 2,813 2,588 -210 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.7 8.2 66.6 79.2 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 6 9 48 50 61 60
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,982
COMMITMENTS
130 79 379 7,119 7,248 7,628 7,706 354 276
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 126)
0 -37 115 86 86 201 164 -75 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.0 4.7 89.2 90.8 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 14 15 17 18
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 52,576
COMMITMENTS
42,968 1,018 599 8,954 50,647 52,521 52,264 55 312
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 1,002)
-17 200 97 877 935 957 1,232 45 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.7 1.9 1.1 17.0 96.3 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 3 2 21 36 26 41
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 124,063
COMMITMENTS
20,378 49,952 4,167 99,051 69,492 123,596 123,611 467 452
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 4,156)
1,508 -788 -526 3,196 5,382 4,178 4,068 -22 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 40.3 3.4 79.8 56.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
16 14 20 79 78 104 105
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,795
COMMITMENTS
424 270 166 2,391 2,757 2,981 3,193 814 602
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 341)
0 37 10 179 195 189 242 152 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.1 4.4 63.0 72.6 78.6 84.1 21.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 5 19 23 27 28
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 40,565
COMMITMENTS
180 25 255 40,130 40,285 40,565 40,565 0 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: -7,680)
180 -270 80 -7,290 -7,490 -7,030 -7,680 -650 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 0.6 98.9 99.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 27 25 30 27
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 48,868
COMMITMENTS
545 0 75 48,203 48,793 48,823 48,868 45 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 2,026)
-95 0 -5 2,241 2,046 2,141 2,041 -115 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.2 98.6 99.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 0 1 31 36 34 37
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,047
COMMITMENTS
0 45 120 15,912 15,802 16,032 15,967 15 80
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 365)
0 -65 35 330 395 365 365 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.7 99.2 98.5 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 17 15 18 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 17,930
COMMITMENTS
0 0 0 17,882 17,910 17,882 17,910 48 20
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 765)
0 0 0 765 765 765 765 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 23 16 23 16
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 7,275
COMMITMENTS
179 2,113 241 6,616 4,921 7,036 7,275 239 0
CHANGES FROM 01/23/24 (CHANGE IN OPEN INTEREST: 374)
42 155 -2 396 236 436 389 -62 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 29.0 3.3 90.9 67.6 96.7 100.0 3.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 3 4 13 21 20 27
Updated February 02, 2024