NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 84,283
COMMITMENTS
19,910 4,406 2,840 61,533 77,037 84,283 84,283 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.2 3.4 73.0 91.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 4 17 9 22 15
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 202,354
COMMITMENTS
29,409 39,696 13,275 159,657 149,383 202,341 202,354 13 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 1,426)
339 1,426 -422 1,509 422 1,426 1,426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 19.6 6.6 78.9 73.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 7 7 24 19 34 29
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 32,656
COMMITMENTS
15,589 5,117 2,511 14,526 25,028 32,626 32,656 30 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 717)
1,334 1,035 -176 -441 -142 717 717 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 15.7 7.7 44.5 76.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
20 5 7 12 10 35 19
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 13,367
COMMITMENTS
4,362 4,952 680 8,255 7,573 13,297 13,205 70 162
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -757)
110 92 229 -1,086 -1,119 -747 -798 -10 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 37.0 5.1 61.8 56.7 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 17 8 9 9 22 30
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 23,417
COMMITMENTS
5,725 3,790 1,097 16,595 18,530 23,417 23,417 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 240)
-550 240 0 790 0 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 16.2 4.7 70.9 79.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 2 14 10 19 12
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 45,182
COMMITMENTS
14,749 31,676 5,456 24,977 8,050 45,182 45,182 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 1,300)
1,649 626 -551 202 1,225 1,300 1,300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 70.1 12.1 55.3 17.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 10 8 10 4 27 16
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 7,394
COMMITMENTS
1,994 1,407 210 5,184 5,737 7,388 7,354 6 40
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -852)
-116 -158 63 -780 -757 -833 -852 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 19.0 2.8 70.1 77.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 7 6 8 6 21 17
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| 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: 12,567
COMMITMENTS
100 4,400 525 11,942 7,642 12,567 12,567 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 35.0 4.2 95.0 60.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 6 13 8 18
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 33,673
COMMITMENTS
10,847 3,334 3,971 18,855 26,368 33,673 33,673 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 3)
3 -50 0 0 53 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 9.9 11.8 56.0 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 3 13 13 18 18
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,230
COMMITMENTS
8,023 9,329 0 21,207 19,901 29,230 29,230 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 31.9 0.0 72.6 68.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 0 13 6 16 9
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| 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: 22,097
COMMITMENTS
620 4,230 1,070 20,407 16,797 22,097 22,097 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 19.1 4.8 92.4 76.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 2 10 11 12 16
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 29,805
COMMITMENTS
10,752 3,191 711 18,342 25,903 29,805 29,805 0 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 207)
705 241 330 -828 -364 207 207 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 10.7 2.4 61.5 86.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 4 2 10 11 19 16
CALIF CARBON 23 - ICE FUTURES ENERGY DIV Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 161,550
COMMITMENTS
72,544 57,543 30,373 58,388 73,535 161,305 161,450 245 99
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 10,288)
3,078 1,947 4,216 2,973 4,112 10,267 10,274 21 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 35.6 18.8 36.1 45.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
60 29 41 32 28 109 81
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 149,430
COMMITMENTS
84,366 24,582 30,553 34,314 94,276 149,233 149,411 197 19
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 12,541)
789 -352 10,565 1,131 2,316 12,484 12,528 57 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 16.5 20.4 23.0 63.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
54 14 23 24 21 81 55
RGGI V2023 - ICE FUTURES ENERGY DIV Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 64,428
COMMITMENTS
12,585 12,500 4,097 47,712 47,815 64,394 64,411 34 17
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -577)
-1,328 -1,107 520 243 10 -565 -577 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 19.4 6.4 74.1 74.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 12 8 20 17 46 33
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 3,122
COMMITMENTS
1,981 1,709 76 1,015 1,254 3,072 3,039 50 83
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 289)
-148 900 12 431 -641 295 271 -6 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 54.7 2.4 32.5 40.2 98.4 97.3 1.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 7 1 6 6 14 13
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 20,622
COMMITMENTS
8,725 6,061 0 11,857 14,532 20,582 20,593 40 29
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 1,342)
1,159 1,108 0 179 228 1,338 1,336 4 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 29.4 0.0 57.5 70.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 3 0 7 5 16 8
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 4,926
COMMITMENTS
245 0 215 4,456 4,706 4,916 4,921 10 5
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,231)
-567 0 77 -1,716 -2,308 -2,206 -2,231 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 4.4 90.5 95.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 1 16 15 19 16
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 25,888
COMMITMENTS
5,939 289 3,605 16,206 21,813 25,750 25,707 138 181
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,640)
-263 -20 -301 -1,067 -1,287 -1,631 -1,608 -9 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 1.1 13.9 62.6 84.3 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 9 29 39 38 49
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 15,119
COMMITMENTS
3,654 1,065 1,529 9,911 12,525 15,094 15,119 25 0
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -4,171)
-1,300 15 203 -3,067 -4,389 -4,164 -4,171 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 7.0 10.1 65.6 82.8 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 4 5 24 22 31 29
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 7,413
COMMITMENTS
915 3,080 406 6,002 3,853 7,323 7,339 90 74
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -189)
-75 -582 89 -156 306 -142 -187 -47 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 41.5 5.5 81.0 52.0 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 3 18 19 22 25
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,535,703
COMMITMENTS
667,644 163,059 1271037 4549789 5083727 6488470 6517823 47,233 17,880
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 181,715)
-6,013 27,001 45,062 139,309 112,759 178,358 184,822 3,357 -3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.5 19.4 69.6 77.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
33 34 55 164 129 227 189
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,089,695
COMMITMENTS
168,323 111,499 1266121 1652133 1710421 3086577 3088040 3,118 1,655
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 200,791)
34,430 8,588 113,163 53,440 78,958 201,033 200,708 -241 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.6 41.0 53.5 55.4 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 13 35 50 47 91 83
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 166,991
COMMITMENTS
3,731 372 467 150,972 157,183 155,170 158,022 11,821 8,969
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -6,453)
2,392 -1,056 393 -6,925 -5,552 -4,140 -6,215 -2,313 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 0.3 90.4 94.1 92.9 94.6 7.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 22 25 24
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,143
COMMITMENTS
3,469 1,091 359 145,028 159,777 148,856 161,227 19,287 6,916
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -8,521)
441 1,091 145 -7,261 -10,435 -6,675 -9,199 -1,846 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.6 0.2 86.3 95.0 88.5 95.9 11.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 1 3 28 29 31 32
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 368,708
COMMITMENTS
7,269 5,600 3,461 343,424 351,884 354,154 360,945 14,554 7,763
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -4,493)
6,723 -1,294 -1,981 -11,321 -1,391 -6,579 -4,666 2,086 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.5 0.9 93.1 95.4 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 4 35 31 39 37
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 908,379
COMMITMENTS
22,274 30,075 3,631 869,107 870,788 895,012 904,494 13,367 3,885
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -13,052)
-758 -309 211 -12,386 -11,742 -12,933 -11,840 -119 -1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.3 0.4 95.7 95.9 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 6 3 40 31 44 38
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,488
COMMITMENTS
13,401 12,277 3,550 307,547 309,767 324,498 325,594 8,990 7,894
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,137)
163 1,467 -1,209 -792 -2,435 -1,838 -2,177 -299 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.7 1.1 92.2 92.9 97.3 97.6 2.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 5 38 33 44 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 649,207
COMMITMENTS
5,845 60,279 6,464 629,803 575,210 642,112 641,953 7,095 7,254
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -29,434)
-3,856 3,091 -1,766 -25,594 -30,102 -31,216 -28,777 1,782 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.3 1.0 97.0 88.6 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
2 6 4 41 50 46 57
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,995
COMMITMENTS
87 17,723 903 382,568 363,359 383,558 381,985 12,437 14,010
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -28,790)
-2,070 -4,774 294 -29,825 -24,702 -31,601 -29,182 2,811 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.5 0.2 96.6 91.8 96.9 96.5 3.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 4 4 41 34 45 39
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 83,967
COMMITMENTS
1,925 2,844 0 73,380 73,508 75,305 76,352 8,662 7,615
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -7,668)
-385 -318 -332 -9,001 -9,218 -9,718 -9,868 2,050 2,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 3.4 0.0 87.4 87.5 89.7 90.9 10.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 0 10 14 11 16
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 63,179
COMMITMENTS
2,007 540 0 58,502 60,296 60,509 60,836 2,670 2,343
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -14,353)
-1,527 -1,054 -627 -12,608 -12,272 -14,762 -13,953 409 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 0.0 92.6 95.4 95.8 96.3 4.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 18 17 19 18
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 341,648
COMMITMENTS
9,690 29,378 1,367 320,591 300,074 331,648 330,819 10,000 10,829
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -5,258)
2,485 5,217 -411 -8,224 -11,811 -6,150 -7,005 892 1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.6 0.4 93.8 87.8 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 30 28 32 29
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 181,957
COMMITMENTS
0 0 0 173,739 177,433 173,739 177,433 8,218 4,524
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -15,708)
0 -231 -10 -15,256 -16,068 -15,266 -16,309 -442 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.5 97.5 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 23 26 23 26
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 230,225
COMMITMENTS
1,067 780 705 221,884 217,984 223,656 219,469 6,569 10,756
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -21,904)
633 0 -603 -21,244 -22,647 -21,214 -23,250 -690 1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.3 0.3 96.4 94.7 97.1 95.3 2.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 18 24 19 26
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,754
COMMITMENTS
10,375 2,940 0 52,767 60,022 63,142 62,962 1,612 1,792
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -16,430)
-334 -1,887 -1,208 -14,880 -14,176 -16,422 -17,271 -8 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 4.5 0.0 81.5 92.7 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 0 18 16 21 17
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 713,167
COMMITMENTS
46,239 6,894 6,994 651,700 692,292 704,933 706,180 8,234 6,987
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -26,303)
10,237 -784 -5,526 -28,584 -18,272 -23,873 -24,582 -2,430 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.0 1.0 91.4 97.1 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 4 5 51 41 60 50
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 202,888
COMMITMENTS
7,288 0 8 182,301 194,245 189,597 194,253 13,291 8,635
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -10,308)
291 0 -455 -12,422 -10,642 -12,586 -11,097 2,278 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 89.9 95.7 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 18 16 19 17
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 81,727
COMMITMENTS
5,058 0 124 73,582 76,533 78,764 76,657 2,963 5,070
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -53,446)
-6,132 -15,733 -4,066 -44,790 -36,003 -54,988 -55,802 1,542 2,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.2 90.0 93.6 96.4 93.8 3.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 11 15 13 16
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 133,306
COMMITMENTS
12,544 15,548 4,066 114,908 111,226 131,518 130,840 1,788 2,466
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -68,739)
-4,432 -27,644 -5,444 -58,897 -37,047 -68,773 -70,135 34 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 11.7 3.1 86.2 83.4 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
8 7 2 30 40 40 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 497,853
COMMITMENTS
480 59,875 31 494,927 435,646 495,438 495,552 2,415 2,301
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -24,631)
93 -1,836 -186 -23,477 -22,295 -23,570 -24,317 -1,061 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.0 0.0 99.4 87.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 3 1 31 31 34 34
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 33,485
COMMITMENTS
1,609 0 0 27,991 32,277 29,600 32,277 3,885 1,208
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -10,191)
-2,232 -2,844 0 -11,007 -7,978 -13,239 -10,822 3,048 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 83.6 96.4 88.4 96.4 11.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 13 10 15 10
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 259,194
COMMITMENTS
23,694 2,893 1,184 218,005 251,348 242,883 255,425 16,311 3,769
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -11,583)
-4,195 -729 32 -7,200 -11,316 -11,363 -12,013 -220 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.1 0.5 84.1 97.0 93.7 98.5 6.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 3 2 37 34 42 37
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 141,669
COMMITMENTS
1,517 5,868 0 138,137 134,527 139,654 140,395 2,015 1,274
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -22,758)
88 -1,860 -88 -22,844 -20,619 -22,844 -22,567 86 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 4.1 0.0 97.5 95.0 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 0 21 25 23 26
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 267,621
COMMITMENTS
5,196 16,364 349 252,265 245,303 257,810 262,016 9,811 5,605
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -14,529)
-986 -3,465 -1,021 -13,410 -11,068 -15,417 -15,554 888 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.1 0.1 94.3 91.7 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 3 1 37 32 40 35
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,162
COMMITMENTS
396 0 184 106,298 110,064 106,878 110,248 10,284 6,914
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -6,205)
396 0 184 -6,954 -5,796 -6,374 -5,612 169 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 90.7 93.9 91.2 94.1 8.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 16 18 17 19
NWP Rockies Index - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 14,804
COMMITMENTS
0 2,220 0 12,560 11,624 12,560 13,844 2,244 960
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -9,610)
-310 -526 0 -9,681 -8,088 -9,991 -8,614 381 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.0 0.0 84.8 78.5 84.8 93.5 15.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 0 10 14 10 17
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 140,178
COMMITMENTS
750 707 124 132,585 131,293 133,459 132,124 6,719 8,054
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -4,730)
750 -149 62 -4,639 -3,939 -3,827 -4,026 -903 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.5 0.1 94.6 93.7 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 16 17 18 19
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,808
COMMITMENTS
9,279 908 214 97,819 102,628 107,312 103,750 10,496 14,058
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -8,443)
-3,686 -332 214 -6,630 -7,456 -10,102 -7,574 1,659 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.8 0.2 83.0 87.1 91.1 88.1 8.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 24 27 26 29
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 77,906
COMMITMENTS
0 0 0 66,829 76,920 66,829 76,920 11,077 986
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -7,147)
0 0 0 -11,252 -6,610 -11,252 -6,610 4,105 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 85.8 98.7 85.8 98.7 14.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 16 16 16
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 51,249
COMMITMENTS
1,522 0 0 48,023 49,668 49,545 49,668 1,704 1,581
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -6,471)
-1,375 -383 -330 -4,573 -6,426 -6,278 -7,139 -193 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 0.0 93.7 96.9 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 13 13 16 13
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 164,125
COMMITMENTS
1,075 3,234 31 151,537 150,436 152,643 153,701 11,482 10,424
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -9,673)
-4,376 -1,526 -1,304 -7,666 -6,742 -13,346 -9,572 3,673 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.0 0.0 92.3 91.7 93.0 93.6 7.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 1 24 27 27 31
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 152,784
COMMITMENTS
0 0 0 143,848 146,367 143,848 146,367 8,936 6,417
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -7,247)
0 0 0 -8,874 -7,430 -8,874 -7,430 1,627 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.2 95.8 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 25 19 25 19
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 27,486
COMMITMENTS
900 0 0 26,226 26,525 27,126 26,525 360 961
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -5,239)
0 -324 0 -4,991 -4,433 -4,991 -4,757 -248 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 95.4 96.5 98.7 96.5 1.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 16 9 18 9
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 235,760
COMMITMENTS
10,589 4,664 3,771 212,492 222,342 226,852 230,777 8,908 4,983
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -8,674)
-1,200 -1,616 835 -9,137 -7,672 -9,502 -8,453 828 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.0 1.6 90.1 94.3 96.2 97.9 3.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 31 28 35 31
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 67,739
COMMITMENTS
3,417 0 0 61,451 67,014 64,868 67,014 2,871 725
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -5,901)
-580 0 0 -5,248 -5,227 -5,828 -5,227 -73 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.0 90.7 98.9 95.8 98.9 4.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 0 0 12 16 15 16
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 206,594
COMMITMENTS
8,209 0 0 186,163 197,675 194,372 197,675 12,222 8,919
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -7,313)
4,493 0 0 -11,930 -6,241 -7,437 -6,241 124 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 0.0 90.1 95.7 94.1 95.7 5.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 0 0 32 34 34 34
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 67,866
COMMITMENTS
0 2,022 0 63,258 65,181 63,258 67,203 4,608 663
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -13,869)
-893 0 -30 -15,261 -13,670 -16,184 -13,700 2,315 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 93.2 96.0 93.2 99.0 6.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 0 21 22 21 23
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 347,551
COMMITMENTS
1,220 980 837 336,085 341,383 338,142 343,200 9,409 4,351
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -10,891)
-870 -1,788 -27 -8,213 -8,866 -9,110 -10,681 -1,781 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.3 0.2 96.7 98.2 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 26 20 28 22
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 78,874
COMMITMENTS
2,992 2,688 308 66,716 69,136 70,016 72,132 8,858 6,742
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -8,021)
-1,292 326 -847 -6,845 -9,675 -8,984 -10,196 963 2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.4 0.4 84.6 87.7 88.8 91.5 11.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 19 18 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 223,528
COMMITMENTS
10,840 9,554 1,313 199,725 204,413 211,878 215,280 11,650 8,248
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -5,793)
5,796 1,384 -6,219 -5,002 -2,979 -5,425 -7,814 -368 2,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.3 0.6 89.4 91.4 94.8 96.3 5.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 3 22 24 26 28
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 86,837
COMMITMENTS
0 0 0 75,468 78,679 75,468 78,679 11,369 8,158
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,303)
-363 -198 -1,117 -1,989 -1,737 -3,469 -3,052 1,166 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.9 90.6 86.9 90.6 13.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 17 18 17
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,275
COMMITMENTS
1,390 405 206 25,488 26,585 27,084 27,196 191 79
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,499)
-31 -138 -1 -1,221 -1,316 -1,253 -1,455 -246 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.5 0.8 93.4 97.5 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 4 6 21 23 32 31
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 18,593
COMMITMENTS
1,106 55 141 17,175 18,357 18,422 18,553 171 40
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,395)
-883 -65 16 -586 -1,226 -1,453 -1,275 58 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.3 0.8 92.4 98.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 4 22 21 29 25
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 184,018
COMMITMENTS
34,977 8,110 13,626 135,276 161,868 183,879 183,604 139 414
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -3,829)
12,686 -70 -3,275 -13,192 -751 -3,781 -4,096 -48 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 4.4 7.4 73.5 88.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 20 19 40 43 65 71
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 80,534
COMMITMENTS
3,157 7,282 2,394 74,880 70,645 80,431 80,321 103 213
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,579)
617 391 -795 -1,973 -1,972 -2,151 -2,376 -428 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.0 3.0 93.0 87.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 15 10 28 29 41 46
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| 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: 65,232
COMMITMENTS
630 5,185 1,561 62,539 58,156 64,730 64,902 502 330
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -185)
155 -865 338 -786 282 -293 -245 108 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.9 2.4 95.9 89.2 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 6 5 18 19 23 26
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| 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: 48,208
COMMITMENTS
825 9,926 1,029 45,900 37,195 47,754 48,150 454 58
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,711)
44 -56 -61 -1,664 -1,582 -1,681 -1,699 -30 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 20.6 2.1 95.2 77.2 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 6 5 28 25 34 32
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 56,659
COMMITMENTS
703 13,653 644 54,692 42,086 56,039 56,383 620 276
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,220)
-216 181 21 -1,078 -1,437 -1,273 -1,235 53 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 24.1 1.1 96.5 74.3 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 4 29 27 35 38
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 57,639
COMMITMENTS
2,401 8,349 181 54,477 49,097 57,059 57,627 580 12
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -3,228)
-39 -472 60 -3,232 -2,816 -3,211 -3,228 -17 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 14.5 0.3 94.5 85.2 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 3 28 26 32 31
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 68,947
COMMITMENTS
3,133 8,646 171 65,131 60,067 68,435 68,884 512 63
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -4,259)
94 -458 -2 -4,339 -3,755 -4,247 -4,215 -12 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 12.5 0.2 94.5 87.1 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 3 29 25 34 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,241
COMMITMENTS
200 1,495 0 33,631 32,639 33,831 34,134 410 107
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -310 -40 -310 -40 270 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.4 0.0 98.2 95.3 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 19 15 20 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 34,739
COMMITMENTS
0 500 0 34,386 34,023 34,386 34,523 353 216
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 25)
0 100 0 10 -201 10 -101 15 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 0.0 99.0 97.9 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 18 16 18 17
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 29,467
COMMITMENTS
1,350 1,740 750 26,881 26,922 28,981 29,412 486 55
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -295 -55 -295 -55 295 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.9 2.5 91.2 91.4 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 17 13 18 15
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 28,657
COMMITMENTS
1,500 0 750 25,741 27,852 27,991 28,602 666 55
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -295 -55 -295 -55 295 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 2.6 89.8 97.2 97.7 99.8 2.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 14 18 15
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 170,568
COMMITMENTS
28,217 5,245 6,942 133,612 157,540 168,771 169,727 1,797 842
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 1,823)
-476 234 244 1,341 816 1,108 1,293 715 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.1 4.1 78.3 92.4 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 7 14 40 38 64 54
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 36,145
COMMITMENTS
0 8,282 0 35,461 27,508 35,461 35,790 684 355
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -160 0 -160 0 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.9 0.0 98.1 76.1 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,107
COMMITMENTS
0 8,232 0 34,423 26,520 34,423 34,752 684 355
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -160 0 -160 0 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 0.0 98.1 75.5 98.1 99.0 1.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 14 15 14 17
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 35,071
COMMITMENTS
0 6,679 0 34,938 27,953 34,938 34,632 133 439
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 39)
0 0 0 -89 -352 -89 -352 128 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.0 0.0 99.6 79.7 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,836
COMMITMENTS
0 6,679 0 30,708 23,774 30,708 30,453 128 383
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 75)
0 0 0 -53 -191 -53 -191 128 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.7 0.0 99.6 77.1 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 0 20 19 20 23
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 121,898
COMMITMENTS
22,866 834 1,031 96,981 118,805 120,878 120,670 1,020 1,228
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 887)
300 0 100 286 498 686 598 201 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 0.7 0.8 79.6 97.5 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 3 4 23 26 30 32
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 40,134
COMMITMENTS
350 1,450 70 39,219 38,505 39,639 40,025 495 109
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 80)
0 0 0 25 80 25 80 55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 3.6 0.2 97.7 95.9 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 1 20 18 22 22
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 40,169
COMMITMENTS
665 1,676 0 39,008 37,969 39,673 39,645 496 524
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 105)
0 60 0 18 -385 18 -325 87 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 4.2 0.0 97.1 94.5 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 0 17 18 18 23
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,242
COMMITMENTS
2,070 0 0 29,011 30,848 31,081 30,848 161 394
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,404)
-84 0 0 -2,278 -2,387 -2,362 -2,387 -42 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 0.0 92.9 98.7 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 22 20 23 20
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,382
COMMITMENTS
2,455 0 0 29,441 31,986 31,896 31,986 486 396
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,953)
-84 0 0 -1,796 -1,931 -1,880 -1,931 -73 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 90.9 98.8 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 20 24 20
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| 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: 70,939
COMMITMENTS
67 2,562 1,812 68,348 66,120 70,227 70,494 712 445
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,099)
-420 591 645 -1,341 -2,327 -1,116 -1,091 17 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.6 2.6 96.3 93.2 99.0 99.4 1.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 8 5 25 28 30 37
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 94,026
COMMITMENTS
4,372 3,620 2,093 86,981 87,711 93,446 93,424 580 602
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,824)
772 1,201 -122 -2,436 -2,901 -1,787 -1,823 -37 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.8 2.2 92.5 93.3 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 17 10 28 34 41 55
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 39,743
COMMITMENTS
125 2,616 784 38,798 36,271 39,707 39,671 36 72
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,095)
65 -414 184 -1,295 -866 -1,046 -1,096 -49 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 6.6 2.0 97.6 91.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 6 5 17 17 23 24
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| 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: 42,365
COMMITMENTS
99 4,845 75 42,091 37,435 42,265 42,355 100 10
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -756)
-25 375 0 -816 -1,131 -841 -756 85 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 11.4 0.2 99.4 88.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 1 16 11 18 14
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| 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: 46,998
COMMITMENTS
800 804 585 45,143 45,015 46,528 46,404 470 594
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -610)
-115 707 0 -469 -1,278 -584 -571 -26 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.7 1.2 96.1 95.8 99.0 98.7 1.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 2 19 25 21 30
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 52,145
COMMITMENTS
0 2,717 1,312 50,057 47,866 51,369 51,895 776 250
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 440)
-170 811 227 511 -414 568 624 -128 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 2.5 96.0 91.8 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 6 4 21 25 25 31
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 38,585
COMMITMENTS
0 574 184 37,910 37,554 38,094 38,312 491 273
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -572)
-82 -68 30 -423 -555 -475 -593 -97 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.5 98.3 97.3 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 3 22 22 25 25
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 30,376
COMMITMENTS
485 143 25 29,484 29,890 29,994 30,058 382 318
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -412)
44 -15 23 -382 -338 -315 -330 -97 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.1 97.1 98.4 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 24 18 25 20
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,673
COMMITMENTS
733 2,629 285 26,067 24,509 27,085 27,423 588 250
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,364)
-88 -421 105 -1,332 -926 -1,315 -1,242 -49 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.5 1.0 94.2 88.6 97.9 99.1 2.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 6 4 25 28 31 35
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 18,060
COMMITMENTS
25 857 78 16,966 16,415 17,069 17,350 991 710
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,158)
0 -106 -54 -1,184 -1,279 -1,238 -1,439 80 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.7 0.4 93.9 90.9 94.5 96.1 5.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 2 21 20 23 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,529
COMMITMENTS
237 25 0 11,262 11,464 11,499 11,489 30 40
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -905)
-60 0 0 -748 -765 -808 -765 -97 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 0.2 0.0 97.7 99.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 23 18 24 19
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,937
COMMITMENTS
90 217 10 8,815 8,660 8,915 8,887 22 50
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -816)
-10 -96 10 -740 -695 -740 -781 -76 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 2.4 0.1 98.6 96.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 17 11 19 14
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,075
COMMITMENTS
3,138 0 0 11,618 14,955 14,756 14,955 319 120
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -255)
-25 0 0 -210 -255 -235 -255 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 0.0 77.1 99.2 97.9 99.2 2.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 0 12 11 15 11
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,740
COMMITMENTS
366 0 0 13,045 13,620 13,411 13,620 329 120
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 0.0 94.9 99.1 97.6 99.1 2.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 12 11 14 11
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,491
COMMITMENTS
665 0 0 31,351 32,446 32,016 32,446 475 45
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -972)
-120 0 0 -815 -962 -935 -962 -37 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.0 0.0 96.5 99.9 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 34,443
COMMITMENTS
655 0 0 33,026 34,398 33,681 34,398 762 45
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,152)
-115 0 0 -1,175 -1,142 -1,290 -1,142 138 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 95.9 99.9 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 81,232
COMMITMENTS
9,341 10,553 2,034 69,418 68,074 80,793 80,661 439 571
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -5,071)
-141 -1,357 -311 -4,582 -3,415 -5,034 -5,083 -37 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 13.0 2.5 85.5 83.8 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 10 5 40 36 48 48
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 90,161
COMMITMENTS
10,013 15,524 3,314 76,481 70,972 89,808 89,810 353 351
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -7,211)
-903 -2,747 -308 -6,094 -4,164 -7,305 -7,219 94 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 17.2 3.7 84.8 78.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 14 7 41 39 51 57
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 375,817
COMMITMENTS
46,666 22,289 63,350 265,092 289,455 375,108 375,094 709 723
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 3,677)
9,590 -724 -1,382 -3,957 5,927 4,251 3,821 -574 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.9 16.9 70.5 77.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
25 28 35 51 46 93 92
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,924
COMMITMENTS
1,482 4,000 0 15,915 13,722 17,397 17,722 527 202
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -995)
-301 0 -55 -718 -1,092 -1,074 -1,147 79 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 22.3 0.0 88.8 76.6 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 18 13 21 15
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,571
COMMITMENTS
1,162 2,800 0 15,111 13,721 16,273 16,521 298 50
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -963)
-42 -50 0 -921 -913 -963 -963 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 16.9 0.0 91.2 82.8 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 19 16 22 18
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,725
COMMITMENTS
915 1,022 300 3,030 3,045 4,245 4,367 480 358
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -285)
-635 695 -5 490 -855 -150 -165 -135 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 21.6 6.3 64.1 64.4 89.8 92.4 10.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 7 21 22 31 33
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 58,923
COMMITMENTS
2,374 7,734 3,910 51,898 46,364 58,182 58,008 741 915
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -125)
-40 -125 75 -562 -360 -527 -410 402 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 13.1 6.6 88.1 78.7 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 8 32 22 42 30
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,200
COMMITMENTS
9,279 9,547 853 48,219 48,400 58,351 58,800 849 400
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 5,445)
300 50 0 4,674 5,235 4,974 5,285 471 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.1 1.4 81.5 81.8 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 4 4 23 23 31 29
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 26,555
COMMITMENTS
5,525 0 0 21,030 26,420 26,555 26,420 0 135
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 4,410)
0 0 0 4,410 4,410 4,410 4,410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 0.0 79.2 99.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 14 10 17 10
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 16,611
COMMITMENTS
1,830 2,860 480 13,956 13,226 16,266 16,566 345 45
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 345)
0 0 0 300 320 300 320 45 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 17.2 2.9 84.0 79.6 97.9 99.7 2.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 18 18 20 23
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 2,979
COMMITMENTS
564 1,066 290 1,540 1,339 2,394 2,695 585 284
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,077)
-305 -64 -101 -760 -765 -1,166 -930 89 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 35.8 9.7 51.7 44.9 80.4 90.5 19.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 7 8 15 12 27 22
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,130
COMMITMENTS
0 187 332 2,093 2,037 2,425 2,556 705 574
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -248)
0 -169 -104 -308 -93 -412 -366 164 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 10.6 66.9 65.1 77.5 81.7 22.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 17 18 19 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 9,649
COMMITMENTS
398 966 1,286 7,086 6,338 8,770 8,590 879 1,059
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,286)
-389 -74 -137 -703 -882 -1,229 -1,093 -57 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 10.0 13.3 73.4 65.7 90.9 89.0 9.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 7 14 36 37 51 53
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,797
COMMITMENTS
6,224 3,825 1,562 20,916 23,115 28,702 28,502 95 295
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,547)
471 -186 -436 -2,542 -1,928 -2,507 -2,550 -40 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 13.3 5.4 72.6 80.3 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 4 7 34 33 44 40
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 15,880
COMMITMENTS
163 2,195 872 14,723 12,505 15,758 15,572 122 308
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,036)
163 754 -391 -1,798 -2,365 -2,026 -2,002 -10 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.8 5.5 92.7 78.7 99.2 98.1 0.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 4 15 20 19 24
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 30,507
COMMITMENTS
7,213 3,539 2,398 19,992 24,304 29,603 30,241 904 266
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -5,742)
-38 -646 -280 -5,426 -4,755 -5,744 -5,681 2 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 11.6 7.9 65.5 79.7 97.0 99.1 3.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 5 11 45 44 62 56
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 8,787
COMMITMENTS
309 230 373 7,851 8,099 8,533 8,702 254 85
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -700)
-16 -58 120 -792 -737 -688 -675 -12 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.6 4.2 89.3 92.2 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 59,055
COMMITMENTS
49,424 395 430 9,183 57,845 59,037 58,670 18 385
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -6,387)
-3,141 -113 -380 -2,865 -5,923 -6,386 -6,416 -1 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 0.7 0.7 15.5 98.0 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 4 24 37 33 43
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 118,794
COMMITMENTS
16,464 59,255 5,847 95,748 53,513 118,059 118,615 735 179
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -13,158)
-3,862 -4,349 -871 -8,432 -7,866 -13,165 -13,086 7 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 49.9 4.9 80.6 45.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
11 17 17 81 74 104 97
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,231
COMMITMENTS
75 212 402 1,892 2,131 2,369 2,745 862 486
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -926)
-186 -97 -153 -593 -666 -932 -916 6 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 6.6 12.4 58.6 66.0 73.3 85.0 26.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 6 14 18 20 25
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 47,119
COMMITMENTS
629 0 25 46,150 46,794 46,804 46,819 315 300
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 1,065)
40 0 15 710 750 765 765 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 0.1 97.9 99.3 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 1 21 28 24 29
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 64,275
COMMITMENTS
1,200 360 0 62,830 63,667 64,030 64,027 245 248
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -2,906)
0 200 0 -3,111 -3,306 -3,111 -3,106 205 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.6 0.0 97.8 99.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 0 30 36 31 37
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 17,028
COMMITMENTS
0 0 0 16,968 16,787 16,968 16,787 60 241
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: 315)
0 -60 -75 375 325 300 190 15 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 98.6 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 18 16 18 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 18,944
COMMITMENTS
0 0 0 18,811 18,824 18,811 18,824 133 120
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -120)
0 0 0 -198 -180 -198 -180 78 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.3 99.4 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 0 0 22 14 22 14
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 5,236
COMMITMENTS
0 586 37 4,776 4,598 4,813 5,221 423 15
CHANGES FROM 10/31/23 (CHANGE IN OPEN INTEREST: -1,415)
0 -853 -2 -1,426 -560 -1,428 -1,415 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 0.7 91.2 87.8 91.9 99.7 8.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 5 2 15 15 17 20
Updated November 13, 2023