NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 91,383
COMMITMENTS
27,310 4,506 2,240 61,833 84,637 91,383 91,383 0 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 500)
0 -400 0 500 900 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.9 2.5 67.7 92.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 4 17 9 23 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 195,701
COMMITMENTS
32,499 22,230 13,064 150,125 160,407 195,688 195,701 13 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -19)
-1,902 49 -404 2,287 336 -19 -19 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.4 6.7 76.7 82.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 5 8 22 20 36 29
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 29,577
COMMITMENTS
13,700 2,977 3,088 12,781 23,512 29,569 29,577 8 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 237)
1,495 226 -1,023 -240 1,047 232 250 5 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 10.1 10.4 43.2 79.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
19 3 4 10 9 30 15
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 11,965
COMMITMENTS
1,230 4,115 491 10,186 7,305 11,907 11,911 58 54
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -57)
-225 -194 145 -6 -20 -86 -69 29 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 34.4 4.1 85.1 61.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 19 9 6 8 19 32
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 23,557
COMMITMENTS
6,625 3,550 1,677 15,246 18,330 23,548 23,557 9 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 15.1 7.1 64.7 77.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 11 10 16 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,557
COMMITMENTS
8,700 26,900 2,207 21,650 3,450 32,557 32,557 0 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 2,332)
1,450 2,000 32 850 300 2,332 2,332 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 82.6 6.8 66.5 10.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 9 7 8 3 22 14
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 7,570
COMMITMENTS
2,333 1,725 100 5,124 5,714 7,557 7,539 13 31
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 514)
-53 60 -36 600 505 511 529 3 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 22.8 1.3 67.7 75.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 6 3 7 5 20 13
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| 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: 10,017
COMMITMENTS
700 1,300 1,125 8,192 7,592 10,017 10,017 0 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,000)
650 -350 350 0 1,000 1,000 1,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.0 11.2 81.8 75.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 6 12 8 17
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,980
COMMITMENTS
13,443 3,584 2,667 17,870 27,729 33,980 33,980 0 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 10.5 7.8 52.6 81.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 3 13 11 18 16
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,780
COMMITMENTS
9,623 9,329 0 20,157 20,451 29,780 29,780 0 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 500)
0 512 0 500 0 500 512 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 31.3 0.0 67.7 68.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 0 12 6 15 9
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 25,280
COMMITMENTS
7,652 2,905 525 17,103 21,850 25,280 25,280 0 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 750)
0 750 0 750 0 750 750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 11.5 2.1 67.7 86.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 2 10 11 16 16
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 217,173
COMMITMENTS
126,107 58,975 40,733 50,048 117,402 216,887 217,109 286 64
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,114)
528 85 618 -8 419 1,138 1,122 -24 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 27.2 18.8 23.0 54.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
81 23 44 34 27 126 83
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 62,288
COMMITMENTS
24,393 13,781 7,354 30,452 41,111 62,200 62,247 88 41
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 2,918)
1,020 1,423 -295 2,192 1,907 2,918 3,036 0 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 22.1 11.8 48.9 66.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 15 19 16 22 46 47
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 56,196
COMMITMENTS
17,658 8,327 3,589 34,858 44,253 56,105 56,169 91 27
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,136)
-578 280 399 1,331 457 1,152 1,136 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 14.8 6.4 62.0 78.7 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
26 10 10 21 18 52 33
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,656
COMMITMENTS
471 0 0 4,092 4,603 4,563 4,603 93 53
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,589)
-531 0 -10 -1,089 -1,622 -1,630 -1,632 41 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 0.0 87.9 98.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 18 15 20 15
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 19,599
COMMITMENTS
3,864 194 2,508 13,162 16,668 19,534 19,370 65 229
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -4,018)
-2,688 11 338 -1,664 -4,402 -4,014 -4,053 -4 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 1.0 12.8 67.2 85.0 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 8 32 38 41 46
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 18,527
COMMITMENTS
3,029 1,492 1,786 13,694 15,234 18,509 18,512 18 15
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -2,667)
1,503 -1,322 -676 -3,507 -654 -2,680 -2,652 13 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 8.1 9.6 73.9 82.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 4 8 28 14 36 23
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 6,350
COMMITMENTS
160 3,053 278 5,832 2,929 6,270 6,260 80 90
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,103)
0 -742 -184 -899 -153 -1,083 -1,079 -20 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 48.1 4.4 91.8 46.1 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 2 15 16 19 21
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,347,694
COMMITMENTS
501,126 124,289 1359339 4445933 4847036 6306398 6330664 41,296 17,030
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -280,095)
47,422 -70,649 -43,258 -275,328 -182,665 -271,164 -296,572 -8,931 16,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.0 21.4 70.0 76.4 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
36 29 52 161 129 223 187
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,194,867
COMMITMENTS
219,344 172,215 1289658 1682602 1731284 3191604 3193157 3,263 1,710
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 20,859)
15,858 9,343 1,855 2,793 9,423 20,506 20,621 354 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.4 40.4 52.7 54.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 17 36 51 47 88 86
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 167,017
COMMITMENTS
834 2,344 1,721 153,948 158,672 156,503 162,737 10,514 4,280
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 2,553)
493 492 -172 2,965 1,812 3,286 2,132 -733 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.4 1.0 92.2 95.0 93.7 97.4 6.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 4 31 28 35 33
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 180,313
COMMITMENTS
5,929 0 155 156,603 173,392 162,687 173,547 17,626 6,766
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 297)
-123 0 30 -948 298 -1,041 328 1,338 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.1 86.9 96.2 90.2 96.2 9.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 0 2 29 31 32 33
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 360,351
COMMITMENTS
11,520 2,094 5,048 329,432 344,480 346,000 351,622 14,351 8,729
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 5,230)
-1,130 295 -4 6,453 4,045 5,319 4,336 -89 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 1.4 91.4 95.6 96.0 97.6 4.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 3 3 38 36 41 41
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 846,782
COMMITMENTS
21,027 17,669 4,259 808,276 823,375 833,562 845,303 13,220 1,479
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -17,434)
1,203 375 280 -19,265 -17,738 -17,782 -17,083 348 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.1 0.5 95.5 97.2 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 4 44 35 51 40
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,035
COMMITMENTS
22,679 3,286 1,439 302,790 324,018 326,908 328,743 6,127 4,292
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 4,534)
306 229 91 3,922 4,163 4,319 4,483 215 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 0.4 90.9 97.3 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
8 2 4 41 39 50 44
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 648,515
COMMITMENTS
8,642 65,672 3,352 627,189 570,669 639,183 639,693 9,332 8,822
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 14,032)
-928 8,591 404 9,194 5,923 8,670 14,918 5,362 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 10.1 0.5 96.7 88.0 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
6 5 6 48 51 55 61
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 456,859
COMMITMENTS
3,030 17,299 918 445,726 429,508 449,674 447,725 7,185 9,134
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 3,721)
0 -182 -213 2,788 4,331 2,575 3,936 1,146 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.8 0.2 97.6 94.0 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
2 9 3 50 40 55 49
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 98,261
COMMITMENTS
1,350 7,890 223 89,297 86,647 90,870 94,760 7,391 3,501
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,095)
31 1,145 58 -528 -895 -439 308 1,534 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 8.0 0.2 90.9 88.2 92.5 96.4 7.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 4 1 17 15 21 19
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus OPEN INTEREST: 41,175
COMMITMENTS
285 360 180 39,734 40,511 40,199 41,051 976 124
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 496)
0 0 0 651 586 651 586 -155 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.9 0.4 96.5 98.4 97.6 99.7 2.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 10 12 11 14
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 82,230
COMMITMENTS
523 620 0 76,531 78,049 77,054 78,669 5,176 3,561
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -548)
0 0 0 -3,555 -548 -3,555 -548 3,007 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.8 0.0 93.1 94.9 93.7 95.7 6.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 21 18 22 19
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 365,706
COMMITMENTS
0 23,843 3,144 350,604 326,850 353,748 353,837 11,958 11,869
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,828)
-1,799 -2,644 -1,598 -746 1,024 -4,143 -3,218 2,315 1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 0.9 95.9 89.4 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 5 4 34 34 38 39
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 208,484
COMMITMENTS
217 377 12 195,932 203,875 196,161 204,264 12,323 4,220
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 814)
0 0 0 -3,478 659 -3,478 659 4,292 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.2 0.0 94.0 97.8 94.1 98.0 5.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 29 28 31 29
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 279,027
COMMITMENTS
128 5,826 1,208 269,811 264,808 271,147 271,842 7,880 7,185
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 4,701)
0 -1,618 0 3,604 5,983 3,604 4,365 1,097 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.1 0.4 96.7 94.9 97.2 97.4 2.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 3 24 28 27 33
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 69,724
COMMITMENTS
9,204 0 868 57,699 66,056 67,771 66,924 1,953 2,800
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 837)
0 0 0 527 -930 527 -930 310 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 1.2 82.8 94.7 97.2 96.0 2.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 0 1 29 23 35 24
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 752,204
COMMITMENTS
48,574 6,870 2,903 680,299 734,994 731,776 744,767 20,428 7,437
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 8,238)
719 259 -242 -156 8,277 321 8,294 7,917 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.9 0.4 90.4 97.7 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
8 4 9 57 51 66 63
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 215,803
COMMITMENTS
9,809 0 728 194,689 209,795 205,226 210,523 10,577 5,280
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,271)
1,168 0 -180 -1,859 2,035 -871 1,855 2,142 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.3 90.2 97.2 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 1 22 23 24 24
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 149,985
COMMITMENTS
16,732 30,451 4,918 119,451 110,174 141,101 145,543 8,884 4,442
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -248)
0 124 0 -6,102 -1,634 -6,102 -1,510 5,854 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 20.3 3.3 79.6 73.5 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 8 4 33 33 42 43
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 204,536
COMMITMENTS
31,127 39,368 5,958 159,947 154,726 197,032 200,052 7,504 4,484
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 248)
0 0 0 -3,683 -2,104 -3,683 -2,104 3,931 2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 19.2 2.9 78.2 75.6 96.3 97.8 3.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
11 6 7 43 53 57 63
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 501,922
COMMITMENTS
0 59,329 832 499,962 434,521 500,794 494,682 1,128 7,240
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 10,427)
0 9,064 0 10,550 -3,841 10,550 5,223 -123 5,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 0.2 99.6 86.6 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
0 3 2 35 37 37 40
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 39,326
COMMITMENTS
3,767 3,521 0 33,659 33,173 37,426 36,694 1,900 2,632
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -868 -2,232 -868 -2,232 868 2,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 9.0 0.0 85.6 84.4 95.2 93.3 4.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 0 15 15 17 18
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 275,164
COMMITMENTS
9,350 5,226 8,425 243,134 255,645 260,909 269,296 14,255 5,868
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 3,896)
194 219 159 912 2,048 1,265 2,426 2,631 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.9 3.1 88.4 92.9 94.8 97.9 5.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 5 3 36 36 41 43
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 152,341
COMMITMENTS
248 8,807 31 147,358 142,192 147,637 151,030 4,704 1,311
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 806)
0 0 0 -3,410 806 -3,410 806 4,216 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.8 0.0 96.7 93.3 96.9 99.1 3.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 1 22 24 24 27
ALGONQUIN CITYGATES INDEX - ICE FUTURES ENERGY DIV Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 21,651
COMMITMENTS
1,211 786 0 19,207 18,056 20,418 18,842 1,233 2,809
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 279)
0 0 0 62 -1,518 62 -1,518 217 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.6 0.0 88.7 83.4 94.3 87.0 5.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 11 13 12
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,084
COMMITMENTS
0 0 0 77,805 71,837 77,805 71,837 6,279 12,247
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 85.4 92.5 85.4 7.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 16 16 16
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 268,652
COMMITMENTS
4,583 7,346 866 251,511 252,102 256,960 260,314 11,692 8,338
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 5,400)
244 -1,070 -62 2,654 6,257 2,836 5,125 2,564 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.7 0.3 93.6 93.8 95.6 96.9 4.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 2 2 35 33 38 36
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 122,569
COMMITMENTS
0 332 0 113,319 116,641 113,319 116,973 9,250 5,596
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,330)
0 62 0 592 904 592 966 738 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 92.5 95.2 92.5 95.4 7.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 20 19 21
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 32,090
COMMITMENTS
0 1,779 620 29,167 27,091 29,787 29,490 2,303 2,600
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 2,976)
0 -620 620 1,244 2,976 1,864 2,976 1,112 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 1.9 90.9 84.4 92.8 91.9 7.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 12 16 13
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 143,637
COMMITMENTS
0 422 365 136,201 134,733 136,566 135,520 7,071 8,117
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 276)
0 32 -31 2,596 457 2,565 458 -2,289 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.3 94.8 93.8 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 17 19 18
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,737
COMMITMENTS
15,358 1,252 2,002 102,135 120,027 119,495 123,281 15,242 11,456
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 3,151)
848 430 28 1,051 1,809 1,927 2,267 1,224 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.9 1.5 75.8 89.1 88.7 91.5 11.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 3 26 30 32 34
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,486
COMMITMENTS
2,873 0 56 65,616 74,764 68,545 74,820 8,941 2,666
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -246)
0 0 0 -851 -1,748 -851 -1,748 605 1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 0.1 84.7 96.5 88.5 96.6 11.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 15 16 17 17
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 70,891
COMMITMENTS
392 744 186 67,806 65,282 68,384 66,212 2,507 4,679
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -744 -4,557 -744 -4,557 744 4,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 1.0 0.3 95.6 92.1 96.5 93.4 3.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 22 18 24 19
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 180,824
COMMITMENTS
673 8,194 2,461 169,472 160,512 172,606 171,167 8,218 9,657
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 4,625)
0 1,284 -68 3,034 1,606 2,966 2,822 1,659 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.5 1.4 93.7 88.8 95.5 94.7 4.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 9 5 27 31 33 40
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 141,081
COMMITMENTS
0 2,836 0 131,994 133,022 131,994 135,858 9,087 5,223
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 761)
0 0 0 -439 -1,190 -439 -1,190 1,200 1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 93.6 94.3 93.6 96.3 6.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 0 24 24 24 25
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 23,608
COMMITMENTS
668 360 0 20,940 21,175 21,608 21,535 2,000 2,073
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,216)
0 0 0 751 1,275 751 1,275 465 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.5 0.0 88.7 89.7 91.5 91.2 8.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 8 15 9
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 233,593
COMMITMENTS
12,777 1,139 1,726 208,244 224,949 222,747 227,814 10,846 5,779
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 2,259)
-31 -32 92 716 1,986 777 2,046 1,482 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.5 0.7 89.1 96.3 95.4 97.5 4.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 3 31 30 34 33
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 56,900
COMMITMENTS
4,372 0 0 51,107 51,417 55,479 51,417 1,421 5,483
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,824)
0 0 0 1,204 -3,229 1,204 -3,229 620 5,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 0.0 89.8 90.4 97.5 90.4 2.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 15 13 18 13
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,371
COMMITMENTS
5,696 1,062 147 162,692 170,613 168,535 171,822 9,836 6,549
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,734)
62 0 -62 -949 1,162 -949 1,100 2,683 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 0.1 91.2 95.7 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 1 34 32 36 34
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 65,117
COMMITMENTS
0 4,610 0 62,424 58,856 62,424 63,466 2,693 1,651
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 2,945)
0 0 0 2,015 2,821 2,015 2,821 930 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 95.9 90.4 95.9 97.5 4.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 0 27 22 27 25
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 377,156
COMMITMENTS
1,760 4,265 429 361,531 369,188 363,720 373,882 13,436 3,274
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 9,488)
0 -31 31 3,635 9,244 3,666 9,244 5,822 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.1 0.1 95.9 97.9 96.4 99.1 3.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 1 33 20 36 23
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 90,326
COMMITMENTS
0 2,880 330 79,004 84,007 79,334 87,217 10,992 3,109
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,036)
0 152 -152 -2,877 -1,456 -3,029 -1,456 1,993 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.4 87.5 93.0 87.8 96.6 12.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 18 20 19 21
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 31,841
COMMITMENTS
2,170 0 0 25,873 30,196 28,043 30,196 3,798 1,645
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -2,728 -310 -2,728 -310 2,728 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 0.0 81.3 94.8 88.1 94.8 11.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 14 12 16 12
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 231,815
COMMITMENTS
7,619 5,909 1,620 210,494 218,097 219,733 225,626 12,082 6,189
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 461)
-3,087 -3,970 485 1,120 3,471 -1,482 -14 1,943 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.5 0.7 90.8 94.1 94.8 97.3 5.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 25 27 29 30
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 32,484
COMMITMENTS
0 0 0 30,074 30,516 30,074 30,516 2,410 1,968
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 244)
0 0 0 92 -779 92 -779 152 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.6 93.9 92.6 93.9 7.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 16 11 16
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 86,886
COMMITMENTS
4,065 1,244 0 76,540 76,151 80,605 77,395 6,281 9,491
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 569)
0 53 0 424 -3,072 424 -3,019 145 3,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.4 0.0 88.1 87.6 92.8 89.1 7.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 18 20 20 22
TRANSCO ZONE 5 SOUTH INDEX - ICE FUTURES ENERGY DIV Code-0233FK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 13,583
COMMITMENTS
839 0 0 10,814 12,533 11,653 12,533 1,930 1,050
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -248 -806 -248 -806 248 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 79.6 92.3 85.8 92.3 14.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 11 10 11
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 25,319
COMMITMENTS
787 256 137 24,165 24,821 25,089 25,213 230 106
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,994)
67 -19 -40 -2,234 -1,970 -2,207 -2,029 213 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.0 0.5 95.4 98.0 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 5 24 25 31 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 18,923
COMMITMENTS
2,353 80 165 16,342 18,673 18,860 18,918 63 5
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -2,270)
-776 33 75 -1,553 -2,373 -2,254 -2,265 -16 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.4 0.9 86.4 98.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 1 2 19 22 27 24
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 211,912
COMMITMENTS
24,060 21,633 24,418 159,707 165,325 208,185 211,376 3,727 536
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,387)
-662 778 104 -1,410 219 -1,968 1,101 3,355 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 10.2 11.5 75.4 78.0 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 21 19 41 41 69 69
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 84,267
COMMITMENTS
3,555 6,910 3,370 76,900 73,793 83,825 84,073 442 194
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,886)
236 1,448 -221 1,870 634 1,885 1,861 1 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.2 4.0 91.3 87.6 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 13 10 29 24 41 41
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| 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: 63,597
COMMITMENTS
478 8,496 823 61,717 54,216 63,018 63,535 579 62
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 622)
223 291 -240 651 571 634 622 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 13.4 1.3 97.0 85.2 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 7 5 20 19 26 27
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| 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: 51,472
COMMITMENTS
780 9,615 1,034 48,743 40,129 50,557 50,778 915 694
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 8)
0 -2 0 -307 -244 -307 -246 315 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 18.7 2.0 94.7 78.0 98.2 98.7 1.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 3 28 25 31 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 61,118
COMMITMENTS
1,701 14,473 667 57,921 45,513 60,289 60,653 829 465
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 495)
-26 -67 22 102 368 98 323 397 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 23.7 1.1 94.8 74.5 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 10 4 28 29 34 41
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 61,817
COMMITMENTS
2,150 9,541 15 59,106 51,447 61,271 61,003 546 814
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 117)
0 -378 0 8 -319 8 -697 109 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 15.4 0.0 95.6 83.2 99.1 98.7 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 1 28 26 31 31
AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 8,152
COMMITMENTS
0 300 0 8,002 7,852 8,002 8,152 150 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 0.0 98.2 96.3 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 14 9 14 12
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 77,422
COMMITMENTS
2,721 10,008 90 74,096 66,346 76,907 76,444 515 978
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 229)
-1 -398 0 87 -226 86 -624 143 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 12.9 0.1 95.7 85.7 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 3 30 25 35 32
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,867
COMMITMENTS
260 1,722 0 35,573 33,970 35,833 35,692 34 175
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 719)
0 120 0 729 599 729 719 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.8 0.0 99.2 94.7 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 21 13 22 16
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 36,208
COMMITMENTS
0 405 0 35,880 35,749 35,880 36,154 328 54
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -745)
0 -100 0 -745 -645 -745 -745 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 0.0 99.1 98.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 19 17 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 33,194
COMMITMENTS
100 7,440 0 32,898 25,754 32,998 33,194 196 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 22.4 0.0 99.1 77.6 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 18 14 19 16
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,165
COMMITMENTS
350 5,575 0 30,443 25,590 30,793 31,165 372 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 17.9 0.0 97.7 82.1 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 17 14 19 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 175,483
COMMITMENTS
16,851 8,209 11,587 146,048 155,397 174,487 175,193 996 290
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 626)
248 98 193 215 377 656 668 -30 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.7 6.6 83.2 88.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 14 19 41 44 68 67
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 32,650
COMMITMENTS
420 1,995 0 31,780 30,450 32,200 32,445 450 205
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 6.1 0.0 97.3 93.3 98.6 99.4 1.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 17 17 18
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 30,998
COMMITMENTS
420 1,995 0 30,138 28,798 30,558 30,793 440 205
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.4 0.0 97.2 92.9 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 15 17 16 18
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 37,824
COMMITMENTS
0 7,547 0 37,799 30,169 37,799 37,716 25 108
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.0 0.0 99.9 79.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 0 20 17 20 21
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 33,600
COMMITMENTS
0 7,597 0 33,573 25,883 33,573 33,480 27 120
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 600)
0 0 0 600 600 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.6 0.0 99.9 77.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 5 0 20 18 20 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 120,762
COMMITMENTS
16,190 826 1,207 102,490 117,767 119,887 119,800 875 962
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -55)
0 0 0 -55 -55 -55 -55 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.7 1.0 84.9 97.5 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 3 4 25 29 33 34
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 43,225
COMMITMENTS
385 1,638 98 42,375 41,350 42,858 43,086 367 139
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,048)
0 100 0 1,043 948 1,043 1,048 5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.8 0.2 98.0 95.7 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 2 20 21 24 25
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 41,809
COMMITMENTS
1,628 1,025 25 39,831 40,515 41,484 41,565 325 244
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 295)
35 -100 0 239 398 274 298 21 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.5 0.1 95.3 96.9 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 1 20 20 23 25
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,880
COMMITMENTS
2,044 0 0 32,544 34,429 34,588 34,429 292 451
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 46)
0 0 0 46 -152 46 -152 0 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 93.3 98.7 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 21 23 21
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 37,363
COMMITMENTS
2,470 13 57 34,197 36,621 36,724 36,691 639 672
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 196)
0 0 0 210 -223 210 -223 -14 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.2 91.5 98.0 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 22 23 25 24
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 74,859
COMMITMENTS
1,174 3,828 385 72,823 70,177 74,382 74,390 477 469
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 404)
41 48 -10 373 346 404 384 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 5.1 0.5 97.3 93.7 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 7 3 28 28 32 36
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 99,740
COMMITMENTS
3,639 5,268 2,056 93,318 91,629 99,013 98,953 727 787
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 1,661)
503 35 142 1,006 1,414 1,651 1,590 10 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.3 2.1 93.6 91.9 99.3 99.2 0.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 15 11 30 31 42 51
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 47,776
COMMITMENTS
0 3,630 301 47,340 43,723 47,641 47,654 135 122
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 299)
0 96 25 283 182 308 303 -9 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.6 99.1 91.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 8 3 20 18 23 26
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| 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: 45,398
COMMITMENTS
0 4,568 75 45,288 40,745 45,363 45,388 35 10
CHANGES FROM 08/29/23 (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 10.1 0.2 99.8 89.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 17 11 18 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| 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: 49,548
COMMITMENTS
818 0 1,442 46,251 47,334 48,511 48,776 1,037 772
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 396)
0 0 0 -29 270 -29 270 425 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 2.9 93.3 95.5 97.9 98.4 2.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 20 25 22 26
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 51,330
COMMITMENTS
38 2,223 1,299 48,098 47,027 49,435 50,549 1,895 781
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 853)
0 -75 0 -165 491 -165 416 1,018 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.3 2.5 93.7 91.6 96.3 98.5 3.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 2 22 27 25 32
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 13,094
COMMITMENTS
0 80 0 12,129 12,687 12,129 12,767 965 327
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -14)
0 0 0 -522 -124 -522 -124 508 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.0 92.6 96.9 92.6 97.5 7.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 17 17 17 18
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,552
COMMITMENTS
619 653 25 37,101 36,723 37,745 37,401 807 1,151
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1)
-585 5 0 356 -931 -229 -926 228 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 1.7 0.1 96.2 95.3 97.9 97.0 2.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 2 20 19 24 21
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 32,937
COMMITMENTS
870 272 43 31,555 32,043 32,468 32,358 469 579
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 490)
0 0 0 490 490 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.8 0.1 95.8 97.3 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 22 17 24 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 29,145
COMMITMENTS
0 3,570 151 27,333 25,052 27,484 28,773 1,661 372
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 823)
0 26 30 -157 705 -127 761 950 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 0.5 93.8 86.0 94.3 98.7 5.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 7 1 27 23 28 30
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 20,311
COMMITMENTS
83 1,025 442 18,573 18,015 19,098 19,482 1,213 829
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 279)
-10 3 10 -35 106 -35 119 314 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 5.0 2.2 91.4 88.7 94.0 95.9 6.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 4 22 19 26 24
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,636
COMMITMENTS
198 56 16 11,358 11,544 11,572 11,616 64 20
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -800)
24 -153 0 -807 -609 -783 -762 -17 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.5 0.1 97.6 99.2 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 20 20 23 23
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,516
COMMITMENTS
175 338 25 8,292 8,153 8,492 8,516 24 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -444)
25 50 0 -493 -494 -468 -444 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.0 0.3 97.4 95.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 14 10 16 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,190
COMMITMENTS
2,897 130 25 12,023 15,620 14,945 15,775 1,245 415
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
-220 0 0 -830 -415 -1,050 -415 1,050 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.8 0.2 74.3 96.5 92.3 97.4 7.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 12 12 15 14
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 36,541
COMMITMENTS
675 0 0 33,741 36,491 34,416 36,491 2,125 50
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
-100 0 0 -993 0 -1,093 0 1,093 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.0 92.3 99.9 94.2 99.9 5.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 13 13 16 13
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 38,793
COMMITMENTS
650 0 0 35,993 38,793 36,643 38,793 2,150 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
-100 0 0 -1,058 0 -1,158 0 1,158 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.0 92.8 100.0 94.5 100.0 5.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 13 17 13
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 90,506
COMMITMENTS
10,191 15,672 601 78,524 73,002 89,316 89,275 1,190 1,231
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,264)
65 -165 -5 -1,984 -1,666 -1,924 -1,836 660 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 17.3 0.7 86.8 80.7 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 15 5 38 37 48 53
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 106,876
COMMITMENTS
11,070 28,211 1,427 93,143 75,621 105,640 105,259 1,236 1,617
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -554)
59 -205 -9 -1,412 -1,556 -1,362 -1,770 808 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 26.4 1.3 87.2 70.8 98.8 98.5 1.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 22 11 41 39 57 63
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 363,109
COMMITMENTS
36,809 41,699 65,629 258,202 253,947 360,641 361,276 2,469 1,833
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -2,944)
523 -71 -3,690 -1,407 -283 -4,573 -4,043 1,629 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.5 18.1 71.1 69.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
21 32 33 54 47 92 95
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 20,735
COMMITMENTS
2,247 2,281 85 17,162 18,284 19,494 20,650 1,241 85
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -31)
-50 -85 0 -904 -31 -954 -116 923 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.0 0.4 82.8 88.2 94.0 99.6 6.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 2 19 15 24 20
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 18,117
COMMITMENTS
1,272 140 70 16,407 17,355 17,749 17,565 368 552
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 50)
0 -40 0 -45 -452 -45 -492 95 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.8 0.4 90.6 95.8 98.0 97.0 2.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 1 19 17 23 19
PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV Code-0643IA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,410
COMMITMENTS
1,340 1,345 40 785 565 2,165 1,950 245 460
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 55.8 1.7 32.6 23.4 89.8 80.9 10.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 8 3 7 5 14 14
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 29,348
COMMITMENTS
4,327 5,670 2,312 21,835 20,305 28,474 28,287 874 1,061
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -95)
-413 -234 266 10 -550 -137 -518 42 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.3 7.9 74.4 69.2 97.0 96.4 3.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 12 18 35 33 60 53
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 60,518
COMMITMENTS
1,172 10,894 3,911 55,054 45,475 60,137 60,280 381 238
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 325)
5 350 0 318 -25 323 325 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 18.0 6.5 91.0 75.1 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 8 8 34 27 44 38
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 49,949
COMMITMENTS
7,647 8,025 674 41,447 41,250 49,768 49,949 181 0
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 260)
0 0 0 260 260 260 260 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.1 1.3 83.0 82.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 3 2 24 22 31 27
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 14,691
COMMITMENTS
1,900 3,310 0 12,751 11,371 14,651 14,681 40 10
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 22.5 0.0 86.8 77.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 0 23 17 24 21
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,150
COMMITMENTS
327 491 386 966 710 1,679 1,587 471 563
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -932)
-180 -355 -153 -470 -434 -803 -942 -129 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 22.8 18.0 44.9 33.0 78.1 73.8 21.9 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 7 10 12 8 24 21
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,301
COMMITMENTS
0 331 423 2,418 2,157 2,841 2,911 460 390
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -87)
0 164 -89 99 -29 10 46 -97 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 12.8 73.3 65.3 86.1 88.2 13.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 16 18 19 21
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 9,765
COMMITMENTS
549 646 1,731 6,160 6,373 8,440 8,750 1,325 1,015
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,074)
125 76 -439 -691 -534 -1,005 -897 -69 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.6 17.7 63.1 65.3 86.4 89.6 13.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 10 16 30 34 46 51
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 24,275
COMMITMENTS
3,975 2,284 2,766 17,344 19,126 24,085 24,176 190 99
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -3,218)
1,162 1,519 -1,911 -2,444 -2,807 -3,193 -3,199 -25 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 9.4 11.4 71.4 78.8 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 7 36 34 44 41
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 13,608
COMMITMENTS
2,400 749 2,328 8,728 10,237 13,456 13,314 152 294
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -2,202)
-472 -985 -604 -1,093 -644 -2,169 -2,233 -33 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.5 17.1 64.1 75.2 98.9 97.8 1.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 3 18 19 23 23
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 26,901
COMMITMENTS
3,251 3,586 2,555 20,779 20,413 26,585 26,554 316 347
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -2,583)
40 1,090 -834 -1,889 -2,739 -2,683 -2,483 100 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 13.3 9.5 77.2 75.9 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 7 10 54 43 71 54
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,240
COMMITMENTS
263 325 387 7,168 7,388 7,818 8,100 422 140
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -513)
246 -125 5 -722 -371 -471 -491 -42 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.9 4.7 87.0 89.7 94.9 98.3 5.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 16 19 19
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 65,583
COMMITMENTS
54,866 542 739 9,927 63,839 65,532 65,120 51 463
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -10,729)
-6,621 44 11 -4,135 -10,863 -10,745 -10,808 16 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 0.8 1.1 15.1 97.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 4 2 28 37 33 42
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 114,728
COMMITMENTS
14,726 59,992 6,763 92,340 47,374 113,829 114,129 899 599
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -11,686)
-809 -7,819 -497 -10,571 -3,521 -11,877 -11,837 191 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 52.3 5.9 80.5 41.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
19 11 19 74 68 101 91
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 2,605
COMMITMENTS
256 201 279 1,120 1,488 1,655 1,968 950 637
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -732)
-214 45 -224 -179 -698 -617 -877 -115 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.7 10.7 43.0 57.1 63.5 75.5 36.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 3 5 13 15 19 21
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 45,210
COMMITMENTS
835 0 40 44,230 45,115 45,105 45,155 105 55
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 3,905)
-345 0 0 4,190 3,850 3,845 3,850 60 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 0.1 97.8 99.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 22 19 25 21
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 60,250
COMMITMENTS
1,406 0 0 58,789 60,217 60,195 60,217 55 33
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 2,537)
57 0 0 2,470 2,547 2,527 2,547 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 0.0 97.6 99.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 0 0 26 30 29 30
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 11,279
COMMITMENTS
73 0 0 11,071 10,811 11,144 10,811 135 468
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 440)
-10 0 0 450 575 440 575 0 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 98.2 95.9 98.8 95.9 1.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 12 14 13 14
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 20,109
COMMITMENTS
0 0 0 20,038 20,019 20,038 20,019 71 90
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: 410)
0 0 0 410 410 410 410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 99.6 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 12 19 12
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 4,671
COMMITMENTS
0 1,036 36 4,211 3,519 4,247 4,591 424 80
CHANGES FROM 08/29/23 (CHANGE IN OPEN INTEREST: -1,428)
0 -640 -25 -1,419 -743 -1,444 -1,408 16 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.2 0.8 90.2 75.3 90.9 98.3 9.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 5 2 17 13 19 18
Updated September 8, 2023