NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 169,097
COMMITMENTS
72,305 7,079 8,615 88,177 153,403 169,097 169,097 0 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,250)
1,000 0 0 250 1,250 1,250 1,250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 4.2 5.1 52.1 90.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 3 4 15 11 25 17
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 201,230
COMMITMENTS
27,245 53,103 7,749 166,215 140,368 201,209 201,220 21 10
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 2,775)
-105 3,150 -230 3,110 -154 2,775 2,766 0 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 26.4 3.9 82.6 69.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 5 10 22 13 35 26
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 3,842
COMMITMENTS
834 200 0 2,933 3,585 3,767 3,785 75 57
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -8 0 -8 0 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 5.2 0.0 76.3 93.3 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 0 7 9 14 11
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 208,019
COMMITMENTS
124,595 60,926 26,304 56,586 120,736 207,486 207,966 533 53
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 2,867)
-187 936 2,545 499 -630 2,857 2,850 10 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 29.3 12.6 27.2 58.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
66 19 33 30 25 107 68
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 24,900
COMMITMENTS
10,220 11,061 2,326 12,354 11,513 24,900 24,900 0 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 44.4 9.3 49.6 46.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 2 11 6 18 9
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 35,025
COMMITMENTS
1,425 30,772 1,200 32,400 3,038 35,025 35,010 0 15
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 50)
100 -508 0 -50 558 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 87.9 3.4 92.5 8.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 7 2 8 7 12 15
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| 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: 15,030
COMMITMENTS
1,971 2,041 179 12,880 12,810 15,030 15,030 0 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.6 1.2 85.7 85.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 2 10 13 12 20
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| 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: 16,119
COMMITMENTS
1,060 5,406 240 14,819 10,473 16,119 16,119 0 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 33.5 1.5 91.9 65.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 1 11 12 14 16
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 13,606
COMMITMENTS
3,896 0 75 9,635 13,531 13,606 13,606 0 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 0.0 0.6 70.8 99.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 2 9 10 14 12
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 49,500
COMMITMENTS
19,775 16,985 2,660 27,065 29,855 49,500 49,500 0 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 34.3 5.4 54.7 60.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 4 18 9 26 14
RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 9,738
COMMITMENTS
0 3,630 620 9,076 5,488 9,696 9,738 42 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 37.3 6.4 93.2 56.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 6 2 10 5 12 11
CALIF CARBON ALLOWANCE V2023 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 29,624
COMMITMENTS
12,583 2,884 0 16,988 26,739 29,571 29,623 53 1
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 9.7 0.0 57.3 90.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 2 0 10 15 27 17
RGGI VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 63,467
COMMITMENTS
12,717 11,593 1,663 48,840 50,189 63,219 63,444 248 23
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -719)
246 -448 -4 -1,003 -245 -762 -698 43 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.3 2.6 77.0 79.1 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 10 5 16 10 37 23
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,505
COMMITMENTS
0 22 25 4,345 4,378 4,370 4,425 135 80
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 373)
0 0 0 352 339 352 339 21 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.6 96.4 97.2 97.0 98.2 3.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 18 18 19
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 23,304
COMMITMENTS
2,549 0 3,259 17,137 19,640 22,945 22,899 359 405
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 2,600)
394 0 644 1,579 1,983 2,617 2,627 -17 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.0 14.0 73.5 84.3 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 0 5 30 41 36 46
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,484
COMMITMENTS
143 3,277 2,227 15,905 12,650 18,275 18,154 209 330
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 3,663)
143 -507 1,070 2,685 2,920 3,898 3,483 -235 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 17.7 12.0 86.0 68.4 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 24 16 27 20
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 2,527
COMMITMENTS
0 368 681 1,846 1,372 2,527 2,421 0 106
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 225)
-164 167 194 195 -242 225 119 0 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.6 26.9 73.1 54.3 100.0 95.8 0.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 3 12 11 15 15
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,418,884
COMMITMENTS
879,979 18,597 656,320 4836132 5727733 6372431 6402650 46,453 16,234
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 145,281)
90,489 -234 2,931 53,327 142,513 146,747 145,210 -1,466 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.3 10.2 75.3 89.2 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
49 18 50 153 126 217 180
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 2,147,475
COMMITMENTS
178,528 35,018 708,909 1256784 1401749 2144222 2145675 3,253 1,799
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 49,492)
4,278 -18,635 31,374 14,054 36,372 49,706 49,110 -213 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 1.6 33.0 58.5 65.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 12 32 50 48 86 82
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 199,099
COMMITMENTS
0 1,253 279 178,554 189,407 178,833 190,939 20,266 8,160
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 4,596)
0 -102 -112 4,404 4,866 4,292 4,652 304 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.1 89.7 95.1 89.8 95.9 10.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 21 18 22 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,024
COMMITMENTS
846 0 0 128,639 129,409 129,485 129,409 14,539 14,615
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 698)
286 0 0 178 435 464 435 234 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 89.3 89.9 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 21 20 22 20
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,234
COMMITMENTS
0 98 368 240,656 252,849 241,024 253,315 17,210 4,919
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 5,332)
0 0 0 4,561 6,043 4,561 6,043 771 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.1 93.2 97.9 93.3 98.1 6.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 1 1 31 34 32 35
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 768,102
COMMITMENTS
4,602 723 1,582 751,076 761,886 757,260 764,191 10,842 3,911
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 10,464)
108 -537 360 9,133 10,428 9,601 10,251 863 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.1 0.2 97.8 99.2 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 2 3 39 32 44 36
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 301,239
COMMITMENTS
4,735 6,075 96 287,676 286,305 292,507 292,476 8,732 8,763
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 8,505)
-84 -720 84 8,318 7,533 8,318 6,897 187 1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.0 0.0 95.5 95.0 97.1 97.1 2.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 2 1 40 36 41 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 564,349
COMMITMENTS
4,905 13,445 770 551,248 546,327 556,923 560,542 7,426 3,807
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 13,715)
0 1,181 -1,291 14,538 13,688 13,247 13,578 468 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 0.1 97.7 96.8 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 2 3 40 39 45 42
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 449,132
COMMITMENTS
252 19,393 601 434,627 415,275 435,480 435,269 13,652 13,863
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 18,322)
252 9,706 506 16,817 8,554 17,575 18,766 747 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.3 0.1 96.8 92.5 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 7 3 40 34 44 41
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 103,186
COMMITMENTS
0 1,727 0 99,114 96,219 99,114 97,946 4,072 5,240
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 4,080)
0 62 0 4,009 4,156 4,009 4,218 71 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 96.1 93.2 96.1 94.9 3.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 15 12 16
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 37,533
COMMITMENTS
0 122 403 33,512 34,520 33,915 35,045 3,618 2,488
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 700)
0 0 0 952 700 952 700 -252 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.1 89.3 92.0 90.4 93.4 9.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 18 15 19 16
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 327,397
COMMITMENTS
413 0 0 315,485 317,524 315,898 317,524 11,499 9,873
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 7,144)
0 0 0 7,286 10,784 7,286 10,784 -142 -3,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.0 96.4 97.0 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 0 24 27 25 27
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 171,721
COMMITMENTS
0 0 0 163,681 168,871 163,681 168,871 8,040 2,850
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 3,520)
0 0 0 3,306 3,520 3,306 3,520 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.3 98.3 95.3 98.3 4.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 24 23 24 23
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 242,096
COMMITMENTS
0 17,129 236 240,431 219,172 240,667 236,537 1,429 5,559
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -1,450)
0 -174 0 -1,450 -1,268 -1,450 -1,442 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.1 99.3 90.5 99.4 97.7 0.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 1 14 24 15 27
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 42,507
COMMITMENTS
10,567 0 0 29,187 37,447 39,754 37,447 2,753 5,060
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 168)
-280 0 0 448 140 168 140 0 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 0.0 0.0 68.7 88.1 93.5 88.1 6.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 0 0 11 16 17 16
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 670,399
COMMITMENTS
6,292 2,456 3,632 648,117 657,692 658,041 663,780 12,358 6,619
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 10,292)
950 428 421 9,731 10,572 11,102 11,421 -810 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.4 0.5 96.7 98.1 98.2 99.0 1.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
4 5 6 48 36 55 44
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 196,782
COMMITMENTS
6,520 0 0 184,092 193,767 190,612 193,767 6,170 3,015
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 17,967)
6,520 0 0 11,228 16,892 17,748 16,892 219 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 93.6 98.5 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 19 19 19
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,455
COMMITMENTS
0 7,777 1,302 131,734 124,155 133,036 133,234 2,419 2,221
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,624)
0 0 0 1,568 1,624 1,568 1,624 56 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.7 1.0 97.3 91.7 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 1 20 19 21 22
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,277
COMMITMENTS
3,788 15,682 1,302 135,770 125,344 140,860 142,328 2,417 949
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,596)
0 0 0 1,596 1,596 1,596 1,596 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.9 0.9 94.8 87.5 98.3 99.3 1.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
3 10 1 39 39 43 49
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 247,755
COMMITMENTS
806 11,124 216 244,999 233,663 246,021 245,003 1,734 2,752
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 5,124)
0 1,334 -417 5,488 4,073 5,071 4,990 53 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.5 0.1 98.9 94.3 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 3 2 28 26 31 29
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 25,364
COMMITMENTS
701 0 0 23,549 24,746 24,250 24,746 1,114 618
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 28)
0 0 0 28 -224 28 -224 0 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 92.8 97.6 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 13 16 14 16
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 207,018
COMMITMENTS
4,171 854 651 190,823 198,783 195,645 200,288 11,373 6,730
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 29)
1,684 0 0 -207 -513 1,477 -513 -1,448 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.4 0.3 92.2 96.0 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 1 2 29 29 33 32
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 52,274
COMMITMENTS
0 0 0 51,926 51,641 51,926 51,641 348 633
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 728)
0 0 0 728 1,268 728 1,268 0 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 98.8 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 9 16 9 16
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 199,773
COMMITMENTS
746 0 123 193,743 194,853 194,612 194,976 5,161 4,797
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 837)
-123 0 123 830 1,175 830 1,298 7 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.1 97.0 97.5 97.4 97.6 2.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 24 29 25 30
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 142,937
COMMITMENTS
0 0 0 138,986 138,963 138,986 138,963 3,951 3,974
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 84)
0 0 0 56 84 56 84 28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.2 97.2 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 20 22 20
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,515
COMMITMENTS
0 0 0 72,754 74,051 72,754 74,051 8,761 7,464
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 21)
0 0 0 52 21 52 21 -31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.3 90.8 89.3 90.8 10.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 20 17 20 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 185,148
COMMITMENTS
2,967 0 0 176,760 172,332 179,727 172,332 5,421 12,816
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,746)
62 0 0 2,633 1,898 2,695 1,898 -949 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 0.0 95.5 93.1 97.1 93.1 2.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 13 17 14 17
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 102,033
COMMITMENTS
3,662 0 302 91,928 92,602 95,892 92,904 6,141 9,129
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 3,127)
642 0 0 871 2,410 1,513 2,410 1,614 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.3 90.1 90.8 94.0 91.1 6.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 26 30 27 31
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 34,978
COMMITMENTS
664 3,435 0 27,916 30,997 28,580 34,432 6,398 546
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 3,436)
0 0 0 2,580 3,436 2,580 3,436 856 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.8 0.0 79.8 88.6 81.7 98.4 18.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 10 13 12 16
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,837
COMMITMENTS
2,880 5,058 3,495 183,325 184,596 189,700 193,149 8,137 4,688
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 417)
-168 -510 151 120 136 103 -223 314 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.6 1.8 92.7 93.3 95.9 97.6 4.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 3 29 32 33 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 135,693
COMMITMENTS
0 762 308 130,126 133,450 130,434 134,520 5,259 1,173
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,736)
0 224 -224 1,879 2,081 1,655 2,081 81 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.2 95.9 98.3 96.1 99.1 3.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 30 27 31 28
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 39,895
COMMITMENTS
720 744 0 36,606 38,369 37,326 39,113 2,569 782
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 504)
0 0 0 504 793 504 793 0 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 1.9 0.0 91.8 96.2 93.6 98.0 6.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 11 16 12 17
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 81,167
COMMITMENTS
1,382 0 0 73,518 77,764 74,900 77,764 6,267 3,403
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 118)
0 0 0 -6 242 -6 242 124 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 90.6 95.8 92.3 95.8 7.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 25 19 26 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 28,266
COMMITMENTS
0 1,752 0 25,685 25,229 25,685 26,981 2,581 1,285
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,393)
0 -509 0 1,256 1,757 1,256 1,248 137 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.0 90.9 89.3 90.9 95.5 9.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 11 16 12
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 322,232
COMMITMENTS
0 0 0 312,427 318,413 312,427 318,413 9,805 3,819
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 912)
0 0 0 688 884 688 884 224 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 97.0 98.8 97.0 98.8 3.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 0 0 27 18 27 18
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 21,379
COMMITMENTS
1,309 0 0 18,960 19,547 20,269 19,547 1,110 1,832
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 88.7 91.4 94.8 91.4 5.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 11 11 11
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 220,449
COMMITMENTS
2,532 0 0 215,202 216,747 217,734 216,747 2,715 3,702
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 4,132)
-102 0 0 4,314 3,703 4,212 3,703 -80 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 97.6 98.3 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 23 24 24 24
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 34,205
COMMITMENTS
2,161 1,121 1,040 30,971 32,044 34,172 34,205 33 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 219)
81 -218 168 -12 269 237 219 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.3 3.0 90.5 93.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 4 23 24 31 29
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 26,293
COMMITMENTS
1,002 645 910 24,256 24,703 26,168 26,258 125 35
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 98)
227 -78 -87 213 348 353 183 -255 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.5 3.5 92.3 94.0 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 4 21 22 25 28
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 201,927
COMMITMENTS
51,162 1,567 3,222 145,699 196,958 200,083 201,747 1,844 180
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,311)
4,390 0 179 -3,215 1,126 1,354 1,305 -43 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 0.8 1.6 72.2 97.5 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 4 11 34 39 54 50
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,413
COMMITMENTS
0 13,485 1,298 62,749 49,560 64,047 64,343 366 70
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 870)
0 1,004 -48 846 -110 798 846 72 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.9 2.0 97.4 76.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 10 5 26 23 31 33
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 40,232
COMMITMENTS
0 4,573 767 39,235 34,688 40,002 40,028 230 204
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 184)
0 -85 -11 195 280 184 184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 1.9 97.5 86.2 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 6 3 17 19 20 25
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 42,733
COMMITMENTS
10,140 5,576 227 32,028 36,492 42,395 42,295 338 438
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 171)
0 0 0 276 186 276 186 -105 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 13.0 0.5 74.9 85.4 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 1 23 27 25 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,889
COMMITMENTS
5,103 4,651 971 44,410 44,990 50,484 50,612 405 277
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 831)
37 -98 26 860 898 923 826 -92 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.1 1.9 87.3 88.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 3 25 24 31 29
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 66,925
COMMITMENTS
419 6,433 674 65,477 59,378 66,570 66,485 355 440
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 100)
0 0 0 95 100 95 100 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 9.6 1.0 97.8 88.7 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 21 25 23 28
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 84,963
COMMITMENTS
1,143 7,412 548 82,592 76,996 84,283 84,956 680 7
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 66)
1 0 0 45 66 46 66 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 8.7 0.6 97.2 90.6 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 3 2 23 28 25 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,378
COMMITMENTS
0 125 0 27,328 26,920 27,328 27,045 50 333
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 50 0 0 -40 0 10 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 99.8 98.3 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 14 19 15
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 39,252
COMMITMENTS
100 1,500 0 39,046 37,752 39,146 39,252 106 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,435)
0 0 0 1,435 1,435 1,435 1,435 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.8 0.0 99.5 96.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 17 16 18 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 30,803
COMMITMENTS
500 2,830 10 30,053 27,963 30,563 30,803 240 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.2 0.0 97.6 90.8 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 17 14 19 16
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 127,052
COMMITMENTS
6,670 10,200 6,497 113,279 110,214 126,445 126,910 607 142
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 2,296)
342 -149 427 1,556 2,026 2,325 2,304 -29 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.0 5.1 89.2 86.7 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 6 12 43 36 61 49
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,242
COMMITMENTS
0 1,200 0 34,469 33,886 34,469 35,086 773 156
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 97.8 96.2 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 14 15 15
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,938
COMMITMENTS
0 1,200 0 32,165 31,582 32,165 32,782 773 156
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 385)
0 0 0 385 385 385 385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.0 97.7 95.9 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 14 15 15
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 39,734
COMMITMENTS
0 5,101 439 39,099 34,194 39,538 39,734 196 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -1,105)
0 0 0 -1,105 -1,105 -1,105 -1,105 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.8 1.1 98.4 86.1 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 1 17 14 18 18
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 34,273
COMMITMENTS
1,136 2,907 71 32,870 30,935 34,077 33,913 196 360
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -1,171)
0 0 0 -1,171 -1,171 -1,171 -1,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.5 0.2 95.9 90.3 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 14 17 17
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 70,567
COMMITMENTS
4,550 2,311 137 65,514 67,436 70,201 69,884 366 683
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -345)
100 0 0 -445 -345 -345 -345 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.3 0.2 92.8 95.6 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 3 2 23 23 31 27
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,741
COMMITMENTS
50 50 0 33,299 33,327 33,349 33,377 392 364
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -5)
0 50 0 -5 -45 -5 5 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 0.0 98.7 98.8 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 22 16 23 17
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 47,927
COMMITMENTS
475 475 0 47,171 47,423 47,646 47,898 281 29
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,605)
50 10 0 1,435 1,595 1,485 1,605 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.0 0.0 98.4 98.9 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 20 18 21 20
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 44,146
COMMITMENTS
2,848 0 25 40,624 43,881 43,497 43,906 649 240
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 285)
50 0 0 235 285 285 285 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.0 0.1 92.0 99.4 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 0 1 18 19 23 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,118
COMMITMENTS
2,933 350 167 45,662 48,421 48,762 48,938 356 180
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 110)
50 10 0 60 100 110 110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.7 0.3 93.0 98.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 23 21 27 24
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| 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: 75,605
COMMITMENTS
401 452 634 74,187 74,369 75,222 75,455 383 150
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 533)
24 -10 5 507 538 536 533 -3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.6 0.8 98.1 98.4 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 4 25 25 29 29
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 98,901
COMMITMENTS
2,245 1,022 926 95,111 96,646 98,282 98,594 619 307
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 621)
15 86 -61 692 584 646 609 -25 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.0 0.9 96.2 97.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 4 27 30 34 36
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 51,993
COMMITMENTS
1,081 825 581 49,923 50,568 51,585 51,974 408 19
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 75)
100 -125 -50 25 250 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.6 1.1 96.0 97.3 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 19 17 23 21
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| 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: 44,151
COMMITMENTS
0 690 230 43,780 43,221 44,010 44,141 141 10
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 383)
-585 270 35 933 78 383 383 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.5 99.2 97.9 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 13 15 14 18
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 40,591
COMMITMENTS
0 1,126 0 39,983 39,390 39,983 40,516 608 75
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,364 1,280 1,364 1,280 -84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 98.5 97.0 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 0 22 21 22 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 41,615
COMMITMENTS
749 2,917 48 40,545 38,206 41,342 41,171 273 444
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,305)
37 -2 -2 1,190 1,309 1,225 1,305 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 7.0 0.1 97.4 91.8 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 4 1 24 21 27 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 12,957
COMMITMENTS
0 780 0 11,926 11,893 11,926 12,673 1,031 284
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 13)
0 0 0 0 1 0 1 13 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 0.0 92.0 91.8 92.0 97.8 8.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 14 14 14 16
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 23,250
COMMITMENTS
208 957 52 22,194 21,907 22,454 22,916 796 334
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -129)
-87 -37 -3 -39 -87 -129 -127 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.1 0.2 95.5 94.2 96.6 98.6 3.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 1 15 16 17 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,430
COMMITMENTS
1,199 2,271 45 27,858 26,753 29,102 29,069 328 361
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 317)
114 -6 45 328 275 487 314 -170 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.7 0.2 94.7 90.9 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 5 1 27 21 31 27
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 22,856
COMMITMENTS
3,025 2,465 10 19,645 19,873 22,680 22,348 176 508
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 301)
0 11 0 301 290 301 301 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 10.8 0.0 86.0 86.9 99.2 97.8 0.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 1 23 17 26 21
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 15,142
COMMITMENTS
912 0 141 14,002 14,966 15,055 15,107 87 35
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 878)
43 0 -40 880 918 883 878 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.0 0.9 92.5 98.8 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 20 14 23 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 16,690
COMMITMENTS
653 0 25 15,988 16,665 16,666 16,690 24 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
23 -2 -23 0 25 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.1 95.8 99.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 11 10 13 11
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,560
COMMITMENTS
60 0 0 14,237 14,460 14,297 14,460 263 100
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 0.0 97.8 99.3 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 17 15 18 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 7,651
COMMITMENTS
60 0 0 7,384 7,446 7,444 7,446 207 205
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 96.5 97.3 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 14 16 15 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,342
COMMITMENTS
3,160 100 0 42,970 46,242 46,130 46,342 212 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -25)
0 0 0 -25 -25 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.2 0.0 92.7 99.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 21 18 22 19
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,472
COMMITMENTS
3,040 0 0 46,220 49,472 49,260 49,472 212 0
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -110)
0 0 0 -110 -110 -110 -110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 93.4 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 22 17 23 17
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 92,273
COMMITMENTS
2,020 1,369 1,102 88,558 89,677 91,680 92,148 593 125
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,064)
50 -5 0 1,038 1,069 1,088 1,064 -24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.5 1.2 96.0 97.2 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 4 35 29 41 34
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 109,334
COMMITMENTS
2,665 1,262 1,748 104,582 106,205 108,995 109,215 339 119
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 962)
-265 0 210 1,026 734 971 944 -9 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 1.6 95.7 97.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 5 6 36 31 45 39
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 601,844
COMMITMENTS
63,863 6,412 67,456 469,666 527,653 600,986 601,522 859 323
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 7,960)
6,523 1,028 -1,393 2,675 8,353 7,805 7,988 155 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.1 11.2 78.0 87.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 9 22 49 51 83 78
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 11,460
COMMITMENTS
1,225 0 0 9,190 11,370 10,415 11,370 1,045 90
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 0.0 80.2 99.2 90.9 99.2 9.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 12 14 12
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,882
COMMITMENTS
625 0 0 8,462 9,792 9,087 9,792 795 90
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 85.6 99.1 92.0 99.1 8.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 12 14 12
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 37,932
COMMITMENTS
4,037 525 300 32,735 36,647 37,072 37,472 860 460
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 2,752)
897 350 100 1,450 2,317 2,447 2,767 305 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 1.4 0.8 86.3 96.6 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 1 15 20 21 24
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 36,818
COMMITMENTS
2,500 7,650 1,635 32,525 27,513 36,660 36,798 158 20
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 75)
0 -25 25 50 75 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 20.8 4.4 88.3 74.7 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 3 3 22 23 27 27
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 35,206
COMMITMENTS
3,115 4,940 0 32,075 30,086 35,190 35,026 16 180
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -389)
-5 0 0 -389 -389 -394 -389 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.0 0.0 91.1 85.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 0 23 20 26 23
PROPANE ARGUS CIF ARA MINI - ICE FUTURES ENERGY DIV Code-066391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 1,841
COMMITMENTS
40 71 57 1,297 1,505 1,394 1,633 447 208
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 69)
-1 10 -34 87 49 52 25 17 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.9 3.1 70.5 81.7 75.7 88.7 24.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 14 16 15
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,100
COMMITMENTS
474 280 120 1,226 1,390 1,820 1,790 280 310
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 155)
79 34 -9 50 95 120 120 35 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 13.3 5.7 58.4 66.2 86.7 85.2 13.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 4 4 13 16 19 23
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 6,789
COMMITMENTS
409 754 537 5,024 4,568 5,970 5,859 819 930
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 358)
33 -13 13 282 205 328 205 30 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.1 7.9 74.0 67.3 87.9 86.3 12.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 7 7 31 28 39 40
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,195
COMMITMENTS
7,461 30 40 20,271 27,892 27,772 27,962 423 233
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 825)
180 0 -10 649 829 819 819 6 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.1 0.1 71.9 98.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 1 37 35 42 36
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 11,604
COMMITMENTS
55 760 101 11,396 10,382 11,552 11,243 52 361
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 548)
55 185 -14 593 508 634 679 -86 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.5 0.9 98.2 89.5 99.6 96.9 0.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 3 23 24 26 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,540
COMMITMENTS
5,408 0 198 7,767 12,447 13,373 12,645 167 895
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,296)
1,146 -28 20 312 1,148 1,478 1,140 -182 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 0.0 1.5 57.4 91.9 98.8 93.4 1.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 0 3 27 31 33 34
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,132
COMMITMENTS
0 734 53 11,508 11,128 11,561 11,915 571 217
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 185)
0 45 0 185 140 185 185 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 0.4 94.9 91.7 95.3 98.2 4.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 18 22 19 24
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,216
COMMITMENTS
16,239 1,040 264 12,504 28,820 29,007 30,124 1,209 92
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,773)
1,056 249 62 655 1,462 1,773 1,773 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 3.4 0.9 41.4 95.4 96.0 99.7 4.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 3 23 36 29 40
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,304
COMMITMENTS
7,172 14,482 1,890 49,511 42,587 58,573 58,959 731 345
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 2,467)
1,746 608 -363 975 2,151 2,358 2,396 109 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 24.4 3.2 83.5 71.8 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 9 14 63 63 82 82
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 20,526
COMMITMENTS
480 0 0 20,021 20,481 20,501 20,481 25 45
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -115)
0 0 0 2,155 2,135 2,155 2,135 -2,270 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.5 99.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 17 18 18 18
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 52,693
COMMITMENTS
0 99 0 52,680 51,907 52,680 52,006 13 687
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 105)
0 30 0 1,065 990 1,065 1,020 -960 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 98.5 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 28 23 28 24
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 14,507
COMMITMENTS
0 0 0 14,417 14,368 14,417 14,368 90 139
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,248)
0 0 0 1,248 1,148 1,248 1,148 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 99.0 99.4 99.0 0.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 16 16 16
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 110,403
COMMITMENTS
555 0 0 97,278 96,073 97,833 96,073 12,570 14,330
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 3,267)
555 0 0 2,492 2,377 3,047 2,377 220 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 0.0 88.1 87.0 88.6 87.0 11.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 15 13 15
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,087
COMMITMENTS
45 432 20 4,769 4,518 4,834 4,970 253 117
CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 222)
5 63 20 100 42 125 125 97 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 8.5 0.4 93.7 88.8 95.0 97.7 5.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 16 14 18 17
Updated January 21, 2022