NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 103,263
COMMITMENTS
16,905 9,626 8,320 78,038 85,317 103,263 103,263 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.3 8.1 75.6 82.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 5 3 18 12 22 19
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 237,467
COMMITMENTS
30,747 50,524 23,417 183,289 163,526 237,453 237,467 14 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 380)
1,293 -3,769 -210 -704 4,359 379 380 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 21.3 9.9 77.2 68.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 9 5 26 19 38 29
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 28,892
COMMITMENTS
14,001 12,501 2,550 12,338 13,841 28,890 28,892 2 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 612)
-305 0 609 309 3 612 612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 43.3 8.8 42.7 47.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 4 8 11 9 33 20
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 12,049
COMMITMENTS
7,193 4,728 1,734 3,080 5,451 12,007 11,913 42 136
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 581)
490 272 300 -189 22 601 594 -20 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 39.2 14.4 25.6 45.2 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 19 10 7 13 21 36
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 25,567
COMMITMENTS
4,025 5,337 550 20,992 19,680 25,567 25,567 0 0
CHANGES FROM 02/20/24 (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 20.9 2.2 82.1 77.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 2 16 10 20 14
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 25,575
COMMITMENTS
6,350 20,575 3,500 15,725 1,500 25,575 25,575 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -11,545)
-5,300 -6,120 425 -6,670 -5,849 -11,545 -11,544 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 80.4 13.7 61.5 5.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 7 3 7 3 16 10
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 8,408
COMMITMENTS
2,303 1,574 549 5,535 6,150 8,387 8,273 21 135
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 804)
69 321 270 482 230 821 821 -17 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 18.7 6.5 65.8 73.1 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 6 8 10 8 25 19
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 15,826
COMMITMENTS
100 6,550 525 15,201 8,751 15,826 15,826 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 41.4 3.3 96.1 55.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 8 13 10 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 19,635
COMMITMENTS
6,364 2,395 1,681 11,590 15,544 19,635 19,620 0 15
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -10,000)
-2,074 -3,608 -16 -7,910 -6,391 -10,000 -10,015 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 12.2 8.6 59.0 79.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 11 11 16 13
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 17,640
COMMITMENTS
2,745 6,529 0 14,895 11,111 17,640 17,640 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -10,840)
-1,000 -3,150 0 -9,840 -7,690 -10,840 -10,840 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 37.0 0.0 84.4 63.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 0 11 5 14 8
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 23,347
COMMITMENTS
620 4,730 1,070 21,657 17,547 23,347 23,347 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 20.3 4.6 92.8 75.2 100.0 100.0 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 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 36,895
COMMITMENTS
13,114 10,860 10 23,771 26,025 36,895 36,895 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 256)
1,730 -1,195 0 -1,474 1,451 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 29.4 0.0 64.4 70.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 12 12 22 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 254,113
COMMITMENTS
130,014 52,597 60,531 63,243 140,918 253,789 254,047 324 66
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -1,934)
778 380 -1,246 -1,370 -983 -1,838 -1,849 -96 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 20.7 23.8 24.9 55.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
87 16 47 36 31 134 83
CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 21,734
COMMITMENTS
3,890 16,813 0 17,844 4,910 21,734 21,723 0 11
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,310)
6 525 0 1,304 785 1,310 1,310 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 77.4 0.0 82.1 22.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 0 8 5 17 12
WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 2,363
COMMITMENTS
1,479 538 32 792 1,746 2,303 2,316 60 47
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -447)
58 -224 -24 -481 -189 -447 -437 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.6 22.8 1.4 33.5 73.9 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 1 6 7 13 14
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 54,278
COMMITMENTS
20,423 12,499 9,515 24,282 32,234 54,220 54,248 58 30
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -1,188)
-2,138 -641 -763 1,724 221 -1,177 -1,183 -11 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 23.0 17.5 44.7 59.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
31 6 10 15 17 48 31
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 8,038
COMMITMENTS
125 115 254 7,303 7,435 7,682 7,804 356 234
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,101)
-66 54 13 1,169 1,064 1,116 1,131 -15 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.4 3.2 90.9 92.5 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 20 20 23 24
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 51,658
COMMITMENTS
8,837 47 6,405 36,381 45,118 51,623 51,570 35 88
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,058)
2,035 -10 50 1,973 4,008 4,058 4,048 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.1 12.4 70.4 87.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 6 37 45 44 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 24,320
COMMITMENTS
890 4,966 2,968 20,319 16,376 24,177 24,310 143 10
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,864)
0 -177 445 1,419 1,624 1,864 1,892 0 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 20.4 12.2 83.5 67.3 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 4 28 19 33 25
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 12,488
COMMITMENTS
723 4,224 2,940 8,724 5,259 12,387 12,423 101 65
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 969)
277 984 218 474 -233 969 969 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 33.8 23.5 69.9 42.1 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 5 25 18 30 24
USGC HSFO PLATTS vs WTI 1st - ICE FUTURES ENERGY DIV Code-02141X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 2,035
COMMITMENTS
190 465 290 1,455 1,230 1,935 1,985 100 50
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 22.9 14.3 71.5 60.4 95.1 97.5 4.9 2.5
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 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 7,027,819
COMMITMENTS
586,450 617,426 1407777 4982035 4986503 6976262 7011706 51,557 16,113
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 64,298)
63,351 -5,664 1,654 -10,698 65,017 54,307 61,007 9,991 3,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.8 20.0 70.9 71.0 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
29 47 55 169 141 233 209
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 4,094,776
COMMITMENTS
257,949 229,386 1983098 1851063 1880414 4092111 4092898 2,665 1,878
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -569,357)
-151,895 -106,210 -312,433 -104,855 -150,976 -569,183 -569,618 -174 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.6 48.4 45.2 45.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 12 33 50 42 89 76
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,747
COMMITMENTS
1,050 3,219 124 165,494 168,440 166,668 171,783 11,079 5,964
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,226)
-120 -219 -151 5,650 7,609 5,379 7,239 -153 -2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.8 0.1 93.1 94.8 93.8 96.6 6.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 1 33 23 35 26
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 179,170
COMMITMENTS
5,805 1,711 3,602 156,209 165,281 165,616 170,594 13,554 8,576
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 3,160)
-2,176 308 639 4,517 505 2,980 1,452 180 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.0 2.0 87.2 92.2 92.4 95.2 7.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 5 31 29 39 34
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 409,380
COMMITMENTS
540 32,755 8,564 388,499 357,847 397,603 399,166 11,777 10,214
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,975)
-2,744 -1,858 -124 7,342 2,104 4,474 122 -1,499 2,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.0 2.1 94.9 87.4 97.1 97.5 2.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 5 4 42 36 47 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 915,810
COMMITMENTS
19,656 36,171 3,338 881,875 869,290 904,869 908,799 10,941 7,011
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 13,026)
-265 1,143 66 12,374 9,924 12,175 11,133 851 1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.9 0.4 96.3 94.9 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 4 4 40 31 48 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 347,952
COMMITMENTS
12,139 39,673 2,588 325,058 295,864 339,785 338,125 8,167 9,827
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 15,642)
344 12,406 -2,957 17,510 7,312 14,897 16,761 745 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.4 0.7 93.4 85.0 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 6 4 39 34 47 41
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 813,932
COMMITMENTS
1,155 102,960 4,600 798,440 699,785 804,195 807,345 9,737 6,587
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 25,908)
910 10,668 -1,294 24,785 15,768 24,401 25,142 1,507 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.6 0.6 98.1 86.0 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
3 13 7 44 50 51 66
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 385,550
COMMITMENTS
2,324 11,537 3,068 373,425 359,979 378,817 374,584 6,733 10,966
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -2,756)
1,407 3,316 -2,314 942 -2,096 35 -1,094 -2,791 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.0 0.8 96.9 93.4 98.3 97.2 1.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 6 3 45 35 49 42
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,253
COMMITMENTS
2,172 5,976 122 87,610 85,529 89,904 91,627 8,349 6,626
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 6,070)
217 -332 74 6,540 6,515 6,831 6,257 -761 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.1 0.1 89.2 87.0 91.5 93.3 8.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 1 16 16 20 20
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,256
COMMITMENTS
5,973 7,033 573 69,064 68,871 75,610 76,477 2,646 1,779
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,260)
-248 -279 341 4,477 4,066 4,570 4,128 -310 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.0 0.7 88.3 88.0 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 3 3 25 22 30 27
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 364,537
COMMITMENTS
31,947 28,403 523 320,593 326,933 353,063 355,859 11,474 8,678
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 8,940)
-9,876 -2,681 502 19,681 11,551 10,307 9,372 -1,367 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 7.8 0.1 87.9 89.7 96.9 97.6 3.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 29 23 34 27
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 194,284
COMMITMENTS
0 399 0 183,459 190,156 183,459 190,555 10,825 3,729
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -294)
0 399 0 -506 -822 -506 -423 212 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 94.4 97.9 94.4 98.1 5.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 1 0 24 29 24 30
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 253,725
COMMITMENTS
10,305 0 1,514 240,371 242,005 252,190 243,519 1,535 10,206
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 10,879)
521 0 -93 10,327 10,662 10,755 10,569 124 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.6 94.7 95.4 99.4 96.0 0.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 1 21 28 24 29
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 65,387
COMMITMENTS
4,708 217 341 57,996 63,383 63,045 63,941 2,342 1,446
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,131)
-417 -248 341 2,108 2,307 2,032 2,400 99 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.3 0.5 88.7 96.9 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 22 18 25 20
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 822,206
COMMITMENTS
49,430 2,088 19,358 744,161 797,688 812,949 819,134 9,257 3,072
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 29,750)
5,017 1,668 -747 26,315 30,041 30,585 30,962 -835 -1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.3 2.4 90.5 97.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 5 9 59 52 72 63
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 187,360
COMMITMENTS
2,894 1,142 569 171,555 175,747 175,018 177,458 12,342 9,902
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,762)
-323 895 451 1,608 -1,826 1,736 -480 26 2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.6 0.3 91.6 93.8 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 18 14 20 17
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,356
COMMITMENTS
1,271 42,888 3,073 127,598 83,462 131,942 129,423 1,414 3,933
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 32,355)
-2 30,327 901 30,865 3,409 31,764 34,637 591 -2,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 32.2 2.3 95.7 62.6 98.9 97.1 1.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
2 13 2 40 26 44 39
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 221,547
COMMITMENTS
4,845 83,068 10,846 203,926 125,079 219,617 218,993 1,930 2,554
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 35,142)
-4,266 24,227 5,767 33,272 5,304 34,773 35,298 369 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 37.5 4.9 92.0 56.5 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
5 21 8 48 46 60 68
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 561,997
COMMITMENTS
0 51,677 166 556,490 507,279 556,656 559,122 5,341 2,875
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 16,856)
0 749 155 15,673 15,778 15,828 16,682 1,028 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 0.0 99.0 90.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
0 8 3 33 38 36 46
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 31,359
COMMITMENTS
1,655 0 0 29,704 30,742 31,359 30,742 0 617
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,635)
1,048 0 -31 1,881 3,018 2,898 2,987 -263 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 94.7 98.0 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 0 18 16 22 16
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 246,304
COMMITMENTS
3,001 1,952 3,661 223,176 233,926 229,838 239,539 16,466 6,765
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,202)
-113 309 -142 3,694 1,939 3,439 2,106 -1,237 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.8 1.5 90.6 95.0 93.3 97.3 6.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 4 5 34 35 40 40
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 150,152
COMMITMENTS
348 5,432 0 148,871 141,934 149,219 147,366 933 2,786
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,601)
0 -664 0 5,017 4,711 5,017 4,047 -416 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.6 0.0 99.1 94.5 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 0 24 30 25 34
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,386
COMMITMENTS
0 0 0 68,081 59,047 68,081 59,047 5,305 14,339
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 441)
0 0 0 429 -526 429 -526 12 967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.8 80.5 92.8 80.5 7.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 16 16 16
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 309,566
COMMITMENTS
7,126 20,917 2,730 290,246 278,842 300,102 302,489 9,464 7,077
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,196)
-155 11,111 -4,348 8,192 -4,462 3,689 2,301 -1,493 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.8 0.9 93.8 90.1 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 5 1 37 38 41 43
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,817
COMMITMENTS
0 2,152 92 102,686 106,017 102,778 108,261 10,039 4,556
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,566)
-371 1,098 0 1,799 714 1,428 1,812 1,138 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.1 91.0 94.0 91.1 96.0 8.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 1 19 18 20 21
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 19,731
COMMITMENTS
0 3,512 527 16,215 13,613 16,742 17,652 2,989 2,079
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.8 2.7 82.2 69.0 84.9 89.5 15.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 4 1 11 12 12 16
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,002
COMMITMENTS
4,562 2,082 214 87,648 99,659 92,424 101,955 19,578 10,047
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,054)
-2,705 1,741 214 3,326 -558 835 1,397 219 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.9 0.2 78.3 89.0 82.5 91.0 17.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 1 21 20 23 23
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBtu OPEN INTEREST: 69,432
COMMITMENTS
270 0 0 60,748 64,296 61,018 64,296 8,414 5,136
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 87.5 92.6 87.9 92.6 12.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 13 16 14 16
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,915
COMMITMENTS
0 0 0 65,016 69,509 65,016 69,509 5,899 1,406
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,656)
-2,347 0 0 3,512 2,625 1,165 2,625 1,491 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 98.0 91.7 98.0 8.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 20 16 20 16
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 68,018
COMMITMENTS
5,138 1,049 124 60,735 65,518 65,997 66,691 2,021 1,327
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,209)
465 -62 124 184 682 773 744 436 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.5 0.2 89.3 96.3 97.0 98.0 3.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 1 17 16 21 19
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 196,078
COMMITMENTS
4,995 4,008 0 181,618 180,236 186,613 184,244 9,465 11,834
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 6,176)
93 -1,368 0 6,564 8,162 6,657 6,794 -481 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.0 0.0 92.6 91.9 95.2 94.0 4.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 2 0 29 34 34 36
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 190,618
COMMITMENTS
0 0 0 184,188 185,312 184,188 185,312 6,430 5,306
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 11,549)
0 0 0 11,580 12,852 11,580 12,852 -31 -1,303
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 25 26 25 26
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 15,350
COMMITMENTS
0 0 0 13,952 14,779 13,952 14,779 1,398 571
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,459)
0 0 0 4,211 5,361 4,211 5,361 248 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.9 96.3 90.9 96.3 9.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 10 16 10 16
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 237,760
COMMITMENTS
5,419 16,035 1,451 219,304 215,254 226,174 232,740 11,586 5,020
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,160)
245 1,421 679 243 441 1,167 2,541 -7 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.7 0.6 92.2 90.5 95.1 97.9 4.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 29 30 35 33
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 80,915
COMMITMENTS
6,279 0 78 73,353 80,213 79,710 80,291 1,205 624
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,866)
729 0 78 781 1,864 1,588 1,942 278 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.1 90.7 99.1 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 0 1 13 22 18 23
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 206,230
COMMITMENTS
5,608 2,414 31 187,432 200,640 193,071 203,085 13,159 3,145
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 11,007)
-618 0 31 11,457 13,160 10,870 13,191 137 -2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.2 0.0 90.9 97.3 93.6 98.5 6.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 1 1 36 34 38 36
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,521
COMMITMENTS
0 2,986 279 72,563 71,476 72,842 74,741 2,679 780
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,692)
0 1,085 62 3,182 359 3,244 1,506 -1,552 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.4 96.1 94.6 96.5 99.0 3.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 4 1 27 19 28 23
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 370,795
COMMITMENTS
2,936 3,731 610 356,658 361,794 360,204 366,135 10,591 4,660
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 6,905)
124 3,731 0 6,440 3,529 6,564 7,260 341 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.0 0.2 96.2 97.6 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 1 28 22 30 25
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 73,358
COMMITMENTS
1,869 0 0 63,349 68,741 65,218 68,741 8,140 4,617
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 30)
0 0 0 2,350 30 2,350 30 -2,320 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 86.4 93.7 88.9 93.7 11.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 19 19 20 19
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 31,925
COMMITMENTS
812 0 0 29,682 30,256 30,494 30,256 1,431 1,669
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,620)
0 0 0 5,434 5,496 5,434 5,496 186 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 93.0 94.8 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 13 14 15 14
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 232,181
COMMITMENTS
17,607 11,228 435 200,868 213,314 218,910 224,977 13,271 7,204
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,203)
3,694 2,718 -506 -19 4,252 3,169 6,464 1,034 -2,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.8 0.2 86.5 91.9 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 25 27 28 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 23,821
COMMITMENTS
0 290 0 23,413 23,148 23,413 23,438 408 383
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,686)
0 0 0 4,835 4,810 4,835 4,810 -149 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.2 0.0 98.3 97.2 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 15 20 15 21
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 142,176
COMMITMENTS
760 2,194 403 129,350 135,148 130,513 137,745 11,663 4,431
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 9,779)
-217 0 0 9,724 9,810 9,507 9,810 272 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.5 0.3 91.0 95.1 91.8 96.9 8.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 20 25 22 26
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,747
COMMITMENTS
1,575 359 471 24,998 26,652 27,044 27,482 703 265
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 357)
-161 -79 115 291 259 245 295 112 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.3 1.7 90.1 96.1 97.5 99.0 2.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 4 6 27 28 35 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 18,882
COMMITMENTS
2,026 779 1,005 15,751 17,085 18,782 18,869 100 13
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -222)
6 -731 200 -432 317 -226 -214 4 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.1 5.3 83.4 90.5 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 1 7 26 26 34 33
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 219,201
COMMITMENTS
42,725 23,897 20,312 155,773 174,686 218,810 218,895 391 306
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,319)
911 1,084 675 2,753 2,570 4,339 4,329 -20 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 10.9 9.3 71.1 79.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 21 24 42 42 71 76
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 84,998
COMMITMENTS
1,680 16,054 3,646 79,518 65,022 84,844 84,722 154 276
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 3,271)
-484 2,204 811 2,933 234 3,260 3,249 11 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 18.9 4.3 93.6 76.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 14 7 25 28 34 43
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 69,849
COMMITMENTS
1,547 7,725 5,331 62,921 56,704 69,799 69,760 50 89
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 691)
-153 1,332 141 721 -705 709 768 -18 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 11.1 7.6 90.1 81.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 7 20 20 27 28
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 50,686
COMMITMENTS
155 10,364 907 49,359 39,224 50,421 50,495 265 191
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,743)
0 -219 15 3,372 2,944 3,387 2,740 -644 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 20.4 1.8 97.4 77.4 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 6 6 24 27 32 34
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 62,219
COMMITMENTS
552 17,511 911 60,100 43,555 61,563 61,977 656 242
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,306)
70 40 -100 1,345 1,332 1,315 1,272 -9 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 28.1 1.5 96.6 70.0 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 12 4 26 30 37 43
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,863
COMMITMENTS
2,165 11,451 361 52,410 44,015 54,936 55,827 927 36
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 3,120)
-1 860 0 2,931 2,270 2,930 3,130 190 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 20.5 0.6 93.8 78.8 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 2 30 25 33 30
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 64,405
COMMITMENTS
2,877 11,609 429 60,379 52,355 63,685 64,393 720 12
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,721)
6 666 -5 2,537 2,070 2,538 2,731 183 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 18.0 0.7 93.7 81.3 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 5 3 30 24 35 31
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,331
COMMITMENTS
35 734 105 30,039 29,428 30,179 30,267 152 64
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 322)
0 0 0 322 322 322 322 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.4 0.3 99.0 97.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 14 20 17
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 32,030
COMMITMENTS
2,500 2,949 177 29,055 28,320 31,732 31,446 298 584
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -292)
0 10 0 -292 -302 -292 -292 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.2 0.6 90.7 88.4 99.1 98.2 0.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 1 18 16 22 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 30,953
COMMITMENTS
2,932 1,665 50 27,853 29,178 30,835 30,893 118 60
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 350)
350 0 0 0 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.4 0.2 90.0 94.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 1 18 12 23 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,503
COMMITMENTS
3,207 225 50 25,829 29,113 29,086 29,388 417 115
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 350)
350 0 0 0 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.8 0.2 87.5 98.7 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 1 16 13 22 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 196,741
COMMITMENTS
43,666 13,806 12,185 139,967 170,426 195,818 196,417 923 324
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,552)
4,215 116 333 130 4,051 4,679 4,501 -127 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 7.0 6.2 71.1 86.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 18 18 38 40 61 65
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 37,069
COMMITMENTS
0 9,865 0 36,584 27,034 36,584 36,899 485 170
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 60)
0 60 0 60 0 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.6 0.0 98.7 72.9 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 4 0 14 13 14 17
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,239
COMMITMENTS
0 9,490 0 34,954 25,584 34,954 35,074 285 165
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 110)
0 60 0 330 50 330 110 -220 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 26.9 0.0 99.2 72.6 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 0 16 13 16 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 34,476
COMMITMENTS
526 5,897 508 32,686 27,588 33,720 33,993 756 483
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 20)
25 0 0 -46 20 -21 20 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 17.1 1.5 94.8 80.0 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 3 17 16 22 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 32,092
COMMITMENTS
526 5,897 508 30,362 25,204 31,396 31,609 696 483
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5)
25 0 0 -1 65 24 65 -19 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 18.4 1.6 94.6 78.5 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 4 3 17 16 22 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 131,431
COMMITMENTS
22,685 3,684 3,711 104,479 123,275 130,875 130,670 556 761
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,279)
3,610 425 -100 1,769 4,954 5,279 5,279 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.8 2.8 79.5 93.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 8 10 24 30 34 43
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,507
COMMITMENTS
150 666 170 32,983 32,594 33,303 33,430 204 77
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 225)
50 -15 50 124 193 224 228 1 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.0 0.5 98.4 97.3 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 2 21 16 25 20
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 36,295
COMMITMENTS
2,502 3,593 122 32,853 32,303 35,477 36,018 818 277
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -69)
0 110 0 -69 -179 -69 -69 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 9.9 0.3 90.5 89.0 97.7 99.2 2.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 6 1 19 19 23 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 29,210
COMMITMENTS
1,911 1,566 0 26,911 27,289 28,822 28,855 388 355
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 304)
0 -80 0 -2 384 -2 304 306 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.4 0.0 92.1 93.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 0 20 17 21 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,134
COMMITMENTS
2,401 1,076 0 28,533 29,718 30,934 30,794 200 340
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 120)
75 60 0 43 60 118 120 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.5 0.0 91.6 95.5 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 0 22 20 24 25
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 74,655
COMMITMENTS
747 6,025 1,727 71,763 66,343 74,237 74,095 418 560
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 665)
-114 391 -85 766 209 567 515 98 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.1 2.3 96.1 88.9 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 13 4 29 31 33 45
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 106,047
COMMITMENTS
5,794 9,355 3,841 96,005 92,299 105,640 105,495 407 552
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,755)
487 1,552 537 1,740 667 2,764 2,756 -9 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.8 3.6 90.5 87.0 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 16 12 34 37 50 59
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 43,385
COMMITMENTS
915 4,701 773 41,605 37,891 43,293 43,365 92 20
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 237)
149 -168 168 -1 297 316 297 -79 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 10.8 1.8 95.9 87.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 4 20 17 25 23
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| 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: 39,974
COMMITMENTS
57 5,521 134 39,658 34,319 39,849 39,974 125 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 184)
-20 -84 109 105 159 194 184 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 13.8 0.3 99.2 85.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 2 12 11 15 17
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 56,311
COMMITMENTS
1,958 1,988 1,289 52,604 52,702 55,851 55,979 460 332
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -794)
0 -61 15 -806 -748 -791 -794 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.5 2.3 93.4 93.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 5 4 20 25 25 31
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 61,737
COMMITMENTS
2,373 4,681 1,221 57,466 55,701 61,060 61,603 677 134
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -734)
60 98 40 -831 -872 -731 -734 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.6 2.0 93.1 90.2 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 5 23 26 31 34
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 37,518
COMMITMENTS
577 2,461 0 35,819 34,466 36,396 36,927 1,122 591
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 502)
150 30 0 327 472 477 502 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 6.6 0.0 95.5 91.9 97.0 98.4 3.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 0 21 21 22 25
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,638
COMMITMENTS
1,498 460 385 31,048 32,314 32,931 33,159 707 479
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,384)
1,092 -40 0 272 1,424 1,364 1,384 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.4 1.1 92.3 96.1 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 1 22 17 24 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 32,211
COMMITMENTS
420 2,583 1,493 29,730 27,821 31,643 31,897 568 314
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 718)
135 61 31 509 626 675 718 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.0 4.6 92.3 86.4 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 8 4 23 26 28 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 25,392
COMMITMENTS
27 2,278 637 23,996 21,838 24,660 24,753 732 639
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 410)
-11 164 11 405 235 405 410 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.0 2.5 94.5 86.0 97.1 97.5 2.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 10 4 21 23 25 34
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,976
COMMITMENTS
30 0 55 11,834 11,899 11,919 11,954 57 22
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 46)
0 0 0 31 46 31 46 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.5 98.8 99.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 2 22 13 24 15
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,435
COMMITMENTS
0 0 0 8,380 8,435 8,380 8,435 55 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 200 180 200 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 100.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 9 16 9
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,090
COMMITMENTS
3,085 0 50 10,818 13,905 13,953 13,955 137 135
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 0.0 0.4 76.8 98.7 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 11 11 15 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,330
COMMITMENTS
313 500 50 12,830 12,645 13,193 13,195 137 135
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.8 0.4 96.2 94.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 12 11 15 13
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,114
COMMITMENTS
585 0 0 29,840 30,948 30,425 30,948 689 166
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1)
0 0 0 1 0 1 0 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.9 99.5 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 14 16 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,175
COMMITMENTS
675 0 0 30,849 32,010 31,524 32,010 651 165
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.0 0.0 95.9 99.5 98.0 99.5 2.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 13 16 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 82,871
COMMITMENTS
22,744 6,152 1,725 58,081 74,857 82,550 82,734 321 137
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 74)
203 86 177 -312 -175 68 88 6 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.4 2.1 70.1 90.3 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 12 9 38 41 55 57
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 97,222
COMMITMENTS
26,554 12,820 1,397 68,847 82,685 96,798 96,902 424 320
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,033)
681 618 -225 573 629 1,029 1,022 4 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 13.2 1.4 70.8 85.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 13 13 40 44 61 62
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 393,058
COMMITMENTS
48,507 41,344 84,267 259,897 266,913 392,671 392,524 387 534
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 13,019)
-646 3,640 4,996 8,610 4,714 12,960 13,350 59 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.5 21.4 66.1 67.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 32 39 55 52 100 107
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,359
COMMITMENTS
1,165 4,597 59 14,827 11,691 16,051 16,347 308 12
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 40)
0 175 0 40 -135 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 28.1 0.4 90.6 71.5 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 6 1 18 12 21 18
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,907
COMMITMENTS
884 3,847 59 13,771 10,989 14,714 14,895 193 12
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 90)
0 175 0 90 -85 90 90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 25.8 0.4 92.4 73.7 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 6 1 19 13 22 19
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 9,775
COMMITMENTS
3,630 1,370 205 5,140 6,850 8,975 8,425 800 1,350
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -5,590)
-3,150 -1,380 -155 -2,245 -4,555 -5,550 -6,090 -40 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 14.0 2.1 52.6 70.1 91.8 86.2 8.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 3 14 17 24 23
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 60,202
COMMITMENTS
3,998 8,174 4,363 51,439 47,262 59,800 59,799 402 403
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 970)
70 36 5 895 899 970 940 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 13.6 7.2 85.4 78.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 6 5 32 25 41 32
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 62,918
COMMITMENTS
11,042 5,946 3,287 47,931 53,335 62,260 62,568 658 350
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 393)
-261 169 96 568 104 403 369 -10 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 9.5 5.2 76.2 84.8 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 7 8 28 24 40 33
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 23,750
COMMITMENTS
5,775 0 0 17,975 23,515 23,750 23,515 0 235
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -50)
0 0 0 -50 -50 -50 -50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 0.0 75.7 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 0 0 14 13 18 13
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 11,147
COMMITMENTS
1,590 456 0 9,407 10,647 10,997 11,103 150 44
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 4.1 0.0 84.4 95.5 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 11 12 14 14
PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064IBA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
368 MWh OPEN INTEREST: 14,272
COMMITMENTS
1,595 0 0 12,087 13,972 13,682 13,972 590 300
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.0 0.0 84.7 97.9 95.9 97.9 4.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 12 13 12
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,200
COMMITMENTS
1,720 1,860 540 12,930 12,770 15,190 15,170 10 30
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 25)
0 75 0 25 -50 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.2 3.6 85.1 84.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 2 19 17 22 22
PROPANE ARGUS CIF ARA MINI - ICE FUTURES ENERGY DIV Code-066391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 3,752
COMMITMENTS
921 555 132 2,026 2,599 3,079 3,286 673 466
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 75)
-20 40 25 410 10 415 75 -340 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 14.8 3.5 54.0 69.3 82.1 87.6 17.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 4 4 7 7 14 13
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 5,293
COMMITMENTS
1,070 1,265 445 2,838 3,063 4,353 4,773 940 520
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 225)
45 80 30 80 115 155 225 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 23.9 8.4 53.6 57.9 82.2 90.2 17.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 5 12 23 21 39 35
PROPANE,OPIS MT BELV TET BALMO - ICE FUTURES ENERGY DIV Code-06639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 2,022
COMMITMENTS
909 350 162 939 1,480 2,010 1,992 12 30
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 17.3 8.0 46.4 73.2 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 9 13 12 16
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,106
COMMITMENTS
306 56 376 1,941 2,125 2,623 2,557 483 549
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 83)
46 -19 10 62 163 118 154 -35 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.8 12.1 62.5 68.4 84.4 82.3 15.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 4 17 19 21 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,412
COMMITMENTS
896 968 1,098 7,650 7,312 9,644 9,378 768 1,034
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 301)
46 41 58 303 174 407 273 -106 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.3 10.5 73.5 70.2 92.6 90.1 7.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 8 12 42 44 55 58
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 37,247
COMMITMENTS
6,590 1,830 4,810 25,730 30,187 37,130 36,827 117 420
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,285)
855 90 -481 2,241 2,676 2,615 2,285 -330 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.9 12.9 69.1 81.0 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 5 8 37 38 49 47
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 17,420
COMMITMENTS
0 1,417 2,499 14,783 13,121 17,282 17,037 138 383
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 907)
0 160 158 749 584 907 902 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 14.3 84.9 75.3 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 5 3 21 22 24 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,754
COMMITMENTS
5,978 2,615 3,081 21,368 24,324 30,427 30,020 327 734
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 997)
-128 -26 189 936 774 997 937 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 8.5 10.0 69.5 79.1 98.9 97.6 1.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
9 8 11 54 45 70 57
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,258
COMMITMENTS
190 4 110 6,652 6,867 6,952 6,981 306 277
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 464)
-15 0 15 502 447 502 462 -38 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 1.5 91.7 94.6 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 17 15 19 17
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 47,706
COMMITMENTS
39,150 226 766 7,603 46,328 47,519 47,320 187 386
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 22)
-479 0 0 514 22 35 22 -13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.1 0.5 1.6 15.9 97.1 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 4 17 29 23 34
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 127,158
COMMITMENTS
18,065 42,736 5,455 103,166 78,635 126,686 126,826 472 332
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 3,971)
-713 -857 1,023 3,731 4,027 4,041 4,193 -70 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 33.6 4.3 81.1 61.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
17 13 19 83 79 109 104
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 4,203
COMMITMENTS
307 366 276 2,704 3,018 3,287 3,660 916 543
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 549)
139 14 147 443 349 729 510 -180 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.7 6.6 64.3 71.8 78.2 87.1 21.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 5 19 23 25 28
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 46,595
COMMITMENTS
570 25 175 45,850 46,395 46,595 46,595 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -2,446)
-135 0 -5 -2,306 -2,441 -2,446 -2,446 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.4 98.4 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 27 29 30 31
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 47,464
COMMITMENTS
220 41 30 47,214 47,393 47,464 47,464 0 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,895)
-30 0 -10 1,935 1,905 1,895 1,895 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.1 0.1 99.5 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 1 1 29 35 31 37
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,460
COMMITMENTS
0 200 15 15,445 15,170 15,460 15,385 0 75
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 715)
0 80 -60 775 695 715 715 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.1 99.9 98.1 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 13 15 14 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 16,295
COMMITMENTS
0 0 0 16,202 16,232 16,202 16,232 93 63
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 17 13 17 13
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 8,166
COMMITMENTS
531 1,864 155 7,294 6,147 7,980 8,166 186 0
CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 925)
83 18 29 891 878 1,003 925 -78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 22.8 1.9 89.3 75.3 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 3 14 20 19 26
Updated March 01, 2024