NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 85,213
COMMITMENTS
19,405 4,476 3,070 62,738 77,667 85,213 85,213 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 100)
-530 70 230 400 -200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 5.3 3.6 73.6 91.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 4 18 10 23 16
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 214,079
COMMITMENTS
34,233 47,716 18,210 161,622 148,153 214,065 214,079 14 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 738)
-807 -935 1,148 396 525 737 738 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 22.3 8.5 75.5 69.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 7 8 26 19 38 30
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT OPEN INTEREST: 29,431
COMMITMENTS
15,281 12,731 1,413 12,735 15,288 29,429 29,431 2 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 6)
-1,108 548 301 813 -843 6 6 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 43.3 4.8 43.3 51.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 5 4 12 9 30 18
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 10,077
COMMITMENTS
5,516 4,013 699 3,819 5,235 10,034 9,947 43 130
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 809)
492 59 102 213 668 807 829 2 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 39.8 6.9 37.9 51.9 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 18 6 9 10 20 30
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 PA SRECs) OPEN INTEREST: 21,567
COMMITMENTS
4,025 4,837 550 16,992 16,180 21,567 21,567 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -650)
-1,000 0 500 -150 -1,150 -650 -650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 22.4 2.6 78.8 75.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 14 10 18 13
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 32,025
COMMITMENTS
8,850 27,675 1,750 21,425 2,600 32,025 32,025 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 250)
-100 150 100 250 0 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 86.4 5.5 66.9 8.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 4 8 5 17 16
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50,000 RINs) OPEN INTEREST: 6,395
COMMITMENTS
1,428 962 358 4,606 4,936 6,392 6,256 3 139
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 361)
-108 -230 122 347 479 361 371 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 15.0 5.6 72.0 77.2 100.0 97.8 0.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 6 8 5 20 14
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 15,191
COMMITMENTS
100 7,050 525 14,566 7,601 15,191 15,176 0 15
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 46.4 3.5 95.9 50.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 7 12 9 17
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs) OPEN INTEREST: 31,038
COMMITMENTS
8,888 5,902 2,530 19,620 22,606 31,038 31,038 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 19.0 8.2 63.2 72.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 4 3 14 13 20 19
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 29,580
COMMITMENTS
3,745 9,679 0 25,835 19,901 29,580 29,580 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 32.7 0.0 87.3 67.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 0 14 6 17 9
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 22,397
COMMITMENTS
620 4,230 1,070 20,707 17,097 22,397 22,397 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 300)
0 0 0 300 300 300 300 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 18.9 4.8 92.5 76.3 100.0 100.0 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 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(100 AECs) OPEN INTEREST: 32,555
COMMITMENTS
12,363 7,142 579 19,613 24,834 32,555 32,555 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 21.9 1.8 60.2 76.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 12 11 21 17
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 254,454
COMMITMENTS
128,587 51,218 51,706 73,955 151,456 254,249 254,380 205 74
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 6,901)
-261 694 3,227 3,926 2,911 6,892 6,832 9 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 20.1 20.3 29.1 59.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
87 18 38 33 30 130 76
CALIF CARBON ALLOWANCE V2025 - ICE FUTURES ENERGY DIV Code-0063E5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 15,870
COMMITMENTS
2,786 12,454 0 13,021 3,359 15,807 15,813 63 57
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 78.5 0.0 82.0 21.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 0 4 6 11 10
WASHINGTON CARBON V2024 - ICE FUTURES ENERGY DIV Code-0063E9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances OPEN INTEREST: 2,231
COMMITMENTS
1,619 988 0 536 1,157 2,155 2,145 76 86
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.6 44.3 0.0 24.0 51.9 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 8 0 5 8 8 16
RGGI V2024 - ICE FUTURES ENERGY DIV Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 54,043
COMMITMENTS
27,663 14,844 3,444 22,846 35,737 53,953 54,025 90 18
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,483)
-359 -1,817 2,611 209 1,688 2,461 2,483 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 27.5 6.4 42.3 66.1 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
28 9 9 14 16 46 30
FUEL OIL USGC HSFO PLATTS BALM - ICE FUTURES ENERGY DIV Code-021391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 3,287
COMMITMENTS
332 0 164 2,791 3,123 3,287 3,287 0 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 395)
0 0 0 395 395 395 395 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 0.0 5.0 84.9 95.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 2 15 12 19 14
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 7,235
COMMITMENTS
75 61 291 6,491 6,593 6,857 6,945 378 290
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -162)
-52 36 6 -134 -255 -180 -213 18 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.8 4.0 89.7 91.1 94.8 96.0 5.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 18 19 21
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 41,459
COMMITMENTS
4,650 690 6,340 30,449 34,357 41,439 41,387 20 72
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 6,076)
775 -159 1,912 3,389 4,308 6,076 6,061 0 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 1.7 15.3 73.4 82.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 3 7 36 44 43 51
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 barrels OPEN INTEREST: 17,728
COMMITMENTS
3,947 1,700 1,186 12,372 14,790 17,505 17,676 223 52
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,385)
-25 289 307 2,103 1,789 2,385 2,385 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 9.6 6.7 69.8 83.4 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 5 25 16 31 22
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
BBL OPEN INTEREST: 9,719
COMMITMENTS
1,314 2,113 1,600 6,733 5,921 9,647 9,634 72 85
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,157)
109 421 391 1,657 1,345 2,157 2,157 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 21.7 16.5 69.3 60.9 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 23 20 27 26
USGC HSFO PLATTS vs WTI 1st - ICE FUTURES ENERGY DIV Code-02141X
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 2,480
COMMITMENTS
380 292 333 1,667 1,785 2,380 2,410 100 70
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.8 13.4 67.2 72.0 96.0 97.2 4.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 9 12 12 15
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 6,854,927
COMMITMENTS
512,136 416,325 1461596 4845019 4959540 6818751 6837461 36,176 17,466
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 107,316)
-106,525 55,012 91,780 124,575 -39,921 109,830 106,871 -2,514 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.1 21.3 70.7 72.4 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
34 40 57 166 133 232 198
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 4,049,327
COMMITMENTS
286,565 216,157 1909230 1850369 1921977 4046164 4047364 3,164 1,964
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 247,751)
55,920 17,391 166,949 24,918 63,294 247,787 247,634 -36 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.3 47.1 45.7 47.5 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 10 34 55 49 97 84
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,800
COMMITMENTS
783 2,948 351 160,941 158,436 162,075 161,735 8,725 9,065
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 4,282)
0 -4 266 5,091 3,747 5,357 4,009 -1,075 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.7 0.2 94.2 92.8 94.9 94.7 5.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 2 29 24 32 27
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,665
COMMITMENTS
4,470 1,881 29 143,288 161,446 147,787 163,356 21,878 6,309
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 6,669)
1,410 474 29 5,580 7,022 7,019 7,525 -350 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.1 0.0 84.5 95.2 87.1 96.3 12.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 1 29 29 32 31
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,949
COMMITMENTS
8,219 29,585 4,341 374,457 360,601 387,017 394,527 10,932 3,422
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 8,198)
2,299 8,253 -889 6,759 3,305 8,169 10,669 29 -2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 7.4 1.1 94.1 90.6 97.3 99.1 2.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 4 5 41 35 47 42
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 913,843
COMMITMENTS
18,688 33,980 4,542 879,291 871,922 902,521 910,444 11,322 3,399
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 6,955)
1,468 -2,079 -186 8,015 9,959 9,297 7,694 -2,342 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.7 0.5 96.2 95.4 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 3 5 39 31 46 37
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,107
COMMITMENTS
14,027 17,457 6,070 295,022 291,074 315,119 314,601 6,988 7,506
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -4,633)
1,915 2,469 1,039 -5,958 -5,920 -3,004 -2,412 -1,629 -2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.4 1.9 91.6 90.4 97.8 97.7 2.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 6 3 41 35 47 42
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 746,854
COMMITMENTS
679 65,853 6,757 731,692 666,241 739,128 738,851 7,726 8,003
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,667)
-166 -223 525 3,881 1,911 4,240 2,213 -1,573 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.8 0.9 98.0 89.2 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
2 12 7 42 51 49 65
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 391,848
COMMITMENTS
620 7,586 4,179 379,941 361,810 384,740 373,575 7,108 18,273
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 111)
0 -593 709 -66 -2,036 643 -1,920 -532 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.9 1.1 97.0 92.3 98.2 95.3 1.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 5 2 39 35 42 40
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 90,638
COMMITMENTS
0 7,431 0 81,637 77,367 81,637 84,798 9,001 5,840
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 3,512)
0 3,096 0 5,402 3,016 5,402 6,112 -1,890 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 90.1 85.4 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 5 0 15 17 15 22
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 79,754
COMMITMENTS
9,896 6,773 93 66,950 70,938 76,939 77,804 2,815 1,950
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 6,811)
1,810 5,471 93 4,781 1,547 6,684 7,111 127 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.5 0.1 83.9 88.9 96.5 97.6 3.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 3 1 23 20 28 23
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 340,094
COMMITMENTS
18,732 29,819 268 310,904 299,459 329,904 329,546 10,190 10,548
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,866)
3,926 5,821 -84 397 -3,996 4,239 1,741 -1,373 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.8 0.1 91.4 88.1 97.0 96.9 3.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 2 29 29 32 34
TCO Basis - ICE FUTURES ENERGY DIV Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 182,268
COMMITMENTS
0 0 0 173,013 180,704 173,013 180,704 9,255 1,564
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 10,028)
0 0 0 12,113 11,954 12,113 11,954 -2,085 -1,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.9 99.1 94.9 99.1 5.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 0 0 23 27 23 27
CG Mainline Basis - ICE FUTURES ENERGY DIV Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 241,536
COMMITMENTS
4,105 0 1,812 233,315 230,881 239,232 232,693 2,304 8,843
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 5,340)
467 -723 930 3,757 6,592 5,154 6,799 186 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 0.8 96.6 95.6 99.0 96.3 1.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 0 2 23 26 26 28
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 71,368
COMMITMENTS
6,027 1,487 0 64,001 69,341 70,028 70,828 1,340 540
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 4,409)
161 0 0 4,161 4,409 4,322 4,409 87 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 2.1 0.0 89.7 97.2 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 0 22 23 25 25
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 761,817
COMMITMENTS
51,572 1,435 13,603 684,835 742,461 750,010 757,499 11,807 4,318
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 13,126)
4,976 934 -429 9,137 13,284 13,684 13,789 -558 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.2 1.8 89.9 97.5 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 3 10 52 42 64 53
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 184,224
COMMITMENTS
4,664 0 122 164,562 175,929 169,348 176,051 14,876 8,173
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 28)
-755 0 0 -437 -34 -1,192 -34 1,220 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.1 89.3 95.5 91.9 95.6 8.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 19 15 20 16
HENRY HUB BASIS - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 104,510
COMMITMENTS
5,837 10,764 2,586 95,739 85,302 104,162 98,652 348 5,858
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -2,557)
-1,439 6,327 1,578 -1,975 -5,946 -1,836 1,959 -721 -4,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 10.3 2.5 91.6 81.6 99.7 94.4 0.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 8 3 26 28 33 38
HENRY HUB INDEX - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 186,716
COMMITMENTS
10,103 41,185 9,410 165,667 133,405 185,180 184,000 1,536 2,716
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 985)
1,914 5,337 243 362 -4,446 2,519 1,134 -1,534 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 22.1 5.0 88.7 71.4 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
2 15 10 42 43 53 59
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 526,591
COMMITMENTS
0 76,523 1,797 520,247 445,614 522,044 523,934 4,547 2,657
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 13,376)
-1,670 3,566 1,314 13,312 8,454 12,956 13,334 420 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.5 0.3 98.8 84.6 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
0 7 3 31 33 34 40
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MMBTU OPEN INTEREST: 33,461
COMMITMENTS
1,989 0 0 30,976 33,221 32,965 33,221 496 240
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,167)
0 0 0 2,167 2,051 2,167 2,051 0 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 0.0 92.6 99.3 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 15 14 17 14
MICHCON BASIS - ICE FUTURES ENERGY DIV Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 250,372
COMMITMENTS
6,729 1,852 5,246 223,368 238,271 235,343 245,369 15,029 5,003
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,438)
-1,872 710 1,317 2,956 -491 2,401 1,536 37 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.7 2.1 89.2 95.2 94.0 98.0 6.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 3 34 33 39 36
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 137,910
COMMITMENTS
0 9,468 0 136,386 127,718 136,386 137,186 1,524 724
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,857)
0 439 0 2,411 1,728 2,411 2,167 -554 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 0.0 98.9 92.6 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 4 0 20 27 20 31
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 75,138
COMMITMENTS
0 3,033 830 68,890 59,871 69,720 63,734 5,418 11,404
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 425)
0 450 -19 340 -402 321 29 104 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 1.1 91.7 79.7 92.8 84.8 7.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 16 16 17
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 307,020
COMMITMENTS
10,344 13,489 5,324 280,952 280,990 296,620 299,803 10,400 7,217
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 9,561)
530 -3,294 2,276 6,632 10,099 9,438 9,081 123 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.4 1.7 91.5 91.5 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 2 1 40 36 45 38
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 116,803
COMMITMENTS
341 0 213 108,342 112,993 108,896 113,206 7,907 3,597
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 934)
2 0 29 1,498 865 1,529 894 -595 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 0.2 92.8 96.7 93.2 96.9 6.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 19 18 20
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 46,521
COMMITMENTS
1,926 0 0 40,669 40,469 42,595 40,469 3,926 6,052
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 474)
0 0 0 1,950 446 1,950 446 -1,476 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.0 0.0 87.4 87.0 91.6 87.0 8.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 14 14 14
MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 131,291
COMMITMENTS
754 601 0 124,296 122,844 125,050 123,445 6,241 7,846
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.5 0.0 94.7 93.6 95.2 94.0 4.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 16 15 17 16
PANHANDLE BASIS - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 112,410
COMMITMENTS
8,089 0 62 85,728 97,145 93,879 97,207 18,531 15,203
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -1,845)
3,021 0 -394 -5,169 -1,201 -2,542 -1,595 697 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.1 76.3 86.4 83.5 86.5 16.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 23 20 26 21
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 73,097
COMMITMENTS
2,590 0 0 61,500 71,433 64,090 71,433 9,007 1,664
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,182)
0 0 0 542 1,093 542 1,093 640 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 0.0 84.1 97.7 87.7 97.7 12.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 20 15 21 15
TETCO M3 INDEX - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 64,139
COMMITMENTS
2,867 1,127 0 58,046 61,424 60,913 62,551 3,226 1,588
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,523)
1,247 290 0 841 2,330 2,088 2,620 435 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.8 0.0 90.5 95.8 95.0 97.5 5.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 0 19 15 22 17
TETCO M3 BASIS - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 185,992
COMMITMENTS
4,149 7,289 642 171,046 170,723 175,837 178,654 10,155 7,338
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,570)
199 104 38 2,028 2,427 2,265 2,569 305 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.9 0.3 92.0 91.8 94.5 96.1 5.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 6 29 33 36 42
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 182,928
COMMITMENTS
0 0 0 176,674 177,669 176,674 177,669 6,254 5,259
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -174)
0 0 0 -203 -174 -203 -174 29 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 97.1 96.6 97.1 3.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 26 24 26 24
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 16,423
COMMITMENTS
0 0 0 15,805 15,788 15,805 15,788 618 635
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 899)
0 0 0 870 667 870 667 29 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.2 96.1 96.2 96.1 3.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 14 16 14 16
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 245,154
COMMITMENTS
4,414 5,821 5,683 225,074 228,265 235,171 239,769 9,983 5,385
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 8,511)
97 1,869 -1,501 9,601 7,104 8,197 7,472 314 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.4 2.3 91.8 93.1 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 3 3 32 32 37 35
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 81,512
COMMITMENTS
4,166 0 0 75,873 80,763 80,039 80,763 1,473 749
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,972)
377 0 0 1,218 1,885 1,595 1,885 377 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 0.0 93.1 99.1 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 0 12 20 15 20
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 197,743
COMMITMENTS
6,226 2,646 0 178,124 192,369 184,350 195,015 13,393 2,728
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 82)
0 0 0 343 2,390 343 2,390 -261 -2,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.3 0.0 90.1 97.3 93.2 98.6 6.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 1 0 34 34 35 35
WAHA INDEX - ICE FUTURES ENERGY DIV Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 69,868
COMMITMENTS
440 4,076 0 65,184 64,458 65,624 68,534 4,244 1,334
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 3,961)
0 0 0 3,758 3,932 3,758 3,932 203 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.8 0.0 93.3 92.3 93.9 98.1 6.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 0 23 15 24 18
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 356,993
COMMITMENTS
600 1,708 0 347,445 350,381 348,045 352,089 8,948 4,904
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 5,630)
0 0 0 5,213 5,786 5,213 5,786 417 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.5 0.0 97.3 98.1 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 0 28 20 29 21
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 77,874
COMMITMENTS
2,275 114 372 67,576 71,822 70,223 72,308 7,651 5,566
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 3,948)
0 0 0 3,820 4,035 3,820 4,035 128 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.1 0.5 86.8 92.2 90.2 92.9 9.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 20 19 22 20
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 216,672
COMMITMENTS
7,896 6,521 1,167 195,130 199,478 204,193 207,166 12,479 9,506
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 3,033)
963 -998 121 2,031 5,381 3,115 4,504 -82 -1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.0 0.5 90.1 92.1 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 25 27 28 29
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 22,521
COMMITMENTS
0 290 0 21,228 21,377 21,228 21,667 1,293 854
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 94.3 94.9 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 112,291
COMMITMENTS
3,688 2,781 643 98,029 104,124 102,360 107,548 9,931 4,743
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,366)
2,960 396 246 2,156 1,232 5,362 1,874 -2,996 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.5 0.6 87.3 92.7 91.2 95.8 8.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 19 22 22 23
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 27,464
COMMITMENTS
2,066 664 328 24,742 26,262 27,136 27,254 328 210
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 783)
20 -110 33 735 850 788 773 -5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.4 1.2 90.1 95.6 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 3 7 25 27 35 35
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours) OPEN INTEREST: 19,433
COMMITMENTS
2,510 1,589 521 16,350 17,313 19,381 19,423 52 10
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 348)
-215 119 195 346 36 326 350 22 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.2 2.7 84.1 89.1 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 2 7 22 25 32 32
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours) OPEN INTEREST: 206,091
COMMITMENTS
41,733 15,584 14,678 149,486 175,592 205,897 205,854 194 237
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 17,251)
7,249 3,630 -860 10,801 14,414 17,190 17,184 61 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 7.6 7.1 72.5 85.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 19 22 41 41 67 73
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 84,614
COMMITMENTS
2,046 11,797 2,617 79,770 69,957 84,433 84,371 181 243
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 330)
-47 51 -132 505 415 326 334 4 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.9 3.1 94.3 82.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 10 7 24 29 34 41
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 71,538
COMMITMENTS
2,518 6,318 4,590 64,358 60,589 71,466 71,497 72 41
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,367)
1,044 148 -334 697 1,558 1,407 1,372 -40 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.8 6.4 90.0 84.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 6 19 18 25 26
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 47,776
COMMITMENTS
416 10,844 1,095 45,764 35,759 47,275 47,698 501 78
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 508)
-398 -65 181 725 392 508 508 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 22.7 2.3 95.8 74.8 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 4 5 23 27 32 33
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 60,800
COMMITMENTS
752 17,301 1,113 58,398 42,186 60,263 60,600 537 200
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,572)
-206 2,193 73 2,683 292 2,550 2,558 22 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 28.5 1.8 96.0 69.4 99.1 99.7 0.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 10 4 26 29 33 42
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 58,305
COMMITMENTS
2,990 10,491 361 54,306 47,383 57,657 58,235 648 70
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 123)
-174 23 0 717 100 543 123 -420 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 18.0 0.6 93.1 81.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 2 30 23 33 29
AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 6,469
COMMITMENTS
250 1,800 100 6,074 4,546 6,424 6,446 45 22
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -6,668)
-614 -150 -350 -5,449 -6,059 -6,413 -6,559 -255 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 27.8 1.5 93.9 70.3 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 1 11 11 13 16
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 67,680
COMMITMENTS
3,532 10,815 457 63,247 56,356 67,236 67,628 444 52
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 48)
-204 -80 0 672 116 468 36 -420 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 16.0 0.7 93.5 83.3 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 3 30 24 35 30
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,578
COMMITMENTS
35 1,444 166 32,137 30,923 32,338 32,533 240 45
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 215)
-60 170 30 245 15 215 215 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.4 0.5 98.6 94.9 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 18 14 21 18
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 31,387
COMMITMENTS
536 430 225 30,115 30,009 30,876 30,664 511 723
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 150)
5 45 25 120 90 150 160 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.4 0.7 95.9 95.6 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 2 15 15 18 20
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 28,191
COMMITMENTS
2,760 1,490 0 25,302 26,641 28,062 28,131 129 60
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 710)
300 0 0 410 830 710 830 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.3 0.0 89.8 94.5 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 18 11 22 13
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 27,537
COMMITMENTS
3,060 50 0 24,169 27,367 27,229 27,417 308 120
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 560)
300 0 0 260 680 560 680 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.2 0.0 87.8 99.4 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 0 16 12 21 13
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour OPEN INTEREST: 187,432
COMMITMENTS
29,055 12,405 10,628 146,619 164,023 186,302 187,055 1,130 377
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 11,496)
1,460 2,438 1,402 8,592 7,491 11,455 11,331 41 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.6 5.7 78.2 87.5 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 18 19 38 38 61 63
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour OPEN INTEREST: 35,836
COMMITMENTS
0 9,030 0 35,156 26,616 35,156 35,646 680 190
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 600)
0 600 0 600 0 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.2 0.0 98.1 74.3 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 13 12 13 15
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,882
COMMITMENTS
0 8,280 0 33,162 25,422 33,162 33,702 720 180
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 600)
0 600 0 600 0 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.4 0.0 97.9 75.0 97.9 99.5 2.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 0 14 12 14 15
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour OPEN INTEREST: 33,145
COMMITMENTS
841 5,064 808 30,862 26,730 32,511 32,602 634 543
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 400)
60 0 0 -7 400 53 400 347 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 15.3 2.4 93.1 80.6 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 15 15 19 20
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour OPEN INTEREST: 30,267
COMMITMENTS
841 5,064 808 27,964 23,827 29,613 29,699 654 568
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 420)
60 0 0 13 420 73 420 347 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 16.7 2.7 92.4 78.7 97.8 98.1 2.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 15 15 19 20
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour OPEN INTEREST: 125,625
COMMITMENTS
18,405 5,008 3,041 103,577 116,703 125,023 124,752 602 873
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 4,940)
0 826 940 4,001 2,986 4,941 4,752 -1 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 4.0 2.4 82.4 92.9 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 8 21 27 30 39
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 35,237
COMMITMENTS
150 1,346 70 34,809 33,719 35,029 35,135 208 102
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 156)
-50 31 0 201 104 151 135 5 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.8 0.2 98.8 95.7 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 21 15 23 18
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 35,661
COMMITMENTS
1,382 1,268 244 33,476 33,874 35,102 35,386 559 275
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -33)
37 -80 0 -60 32 -23 -48 -10 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.6 0.7 93.9 95.0 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 4 1 17 15 21 20
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 32,279
COMMITMENTS
2,120 3,741 0 30,079 28,178 32,199 31,919 80 360
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 482)
-24 -492 0 505 974 481 482 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.6 0.0 93.2 87.3 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 21 19 23 22
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,786
COMMITMENTS
2,399 745 0 29,188 30,681 31,587 31,426 199 360
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,031)
0 60 -4 1,034 975 1,030 1,031 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.3 0.0 91.8 96.5 99.4 98.9 0.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 0 23 20 25 23
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours) OPEN INTEREST: 78,783
COMMITMENTS
1,095 5,311 1,909 75,449 71,263 78,453 78,483 330 300
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,146)
-385 176 -21 1,577 1,002 1,171 1,157 -25 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 6.7 2.4 95.8 90.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 11 6 29 30 35 43
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 107,150
COMMITMENTS
4,777 7,937 2,325 99,630 96,258 106,732 106,520 418 630
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,079)
-930 -61 386 2,614 1,725 2,070 2,050 9 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.4 2.2 93.0 89.8 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 17 13 30 32 47 56
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 44,343
COMMITMENTS
686 5,147 635 42,922 38,405 44,243 44,187 100 156
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,165)
50 147 133 989 855 1,172 1,135 -7 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 11.6 1.4 96.8 86.6 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 3 19 17 22 22
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 41,324
COMMITMENTS
25 5,160 43 41,007 36,121 41,075 41,324 249 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 640)
0 65 -25 640 600 615 640 25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 12.5 0.1 99.2 87.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 12 11 14 16
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours) OPEN INTEREST: 58,056
COMMITMENTS
273 3,373 1,040 56,180 53,136 57,493 57,549 563 507
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,866)
0 9 30 1,836 1,821 1,866 1,860 0 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.8 1.8 96.8 91.5 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 7 5 18 23 24 30
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 63,709
COMMITMENTS
325 6,451 1,011 61,687 56,102 63,023 63,564 686 145
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,561)
0 -62 -12 1,572 1,634 1,560 1,561 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.1 1.6 96.8 88.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 9 4 22 26 27 35
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 39,145
COMMITMENTS
64 2,494 65 38,262 36,236 38,391 38,795 754 350
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 245)
-36 296 -68 214 22 110 250 135 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 0.2 97.7 92.6 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 4 4 24 20 28 26
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 33,034
COMMITMENTS
91 107 425 31,864 32,088 32,380 32,620 654 414
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 837)
-174 7 173 698 632 697 812 140 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.3 1.3 96.5 97.1 98.0 98.7 2.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 23 18 25 21
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 31,268
COMMITMENTS
195 2,481 1,204 29,267 27,206 30,666 30,891 602 377
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 740)
-26 250 16 725 463 715 729 25 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 7.9 3.9 93.6 87.0 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 9 3 24 26 27 36
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours) OPEN INTEREST: 23,576
COMMITMENTS
0 2,217 480 22,326 20,158 22,806 22,855 770 721
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 921)
0 236 0 898 670 898 906 23 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 2.0 94.7 85.5 96.7 96.9 3.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 11 2 23 19 25 30
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 11,909
COMMITMENTS
585 0 0 11,239 11,869 11,824 11,869 85 40
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 806)
45 0 0 726 886 771 886 35 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 0.0 94.4 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 21 15 22 15
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours) OPEN INTEREST: 8,530
COMMITMENTS
160 25 0 8,345 8,485 8,505 8,510 25 20
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 435)
30 0 0 620 435 650 435 -215 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.3 0.0 97.8 99.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 15 7 16 8
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 14,430
COMMITMENTS
3,098 30 120 11,033 14,130 14,251 14,280 179 150
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 -50 0 0 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.2 0.8 76.5 97.9 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 10 11 14 12
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 13,765
COMMITMENTS
326 480 120 13,140 13,015 13,586 13,615 179 150
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 -50 0 0 50 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.5 0.9 95.5 94.6 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 11 11 14 13
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 31,554
COMMITMENTS
275 0 0 30,593 31,374 30,868 31,374 686 180
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.0 99.4 97.8 99.4 2.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 12 14 13 14
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 80,383
COMMITMENTS
14,049 6,665 1,729 64,219 71,754 79,997 80,148 386 235
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,602)
-740 69 228 2,109 1,216 1,597 1,513 5 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 8.3 2.2 79.9 89.3 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 8 10 36 36 52 50
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 90,675
COMMITMENTS
15,731 15,210 1,297 73,274 73,756 90,302 90,263 373 412
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,308)
-568 809 126 2,755 1,348 2,313 2,283 -5 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 16.8 1.4 80.8 81.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 13 12 39 38 57 57
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 374,230
COMMITMENTS
55,516 30,841 66,689 251,662 276,102 373,867 373,632 363 598
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 15,946)
3,215 -2,746 10,200 2,429 8,473 15,844 15,927 102 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 8.2 17.8 67.2 73.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 26 31 53 46 92 93
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,443
COMMITMENTS
1,235 4,995 66 15,804 12,358 17,105 17,419 338 24
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -25)
0 -615 0 -25 590 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 28.6 0.4 90.6 70.8 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 1 19 12 22 16
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 15,797
COMMITMENTS
941 4,045 66 14,577 11,662 15,584 15,773 213 24
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 -365 0 0 365 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 25.6 0.4 92.3 73.8 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 5 1 19 12 22 17
PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV Code-0643IA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 4,791
COMMITMENTS
730 1,035 35 3,315 3,190 4,080 4,260 711 531
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -3,100)
-215 -1,140 -496 -1,970 -1,440 -2,681 -3,076 -419 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 21.6 0.7 69.2 66.6 85.2 88.9 14.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 3 12 8 19 13
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 23,805
COMMITMENTS
3,550 9,111 1,800 17,460 11,955 22,810 22,866 995 939
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -4,319)
17 -1,537 -535 -4,045 -2,515 -4,563 -4,587 244 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 38.3 7.6 73.3 50.2 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
11 13 15 33 27 53 47
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 60,108
COMMITMENTS
3,080 5,611 4,430 52,133 49,691 59,643 59,732 465 376
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,601)
95 -41 185 1,241 1,453 1,521 1,597 80 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.3 7.4 86.7 82.7 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 6 5 30 25 39 32
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 59,241
COMMITMENTS
7,883 6,517 1,853 48,994 50,469 58,730 58,839 511 402
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,968)
1,081 245 -7 1,891 2,735 2,965 2,973 3 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 11.0 3.1 82.7 85.2 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 6 7 27 23 37 33
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 25,200
COMMITMENTS
5,600 0 0 19,600 24,960 25,200 24,960 0 240
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 2,000)
200 0 0 1,800 2,000 2,000 2,000 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 0.0 0.0 77.8 99.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 14 12 18 12
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 11,728
COMMITMENTS
1,840 456 0 9,738 11,228 11,578 11,684 150 44
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 3.9 0.0 83.0 95.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 11 11 14 13
PJM DOM ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064IBA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
368 MWh OPEN INTEREST: 14,883
COMMITMENTS
1,850 0 5 12,398 14,578 14,253 14,583 630 300
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 83.3 98.0 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 1 10 11 13 12
ERCOT N 345KV RT OFF-PEAK MINI - ICE FUTURES ENERGY DIV Code-064IBJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 15,224
COMMITMENTS
0 800 0 14,160 14,104 14,160 14,904 1,064 320
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -2,944)
0 0 0 -3,336 -3,008 -3,336 -3,008 392 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 0.0 93.0 92.6 93.0 97.9 7.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 12 15 12 17
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours) OPEN INTEREST: 15,665
COMMITMENTS
1,570 1,935 540 13,535 13,150 15,645 15,625 20 40
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 12.4 3.4 86.4 83.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 19 17 21 20
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 metric tonnes OPEN INTEREST: 4,813
COMMITMENTS
893 1,065 375 2,710 2,898 3,978 4,338 835 475
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 640)
205 185 55 320 365 580 605 60 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.1 7.8 56.3 60.2 82.7 90.1 17.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 5 10 23 19 38 30
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 3,039
COMMITMENTS
0 191 374 1,987 1,885 2,361 2,450 678 589
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 12.3 65.4 62.0 77.7 80.6 22.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 3 15 16 18 20
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 metric tonnes OPEN INTEREST: 10,187
COMMITMENTS
748 738 839 7,602 7,713 9,189 9,290 998 897
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 365)
140 33 -88 302 484 354 429 11 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.2 8.2 74.6 75.7 90.2 91.2 9.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 7 11 40 43 53 55
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 36,394
COMMITMENTS
6,937 1,880 5,228 24,094 28,834 36,259 35,942 135 452
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,646)
322 -887 738 586 1,795 1,646 1,646 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.2 14.4 66.2 79.2 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 7 8 37 35 48 46
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 18,161
COMMITMENTS
51 2,118 2,200 15,851 13,465 18,102 17,783 59 378
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 596)
51 240 -84 641 374 608 530 -12 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.7 12.1 87.3 74.1 99.7 97.9 0.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 4 23 22 27 27
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 28,119
COMMITMENTS
6,815 3,512 2,259 18,469 22,092 27,543 27,863 576 256
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 687)
-197 807 -70 939 3 672 740 15 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 12.5 8.0 65.7 78.6 98.0 99.1 2.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
8 7 11 47 50 61 62
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 7,856
COMMITMENTS
130 116 264 7,033 7,162 7,427 7,542 429 314
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 108)
0 0 0 108 103 108 103 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.5 3.4 89.5 91.2 94.5 96.0 5.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 14 15 16 17
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 51,574
COMMITMENTS
42,985 818 502 8,077 49,712 51,564 51,032 10 542
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 817)
-37 0 -13 864 825 814 812 3 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.3 1.6 1.0 15.7 96.4 100.0 98.9 0.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 2 21 34 26 39
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels) OPEN INTEREST: 119,907
COMMITMENTS
18,870 50,740 4,693 95,855 64,110 119,418 119,543 489 364
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 8,287)
41 184 414 7,825 7,930 8,280 8,528 7 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 42.3 3.9 79.9 53.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
14 17 19 79 75 104 101
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Metric Tonnes OPEN INTEREST: 3,454
COMMITMENTS
424 233 156 2,212 2,562 2,792 2,951 662 503
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 303)
117 83 -24 346 222 439 281 -136 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 6.7 4.5 64.0 74.2 80.8 85.4 19.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 5 21 24 29 29
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 Barrels OPEN INTEREST: 48,245
COMMITMENTS
0 295 175 47,420 47,775 47,595 48,245 650 0
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 1,140)
0 -45 -90 580 1,275 490 1,140 650 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 0.4 98.3 99.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 2 31 31 33 33
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 46,842
COMMITMENTS
640 0 80 45,962 46,747 46,682 46,827 160 15
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -5,686)
-220 -130 35 -5,601 -5,606 -5,786 -5,701 100 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.2 98.1 99.8 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 0 1 30 35 33 36
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 15,682
COMMITMENTS
0 110 85 15,582 15,407 15,667 15,602 15 80
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -1,463)
0 -35 35 -1,483 -1,458 -1,448 -1,458 -15 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.5 99.4 98.2 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 18 15 19 16
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 BARRELS OPEN INTEREST: 17,165
COMMITMENTS
0 0 0 17,117 17,145 17,117 17,145 48 20
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: -2,255)
0 0 0 -2,250 -2,240 -2,250 -2,240 -5 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.7 99.9 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 23 16 23 16
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/24 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 Barrels OPEN INTEREST: 6,901
COMMITMENTS
137 1,958 243 6,220 4,685 6,600 6,886 301 15
CHANGES FROM 01/16/24 (CHANGE IN OPEN INTEREST: 333)
-71 -67 129 265 271 323 333 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 28.4 3.5 90.1 67.9 95.6 99.8 4.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 4 12 20 18 25
Updated January 23, 2024