NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 193,959
COMMITMENTS
77,140 15,825 8,545 108,274 169,589 193,959 193,959 0 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -100)
-30 70 -70 0 -100 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 8.2 4.4 55.8 87.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 4 4 16 12 28 17
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 268,459
COMMITMENTS
70,108 79,664 14,958 183,372 173,737 268,438 268,359 21 100
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,990)
1,751 250 100 139 1,640 1,990 1,990 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 29.7 5.6 68.3 64.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 6 12 22 13 37 28
CALIF CARBON 21 - ICE FUTURES ENERGY DIV Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 2,126
COMMITMENTS
376 548 136 1,578 1,439 2,090 2,123 36 3
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 148)
0 100 0 148 48 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 25.8 6.4 74.2 67.7 98.3 99.9 1.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 2 9 9 16 15
CALIF CARBON 22 - ICE FUTURES ENERGY DIV Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 213,155
COMMITMENTS
115,281 62,810 40,214 57,310 110,047 212,804 213,071 351 84
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 4,110)
1,836 -497 3,827 824 712 6,487 4,042 -2,377 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 29.5 18.9 26.9 51.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
74 19 36 30 26 114 71
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 28,736
COMMITMENTS
7,245 11,111 6,276 15,215 11,349 28,736 28,736 0 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 38.7 21.8 52.9 39.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 2 12 6 20 9
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| 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: 11,307
COMMITMENTS
1,281 1,160 119 9,907 10,028 11,307 11,307 0 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.3 1.1 87.6 88.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 7 10 9 15
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| 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: 10,805
COMMITMENTS
510 3,205 240 10,055 7,360 10,805 10,805 0 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 29.7 2.2 93.1 68.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 10 10 12 14
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 27,691
COMMITMENTS
4,323 16,252 958 22,410 10,481 27,691 27,691 0 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 464)
250 464 0 214 0 464 464 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 58.7 3.5 80.9 37.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 5 1 11 10 19 15
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,911
COMMITMENTS
11,617 12,707 1,605 24,689 23,599 37,911 37,911 0 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
-22 0 0 22 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 33.5 4.2 65.1 62.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 2 15 7 22 11
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 13,647
COMMITMENTS
3,355 1,828 956 9,336 10,863 13,647 13,647 0 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 13.4 7.0 68.4 79.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 3 10 8 15 11
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 44,415
COMMITMENTS
13,362 8,249 1,320 29,706 34,816 44,388 44,385 27 30
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -247)
-447 66 0 200 -331 -247 -265 0 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 18.6 3.0 66.9 78.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 8 2 15 14 34 23
RGGI V2022-ICE - ICE FUTURES ENERGY DIV Code-0063DZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 78,663
COMMITMENTS
15,395 13,283 844 62,352 64,513 78,590 78,640 73 23
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,753)
-234 103 -5 1,993 1,671 1,755 1,769 -2 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 16.9 1.1 79.3 82.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
22 12 6 20 15 44 31
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 5,557
COMMITMENTS
161 326 242 4,935 4,891 5,338 5,459 219 98
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 175)
20 0 -42 138 148 116 106 59 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.9 4.4 88.8 88.0 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 15 15 18 18
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 21,897
COMMITMENTS
8,045 203 1,700 11,965 19,857 21,710 21,760 187 137
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,606)
1,327 -156 5 246 1,683 1,578 1,532 28 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 0.9 7.8 54.6 90.7 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 2 7 25 42 32 49
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 12,814
COMMITMENTS
866 5,373 1,006 10,788 6,435 12,660 12,814 154 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 993)
0 1,136 -50 1,066 -93 1,016 993 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 41.9 7.9 84.2 50.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 3 4 24 18 29 23
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 5,938
COMMITMENTS
380 3,235 552 4,919 2,099 5,851 5,886 87 52
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 475)
-21 804 -54 543 -282 468 468 7 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 54.5 9.3 82.8 35.3 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 3 15 17 19 21
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,413,302
COMMITMENTS
614,181 113,194 770,019 4977660 5517924 6361860 6401137 51,442 12,165
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -40,488)
-50,052 30,698 -52,635 63,240 -18,644 -39,447 -40,581 -1,041 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.8 12.0 77.6 86.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
38 29 56 156 126 224 184
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,776,648
COMMITMENTS
354,386 82,068 1551694 1866525 2140242 3772605 3774004 4,043 2,643
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -192,091)
-8,576 17,197 -116,069 -67,992 -93,545 -192,637 -192,417 546 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.2 41.1 49.4 56.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 12 36 53 48 92 85
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,595
COMMITMENTS
8,992 0 0 175,472 192,602 184,464 192,602 14,131 5,993
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 342)
154 0 -61 -119 487 -26 426 368 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.0 88.4 97.0 92.9 97.0 7.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 25 20 28 20
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 175,860
COMMITMENTS
5,680 0 436 155,864 162,868 161,980 163,304 13,880 12,556
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 181)
460 0 5 -67 275 398 280 -217 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.2 88.6 92.6 92.1 92.9 7.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 0 3 22 21 27 24
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 278,246
COMMITMENTS
14,549 0 225 244,987 272,131 259,761 272,356 18,485 5,890
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -1,633)
-497 0 -62 -12 1,521 -571 1,459 -1,062 -3,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.1 88.0 97.8 93.4 97.9 6.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 0 1 31 35 34 36
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 810,047
COMMITMENTS
7,296 1,966 4,268 786,944 800,900 798,508 807,134 11,539 2,913
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -9,235)
-320 145 183 -14,112 -9,749 -14,249 -9,421 5,014 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.2 0.5 97.1 98.9 98.6 99.6 1.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 3 4 45 33 51 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,848
COMMITMENTS
15,393 1,103 3,186 291,914 314,386 310,493 318,675 14,355 6,173
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 7,072)
-1,070 -506 248 6,307 7,694 5,485 7,436 1,587 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.3 1.0 89.9 96.8 95.6 98.1 4.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 3 3 41 39 45 43
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 657,105
COMMITMENTS
2,104 33,285 1,923 647,924 615,802 651,951 651,010 5,154 6,095
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 4,402)
-354 5,319 107 6,346 -350 6,099 5,076 -1,697 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.1 0.3 98.6 93.7 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 5 5 45 49 50 57
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 550,081
COMMITMENTS
6,616 28,791 3,500 536,230 506,198 546,346 538,489 3,735 11,592
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -1,580)
-232 -2,617 1,028 -1,680 867 -884 -722 -696 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 5.2 0.6 97.5 92.0 99.3 97.9 0.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 3 6 44 34 50 42
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,358
COMMITMENTS
0 6,541 92 107,612 97,822 107,704 104,455 2,654 5,903
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 527)
0 -31 0 588 711 588 680 -61 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 0.1 97.5 88.6 97.6 94.7 2.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 14 15 15
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 45,995
COMMITMENTS
0 240 0 43,513 44,296 43,513 44,536 2,482 1,459
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 2,418)
0 0 0 2,232 2,294 2,232 2,294 186 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 0.0 94.6 96.3 94.6 96.8 5.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 20 16 20 17
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 363,286
COMMITMENTS
1,406 362 13,314 339,941 340,768 354,661 354,444 8,625 8,842
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 7,724)
-5,467 -536 5,292 5,776 2,622 5,601 7,378 2,123 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.1 3.7 93.6 93.8 97.6 97.6 2.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 3 24 27 27 30
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 227,882
COMMITMENTS
0 5,466 0 224,228 217,697 224,228 223,163 3,654 4,719
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 667)
0 0 0 734 582 734 582 -67 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 98.4 95.5 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 23 19 23 20
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 284,591
COMMITMENTS
0 6,700 0 276,870 268,819 276,870 275,519 7,721 9,072
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,261)
0 338 0 1,654 882 1,654 1,220 -393 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 0.0 97.3 94.5 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 0 19 26 19 28
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 54,166
COMMITMENTS
5,121 6,998 0 45,228 47,078 50,349 54,076 3,817 90
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 9,565)
93 1,190 0 9,658 8,651 9,751 9,841 -186 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 12.9 0.0 83.5 86.9 93.0 99.8 7.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 0 19 19 21 22
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 776,842
COMMITMENTS
22,344 0 9,541 736,187 760,062 768,072 769,603 8,770 7,239
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 9,674)
364 -1,161 677 11,495 10,442 12,536 9,958 -2,862 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 1.2 94.8 97.8 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 0 6 52 41 58 47
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 292,469
COMMITMENTS
26,890 0 7,137 249,053 281,457 283,080 288,594 9,389 3,875
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,405)
1,079 0 -651 915 1,718 1,343 1,067 62 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 2.4 85.2 96.2 96.8 98.7 3.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 23 21 25 23
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 136,674
COMMITMENTS
9,441 1,599 305 119,972 133,065 129,718 134,969 6,956 1,705
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -62)
-62 0 0 -279 124 -341 124 279 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.2 0.2 87.8 97.4 94.9 98.8 5.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 12 19 15 21
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 173,147
COMMITMENTS
23,811 4,389 1,775 146,039 165,076 171,625 171,240 1,522 1,907
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 620)
-62 0 0 651 589 589 589 31 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.5 1.0 84.3 95.3 99.1 98.9 0.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
8 5 2 35 38 43 45
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 277,053
COMMITMENTS
0 7,502 92 275,991 265,137 276,083 272,731 970 4,322
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 4,672)
0 -465 0 4,641 5,261 4,641 4,796 31 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 99.6 95.7 99.6 98.4 0.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 5 2 26 30 28 35
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 263,248
COMMITMENTS
8,063 2,112 4,406 235,986 249,863 248,455 256,381 14,793 6,867
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 304)
90 117 16 -525 -647 -419 -514 723 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 1.7 89.6 94.9 94.4 97.4 5.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 4 32 34 39 39
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,774
COMMITMENTS
948 0 0 75,884 76,585 76,832 76,585 942 1,189
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,192)
708 0 0 943 1,192 1,651 1,192 -459 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 97.6 98.5 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 15 16 17 16
ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 19,711
COMMITMENTS
0 5,851 0 19,039 11,557 19,039 17,408 672 2,303
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 124)
0 186 0 496 -62 496 124 -372 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.7 0.0 96.6 58.6 96.6 88.3 3.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 14 9 14 12
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 108,845
COMMITMENTS
2,996 0 0 100,863 102,340 103,859 102,340 4,986 6,505
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 251)
0 0 0 243 274 243 274 8 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 0.0 92.7 94.0 95.4 94.0 4.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 19 19 19
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 283,095
COMMITMENTS
0 10,575 869 276,225 260,014 277,094 271,458 6,001 11,637
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 442)
0 -611 86 337 261 423 -264 19 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.3 97.6 91.8 97.9 95.9 2.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 4 2 27 23 29 27
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,892
COMMITMENTS
0 861 0 131,453 133,562 131,453 134,423 10,439 7,469
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 956)
0 0 0 1,038 958 1,038 958 -82 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 92.6 94.1 92.6 94.7 7.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 17 16 17 17
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 160,499
COMMITMENTS
4,367 0 0 152,917 150,202 157,284 150,202 3,215 10,297
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -1,060)
31 0 0 -1,121 -1,215 -1,090 -1,215 30 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 95.3 93.6 98.0 93.6 2.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 16 18 17 18
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 113,797
COMMITMENTS
8,253 229 5,614 86,109 91,421 99,976 97,264 13,821 16,533
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,779)
1,266 229 906 213 266 2,385 1,401 -606 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.2 4.9 75.7 80.3 87.9 85.5 12.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 20 23 23 25
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 67,512
COMMITMENTS
0 1,829 0 66,697 65,319 66,697 67,148 815 364
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,116)
0 -248 0 992 1,240 992 992 124 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 98.8 96.8 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 16 16 16 17
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 212,382
COMMITMENTS
2,673 210 3,415 201,625 204,738 207,713 208,363 4,669 4,019
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,204)
382 -42 -337 1,099 1,641 1,144 1,262 60 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.1 1.6 94.9 96.4 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 1 5 32 32 37 38
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 91,299
COMMITMENTS
1,722 0 0 86,410 84,026 88,132 84,026 3,167 7,273
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 2,597)
738 0 0 2,219 2,597 2,957 2,597 -360 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 94.6 92.0 96.5 92.0 3.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 22 21 23 21
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 195,819
COMMITMENTS
1,154 8,101 1,457 190,079 183,653 192,690 193,211 3,129 2,608
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 348)
0 -93 186 38 255 224 348 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.1 0.7 97.1 93.8 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 30 27 33 30
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 71,394
COMMITMENTS
10,954 0 302 59,010 70,787 70,266 71,089 1,128 305
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 4,898)
186 0 0 4,712 4,836 4,898 4,836 0 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 0.4 82.7 99.1 98.4 99.6 1.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 11 13 14 14
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 92,416
COMMITMENTS
0 248 0 84,966 91,272 84,966 91,520 7,450 896
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 4,391)
-1,208 248 0 4,389 4,635 3,181 4,883 1,210 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 91.9 98.8 91.9 99.0 8.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 22 28 22 29
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 63,797
COMMITMENTS
0 3,703 31 58,919 59,397 58,950 63,131 4,847 666
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,427)
0 496 0 2,345 1,021 2,345 1,517 -918 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 0.0 92.4 93.1 92.4 99.0 7.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 13 21 14
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 341,818
COMMITMENTS
0 9,061 0 331,466 329,591 331,466 338,652 10,352 3,166
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 328)
0 900 0 2,676 4,246 2,676 5,146 -2,348 -4,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 97.0 96.4 97.0 99.1 3.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 28 21 28 24
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 104,927
COMMITMENTS
3,434 5,564 0 96,395 94,082 99,829 99,646 5,098 5,281
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 2,115)
0 0 0 2,115 2,084 2,115 2,084 0 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.3 0.0 91.9 89.7 95.1 95.0 4.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 20 14 21 15
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 235,562
COMMITMENTS
2,351 17,215 4,590 222,626 210,589 229,567 232,394 5,995 3,168
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 4,255)
459 -3,157 2,634 970 4,369 4,063 3,846 192 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.3 1.9 94.5 89.4 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 22 23 25 26
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 31,760
COMMITMENTS
542 1,600 166 31,005 29,985 31,713 31,751 47 9
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 329)
123 55 -182 413 456 354 329 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.0 0.5 97.6 94.4 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 3 25 25 29 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 24,117
COMMITMENTS
179 156 771 23,077 23,190 24,027 24,117 90 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 161)
0 -150 0 161 311 161 161 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 3.2 95.7 96.2 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 3 25 21 28 26
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 207,648
COMMITMENTS
92,376 3,723 5,900 108,230 197,615 206,506 207,238 1,142 410
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 541)
-1,506 494 648 1,454 -416 596 726 -55 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 1.8 2.8 52.1 95.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 9 14 35 38 55 56
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 87,377
COMMITMENTS
2,353 11,156 2,406 82,159 73,692 86,918 87,254 459 123
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,377)
113 665 -581 1,820 1,285 1,352 1,369 25 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.8 2.8 94.0 84.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 5 6 27 19 34 26
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| 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: 57,287
COMMITMENTS
675 5,268 563 55,746 51,456 56,984 57,287 303 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 585)
0 79 0 585 506 585 585 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.2 1.0 97.3 89.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 3 17 15 21 20
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| 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: 53,035
COMMITMENTS
10,127 5,082 35 42,368 47,491 52,530 52,608 505 427
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -113)
300 -188 -6 -413 -53 -119 -247 6 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 9.6 0.1 79.9 89.5 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 1 24 23 29 26
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 64,386
COMMITMENTS
4,784 3,871 3,005 56,338 57,049 64,127 63,925 259 461
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 163)
-27 -120 41 127 241 141 162 22 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.0 4.7 87.5 88.6 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 6 27 24 37 32
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 76,782
COMMITMENTS
773 13,060 0 75,508 63,207 76,281 76,267 501 515
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 748)
0 0 0 748 748 748 748 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 17.0 0.0 98.3 82.3 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 0 28 27 29 32
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 91,803
COMMITMENTS
1,379 14,208 0 89,793 77,430 91,172 91,638 631 165
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 579)
7 100 0 572 479 579 579 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 15.5 0.0 97.8 84.3 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 6 0 28 28 29 34
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 26,408
COMMITMENTS
150 280 0 26,246 25,903 26,396 26,183 12 225
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 379)
0 10 0 379 369 379 379 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.1 0.0 99.4 98.1 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 18 15 19 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 40,709
COMMITMENTS
470 0 0 40,111 40,704 40,581 40,704 128 5
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 240)
0 0 0 240 235 240 235 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 98.5 100.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 17 15 19 15
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 41,197
COMMITMENTS
488 10,685 9 40,676 30,503 41,173 41,197 24 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,281)
0 0 0 1,281 1,281 1,281 1,281 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 25.9 0.0 98.7 74.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 1 20 16 22 20
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,508
COMMITMENTS
350 8,225 0 37,119 29,091 37,469 37,316 39 192
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,485)
0 0 0 1,485 1,485 1,485 1,485 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 21.9 0.0 99.0 77.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 20 15 21 16
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 143,252
COMMITMENTS
15,005 5,401 8,409 119,105 129,373 142,519 143,183 733 69
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -1,689)
-1,882 5 681 -530 -2,382 -1,731 -1,695 42 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 3.8 5.9 83.1 90.3 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 6 12 38 37 55 52
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 34,991
COMMITMENTS
0 1,600 0 34,288 33,165 34,288 34,765 703 226
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 9)
0 0 0 9 9 9 9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 0.0 98.0 94.8 98.0 99.4 2.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 17 15 18
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,892
COMMITMENTS
0 1,600 0 31,189 30,066 31,189 31,666 703 226
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 9)
0 0 0 9 9 9 9 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 0.0 97.8 94.3 97.8 99.3 2.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 17 15 18
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 40,869
COMMITMENTS
0 5,901 8 40,629 34,960 40,637 40,869 232 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.4 0.0 99.4 85.5 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 1 18 17 19 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 36,659
COMMITMENTS
76 2,857 140 36,211 33,662 36,427 36,659 232 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 7.8 0.4 98.8 91.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 17 19 19
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 87,423
COMMITMENTS
10,792 1,496 752 74,475 84,248 86,019 86,496 1,404 927
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 602)
-1,206 0 0 1,791 622 585 622 17 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.7 0.9 85.2 96.4 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 4 22 25 29 31
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,073
COMMITMENTS
115 535 100 34,780 34,119 34,995 34,754 78 319
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 808)
65 -64 24 788 848 877 808 -69 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.5 0.3 99.2 97.3 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 1 26 18 29 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 57,880
COMMITMENTS
2,777 115 0 54,803 57,760 57,580 57,875 300 5
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 324)
20 65 0 280 287 300 352 24 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.2 0.0 94.7 99.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 19 18 21 20
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,378
COMMITMENTS
2,278 300 25 33,641 35,873 35,944 36,198 434 180
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 330)
0 300 0 330 30 330 330 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.8 0.1 92.5 98.6 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 1 1 21 20 26 22
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,031
COMMITMENTS
2,298 560 22 35,408 37,256 37,728 37,838 303 193
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 100)
0 10 0 100 90 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.5 0.1 93.1 98.0 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 1 23 23 27 26
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| 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: 72,816
COMMITMENTS
1,587 20 512 70,226 71,917 72,325 72,449 491 367
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 674)
-129 10 -5 810 669 676 674 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.7 96.4 98.8 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 3 23 24 29 27
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 96,692
COMMITMENTS
4,569 874 1,634 89,854 93,847 96,057 96,355 635 337
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 1,251)
-128 166 -68 1,462 1,141 1,266 1,239 -15 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.9 1.7 92.9 97.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 2 5 28 26 37 31
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 59,416
COMMITMENTS
1,722 1,212 669 56,689 57,535 59,080 59,416 336 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -215)
-10 300 -225 10 -290 -225 -215 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.0 1.1 95.4 96.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 2 20 14 24 18
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| 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: 56,168
COMMITMENTS
380 1,895 595 55,017 53,678 55,992 56,168 176 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -1,075)
0 150 0 -1,075 -1,225 -1,075 -1,075 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.4 1.1 98.0 95.6 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 16 16 18 20
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| 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: 43,976
COMMITMENTS
5,573 830 1,252 36,806 40,697 43,631 42,779 345 1,197
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 2,187)
2,400 -432 0 -217 2,619 2,183 2,187 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 1.9 2.8 83.7 92.5 99.2 97.3 0.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 1 23 20 24 25
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 42,563
COMMITMENTS
375 1,794 2,770 38,730 37,109 41,875 41,673 688 890
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 46)
10 50 0 21 -4 31 46 15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.2 6.5 91.0 87.2 98.4 97.9 1.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 21 21 24 25
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 11,512
COMMITMENTS
25 280 0 10,336 10,986 10,361 11,266 1,151 246
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.4 0.0 89.8 95.4 90.0 97.9 10.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 14 13 15 14
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 21,754
COMMITMENTS
1,432 200 5 19,516 21,105 20,953 21,310 801 444
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 74)
122 0 0 -66 74 56 74 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.9 0.0 89.7 97.0 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 14 16 16 19
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 30,010
COMMITMENTS
607 3,425 945 28,064 25,452 29,616 29,822 394 188
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -146)
-138 66 -34 -96 -178 -268 -146 122 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.4 3.1 93.5 84.8 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 4 3 28 25 35 29
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 21,369
COMMITMENTS
2,586 561 274 18,018 20,206 20,878 21,041 491 328
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -146)
-202 -292 54 -8 92 -156 -146 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.6 1.3 84.3 94.6 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 23 22 28 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 14,227
COMMITMENTS
910 5 110 13,083 14,089 14,103 14,204 124 23
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.8 92.0 99.0 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 18 14 22 17
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 14,024
COMMITMENTS
688 75 17 13,305 13,932 14,010 14,024 14 0
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.5 0.1 94.9 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 10 15 12
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 46,417
COMMITMENTS
2,710 0 0 43,303 46,177 46,013 46,177 404 240
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 0.0 93.3 99.5 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 17 12 19 12
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 49,892
COMMITMENTS
2,665 0 0 46,683 49,652 49,348 49,652 544 240
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 0.0 93.6 99.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 17 13 19 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 88,394
COMMITMENTS
7,736 1,021 71 80,228 86,993 88,035 88,085 359 309
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 294)
0 -80 0 287 381 287 301 7 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 1.2 0.1 90.8 98.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 5 2 37 36 41 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 104,671
COMMITMENTS
9,769 2,676 442 94,124 101,126 104,335 104,244 336 427
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 734)
0 -232 327 319 640 646 735 88 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.6 0.4 89.9 96.6 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 9 4 37 39 44 49
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 710,353
COMMITMENTS
78,682 11,138 119,080 511,978 579,652 709,740 709,870 613 483
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 3,812)
955 1,827 -663 3,627 2,579 3,919 3,743 -107 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.6 16.8 72.1 81.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 16 27 47 49 81 83
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,976
COMMITMENTS
3,442 416 15 13,879 17,525 17,336 17,956 640 20
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 51)
30 0 0 17 51 47 51 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 2.3 0.1 77.2 97.5 96.4 99.9 3.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 17 15 21 17
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,615
COMMITMENTS
2,216 370 55 12,842 15,180 15,113 15,605 502 10
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 2.4 0.4 82.2 97.2 96.8 99.9 3.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 16 14 19 15
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 26,120
COMMITMENTS
2,995 695 200 21,780 24,605 24,975 25,500 1,145 620
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -3,705)
-350 -135 40 -3,740 -3,895 -4,050 -3,990 345 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.7 0.8 83.4 94.2 95.6 97.6 4.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 4 6 19 20 27 28
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 56,591
COMMITMENTS
2,197 6,801 4,738 49,518 45,032 56,453 56,571 138 20
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 256)
0 96 40 216 120 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.0 8.4 87.5 79.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 28 25 35 34
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 38,204
COMMITMENTS
1,310 9,045 300 36,514 28,229 38,124 37,574 80 630
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 524)
0 0 0 524 524 524 524 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 23.7 0.8 95.6 73.9 99.8 98.4 0.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 4 3 21 21 26 26
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,350
COMMITMENTS
945 500 75 925 1,415 1,945 1,990 405 360
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 91)
-20 30 -10 6 80 -24 100 115 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 21.3 3.2 39.4 60.2 82.8 84.7 17.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 6 3 9 12 19 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 7,552
COMMITMENTS
264 1,078 633 5,790 4,689 6,687 6,400 865 1,152
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 180)
7 19 38 52 427 97 484 83 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 14.3 8.4 76.7 62.1 88.5 84.7 11.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 7 10 29 29 40 41
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 33,367
COMMITMENTS
11,612 15 1,425 20,225 31,636 33,262 33,076 105 291
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -430)
-160 0 -45 -225 -385 -430 -430 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 0.0 4.3 60.6 94.8 99.7 99.1 0.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 1 4 32 38 39 42
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,172
COMMITMENTS
2,622 638 670 8,660 10,409 11,952 11,717 220 455
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 328)
41 -30 -55 342 403 328 318 0 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 5.2 5.5 71.1 85.5 98.2 96.3 1.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 4 21 24 26 30
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,482
COMMITMENTS
2,467 1,209 1,945 8,553 9,405 12,965 12,559 517 923
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 228)
97 -137 160 -178 47 79 70 149 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 9.0 14.4 63.4 69.8 96.2 93.2 3.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 5 7 33 32 44 41
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 12,072
COMMITMENTS
0 1,533 249 11,572 9,878 11,821 11,660 251 412
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 219)
0 1 24 193 191 217 216 2 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.7 2.1 95.9 81.8 97.9 96.6 2.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 13 18 16 21
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 40,690
COMMITMENTS
26,322 1,645 1,571 12,623 37,308 40,516 40,524 174 166
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 769)
755 39 -178 158 874 735 735 34 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 4.0 3.9 31.0 91.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 5 4 18 39 24 47
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 70,402
COMMITMENTS
11,652 29,127 5,844 52,121 34,851 69,617 69,822 785 580
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 2,942)
-653 1,100 1,665 1,758 -84 2,770 2,681 172 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 41.4 8.3 74.0 49.5 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
11 12 16 67 61 86 83
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,878
COMMITMENTS
402 28 213 1,715 2,374 2,330 2,615 548 263
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 115)
-19 -15 64 39 8 84 57 31 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 1.0 7.4 59.6 82.5 81.0 90.9 19.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 4 13 16 20 20
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 19,206
COMMITMENTS
180 0 0 19,020 19,203 19,200 19,203 6 3
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -400)
0 0 0 -400 -400 -400 -400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
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 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 34,049
COMMITMENTS
0 139 0 32,813 32,284 32,813 32,423 1,236 1,626
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -5,143)
0 -10 0 -6,334 -6,246 -6,334 -6,256 1,191 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.0 96.4 94.8 96.4 95.2 3.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 1 0 24 21 24 22
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,257
COMMITMENTS
0 0 0 15,122 15,062 15,122 15,062 135 195
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: -2,409)
0 0 0 -2,436 -2,482 -2,436 -2,482 27 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.1 98.7 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 16 20 16 20
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 105,716
COMMITMENTS
0 8,555 0 94,713 82,611 94,713 91,166 11,003 14,550
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 15)
0 0 0 400 15 400 15 -385 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 0.0 89.6 78.1 89.6 86.2 10.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 15 15 16
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/22 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 4,751
COMMITMENTS
144 372 67 4,485 4,204 4,696 4,643 55 108
CHANGES FROM 06/14/22 (CHANGE IN OPEN INTEREST: 447)
0 10 10 615 383 625 403 -178 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.8 1.4 94.4 88.5 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 2 13 12 17 16
Updated June 24, 2022